Comments (11)
@twiecki if pyfolio
and empyrical
are going to be so intertwined, I believe better testing and deployment needs to be made. Maybe synchronize version numbers / releases when there are reverse compatibility.
These headaches are making pyfolio
and all of these other libraries more trouble then they are worth.
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@dartdog pyfolio does not fix it. You have to fix it manualy in zipline scripts.
%env%/lib/python#.#/site-packages/zipline/finance/risk/
period.py & cumulative.py
Replace information_ratio
by excess_sharpe
.
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Can you guys try to install pyfolio master: pip install -U git@https://github.com/quantopian/pyfolio
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Somebody renamed information_ratio
to excess_sharpe
. Make changes by yourselves or wait for miracle.
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actually it was just renamed.
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@iamraa it actually at least got pyfolio up and going,, as follows... zipline is yet another exercise...
Well I did create a new env in conda, is just did a conda py 3 env,, then ran the setup.py in pyfolio.. it could not find or install numpy itself so I conda installed it then re-ran the setup.py for pyfolio, it kicked off recompiling just about everything..conda installed matplotlib.. then I replaced the utils.py in the egg.. with the modified one for Google data. Also had to install the right kernel modules in the new env for jupyter,, and low and behold, I can now run the single stock notebook!! also had to install a few other packages request-files and requests-ftp (for others who follow)
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Same error, but in my case this occurs in a call from zipline
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@iamraa I could be mistaken, but I believe that excess_sharpe
was added and information_ratio
removed - but that they are functions with different behavior, as opposed to one function that was renamed.
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Oh ok! I stand corrected.
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Under an Anaconda virtual env for python 3.6
FYI, guess I'll try a manual install..
pip install -U git@https://github.com/quantopian/pyfolio
Collecting git@ https://github.com/quantopian/pyfolio
Could not find a version that satisfies the requirement git@ https://github.com/quantopian/pyfolio (from versions: )
No matching distribution found for git@ https://github.com/quantopian/pyfolio
(py36n) tom@tomServal:~$
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Welp a simple
(py36n) tom@tomServal:~$ cd Documents//pyfolio/
(py36n) tom@tomServal:~/Documents/pyfolio$ python setup.py install
/home/tom/anaconda3/envs/py36n/lib/python3.6/site-packages/setuptools/dist.py:336: UserWarning: Normalizing 'v0.7.0+18.ga34222e' to '0.7.0+18.ga34222e'
normalized_version ```
did not work as hoped..
```%matplotlib inline
import pyfolio as pf ```
gave me:
```RuntimeError Traceback (most recent call last)
RuntimeError: module compiled against API version 0xb but this version of numpy is 0xa ```
Guess I'll try a new env...
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Related Issues (20)
- backwards compat: empyrical.cum_returns_final used to support dataframes HOT 2
- Literature for levy exponent in annual_volatility?
- Someone is name squatting HOT 5
- KeyError: 'date' HOT 4
- _create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"
- sharpe_ratio calculated correctly? HOT 2
- Pandas unable to import datareader deprecation error HOT 1
- Support Python >3.5 HOT 6
- Remove Series.strides from codebase (Pandas deprecation) HOT 2
- Link to sortino-related pdf no longer works
- Community Contributions HOT 3
- Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead. HOT 1
- ImportError: cannot import name 'information_ratio' from 'empyrical' HOT 1
- empyrical.stats.value_at_risk output is NaN
- Assertion error
- Safety Error on empyrical installed via conda-forge HOT 1
- roll_cagr not working
- error in cagr computation (when negative)
- python 3.12 versioner incompatible HOT 2
- Deprecated numpy NINF constant - see fix in PR
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