Empyrical

Latest version: v0.5.5

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- Fixes a bug where DataFrame columns were not preserved by the `cum_returns` function. (https://github.com/quantopian/empyrical/pull/86)

- Fixes a bug where indices of pandas objects were not preserved by some rolling operations. (https://github.com/quantopian/empyrical/pull/85).

Optimized rolling calculations through numpy vectorization.

Has known vulnerabilities