George Ho
George Ho
Would it be correct to say that all that needs rewriting is [this function in `utils.py`](https://github.com/quantopian/empyrical/blob/master/empyrical/utils.py#L389-L397) (and any other docstrings here and there)? That sounds straightforward; would you like me...
Hi @CptanPanic, just a guess, but are you on the latest version of `empyrical`? There've been quite a few changes lately, so that might be the problem. If not, @twiecki...
@gusgordon sounds like a pretty big compatibility issue
@akaniklaus Sorry for the late response, but I believe that the max drawdown is implemented here: https://github.com/quantopian/empyrical/blob/master/empyrical/stats.py#L315
1across is now scraped, but not parsed.
The name should be `source_location`, in keeping with #26
This would mean not just renaming all instances of `source_url` in the code, but also the column in `cryptics.sqlite3`. Should have a separate branch for this.
With #28 done, I have a bit more data into what the parsing failures currently look like This is the log file from running `python cryptics/main.py --no-scrape --datetime-requested 2022-01-01` -...
Now scraped but not parsed! https://github.com/eigenfoo/cryptics/commit/85561ad9ee583ea3416603b51a5e5ba15427dd08