head 1.2; access; symbols pkgsrc-2023Q4:1.2.0.38 pkgsrc-2023Q4-base:1.2 pkgsrc-2023Q3:1.2.0.36 pkgsrc-2023Q3-base:1.2 pkgsrc-2023Q2:1.2.0.34 pkgsrc-2023Q2-base:1.2 pkgsrc-2023Q1:1.2.0.32 pkgsrc-2023Q1-base:1.2 pkgsrc-2022Q4:1.2.0.30 pkgsrc-2022Q4-base:1.2 pkgsrc-2022Q3:1.2.0.28 pkgsrc-2022Q3-base:1.2 pkgsrc-2022Q2:1.2.0.26 pkgsrc-2022Q2-base:1.2 pkgsrc-2022Q1:1.2.0.24 pkgsrc-2022Q1-base:1.2 pkgsrc-2021Q4:1.2.0.22 pkgsrc-2021Q4-base:1.2 pkgsrc-2021Q3:1.2.0.20 pkgsrc-2021Q3-base:1.2 pkgsrc-2021Q2:1.2.0.18 pkgsrc-2021Q2-base:1.2 pkgsrc-2021Q1:1.2.0.16 pkgsrc-2021Q1-base:1.2 pkgsrc-2020Q4:1.2.0.14 pkgsrc-2020Q4-base:1.2 pkgsrc-2020Q3:1.2.0.12 pkgsrc-2020Q3-base:1.2 pkgsrc-2020Q2:1.2.0.10 pkgsrc-2020Q2-base:1.2 pkgsrc-2020Q1:1.2.0.6 pkgsrc-2020Q1-base:1.2 pkgsrc-2019Q4:1.2.0.8 pkgsrc-2019Q4-base:1.2 pkgsrc-2019Q3:1.2.0.4 pkgsrc-2019Q3-base:1.2 pkgsrc-2019Q2:1.2.0.2 pkgsrc-2019Q2-base:1.2 pkgsrc-2019Q1:1.1.0.6 pkgsrc-2019Q1-base:1.1 pkgsrc-2018Q4:1.1.0.4 pkgsrc-2018Q4-base:1.1 pkgsrc-2018Q3:1.1.0.2 pkgsrc-2018Q3-base:1.1; locks; strict; comment @# @; 1.2 date 2019.06.17.15.31.09; author adam; state Exp; branches; next 1.1; commitid dWBt4Nx6ZEXmvyrB; 1.1 date 2018.07.06.03.54.01; author minskim; state Exp; branches; next ; commitid LzlaaFzzK905M1JA; desc @@ 1.2 log @py-pyfolio: updated to 0.9.2 0.9.2 BUG Get axis instead of figure. 0.9.1 This is a bugfix release fixing an indentation bug. 0.9.0 New features Previously, pyfolio has required a benchmark, usually the U.S. market returns SPY. In order to provide support for international equities and alternative data sets, pyfolio is now completely independent of benchmarks. If a benchmark is passed, all benchmark-related analyses will be performed; if not, they will simply be skipped. Performance attribution tearsheet Improved implementation of get_turnover Users can now pass in extra rows (as a dict or OrderedDict) to display in the perf_stats table Maintenance Many features have been more extensively troubleshooted, maintained and tested. Various fixes to support pandas versions >= 0.18.1 @ text @@@comment $NetBSD: PLIST,v 1.1 2018/07/06 03:54:01 minskim Exp $ ${PYSITELIB}/${EGG_INFODIR}/PKG-INFO ${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt ${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt ${PYSITELIB}/${EGG_INFODIR}/requires.txt ${PYSITELIB}/${EGG_INFODIR}/top_level.txt ${PYSITELIB}/pyfolio/__init__.py ${PYSITELIB}/pyfolio/__init__.pyc ${PYSITELIB}/pyfolio/__init__.pyo ${PYSITELIB}/pyfolio/_seaborn.py ${PYSITELIB}/pyfolio/_seaborn.pyc ${PYSITELIB}/pyfolio/_seaborn.pyo ${PYSITELIB}/pyfolio/_version.py ${PYSITELIB}/pyfolio/_version.pyc ${PYSITELIB}/pyfolio/_version.pyo ${PYSITELIB}/pyfolio/bayesian.py ${PYSITELIB}/pyfolio/bayesian.pyc ${PYSITELIB}/pyfolio/bayesian.pyo ${PYSITELIB}/pyfolio/capacity.py ${PYSITELIB}/pyfolio/capacity.pyc ${PYSITELIB}/pyfolio/capacity.pyo ${PYSITELIB}/pyfolio/deprecate.py ${PYSITELIB}/pyfolio/deprecate.pyc ${PYSITELIB}/pyfolio/deprecate.pyo ${PYSITELIB}/pyfolio/interesting_periods.py ${PYSITELIB}/pyfolio/interesting_periods.pyc ${PYSITELIB}/pyfolio/interesting_periods.pyo ${PYSITELIB}/pyfolio/ipycompat.py ${PYSITELIB}/pyfolio/ipycompat.pyc ${PYSITELIB}/pyfolio/ipycompat.pyo ${PYSITELIB}/pyfolio/perf_attrib.py ${PYSITELIB}/pyfolio/perf_attrib.pyc ${PYSITELIB}/pyfolio/perf_attrib.pyo ${PYSITELIB}/pyfolio/plotting.py ${PYSITELIB}/pyfolio/plotting.pyc ${PYSITELIB}/pyfolio/plotting.pyo ${PYSITELIB}/pyfolio/pos.py ${PYSITELIB}/pyfolio/pos.pyc ${PYSITELIB}/pyfolio/pos.pyo ${PYSITELIB}/pyfolio/risk.py ${PYSITELIB}/pyfolio/risk.pyc ${PYSITELIB}/pyfolio/risk.pyo ${PYSITELIB}/pyfolio/round_trips.py ${PYSITELIB}/pyfolio/round_trips.pyc ${PYSITELIB}/pyfolio/round_trips.pyo ${PYSITELIB}/pyfolio/tears.py ${PYSITELIB}/pyfolio/tears.pyc ${PYSITELIB}/pyfolio/tears.pyo ${PYSITELIB}/pyfolio/tests/__init__.py ${PYSITELIB}/pyfolio/tests/__init__.pyc ${PYSITELIB}/pyfolio/tests/__init__.pyo ${PYSITELIB}/pyfolio/tests/test_capacity.py ${PYSITELIB}/pyfolio/tests/test_capacity.pyc ${PYSITELIB}/pyfolio/tests/test_capacity.pyo ${PYSITELIB}/pyfolio/tests/test_nbs.py ${PYSITELIB}/pyfolio/tests/test_nbs.pyc ${PYSITELIB}/pyfolio/tests/test_nbs.pyo ${PYSITELIB}/pyfolio/tests/test_perf_attrib.py ${PYSITELIB}/pyfolio/tests/test_perf_attrib.pyc ${PYSITELIB}/pyfolio/tests/test_perf_attrib.pyo ${PYSITELIB}/pyfolio/tests/test_pos.py ${PYSITELIB}/pyfolio/tests/test_pos.pyc ${PYSITELIB}/pyfolio/tests/test_pos.pyo ${PYSITELIB}/pyfolio/tests/test_risk.py ${PYSITELIB}/pyfolio/tests/test_risk.pyc ${PYSITELIB}/pyfolio/tests/test_risk.pyo ${PYSITELIB}/pyfolio/tests/test_round_trips.py ${PYSITELIB}/pyfolio/tests/test_round_trips.pyc ${PYSITELIB}/pyfolio/tests/test_round_trips.pyo ${PYSITELIB}/pyfolio/tests/test_tears.py ${PYSITELIB}/pyfolio/tests/test_tears.pyc ${PYSITELIB}/pyfolio/tests/test_tears.pyo ${PYSITELIB}/pyfolio/tests/test_timeseries.py ${PYSITELIB}/pyfolio/tests/test_timeseries.pyc ${PYSITELIB}/pyfolio/tests/test_timeseries.pyo ${PYSITELIB}/pyfolio/tests/test_txn.py ${PYSITELIB}/pyfolio/tests/test_txn.pyc ${PYSITELIB}/pyfolio/tests/test_txn.pyo ${PYSITELIB}/pyfolio/timeseries.py ${PYSITELIB}/pyfolio/timeseries.pyc ${PYSITELIB}/pyfolio/timeseries.pyo ${PYSITELIB}/pyfolio/txn.py ${PYSITELIB}/pyfolio/txn.pyc ${PYSITELIB}/pyfolio/txn.pyo ${PYSITELIB}/pyfolio/utils.py ${PYSITELIB}/pyfolio/utils.pyc ${PYSITELIB}/pyfolio/utils.pyo @ 1.1 log @finance/py-pyfolio: Import version 0.8.0 pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm. @ text @d1 1 a1 1 @@comment $NetBSD$ a4 1 ${PYSITELIB}/${EGG_INFODIR}/pbr.json @