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Bug fix.zip (12.4 MB)
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| Name | Modified | Size | Downloads / Week |
|---|---|---|---|
| Parent folder | |||
| README.md | 2018-08-01 | 1.4 kB | |
| Risk and performance attribution.tar.gz | 2018-08-01 | 12.4 MB | |
| Risk and performance attribution.zip | 2018-08-01 | 12.4 MB | |
| Totals: 3 Items | 24.8 MB | 0 | |
New features
- Previously,
pyfoliohas required a benchmark, usually the U.S. market returnsSPY. In order to provide support for international equities and alternative data sets,pyfoliois now completely independent of benchmarks. If a benchmark is passed, all benchmark-related analyses will be performed; if not, they will simply be skipped. By George Ho - Performance attribution tearsheet PR441, PR433, PR442. By Vikram Narayan.
- Improved implementation of
get_turnoverPR332. By Gus Gordon. - Users can now pass in extra rows (as a dict or OrderedDict) to display in the perf_stats table PR445. By Gus Gordon.
Maintenance
- Many features have been more extensively troubleshooted, maintained and tested. By Ana Ruelas and Vikram Narayan.
- Various fixes to support pandas versions >= 0.18.1 PR443. By Andrew Daniels.