Issues

• Adj Close

  quantopian/empyrical#144 · Filter by author YigitBCesur opened on Feb 27, 2025
  1

• Deprecated numpy NINF constant - see fix in PR

  quantopian/empyrical#142 · Filter by author jake-sigtech opened on Jun 18, 2024
  1

• python 3.12 versioner incompatible

  quantopian/empyrical#139 · Filter by author kia69028 opened on Dec 22, 2023
  5

• error in cagr computation (when negative)

  quantopian/empyrical#135 · Filter by author arbitrage-technology opened on Aug 4, 2023

• roll_cagr not working

  quantopian/empyrical#134 · Filter by author Jacques2101 opened on May 18, 2023

• Assertion error

  quantopian/empyrical#131 · Filter by author antoscha opened on Oct 20, 2020

• empyrical.stats.value_at_risk output is NaN

  quantopian/empyrical#129 · Filter by author Mo-Iravani opened on Aug 11, 2020

• Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.

  quantopian/empyrical#126 · Filter by author cryptocoinserver opened on Jul 19, 2020
  1

• Community Contributions

  quantopian/empyrical#125 · Filter by author shaneding opened on Jul 7, 2020
  3

• Link to sortino-related pdf no longer works

  quantopian/empyrical#120 · Filter by author jbredeche opened on Jan 14, 2020

• Pandas unable to import datareader deprecation error

  quantopian/empyrical#110 · Filter by author xanderdunn opened on Jun 19, 2019
  1

• _create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"

  quantopian/empyrical#107 · Filter by author gwsampso opened on Mar 22, 2019

• KeyError: 'date'

  quantopian/empyrical#106 · Filter by author veonua opened on Dec 6, 2018
  4

• Literature for levy exponent in annual_volatility?

  quantopian/empyrical#104 · Filter by author MaxBenChrist opened on Sep 3, 2018

• Just installed Pyfolio, getting error AttributeError: module 'empyrical.utils' has no attribute 'default_returns_func'

  quantopian/empyrical#91 · Filter by author Dan733 opened on Apr 10, 2018
  2

• Calmar Ratio w/ EMDD

  quantopian/empyrical#90 · Filter by author akaniklaus opened on Mar 30, 2018
  3

• Capture ratio support annualization?

  quantopian/empyrical#87 · Filter by author huaiweicheng opened on Mar 20, 2018

• Documentation http://quantopian.github.io/empyrical links to is outdated

  quantopian/empyrical#72 · Filter by author appletonwebb opened on Jan 16, 2018
  1

• *** SystemError: <class 'str'> returned a result with an error set

  quantopian/empyrical#69 · Filter by author wilsonwang371 opened on Dec 20, 2017
  4

• 'int' object has no attribute 'year'

  quantopian/empyrical#68 · Filter by author ACPK opened on Dec 7, 2017

• Remove yahoo finance

  quantopian/empyrical#65 · Filter by author twiecki opened on Nov 16, 2017
  8

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

  quantopian/empyrical#64 · Filter by author twiecki opened on Nov 16, 2017
  2

• Just installed Pyfolio getting AttributeError: module 'empyrical' has no attribute 'information_ratio'

  quantopian/empyrical#52 · Filter by author dartdog opened on Jun 22, 2017
  11

• Investigate replacing all NaNs everywhere

  quantopian/empyrical#40 · Filter by author gusgordon opened on Dec 7, 2016
  

• API for setting default annualization factor

  quantopian/empyrical#35 · Filter by author luoq opened on Nov 5, 2016