Empyrical

Latest version: v0.5.5

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0.5.5

0.5.4

- Added beta_fragility_heuristic and gpd_risk_estimates
- A pandas 1.0 compatibility fix

0.5.3

- Fixes annualization in `alpha_aligned` function, https://github.com/quantopian/empyrical/pull/60

0.5.2

Adds tilt and timing returns to performance attribution and better handles inputs.

0.5.0

Author: Vikram Narayan <vnarayanquantopian.com>
Date: Fri Jun 15 12:33:29 2018 -0400

Merge pull request 102 from quantopian/license

MAINT: add year/name to license

commit 85e1b0fa518a1193beee66a5118b6ee20554b9d7
Author: vikram-narayan <vnarayanquantopian.com>
Date: Fri Jun 15 12:13:21 2018 -0400

MAINT: add year/name to license

commit 30a5c4c9eab9a3fd6e7a1ad64baf99a7872391aa
Author: George Ho <georgeho1618gmail.com>
Date: Thu Jun 14 14:43:04 2018 +0000

DEP: Deprecate all data reading functionality via pandas-datareader (97)

* DEP: Deprecate all functions using pandas-datareader

* DOC: Update README with deprecation documentation

* STY: Markdown style

* STY: Markdown style again

* REV: revert previous commit

* STY: typo

* STY: consistent naming convention

* DEP: also deprecate any cacheing of data

* DEP: forgot to deprecate additional funcs

* REV: get_utc_timestamp should not be deprecated

* ENH: add function to compute returns from prices

* BUG: wrap import in try-except

* MAINT: update deprecation warning

* MAINT: move `simple_returns` func to `stats` module

* MAINT: don't raise deprecation warning for _1_bday_ago

* DOC: remove suggestions

* TST: added test for simple_returns

* MAINT: add simple_returns to init

* TST: fixed simple_returns test

* STY: use size, not shape

* TST: tests passing

* DOC: 1_bday_ago no longer deprecated

commit 7d39c4ab8cb6f86a3b8fccf37c08421422f287d9
Author: Scott Sanderson <ssandersonquantopian.com>
Date: Wed Jun 13 10:33:06 2018 -0400

ENH: Allow 2D input in cum_returns_final.

commit 6408f85780c3d956cec7d587039443844069aadd
Author: Todd <toddrme2178gmail.com>
Date: Sat Jun 9 23:21:39 2018 -0400

Include LICENSE file in wheels

Although not strictly required by the license, having a copy of the license file is preferred by some groups such as Linux distros that repackage the software. This makes sure the license is included in the wheels. See the wheel documentation [here](https://wheel.readthedocs.io/en/stable/including-the-license-in-the-generated-wheel-file) for more information.

0.4.3

* Fixes a bug with `get_symbol_returns_from_yahoo`
* Misc test improvements and fixes

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