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authorminskim <minskim@pkgsrc.org>2018-07-06 03:54:01 +0000
committerminskim <minskim@pkgsrc.org>2018-07-06 03:54:01 +0000
commita5fbef4e8a3e02f2655ee971f0f316b61a57e400 (patch)
treeb58176cc882634771d346325af7d30c2bf77f6ca /finance
parentc3b9a0406015631a1f2931248187512f69d7f3c0 (diff)
downloadpkgsrc-a5fbef4e8a3e02f2655ee971f0f316b61a57e400.tar.gz
finance/py-pyfolio: Import version 0.8.0
pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm.
Diffstat (limited to 'finance')
-rw-r--r--finance/py-pyfolio/DESCR6
-rw-r--r--finance/py-pyfolio/Makefile27
-rw-r--r--finance/py-pyfolio/PLIST88
-rw-r--r--finance/py-pyfolio/distinfo6
4 files changed, 127 insertions, 0 deletions
diff --git a/finance/py-pyfolio/DESCR b/finance/py-pyfolio/DESCR
new file mode 100644
index 00000000000..b6aa1bdd95a
--- /dev/null
+++ b/finance/py-pyfolio/DESCR
@@ -0,0 +1,6 @@
+pyfolio is a Python library for performance and risk analysis of
+financial portfolios developed by Quantopian Inc. It works well with
+the Zipline open source backtesting library. At the core of pyfolio is
+a so-called tear sheet that consists of various individual plots that
+provide a comprehensive image of the performance of a trading
+algorithm.
diff --git a/finance/py-pyfolio/Makefile b/finance/py-pyfolio/Makefile
new file mode 100644
index 00000000000..16a5ec795b5
--- /dev/null
+++ b/finance/py-pyfolio/Makefile
@@ -0,0 +1,27 @@
+# $NetBSD: Makefile,v 1.1 2018/07/06 03:54:01 minskim Exp $
+
+DISTNAME= pyfolio-0.8.0
+PKGNAME= ${PYPKGPREFIX}-${DISTNAME}
+CATEGORIES= finance
+MASTER_SITES= ${MASTER_SITE_PYPI:=p/pyfolio/}
+
+MAINTAINER= minskim@NetBSD.org
+HOMEPAGE= https://github.com/quantopian/pyfolio
+COMMENT= Performance and risk analysis of financial portfolios
+LICENSE= apache-2.0
+
+DEPENDS+= ${PYPKGPREFIX}-empyrical-[0-9]*:../../finance/py-empyrical
+DEPENDS+= ${PYPKGPREFIX}-ipython-[0-9]*:../../devel/py-ipython
+DEPENDS+= ${PYPKGPREFIX}-matplotlib-[0-9]*:../../graphics/py-matplotlib
+DEPENDS+= ${PYPKGPREFIX}-numpy-[0-9]*:../../math/py-numpy
+DEPENDS+= ${PYPKGPREFIX}-pandas-[0-9]*:../../math/py-pandas
+DEPENDS+= ${PYPKGPREFIX}-pymc3-[0-9]*:../../math/py-pymc3
+DEPENDS+= ${PYPKGPREFIX}-pytz-[0-9]*:../../time/py-pytz
+DEPENDS+= ${PYPKGPREFIX}-scikit-learn-[0-9]*:../../math/py-scikit-learn
+DEPENDS+= ${PYPKGPREFIX}-scipy-[0-9]*:../../math/py-scipy
+DEPENDS+= ${PYPKGPREFIX}-seaborn-[0-9]*:../../graphics/py-seaborn
+
+USE_LANGUAGES= # none
+
+.include "../../lang/python/egg.mk"
+.include "../../mk/bsd.pkg.mk"
diff --git a/finance/py-pyfolio/PLIST b/finance/py-pyfolio/PLIST
new file mode 100644
index 00000000000..cd79a7b7be1
--- /dev/null
+++ b/finance/py-pyfolio/PLIST
@@ -0,0 +1,88 @@
+@comment $NetBSD: PLIST,v 1.1 2018/07/06 03:54:01 minskim Exp $
+${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
+${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
+${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
+${PYSITELIB}/${EGG_INFODIR}/pbr.json
+${PYSITELIB}/${EGG_INFODIR}/requires.txt
+${PYSITELIB}/${EGG_INFODIR}/top_level.txt
+${PYSITELIB}/pyfolio/__init__.py
+${PYSITELIB}/pyfolio/__init__.pyc
+${PYSITELIB}/pyfolio/__init__.pyo
+${PYSITELIB}/pyfolio/_seaborn.py
+${PYSITELIB}/pyfolio/_seaborn.pyc
+${PYSITELIB}/pyfolio/_seaborn.pyo
+${PYSITELIB}/pyfolio/_version.py
+${PYSITELIB}/pyfolio/_version.pyc
+${PYSITELIB}/pyfolio/_version.pyo
+${PYSITELIB}/pyfolio/bayesian.py
+${PYSITELIB}/pyfolio/bayesian.pyc
+${PYSITELIB}/pyfolio/bayesian.pyo
+${PYSITELIB}/pyfolio/capacity.py
+${PYSITELIB}/pyfolio/capacity.pyc
+${PYSITELIB}/pyfolio/capacity.pyo
+${PYSITELIB}/pyfolio/deprecate.py
+${PYSITELIB}/pyfolio/deprecate.pyc
+${PYSITELIB}/pyfolio/deprecate.pyo
+${PYSITELIB}/pyfolio/interesting_periods.py
+${PYSITELIB}/pyfolio/interesting_periods.pyc
+${PYSITELIB}/pyfolio/interesting_periods.pyo
+${PYSITELIB}/pyfolio/ipycompat.py
+${PYSITELIB}/pyfolio/ipycompat.pyc
+${PYSITELIB}/pyfolio/ipycompat.pyo
+${PYSITELIB}/pyfolio/perf_attrib.py
+${PYSITELIB}/pyfolio/perf_attrib.pyc
+${PYSITELIB}/pyfolio/perf_attrib.pyo
+${PYSITELIB}/pyfolio/plotting.py
+${PYSITELIB}/pyfolio/plotting.pyc
+${PYSITELIB}/pyfolio/plotting.pyo
+${PYSITELIB}/pyfolio/pos.py
+${PYSITELIB}/pyfolio/pos.pyc
+${PYSITELIB}/pyfolio/pos.pyo
+${PYSITELIB}/pyfolio/risk.py
+${PYSITELIB}/pyfolio/risk.pyc
+${PYSITELIB}/pyfolio/risk.pyo
+${PYSITELIB}/pyfolio/round_trips.py
+${PYSITELIB}/pyfolio/round_trips.pyc
+${PYSITELIB}/pyfolio/round_trips.pyo
+${PYSITELIB}/pyfolio/tears.py
+${PYSITELIB}/pyfolio/tears.pyc
+${PYSITELIB}/pyfolio/tears.pyo
+${PYSITELIB}/pyfolio/tests/__init__.py
+${PYSITELIB}/pyfolio/tests/__init__.pyc
+${PYSITELIB}/pyfolio/tests/__init__.pyo
+${PYSITELIB}/pyfolio/tests/test_capacity.py
+${PYSITELIB}/pyfolio/tests/test_capacity.pyc
+${PYSITELIB}/pyfolio/tests/test_capacity.pyo
+${PYSITELIB}/pyfolio/tests/test_nbs.py
+${PYSITELIB}/pyfolio/tests/test_nbs.pyc
+${PYSITELIB}/pyfolio/tests/test_nbs.pyo
+${PYSITELIB}/pyfolio/tests/test_perf_attrib.py
+${PYSITELIB}/pyfolio/tests/test_perf_attrib.pyc
+${PYSITELIB}/pyfolio/tests/test_perf_attrib.pyo
+${PYSITELIB}/pyfolio/tests/test_pos.py
+${PYSITELIB}/pyfolio/tests/test_pos.pyc
+${PYSITELIB}/pyfolio/tests/test_pos.pyo
+${PYSITELIB}/pyfolio/tests/test_risk.py
+${PYSITELIB}/pyfolio/tests/test_risk.pyc
+${PYSITELIB}/pyfolio/tests/test_risk.pyo
+${PYSITELIB}/pyfolio/tests/test_round_trips.py
+${PYSITELIB}/pyfolio/tests/test_round_trips.pyc
+${PYSITELIB}/pyfolio/tests/test_round_trips.pyo
+${PYSITELIB}/pyfolio/tests/test_tears.py
+${PYSITELIB}/pyfolio/tests/test_tears.pyc
+${PYSITELIB}/pyfolio/tests/test_tears.pyo
+${PYSITELIB}/pyfolio/tests/test_timeseries.py
+${PYSITELIB}/pyfolio/tests/test_timeseries.pyc
+${PYSITELIB}/pyfolio/tests/test_timeseries.pyo
+${PYSITELIB}/pyfolio/tests/test_txn.py
+${PYSITELIB}/pyfolio/tests/test_txn.pyc
+${PYSITELIB}/pyfolio/tests/test_txn.pyo
+${PYSITELIB}/pyfolio/timeseries.py
+${PYSITELIB}/pyfolio/timeseries.pyc
+${PYSITELIB}/pyfolio/timeseries.pyo
+${PYSITELIB}/pyfolio/txn.py
+${PYSITELIB}/pyfolio/txn.pyc
+${PYSITELIB}/pyfolio/txn.pyo
+${PYSITELIB}/pyfolio/utils.py
+${PYSITELIB}/pyfolio/utils.pyc
+${PYSITELIB}/pyfolio/utils.pyo
diff --git a/finance/py-pyfolio/distinfo b/finance/py-pyfolio/distinfo
new file mode 100644
index 00000000000..ad7a4dc6fa7
--- /dev/null
+++ b/finance/py-pyfolio/distinfo
@@ -0,0 +1,6 @@
+$NetBSD: distinfo,v 1.1 2018/07/06 03:54:01 minskim Exp $
+
+SHA1 (pyfolio-0.8.0.tar.gz) = 2239f0be07a291277bdb90d23c8473b46da241eb
+RMD160 (pyfolio-0.8.0.tar.gz) = 1ec5d17780ad70164f55f870002d082b6c9b6f30
+SHA512 (pyfolio-0.8.0.tar.gz) = ff84c19ded776ea3549b907e7d8e8488060e9231bcaa297789e5f8aa77de227af9c287ac8df768319d52de82d6556d995ea817cd550679b2e51b0351802a11d1
+Size (pyfolio-0.8.0.tar.gz) = 79473 bytes