Markus K.

Yeah ta-lib really needs this. Would save a lot time installing ta-lib. We had to write a whole section about installing ta-lib in our projects docs, because users have problems...

``` --- language: python python: - "3.6" - "3.7" - "3.8" - "3.9" os: linux dist: bionic env: global: - DEPS_DIR=$HOME/dependencies - TWINE_USERNAME=__token__ # Note: TWINE_PASSWORD is set to a...

`- CIBW_SKIP="cp27-* cp35-* pp*"` This skips the EOL python versions. And PyPy as PyPy lead to some errors during build in my case.

@cryptocoinserver Not sure to be honest, but I think cibuildwheel builds not directly in the dist, but in a manylinux docker. Therfore the yum. Its mentioned here: [https://cibuildwheel.readthedocs.io/en/stable/faq/#linux-builds-on-docker](https://cibuildwheel.readthedocs.io/en/stable/faq/#linux-builds-on-docker) I think...

Good catch. https://breakingdownfinance.com/finance-topics/performance-measurement/sterling-ratio/ https://breakingdownfinance.com/finance-topics/performance-measurement/day-trading-success-rate/ https://breakingdownfinance.com/finance-topics/performance-measurement/lower-partial-moment/ https://breakingdownfinance.com/finance-topics/performance-measurement/kappa-ratio/ Look valuable too. Might make quantstats the most complete portfolio analytics tool out there.

Some code examples: Kappa: https://github.com/esvhd/pypbo/blob/a2ea72d398086390e81ffeb0dfbc55d04d90c1a2/pypbo/perf/metrics.py#L214 Lower Partial Moment: https://github.com/esvhd/pypbo/blob/a2ea72d398086390e81ffeb0dfbc55d04d90c1a2/pypbo/perf/metrics.py#L187 Sterling: https://github.com/JulienNic0las/pypm/blob/db5ad42d10db4dc18dc1cdf8be7152904b441f44/pypm/performance.py#L256 M2: https://github.com/marvin-hansen/StockUtils/blob/6ca246a5bf8fc8fa5b6b472a42318f722782d7ff/src/metrics/BaseMetrics.py#L125 Treynor: https://github.com/zhuzhuojie/kw_data_parser/blob/a96040ed82a65fd3523b3d3b8a983017888267df/testcode/Python-for-Finance-Second-Edition_code/Chapter09/c9_19_treynor_ratio.py Didn't find examples for Day Trading Success Rate.

Should I give it a try with those code examples doing an PR?

Could it be the `s` argument getting to big? Is there a way to limit/slice the memory of it?

The `s` argument was the reason. If I reset it after a certain amount of iterations, this error doesn't happen. Would be great to not have to clear all the...

``` xi, x_std, self.s = self.skater(y=yi, s=self.s, k=3) File "/usr/local/lib/python3.9/site-packages/timemachines/skaters/smdk/smdkarma.py", line 17, in smdk_p5_d0_q3_n500 return smdk_arma_factory(y=y, n_agents=500, max_p=5, max_q=3, s=s, k=k, a=a, t=t, e=e, r=0.75) File "/usr/local/lib/python3.9/site-packages/timemachines/skaters/smdk/smdkarmafactory.py", line 119, in...