pyfinance
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bsolomon1124
Python package designed for general financial and security returns analysis.
keyerror for function ts.anlzd_stdev() and ts.sharpe_ratio(ddof=1)
FutureWarning: Index.is_all_dates is deprecated, will be removed in a future version. check index.inferred_type instead if self.index.is_all_dates: Any thoughts on fixing this here? Thanks in advance, GN
I periodically attempt to keep up with bugfixes, but I unfortunately do not have the time to properly maintain this project beyond that. If anyone is interested in adopting this...
I use git to pull the code, then I use the command `python -m pip install -e .` then there is a error ``` (quant) E:\Python\quantaxis\pyfinance>python -m pip install -e...
I'm working with large datasets, which and I'm running different RollingOLS classes multiple times on it. However I've noticed that after running the class I would soon start running out...
As you correctly said in comments formula is Formula: `sqrt( sum([min(self - thresh, 0] **2 ) / (n - ddof) )` Also known as: downside deviation. so in the function...
First, thanks for fixing the problem and updating the package to 1.2.5. When I use the newest version, I run into the following result. it seems to make no sense....
the following code cannot work and report ValueError. hope to see a better version soon, thx. from pyfinance import ols data = {'A':[2,3,4,5,6],'B':[10,11,12,13,14]} df = pd.DataFrame(data) rolling = ols.RollingOLS(y=df['B'], x=df['A'],...
i would like to have min_window in the rollingOLS function, because if we have a window of 90 it does not perform OLS on first 90 values. i would like...
Right now, when I use the window = n, it requires me to have at least n entries without empty values. I believe it would be better if we use...
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Python package designed for general financial and security returns analysis.