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Commits on May 16, 2018

• ENH: zero aware quantiles (quantopian#306)

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  eigenfoo

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Commits on May 11, 2018

• BUG: compute_mean_return_spread returns error if no std_err argument

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• STY: fixed few comments and docstrings

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Commits on May 10, 2018

• ENH: added n_bars option in 'create_event_study_tear_sheet'

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• ENH: added rate of return option in 'create_event_study_tear_sheet'

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• BUG: create_pyfolio_input doesn't work with frequency higher that 1 day

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Commits on Apr 24, 2018

• TST: added test cases for holidays detection

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Commits on Apr 23, 2018

• BUG: compute_forward_returns fails detecting the correct period length

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Commits on Apr 22, 2018

• PERF: computation of cumulative returns is very slow

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Commits on Mar 16, 2018

• BUG: monthly IC heatmap use red for positive IC

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• BUG: perf.average_cumulative_return_by_quantile crahes

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• BUG: get_clean_factor crashes with malformed 'groupby' data

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• DOC: improved docstring for 'price' argument

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Commits on Mar 14, 2018

• DOC: example notebooks use deprecated yahoo API (quantopian#285)

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

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  HereticSK

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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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• 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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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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• TST: added tests for utils.test_get_clean_factor_and_forward_returns

  

  luca-s

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Commits on Feb 16, 2018

• Added LICENSE to manifest

  

  Alessio Nava

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Commits on Feb 15, 2018

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

  

  luca-s

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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

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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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Commits on Jan 13, 2018

• TST: added more performance.cumulative_returns tests

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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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Commits on Jan 10, 2018

• STY: typos in docstrings

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