Tags: FrankPSch/empyrical
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Fix for pandas 1.0 (quantopian#124) * as_matrix was depricated then removed. to_numpy() works in this situation * updated travis to include pandas 1.0.x, python 3.7 numpy 1.18 and scipy 1.4.x - kept a python 2.7 with the last supported versions of pydata. * versions compatible with conda for travis * old scipy and numpy * old scipy and numpy * old scipy and numpy * old scipy and numpy * old scipy and numpy * old scipy and numpy * who uses 3.5 anyway * Fix for pandas 1.0 * as_matrix was deprecated then removed. to_numpy() works in this situation * updated travis to include pandas 1.0.x, python 3.7 numpy 1.18 and scipy 1.4.x * kept a python 2.7 build with the last supported versions of pydata. * versions compatible with conda for travis * try except branch to support old pandas as required by zipline * as_matrix() not to_matrix() - thanks again Travis. Co-authored-by: Rich Atkinson <rich@airteam.com.au>
Merge pull request quantopian#102 from quantopian/license MAINT: add year/name to license
DEP: Deprecate all data reading functionality via pandas-datareader (q… …uantopian#97) * DEP: Deprecate all functions using pandas-datareader * DOC: Update README with deprecation documentation * STY: Markdown style * STY: Markdown style again * REV: revert previous commit * STY: typo * STY: consistent naming convention * DEP: also deprecate any cacheing of data * DEP: forgot to deprecate additional funcs * REV: get_utc_timestamp should not be deprecated * ENH: add function to compute returns from prices * BUG: wrap import in try-except * MAINT: update deprecation warning * MAINT: move `simple_returns` func to `stats` module * MAINT: don't raise deprecation warning for _1_bday_ago * DOC: remove suggestions * TST: added test for simple_returns * MAINT: add simple_returns to init * TST: fixed simple_returns test * STY: use size, not shape * TST: tests passing * DOC: 1_bday_ago no longer deprecated
Merge pull request quantopian#85 from quantopian/fix-cum_returns-index BUG: Preserve output index in `cum_returns`.
Merge pull request quantopian#76 from quantopian/add-perf-attrib MAINT: add perf attrib to empyrical
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