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Issues list

Add SQN metric enhancement help wanted
#9 opened Jul 26, 2016 by twiecki updated Jul 26, 2016
1
2
Use Hypothesis for testing
#14 opened Aug 11, 2016 by analicia updated Aug 11, 2016
Proposal: change period/annualization API
#20 opened Aug 23, 2016 by twiecki updated Aug 24, 2016
6
API for setting default annualization factor
#35 opened Nov 5, 2016 by luoq updated Nov 5, 2016
Investigate replacing all NaNs everywhere
#40 opened Dec 7, 2016 by gusgordon updated Dec 7, 2016
@gusgordon
Just installed Pyfolio getting AttributeError: module 'empyrical' has no attribute 'information_ratio'
#52 opened Jun 22, 2017 by dartdog updated Jul 10, 2017
11
Stripping of name will have no effect if cached Fama-French exists
#64 opened Nov 16, 2017 by twiecki updated Nov 17, 2017
2
'int' object has no attribute 'year'
#68 opened Dec 7, 2017 by ACPK updated Dec 7, 2017
Documentation http://quantopian.github.io/empyrical links to is outdated
#72 opened Jan 16, 2018 by appletonwebb updated Jan 16, 2018
1
Capture ratio support annualization?
#87 opened Mar 20, 2018 by huaiweicheng updated Mar 20, 2018
Remove yahoo finance
#65 opened Nov 16, 2017 by twiecki updated Mar 26, 2018
8
Calmar Ratio w/ EMDD
#90 opened Mar 30, 2018 by akaniklaus updated May 29, 2018
3
Literature for levy exponent in annual_volatility?
#104 opened Sep 3, 2018 by MaxBenChrist updated Sep 3, 2018
_create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"
#107 opened Mar 22, 2019 by gwsampso updated Mar 22, 2019
KeyError: 'date'
#106 opened Dec 6, 2018 by veonua updated Oct 29, 2019
4
Link to sortino-related pdf no longer works
#120 opened Jan 14, 2020 by jbredeche updated Jan 14, 2020
Just installed Pyfolio, getting error AttributeError: module 'empyrical.utils' has no attribute 'default_returns_func'
#91 opened Apr 10, 2018 by Dan733 updated Feb 11, 2020
2
*** SystemError: <class 'str'> returned a result with an error set
#69 opened Dec 20, 2017 by wilsonwang371 updated Feb 11, 2020
4
Pandas unable to import datareader deprecation error
#110 opened Jun 19, 2019 by xanderdunn updated Jul 1, 2020
1
empyrical.stats.value_at_risk output is NaN
#129 opened Aug 11, 2020 by Mo-Iravani updated Aug 11, 2020
Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.
#126 opened Jul 19, 2020 by cryptocoinserver updated Sep 24, 2020
1
Assertion error
#131 opened Oct 20, 2020 by antoscha updated Oct 20, 2020
Community Contributions
#125 opened Jul 7, 2020 by shaneding updated Oct 17, 2021
3
roll_cagr not working
#134 opened May 18, 2023 by Jacques2101 updated May 18, 2023
error in cagr computation (when negative)
#135 opened Aug 4, 2023 by arbitrage-technology updated Aug 4, 2023
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