alphalens

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``` .. autosummary:: :toctree: close next_cell next_row /Users/twiecki/working/projects/quant/alphalens/alphalens/tears.py:docstring of alphalens.tears.create_event_returns_tear_sheet_api_change_warning:5: WARNING: Unexpected indentation. /Users/twiecki/working/projects/quant/alphalens/alphalens/tears.py:docstring of alphalens.tears.create_event_returns_tear_sheet_api_change_warning:11: WARNING: Block quote ends without a blank line; unexpected unindent. /Users/twiecki/working/projects/quant/alphalens/alphalens/tears.py:docstring of alphalens.tears.create_full_tear_sheet_api_change_warning:5: WARNING:...

twiecki

While the main Alphalens functions work with forward returns, there are still the event study related functions that work with prices (create_event_study_tear_sheet and create_event_returns_tear_sheet). It would be nice to have...

luca-s

invalid index to scalar variable @ mode(days_diffs).mode[0]

11

**Problem Summary:** I tried multiple writer's code, always the same error. Error Trace：alphalens.utils - > get_clean_factor_and_forward_returns -> compute_forward_returns 的 mode(days_diffs).mode[0] ： IndexError: invalid index to scalar variable `# -*- coding:...

BCAA50000

## Problem Description /usr/local/lib/python3.10/dist-packages/pandas_datareader/data.py in DataReader(name, data_source, start, end, retry_count, pause, session, api_key) 365 if data_source not in expected_source: 366 msg = "data_source=%r is not implemented" % data_source --> 367...

Akshat111111

## Problem Description **Please provide a minimal, self-contained, and reproducible example:** ```python [Paste code here] ``` **Please provide the full traceback:** ```python [Paste traceback here] ``` **Please provide any additional...

yashw16

## Problem Description ```python alphalens.tears.create_full_tear_sheet(factor_data) ``` ```python Cell In[20], line 1 ----> 1 alphalens.tears.create_full_tear_sheet(factor_data) File ~/opt/miniconda3/envs/vnpy/lib/python3.10/site-packages/alphalens/plotting.py:46, in customize..call_w_context(*args, **kwargs) 44 with plotting_context(), axes_style(), color_palette: 45 sns.despine(left=True) ---> 46 return func(*args,...

zjn-11

Is alphalens still used?

1

Hi, it looks alphalens hasn't received any commit in a while, is it still being used/supported? Thanks

cav71

Or i will strike. This is your only warning to stop using Alpha Technologies. I am a human being that is being controlled by frequencies from Alpha Technologies

alphahughes1

cant install alphalens from pip because of outdated configparser method call

1

(stocks) C:\Users\stanley>pip install alphalens Collecting alphalens Using cached alphalens-0.4.0.tar.gz (24.0 MB) Preparing metadata (setup.py) ... error error: subprocess-exited-with-error × python setup.py egg_info did not run successfully. │ exit code: 1...

tinkerdragon