finance/py-alphalens: version 0.1.1

Alphalens is a Python Library for performance analysis of predictive
(alpha) stock factors. Alphalens works great with the Zipline open
source backtesting library, and Pyfolio which provides performance and
risk analysis of financial portfolios.

4 files changed, 69 insertions, 0 deletions

diff --git a/finance/py-alphalens/DESCR b/finance/py-alphalens/DESCR
new file mode 100644
index 00000000000..96d4a17ee2f
--- /dev/null
+++ b/finance/py-alphalens/DESCR
@@ -0,0 +1,4 @@
+Alphalens is a Python Library for performance analysis of predictive
+(alpha) stock factors. Alphalens works great with the Zipline open
+source backtesting library, and Pyfolio which provides performance and
+risk analysis of financial portfolios.
diff --git a/finance/py-alphalens/Makefile b/finance/py-alphalens/Makefile
new file mode 100644
index 00000000000..61717c0a622
--- /dev/null
+++ b/finance/py-alphalens/Makefile
@@ -0,0 +1,23 @@
+# $NetBSD: Makefile,v 1.1 2017/09/16 21:31:35 minskim Exp $
+
+DISTNAME=	alphalens-0.1.1
+PKGNAME=	${PYPKGPREFIX}-${DISTNAME}
+CATEGORIES=	finance
+MASTER_SITES=	${MASTER_SITE_GITHUB:=quantopian/}
+GITHUB_PROJECT=	alphalens
+GITHUB_TAG=	v0.1.1
+
+MAINTAINER=	minskim@NetBSD.org
+HOMEPAGE=	https://github.com/quantopian/alphalens/
+COMMENT=	Performance analysis of predictive stock factors
+LICENSE=	apache-2.0
+
+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}-scipy-[0-9]*:../../math/py-scipy
+DEPENDS+=	${PYPKGPREFIX}-seaborn-[0-9]*:../../graphics/py-seaborn
+DEPENDS+=	${PYPKGPREFIX}-statsmodels-[0-9]*:../../math/py-statsmodels
+
+.include "../../lang/python/egg.mk"
+.include "../../mk/bsd.pkg.mk"
diff --git a/finance/py-alphalens/PLIST b/finance/py-alphalens/PLIST
new file mode 100644
index 00000000000..9bb2410cce2
--- /dev/null
+++ b/finance/py-alphalens/PLIST
@@ -0,0 +1,36 @@
+@comment $NetBSD: PLIST,v 1.1 2017/09/16 21:31:35 minskim Exp $
+${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
+${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
+${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
+${PYSITELIB}/${EGG_INFODIR}/requires.txt
+${PYSITELIB}/${EGG_INFODIR}/top_level.txt
+${PYSITELIB}/alphalens/__init__.py
+${PYSITELIB}/alphalens/__init__.pyo
+${PYSITELIB}/alphalens/__init__.pyc
+${PYSITELIB}/alphalens/performance.pyo
+${PYSITELIB}/alphalens/performance.pyc
+${PYSITELIB}/alphalens/plotting.pyo
+${PYSITELIB}/alphalens/plotting.pyc
+${PYSITELIB}/alphalens/tears.pyo
+${PYSITELIB}/alphalens/tears.pyc
+${PYSITELIB}/alphalens/utils.pyo
+${PYSITELIB}/alphalens/utils.pyc
+${PYSITELIB}/alphalens/examples/ic_tear.png
+${PYSITELIB}/alphalens/examples/predictive_vs_non-predictive_factor.ipynb
+${PYSITELIB}/alphalens/examples/returns_tear.png
+${PYSITELIB}/alphalens/examples/sector_tear.png
+${PYSITELIB}/alphalens/examples/table_tear.png
+${PYSITELIB}/alphalens/examples/tear_sheet_walk_through.ipynb
+${PYSITELIB}/alphalens/performance.py
+${PYSITELIB}/alphalens/plotting.py
+${PYSITELIB}/alphalens/tears.py
+${PYSITELIB}/alphalens/tests/__init__.py
+${PYSITELIB}/alphalens/tests/__init__.pyo
+${PYSITELIB}/alphalens/tests/__init__.pyc
+${PYSITELIB}/alphalens/tests/test_performance.pyo
+${PYSITELIB}/alphalens/tests/test_performance.pyc
+${PYSITELIB}/alphalens/tests/test_utils.pyo
+${PYSITELIB}/alphalens/tests/test_utils.pyc
+${PYSITELIB}/alphalens/tests/test_performance.py
+${PYSITELIB}/alphalens/tests/test_utils.py
+${PYSITELIB}/alphalens/utils.py
diff --git a/finance/py-alphalens/distinfo b/finance/py-alphalens/distinfo
new file mode 100644
index 00000000000..b6c7469bd19
--- /dev/null
+++ b/finance/py-alphalens/distinfo
@@ -0,0 +1,6 @@
+$NetBSD: distinfo,v 1.1 2017/09/16 21:31:35 minskim Exp $
+
+SHA1 (alphalens-0.1.1.tar.gz) = 1d48a690c2fa740194ea1d496bc646108cabef7b
+RMD160 (alphalens-0.1.1.tar.gz) = b3613b353d7703a607e738db2eb4bb15bc0e14a3
+SHA512 (alphalens-0.1.1.tar.gz) = 08dcc25061afe05e0fe9da1aae1cbcf7f9782d9c392f05cc3304e02a750e1270f2612c1eb857db6d754774eb4e18cc1de9a9117b8210aed2af7ac9107dacd0ac
+Size (alphalens-0.1.1.tar.gz) = 12304162 bytes