Pyfolio

Latest version: v0.9.2

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0.5.1

This is a bugfix release from `0.5.0` with limited new functionality. All users are recommended to upgrade.

New features
- OOS data is now overlaid on top of box plot [PR306](https://github.com/quantopian/pyfolio/pull/306) by [Ana Ruelas](https://github.com/ahgnaw)
- New logo [PR298](https://github.com/quantopian/pyfolio/pull/298) by [Taso Petridis](https://github.com/tasopetridis) and [Richard Frank](https://github.com/richafrank)
- Raw returns plot and cumulative log returns plot [PR294](https://github.com/quantopian/pyfolio/pull/294) by [Thomas Wiecki](https://github.com/twiecki)
- Net exposure line to the long/short exposure plot [PR301](https://github.com/quantopian/pyfolio/pull/301) by [Ana Ruelas](https://github.com/ahgnaw)

Bugfixes
- Fix drawdown behavior and pandas exception in tear-sheet creation [PR297](https://github.com/quantopian/pyfolio/pull/297) by [Flavio Duarte](https://github.com/flaviodrt)

0.5.0

0.3.1

This is a minor release from 0.3 that includes mostly bugfixes but also some new features. We recommend that all users upgrade to this new version.

New features
- Add Information Ratio [PR194](https://github.com/quantopian/pyfolio/pull/194) by MridulS
- Bayesian tear-sheet now accepts 'Fama-French' option to do Bayesian multivariate regression against Fama-French risk factors [PR200](https://github.com/quantopian/pyfolio/pull/200) by Shane Bussman
- Plotting of monthly returns [PR195](https://github.com/quantopian/pyfolio/pull/195)

Bug fixes
- `pos.get_percent_alloc` was not handling short allocations correctly [PR201](https://github.com/quantopian/pyfolio/pull/201)
- UTC bug with cached Fama-French factors [commit](https://github.com/quantopian/pyfolio/commit/709553a55b5df7c908d17f443cb17b51854a65be)
- Sector map was not being passed from `create_returns_tearsheet` [commit](https://github.com/quantopian/pyfolio/commit/894b753e365f9cb4861ffca2ef214c5a64b2bef4)
- New sector mapping feature was not Python 3 compatible [PR201](https://github.com/quantopian/pyfolio/pull/201)

Maintenance
- We now depend on pandas-datareader as the yahoo finance loaders from pandas will be deprecated [PR181](https://github.com/quantopian/pyfolio/pull/181) by tswrightsandpointe

Contributors

Besiders the core developers, we have seen an increase in outside contributions which we greatly appreciate. Specifically, these people contributed to this release:
- Shane Bussman
- MridulS
- YihaoLu
- jkrauss82
- tswrightsandpointe
- cgdeboer

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