empyrical-reloaded
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Common financial risk and performance metrics. Used by zipline and pyfolio.
Bumps [conda-incubator/setup-miniconda](https://github.com/conda-incubator/setup-miniconda) from 2 to 3. Release notes Sourced from conda-incubator/setup-miniconda's releases. Version 3.0.0 Features #308 Update to node20 #291 Add conda-solver option (defaults to libmamba) Fixes #299 Fix condaBasePath...
Ideally depreciate `empyrical.stats. roll_downsize_risk` and warn to replace with `empyrical.stats. roll_downside_risk`
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 3 to 4. Release notes Sourced from codecov/codecov-action's releases. v4.0.0-beta.2 What's Changed not adding -n if empty to do-upload command by @dana-yaish in codecov/codecov-action#1085 4.0.0-beta.2 by @thomasrockhu-codecov...
Bumps [actions/checkout](https://github.com/actions/checkout) from 3 to 4. Release notes Sourced from actions/checkout's releases. v4.0.0 What's Changed Update default runtime to node20 by @takost in actions/checkout#1436 Support fetching without the --progress option...
It's only used in one function and the whole package is used by `pyfolio-reloaded` which does not need `yfinance` at all
Hello, Would it be possible to add the `annualization` argument to the capture (`capture`, `up_capture`, `down_capture`) functions in stats module? Thanks in advance.
Hi, Is possible to provide an example with stocks and how to use the performance attribution module? That would be very helpful. Thanks
Bumps [actions/setup-python](https://github.com/actions/setup-python) from 4 to 5. Release notes Sourced from actions/setup-python's releases. v5.0.0 What's Changed In scope of this release, we update node version runtime from node16 to node20 (actions/setup-python#772)....
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 3 to 4. Release notes Sourced from actions/upload-artifact's releases. v4.0.0 What's Changed The release of upload-artifact@v4 and download-artifact@v4 are major changes to the backend architecture of Artifacts....
Bumps [github/codeql-action](https://github.com/github/codeql-action) from 2 to 3. Release notes Sourced from github/codeql-action's releases. CodeQL Bundle v2.17.2 Bundles CodeQL CLI v2.17.2 (changelog, release) Includes the following CodeQL language packs from github/codeql@codeql-cli/v2.17.2: codeql/cpp-queries...