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Commits on Mar 14, 2018

• API: run Alphalens with returns instead of prices (utils.get_clean_factor)

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  HereticSK

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  luca-s

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Commits on Mar 13, 2018

• MAINT: compatibility with matplotlib 2.2.0

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Commits on Feb 28, 2018

• ENH: improve error message if prices and signals do not match

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  luca-s

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• ENH: use same quantiles colours in different plots

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Commits on Feb 23, 2018

• DOC: Add conda installation instructions to the readme

  

  TimShawver

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  luca-s

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Commits on Feb 20, 2018

• BUG: compute_forward_returns crashes with small amount of data

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  luca-s

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  twiecki

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• TST: added tests for utils.test_get_clean_factor_and_forward_returns

  

  luca-s

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  twiecki

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Commits on Feb 16, 2018

• Added LICENSE to manifest

  

  Alessio Nava

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  twiecki

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Commits on Feb 15, 2018

• DOC: updated "pyfolio integration" NB to reflect new API

  

  luca-s

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  twiecki

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• ENH: added positions computation to performance.create_pyfolio_input

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  luca-s

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Commits on Feb 12, 2018

• MAINT: improved comments and docstrings

  luca-s

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Commits on Feb 9, 2018

• MAINT: refactored utils.compute_forward_returns

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Commits on Feb 8, 2018

• API: standard deviation bars optional in create_event_returns_tear_sheet

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  luca-s

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Commits on Jan 13, 2018

• TST: added more performance.cumulative_returns tests

  luca-s

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• BUG: small precision improvements for cumulative_returns

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Commits on Jan 12, 2018

• ENH: Finish colorblindness update (quantopian#248)

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  mmargenot

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Commits on Jan 11, 2018

• STY: event study refactoring

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• DOC: improved factor_weights docstrings

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• STY: restored old behavior in create_summary_tear_sheet

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• DOC: improved get_clean_factor_and_forward_returns docstrings (quantopian#254)

  

  luca-s

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  twiecki

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Commits on Jan 10, 2018

• STY: typos in docstrings

  luca-s

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• MAINT: Migrate tests from deprecated nose-parameterized (quantopian#251)

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  luca-s

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Commits on Jan 9, 2018

• STY: moved utils.common_start_returns into performance

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• DOC: changed few docstrings

  luca-s

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• TST: additional tests for performance.factor_weights

  luca-s

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• BUG: perf.factor_weights long only and equal weighting

  luca-s

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Commits on Jan 8, 2018

• ENH: Changed palette to work with colorblind users (quantopian#245)

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  mmargenot

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  luca-s

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Commits on Jan 7, 2018

• TST: added test for performance.factor_weights

  luca-s

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• PERF: avoid computing two times the same factor returns

  luca-s

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• EHN: allow factor returns to be equal weighted

  luca-s

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• STY: user message updated

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• STY: small comment update

  luca-s

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Commits on Jan 2, 2018

• TST: test multiple pandas versions

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  luca-s

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  twiecki

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Commits on Dec 27, 2017

• TST: split synthetic data NB in two NBs, event study and daily factor

  luca-s

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• BUG: make sure Figures are displayed even without "%matplotlib inline"

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