MAINT: add NOT_PASSED_SENTINEL #543
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brian-from-quantrocket
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* MAINT: add not passed sentinel * STY: pep8 * BUG: change benchmark_rets back to None after warning * BUG: added extra check to avoid invalid type comp * BUG: bufixes * MAINT: refactored vertical sections * BUG: fixed plotting order
brian-from-quantrocket
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This reverts commit 7d37dc5.
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As @ssanderson pointed out, #536 introduces a breaking change to the pyfolio API. Currently, most users are not passing a benchmark and expecting analyses to run with benchmarks. The hope is to slowly wean them off this expectation.
The solution is to introduce a separate sentinel value (in
utils.py), which is just some sufficiently unlikely string (in this particular instance,'__not_passed_by_user'). If users don't pass anything, we warn them. If users passNoneor apd.Series, the analysis will run with the current behavior silently.cc @twiecki