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[pkgsrc/trunk]: pkgsrc/finance/py-alphalens finance/py-alphalens: Update to 0...
details: https://anonhg.NetBSD.org/pkgsrc/rev/290c3cb0ff5a
branches: trunk
changeset: 310084:290c3cb0ff5a
user: minskim <minskim%pkgsrc.org@localhost>
date: Thu Jul 05 09:21:29 2018 +0000
description:
finance/py-alphalens: Update to 0.3.2
New features since 0.2.1:
- Integration with Pyfolio. It is now possible to simulate a portfolio
using the input alpha factor and analyze the performance with
Pyfolio.
- Added new API utils.get_clean_factor to run Alphalens with returns
instead of prices
- Changed color palette to improve the visual experience for
colorblind users
- Standard deviation bars optional in
tears.create_event_returns_tear_sheet
- Alphalens now properly handles intraday factors
diffstat:
finance/py-alphalens/Makefile | 4 ++--
finance/py-alphalens/PLIST | 7 ++++++-
finance/py-alphalens/distinfo | 10 +++++-----
3 files changed, 13 insertions(+), 8 deletions(-)
diffs (51 lines):
diff -r c5c7de622386 -r 290c3cb0ff5a finance/py-alphalens/Makefile
--- a/finance/py-alphalens/Makefile Thu Jul 05 07:34:50 2018 +0000
+++ b/finance/py-alphalens/Makefile Thu Jul 05 09:21:29 2018 +0000
@@ -1,6 +1,6 @@
-# $NetBSD: Makefile,v 1.2 2018/02/02 20:17:54 minskim Exp $
+# $NetBSD: Makefile,v 1.3 2018/07/05 09:21:29 minskim Exp $
-DISTNAME= alphalens-0.2.1
+DISTNAME= alphalens-0.3.2
PKGNAME= ${PYPKGPREFIX}-${DISTNAME}
CATEGORIES= finance
MASTER_SITES= ${MASTER_SITE_GITHUB:=quantopian/}
diff -r c5c7de622386 -r 290c3cb0ff5a finance/py-alphalens/PLIST
--- a/finance/py-alphalens/PLIST Thu Jul 05 07:34:50 2018 +0000
+++ b/finance/py-alphalens/PLIST Thu Jul 05 09:21:29 2018 +0000
@@ -1,4 +1,4 @@
-@comment $NetBSD: PLIST,v 1.2 2018/02/02 20:17:54 minskim Exp $
+@comment $NetBSD: PLIST,v 1.3 2018/07/05 09:21:29 minskim Exp $
${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
@@ -10,9 +10,14 @@
${PYSITELIB}/alphalens/_version.py
${PYSITELIB}/alphalens/_version.pyc
${PYSITELIB}/alphalens/_version.pyo
+${PYSITELIB}/alphalens/examples/daily_factor_synthetic_data.ipynb
${PYSITELIB}/alphalens/examples/event_study.ipynb
+${PYSITELIB}/alphalens/examples/event_study_synthetic_data.ipynb
${PYSITELIB}/alphalens/examples/ic_tear.png
+${PYSITELIB}/alphalens/examples/intraday_factor.ipynb
+${PYSITELIB}/alphalens/examples/intraday_factor_synthetic_data.ipynb
${PYSITELIB}/alphalens/examples/predictive_vs_non-predictive_factor.ipynb
+${PYSITELIB}/alphalens/examples/pyfolio_integration.ipynb
${PYSITELIB}/alphalens/examples/returns_tear.png
${PYSITELIB}/alphalens/examples/sector_tear.png
${PYSITELIB}/alphalens/examples/table_tear.png
diff -r c5c7de622386 -r 290c3cb0ff5a finance/py-alphalens/distinfo
--- a/finance/py-alphalens/distinfo Thu Jul 05 07:34:50 2018 +0000
+++ b/finance/py-alphalens/distinfo Thu Jul 05 09:21:29 2018 +0000
@@ -1,6 +1,6 @@
-$NetBSD: distinfo,v 1.2 2018/02/02 20:17:54 minskim Exp $
+$NetBSD: distinfo,v 1.3 2018/07/05 09:21:29 minskim Exp $
-SHA1 (alphalens-0.2.1.tar.gz) = 820dbf3cad9896db011881c76a82d80ba696ded0
-RMD160 (alphalens-0.2.1.tar.gz) = 0851766003f7718f9a04e982eb6537c0d623497f
-SHA512 (alphalens-0.2.1.tar.gz) = 9b12cfb0564b9e10f756a785c98bc5952dadfa5c872fc211ad56fff15d1abd163ec8684d965d7964f913cf192dd9b7c1f477f2423ee3c450a30f7f33749d21ec
-Size (alphalens-0.2.1.tar.gz) = 9396744 bytes
+SHA1 (alphalens-0.3.2.tar.gz) = be0e5faeab9e6b9886c0fbd75be6d325b78aed7f
+RMD160 (alphalens-0.3.2.tar.gz) = fde900aee6f696bbed6a548b664ce27a9f7973b9
+SHA512 (alphalens-0.3.2.tar.gz) = db633d9978d73426f4f673fff312ee27050ff2bd1895ab2b88437f3577e350b9ce141e08f7872489b7f37c738cd041905efd887859ed5434567e460802320275
+Size (alphalens-0.3.2.tar.gz) = 18907452 bytes
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