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from alphalens.
Related Issues (20)
- freq error: freq must be Day, BDay or CustomBusinessDay HOT 1
- How can I build my confidence that my strategy returns better HOT 1
- ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe'' HOT 6
- cumulative_returns calculation no longer adjusts for periods > 1?
- When I use "bins" instead of "quantiles", it went wrong
- UnboundLocalError: local variable 'period_len' referenced before assignment HOT 1
- Problem:create_event_returns_tear_sheet
- Dropped 45.5% entries from factor data: 45.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)
- Anyone can explain how the factors are bined? HOT 2
- Alphalens
- MissingDataError: exog contains inf or nans HOT 2
- importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'" HOT 1
- AttributeError: 'Int64Index' object has no attribute 'tz' HOT 2
- Is alphalens still used? HOT 1
- got error: Error: No such keys(s): 'mode.use_inf_as_null'
- data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])
- Unable to work with pyfolio integration
- invalid index to scalar variable @ mode(days_diffs).mode[0] HOT 11
- cant install alphalens from pip because of outdated configparser method call
- STOP USING WRITING READING
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