Thomas Wiecki

Rename sections header on website

1

This is our current sections: Guide is not really a guide to the software as it doesn't have any code, it's more background, or "About". Then examples is more Howto...

Add a job that tests all notebooks upon every release

2

We sometimes break API that is described in some of the example notebooks without us noticing it right away. It would be great to have a CI job that rerurns...

We have quite some examples in doc strings which we currently don't run. When we change things they easily break and we don't notice. There is some tooling but not...

Running the example NB: ``` File "", line 9 df1 = pd.DataFrame( ^ IndentationError: expected an indented block ``` Offending line: ``` python return pd.DataFrame( np.vstack([df1.values, df2.values]), columns=df1.columns, index=np.hstack( [...

Remove yahoo finance

8

Yahoo finance has been discontinued for good. Google is a fallback (albeit a bad one) but there's no reason to display a warning and confuse users: https://github.com/quantopian/pyfolio/issues/478#event-1345024064

Stripping of name will have no effect if cached Fama-French exists

2

Pyfolio calls https://github.com/quantopian/empyrical/blob/master/empyrical/utils.py#L309 which reads the Fama-French factors from a cached file if it exists. Thus, users upgrading pyfolio and empyrical will get the error that column `'Mom'` does not...

Proposal: change period/annualization API

6

One thing I currently think is suboptimal is that we provide `period` and `annualization` to do the same thing. That might not be problematic if it was for a broad...

Add SQN metric

2

http://backtrader.readthedocs.io/en/latest/analyzers-reference.html#sqn

Where is the sphinxext dir?

6

https://matplotlib.org/sampledoc/extensions.html tries to copy the files from a sphinxext dir in this repo which doesn't seem to exist.

Implement Rayleigh RV as a scaled Chi2

2

### Description Code: ```python def rayleigh(scale=1.0, *, size=None, **kwargs): return chi2(df=2, size=size, **kwargs) * as_tensor_variable(scale) ``` from: https://github.com/pymc-devs/pytensor/pull/220#issuecomment-1435947464