8000 Commits · Aniruddh1/pyfolio · GitHub

More Web Proxy on the site http://driver.im/

Commits

Commits on Jun 1, 2024

Commits on Jul 15, 2020

Fixed test_drawdown_overlaps, by now testing properly for NaT.

Ildhesten
authored and
richafrank
committed

Commits on Jul 11, 2020

STY: Fix flake8 error
richafrank
committed

Commits on Feb 27, 2020

Commits on Feb 26, 2020

get_top_drawdowns now checks if underwater is all 0, that is there is no drawdowns left, this prevents a possible out of bounds error in get_max_drawdown_underwater getting the peak value.
Ildhesten
committed
get_max_drawdown_underwater, now uses idxmin rather than np.argmin to get the label of the minimum element in the time series rather than the index.
Ildhesten
committed

Commits on Feb 8, 2020

Commits on Jan 15, 2020

Merge pull request #628 from quantopian/empyrical-backwards-compat
richafrank
authored

Commits on Dec 15, 2019

Commits on Nov 6, 2019

Typo in README

willianpaixao
authored and
richafrank
committed

Commits on Sep 30, 2019

Merge pull request #618 from huaiweicheng/master
twiecki
authored

Commits on Sep 18, 2019

Commits on Sep 17, 2019

Commits on Sep 6, 2019

fix some bugs in pandas==0.25.0
huaiweicheng
committed

Commits on Sep 5, 2019

Commits on Aug 30, 2019

Merge pull request #610 from quantopian/fawce-patch-1
twiecki
authored

0