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| author | minskim <minskim@pkgsrc.org> | 2018-07-05 09:21:29 +0000 |
|---|---|---|
| committer | minskim <minskim@pkgsrc.org> | 2018-07-05 09:21:29 +0000 |
| commit | 7258038e0383fa65345b2dc3459a9c468a0d3e0b (patch) | |
| tree | a82d8a6189036dd2a350dab6928fe27d31f6628f /finance | |
| parent | efef9651b960f288e548c720bf5b0a8a1247009e (diff) | |
| download | pkgsrc-7258038e0383fa65345b2dc3459a9c468a0d3e0b.tar.gz | |
finance/py-alphalens: Update to 0.3.2
New features since 0.2.1:
- Integration with Pyfolio. It is now possible to simulate a portfolio
using the input alpha factor and analyze the performance with
Pyfolio.
- Added new API utils.get_clean_factor to run Alphalens with returns
instead of prices
- Changed color palette to improve the visual experience for
colorblind users
- Standard deviation bars optional in
tears.create_event_returns_tear_sheet
- Alphalens now properly handles intraday factors
Diffstat (limited to 'finance')
| -rw-r--r-- | finance/py-alphalens/Makefile | 4 | ||||
| -rw-r--r-- | finance/py-alphalens/PLIST | 7 | ||||
| -rw-r--r-- | finance/py-alphalens/distinfo | 10 |
3 files changed, 13 insertions, 8 deletions
diff --git a/finance/py-alphalens/Makefile b/finance/py-alphalens/Makefile index 31b8a53bccb..bdc9875052d 100644 --- a/finance/py-alphalens/Makefile +++ b/finance/py-alphalens/Makefile @@ -1,6 +1,6 @@ -# $NetBSD: Makefile,v 1.2 2018/02/02 20:17:54 minskim Exp $ +# $NetBSD: Makefile,v 1.3 2018/07/05 09:21:29 minskim Exp $ -DISTNAME= alphalens-0.2.1 +DISTNAME= alphalens-0.3.2 PKGNAME= ${PYPKGPREFIX}-${DISTNAME} CATEGORIES= finance MASTER_SITES= ${MASTER_SITE_GITHUB:=quantopian/} diff --git a/finance/py-alphalens/PLIST b/finance/py-alphalens/PLIST index f73282ddd4a..98a354ac250 100644 --- a/finance/py-alphalens/PLIST +++ b/finance/py-alphalens/PLIST @@ -1,4 +1,4 @@ -@comment $NetBSD: PLIST,v 1.2 2018/02/02 20:17:54 minskim Exp $ +@comment $NetBSD: PLIST,v 1.3 2018/07/05 09:21:29 minskim Exp $ ${PYSITELIB}/${EGG_INFODIR}/PKG-INFO ${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt ${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt @@ -10,9 +10,14 @@ ${PYSITELIB}/alphalens/__init__.pyo ${PYSITELIB}/alphalens/_version.py ${PYSITELIB}/alphalens/_version.pyc ${PYSITELIB}/alphalens/_version.pyo +${PYSITELIB}/alphalens/examples/daily_factor_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/event_study.ipynb +${PYSITELIB}/alphalens/examples/event_study_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/ic_tear.png +${PYSITELIB}/alphalens/examples/intraday_factor.ipynb +${PYSITELIB}/alphalens/examples/intraday_factor_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/predictive_vs_non-predictive_factor.ipynb +${PYSITELIB}/alphalens/examples/pyfolio_integration.ipynb ${PYSITELIB}/alphalens/examples/returns_tear.png ${PYSITELIB}/alphalens/examples/sector_tear.png ${PYSITELIB}/alphalens/examples/table_tear.png diff --git a/finance/py-alphalens/distinfo b/finance/py-alphalens/distinfo index 390d1d4d85c..0464d33f4ca 100644 --- a/finance/py-alphalens/distinfo +++ b/finance/py-alphalens/distinfo @@ -1,6 +1,6 @@ -$NetBSD: distinfo,v 1.2 2018/02/02 20:17:54 minskim Exp $ +$NetBSD: distinfo,v 1.3 2018/07/05 09:21:29 minskim Exp $ -SHA1 (alphalens-0.2.1.tar.gz) = 820dbf3cad9896db011881c76a82d80ba696ded0 -RMD160 (alphalens-0.2.1.tar.gz) = 0851766003f7718f9a04e982eb6537c0d623497f -SHA512 (alphalens-0.2.1.tar.gz) = 9b12cfb0564b9e10f756a785c98bc5952dadfa5c872fc211ad56fff15d1abd163ec8684d965d7964f913cf192dd9b7c1f477f2423ee3c450a30f7f33749d21ec -Size (alphalens-0.2.1.tar.gz) = 9396744 bytes +SHA1 (alphalens-0.3.2.tar.gz) = be0e5faeab9e6b9886c0fbd75be6d325b78aed7f +RMD160 (alphalens-0.3.2.tar.gz) = fde900aee6f696bbed6a548b664ce27a9f7973b9 +SHA512 (alphalens-0.3.2.tar.gz) = db633d9978d73426f4f673fff312ee27050ff2bd1895ab2b88437f3577e350b9ce141e08f7872489b7f37c738cd041905efd887859ed5434567e460802320275 +Size (alphalens-0.3.2.tar.gz) = 18907452 bytes |