6131abff4c
New features since 0.2.1: - Integration with Pyfolio. It is now possible to simulate a portfolio using the input alpha factor and analyze the performance with Pyfolio. - Added new API utils.get_clean_factor to run Alphalens with returns instead of prices - Changed color palette to improve the visual experience for colorblind users - Standard deviation bars optional in tears.create_event_returns_tear_sheet - Alphalens now properly handles intraday factors
24 lines
930 B
Makefile
24 lines
930 B
Makefile
# $NetBSD: Makefile,v 1.3 2018/07/05 09:21:29 minskim Exp $
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DISTNAME= alphalens-0.3.2
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PKGNAME= ${PYPKGPREFIX}-${DISTNAME}
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CATEGORIES= finance
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MASTER_SITES= ${MASTER_SITE_GITHUB:=quantopian/}
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GITHUB_PROJECT= alphalens
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GITHUB_TAG= v${PKGVERSION_NOREV}
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MAINTAINER= minskim@NetBSD.org
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HOMEPAGE= https://github.com/quantopian/alphalens/
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COMMENT= Performance analysis of predictive stock factors
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LICENSE= apache-2.0
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DEPENDS+= ${PYPKGPREFIX}-ipython>=3.2.3:../../devel/py-ipython
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DEPENDS+= ${PYPKGPREFIX}-matplotlib>=1.4.0:../../graphics/py-matplotlib
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DEPENDS+= ${PYPKGPREFIX}-numpy>=1.9.1:../../math/py-numpy
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DEPENDS+= ${PYPKGPREFIX}-pandas>=0.18.0:../../math/py-pandas
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DEPENDS+= ${PYPKGPREFIX}-scipy>=0.14.0:../../math/py-scipy
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DEPENDS+= ${PYPKGPREFIX}-seaborn>=0.6.0:../../graphics/py-seaborn
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DEPENDS+= ${PYPKGPREFIX}-statsmodels>=0.6.1:../../math/py-statsmodels
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.include "../../lang/python/egg.mk"
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.include "../../mk/bsd.pkg.mk"
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