Skip to content

Commit

Permalink
MAINT renamed to Alphalens
Browse files Browse the repository at this point in the history
  • Loading branch information
jameschristopher committed Jul 13, 2016
1 parent dadb795 commit d6db59b
Show file tree
Hide file tree
Showing 21 changed files with 75 additions and 70 deletions.
2 changes: 1 addition & 1 deletion .travis.yml
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,7 @@ before_install:
- conda update -q conda
# Useful for debugging any issues with conda
- conda info -a
- cp qfactor/tests/matplotlibrc .
- cp alphalens/tests/matplotlibrc .

install:
- conda create -q -n testenv --yes python=$TRAVIS_PYTHON_VERSION ipython numpy scipy nose matplotlib pandas statsmodels seaborn
Expand Down
38 changes: 19 additions & 19 deletions README.rst
Original file line number Diff line number Diff line change
@@ -1,13 +1,13 @@
Qfactor
=======
Alphalens
=========

Qfactor is a Python Library for performance analysis of predictive
(alpha) stock factors. Qfactor works great with the
Alphalens is a Python Library for performance analysis of predictive
(alpha) stock factors. Alphalens works great with the
`Zipline <http://zipline.io/>`__ open source backtesting library, and
`pyfolio <https://github.com/quantopian/pyfolio>`__ which provides
`Pyfolio <https://github.com/quantopian/pyfolio>`__ which provides
performance and risk analysis of financial portfolios.

The main function of Qfactor is to surface the most relevant statistics
The main function of Alphalens is to surface the most relevant statistics
and plots about an alpha factor, including:

- Information Coefficient Analysis
Expand All @@ -22,25 +22,25 @@ With a signal and pricing data creating a factor "tear sheet" is just:

.. code:: python
import qfactor
import alphalens
alphalens.tears.create_factor_tear_sheet(my_factor, pricing)
qfactor.tears.create_factor_tear_sheet(my_factor, pricing)
:alt:
Learn more
----------

Check out the `example notebooks <>`__ for more on how to read and use
Check out the `example notebooks <https://github.com/quantopian/qfactor/tree/master/examples>`__ for more on how to read and use
the factor tear sheet.

Installation
------------

::

pip install qfactor
pip install alphalens

Qfactor depends on:
Alphalens depends on:

- `matplotlib <https://github.com/matplotlib/matplotlib>`__
- `numpy <https://github.com/numpy/numpy>`__
Expand Down Expand Up @@ -74,14 +74,14 @@ Questions?
----------

If you find a bug, feel free to open an issue on our `github
tracker <https://github.com/quantopian/qfactor/issues>`__.
tracker <https://github.com/quantopian/alphalens/issues>`__.

Contribute
----------

If you want to contribute, a great place to start would be the
`help-wanted
issues <https://github.com/quantopian/qfactor/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__.
issues <https://github.com/quantopian/alphalens/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__.

Credits
-------
Expand All @@ -95,10 +95,10 @@ Credits
Example Tear Sheet
------------------

Example factor courtesy of `ExtractAlpha <http://extractalpha.com/>`
Example factor courtesy of `ExtractAlpha <http://extractalpha.com/>`_

.. image:: qfactor/examples/table_tear.png
.. image:: qfactor/examples/returns_tear.png
.. image:: qfactor/examples/ic_tear.png
.. image:: qfactor/examples/sector_tear.png
.. image:: alphalens/examples/table_tear.png
.. image:: alphalens/examples/returns_tear.png
.. image:: alphalens/examples/ic_tear.png
.. image:: alphalens/examples/sector_tear.png
:alt:
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
10 changes: 5 additions & 5 deletions docs/source/qfactor.rst → docs/source/alphalens.rst
Original file line number Diff line number Diff line change
@@ -1,35 +1,35 @@

Qfactor
Alphalens
=======

Tear Sheets
-----------

.. automodule:: qfactor.tears
.. automodule:: alphalens.tears
:members:
:undoc-members:
:show-inheritance:

Performance
-----------

.. automodule:: qfactor.performance
.. automodule:: alphalens.performance
:members:
:undoc-members:
:show-inheritance:

Plotting
--------

.. automodule:: qfactor.plotting
.. automodule:: alphalens.plotting
:members:
:undoc-members:
:show-inheritance:

Utilities
---------

.. automodule:: qfactor.utils
.. automodule:: alphalens.utils
:members:
:undoc-members:
:show-inheritance:
Original file line number Diff line number Diff line change
@@ -1,21 +1,21 @@
qfactor.tests package
alphalens.tests package
=====================

Submodules
----------

qfactor.tests.test_performance module
alphalens.tests.test_performance module
-------------------------------------

.. automodule:: qfactor.tests.test_performance
.. automodule:: alphalens.tests.test_performance
:members:
:undoc-members:
:show-inheritance:

qfactor.tests.test_utils module
alphalens.tests.test_utils module
-------------------------------

.. automodule:: qfactor.tests.test_utils
.. automodule:: alphalens.tests.test_utils
:members:
:undoc-members:
:show-inheritance:
Expand All @@ -24,7 +24,7 @@ qfactor.tests.test_utils module
Module contents
---------------

.. automodule:: qfactor.tests
.. automodule:: alphalens.tests
:members:
:undoc-members:
:show-inheritance:
14 changes: 7 additions & 7 deletions docs/source/conf.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
# -*- coding: utf-8 -*-
#
# Qfactor documentation build configuration file, created by
# Alphalens documentation build configuration file, created by
# sphinx-quickstart on Tue Jul 5 15:45:48 2016.
#
# This file is execfile()d with the current directory set to its
Expand Down Expand Up @@ -48,7 +48,7 @@
master_doc = 'index'

# General information about the project.
project = u'Qfactor'
project = u'Alphalens'
copyright = u'2016, Quantopian, Inc.'
author = u'Quantopian, Inc.'

Expand Down Expand Up @@ -202,7 +202,7 @@
#html_search_scorer = 'scorer.js'

# Output file base name for HTML help builder.
htmlhelp_basename = 'Qfactordoc'
htmlhelp_basename = 'Alphalensdoc'

# -- Options for LaTeX output ---------------------------------------------

Expand All @@ -224,7 +224,7 @@
# (source start file, target name, title,
# author, documentclass [howto, manual, or own class]).
latex_documents = [
(master_doc, 'Qfactor.tex', u'Qfactor Documentation',
(master_doc, 'Alphalens.tex', u'Alphalens Documentation',
u'Quantopian, Inc.', 'manual'),
]

Expand Down Expand Up @@ -254,7 +254,7 @@
# One entry per manual page. List of tuples
# (source start file, name, description, authors, manual section).
man_pages = [
(master_doc, 'qfactor', u'Qfactor Documentation',
(master_doc, 'alphalens', u'Alphalens Documentation',
[author], 1)
]

Expand All @@ -268,8 +268,8 @@
# (source start file, target name, title, author,
# dir menu entry, description, category)
texinfo_documents = [
(master_doc, 'Qfactor', u'Qfactor Documentation',
author, 'Qfactor', 'One line description of project.',
(master_doc, 'Alphalens', u'Alphalens Documentation',
author, 'Alphalens', 'One line description of project.',
'Miscellaneous'),
]

Expand Down
59 changes: 32 additions & 27 deletions docs/source/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -3,26 +3,22 @@
You can adapt this file completely to your liking, but it should at least
contain the root `toctree` directive.
Alphalens
=========

.. figure:: https://media.quantopian.com/logos/open_source/pyfolio-logo-03.png
:alt: pyfolio

Qfactor
-------

Qfactor is a Python Library for performance analysis of predictive
(alpha) stock factors. Qfactor works great with the
Alphalens is a Python Library for performance analysis of predictive
(alpha) stock factors. Alphalens works great with the
`Zipline <http://zipline.io/>`__ open source backtesting library, and
`pyfolio <https://github.com/quantopian/pyfolio>`__ which provides
`Pyfolio <https://github.com/quantopian/pyfolio>`__ which provides
performance and risk analysis of financial portfolios.

The main function of Qfactor is to surface the most relevant statistics
The main function of Alphalens is to surface the most relevant statistics
and plots about an alpha factor, including:

- Information Coefficient Analysis
- Returns Analysis
- Turnover Analysis
- Sector Analysis
- Information Coefficient Analysis
- Returns Analysis
- Turnover Analysis
- Sector Analysis

Getting started
---------------
Expand All @@ -31,27 +27,25 @@ With a signal and pricing data creating a factor "tear sheet" is just:

.. code:: python
import qfactor
import alphalens
qfactor.tears.create_factor_tear_sheet(my_factor, pricing)
alphalens.tears.create_factor_tear_sheet(my_factor, pricing)
.. figure:: https://c1.staticflickr.com/3/2389/2073509907_345ad52bc1.jpg
:alt:
Learn more
----------

Check out the `example notebooks <>`__ for more on how to read and use
Check out the `example notebooks <https://github.com/quantopian/qfactor/tree/master/examples>`__ for more on how to read and use
the factor tear sheet.

Installation
------------

::

pip install qfactor
pip install alphalens

Qfactor depends on:
Alphalens depends on:

- `matplotlib <https://github.com/matplotlib/matplotlib>`__
- `numpy <https://github.com/numpy/numpy>`__
Expand Down Expand Up @@ -85,14 +79,14 @@ Questions?
----------

If you find a bug, feel free to open an issue on our `github
tracker <https://github.com/quantopian/qfactor/issues>`__.
tracker <https://github.com/quantopian/alphalens/issues>`__.

Contribute
----------

If you want to contribute, a great place to start would be the
`help-wanted
issues <https://github.com/quantopian/qfactor/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__.
issues <https://github.com/quantopian/alphalens/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__.

Credits
-------
Expand All @@ -103,12 +97,23 @@ Credits
- `Jonathan Larkin <https://github.com/marketneutral>`__
- Jessica Stauth ([email protected])

Example Tear Sheet
------------------

Example factor courtesy of `ExtractAlpha <http://extractalpha.com/>`_

.. image:: alphalens/examples/table_tear.png
.. image:: alphalens/examples/returns_tear.png
.. image:: alphalens/examples/ic_tear.png
.. image:: alphalens/examples/sector_tear.png
:alt:

API
---

Information on a specific functions, classes, or methods.

- :mod:`qfactor.tears`
- :mod:`qfactor.performance`
- :mod:`qfactor.plotting`
- :mod:`qfactor.utils`
- :mod:`alphalens.tears`
- :mod:`alphalens.performance`
- :mod:`alphalens.plotting`
- :mod:`alphalens.utils`
4 changes: 2 additions & 2 deletions docs/source/modules.rst
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
qfactor
alphalens
=======

.. toctree::
:maxdepth: 4

qfactor
alphalens
File renamed without changes
File renamed without changes
File renamed without changes
File renamed without changes
6 changes: 3 additions & 3 deletions setup.py
Original file line number Diff line number Diff line change
Expand Up @@ -29,13 +29,13 @@

if __name__ == "__main__":
setup(
name='qfactor',
name='alphalens',
version='0.0.0',
description='Factor analysis tools',
author='Quantopian Inc.',
author_email='[email protected]',
packages=[
'qfactor',
'alphalens',
],
long_description=long_description,
classifiers=[
Expand All @@ -48,7 +48,7 @@
'Programming Language :: Python',
'Topic :: Utilities',
],
url='https://github.com/quantopian/qfactor',
url='https://github.com/quantopian/alphalens',
install_requires=install_reqs,
test_requires=test_reqs
)

0 comments on commit d6db59b

Please sign in to comment.