empyrical | Common financial risk and performance metrics | Portfolio library

by quantopian Python Version: 0.5.5 License: Apache-2.0

X-Ray Key Features Code Snippets(7)Community Discussions(1)Vulnerabilities Install Support

kandi X-RAY | empyrical Summary

empyrical is a Python library typically used in Web Site, Portfolio, React applications. empyrical has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has medium support. You can install using 'pip install empyrical' or download it from GitHub, PyPI.

Common financial risk metrics.

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Quality

Security

License

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Support

empyrical has a medium active ecosystem.

It has 1056 star(s) with 345 fork(s). There are 71 watchers for this library.

It had no major release in the last 12 months.

There are 24 open issues and 26 have been closed. On average issues are closed in 124 days. There are 4 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of empyrical is 0.5.5

Quality

empyrical has 0 bugs and 0 code smells.

Security

empyrical has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

empyrical code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

empyrical is licensed under the Apache-2.0 License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

empyrical releases are available to install and integrate.

Deployable package is available in PyPI.

Build file is available. You can build the component from source.

Installation instructions are not available. Examples and code snippets are available.

Top functions reviewed by kandi - BETA

kandi has reviewed empyrical and discovered the below as its top functions. This is intended to give you an instant insight into empyrical implemented functionality, and help decide if they suit your requirements.

Return a setuptools cmdclass
Extract version information from VCS
Return the project root directory
Create a ConfigParser from a root directory
Create the versioneer config file
Install versioneer
Get the list of installed versions
Creates a function for evaluating a rolling roll function
Create a rolling window of an array
Creates a function that takes a rolling window over a rolling window
Default returns function for symbol
Wrapper for get_returns
Return the cache directory
Ensure a directory exists
Calculates the GP risk estimate
Calculate the risk estimate of the risk estimate
Convert ndarrays to ndarrays
Calculates the GP coefficient for a given variable
Scans the setup py py file and checks if the versioneer is missing
Return treasury yield
Load portfolio risk factors
Creates a function to log - likelihood function for a given price
Create a function that returns a function that will log - likelihood

Get all kandi verified functions for this library.

empyrical Key Features

No Key Features are available at this moment for empyrical.

empyrical Examples and Code Snippets

default

Perl

Lines of Code : 2

License : No License

Copy

                    README for POTION
         (last updated 12/02/2015 - mm/dd/yyyy format)

Jupyter Notebook Cannot Connect to Kernel, Likely due to Zipline / AssertionError

Python

Lines of Code : 10

License : Strong Copyleft (CC BY-SA 4.0)

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# Create environment
conda create -n zipline_env python=3.6 ipykernel

# Activate environment, make sure you can see it in jupyter notebooks
conda activate zipline_env
python -m ipykernel install --user --name=zipline_env

# Install Ziplin

Can not import Zipline with Anaconda

Python

Lines of Code : 4

License : Strong Copyleft (CC BY-SA 4.0)

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!conda install -c quantopian zipline -y

!conda install -c quantopian/label/ci zipline -y

pandas plot CDF for multi-class column

Python

Lines of Code : 2

License : Strong Copyleft (CC BY-SA 4.0)

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plt.legend(data.groupby('travelmode').groups.keys())

I am trying to install the zipline module via Pip but I get an exception

Python

Lines of Code : 10

License : Strong Copyleft (CC BY-SA 4.0)

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sudo pip install zipline

$ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev

$ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-deve

My Python code not working after making it into a exe

Python

Lines of Code : 25

License : Strong Copyleft (CC BY-SA 4.0)

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import sys
from cx_Freeze import setup, Executable
import os

build_exe_options = {"include_files": ["tcl86t.dll", "tk86t.dll"], "packages": ["numpy", "matplotlib", "pygments", "IPython", "pyfolio", "scipy", "empyrical", "seaborn"],

Zipline in Ubuntu - Install error

Python

Lines of Code : 2

License : Strong Copyleft (CC BY-SA 4.0)

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sudo apt install python3.5-dev

Community Discussions

Trending Discussions on empyrical

Jupyter Notebook Cannot Connect to Kernel, Likely due to Zipline / AssertionError

QUESTION

Jupyter Notebook Cannot Connect to Kernel, Likely due to Zipline / AssertionError

Asked 2021-Apr-12 at 04:17

All of my virtual environments work fine, except for one in which the jupyter notebook won't connect for kernel. This environment has Zipline in it, so I expect there is some dependency that is a problem there, even though I installed all packages with Conda.

I've read the question and answers here, and unfortunately downgrading tornado to 5.1.1 didn't work nor do I get ValueErrors. I am, however, getting an AssertionError that appears related to the Class NSProcessInfo.

I'm on an M1 Mac. Log from terminal showing the error below, and my environment file is below that. Can someone help me get this kernel working? Thank you!

...

ANSWER

Answered 2021-Apr-04 at 18:14

Figured it out.

What works:

Source https://stackoverflow.com/questions/66907180

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install empyrical

You can install using 'pip install empyrical' or download it from GitHub, PyPI.
You can use empyrical like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.