Alexander Rumyantsev
Alexander Rumyantsev
You have to monkey-patch this method `marrow.mailer.transport.smtp.SMTPTransport.connect_to_server()`: ``` # .... if self.tls == "ssl": connection = SMTP_SSL( host=self.host, local_hostname=self.local_hostname, keyfile=self.keyfile, certfile=self.certfile, timeout=self.timeout, ) else: connection = SMTP( host=self.host, local_hostname=self.local_hostname, timeout=self.timeout...
Somebody renamed `information_ratio` to `excess_sharpe`. Make changes by yourselves or wait for miracle.
@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`.