Skip to content

v0.3.5
Compare
Choose a tag to compare
@luca-s luca-s released this 17 Dec 12:56
· 39 commits to master since this release
v0.3.5
957d5cc
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

This is a minor release from 0.3.4 that includes bugfixes, speed enhancement and compatibility with more recent pandas versions. We recommend that all users upgrade to this version.

Bugfixes

  • Issue 323 factor_rank_autocorrelation infers turnover period in calendar space while periods could have different time space
  • PR 324 avoid crashing Alphalens when autocorrelation or turnover data contains only NaNs

Performance

  • PR 327 Speed up compute_forward_returns and get_clean_factor

Compatibility with new pandas versions

  • PR 328 improved compatibility with pandas 0.23.4
Assets 2
Loading