Received: by mail.netbsd.org (Postfix, from userid 605) id 1A2FC85000; Thu, 5 Jul 2018 09:21:31 +0000 (UTC) Received: from localhost (localhost [127.0.0.1]) by mail.netbsd.org (Postfix) with ESMTP id 5FEED84FFD for ; Thu, 5 Jul 2018 09:21:30 +0000 (UTC) X-Virus-Scanned: amavisd-new at netbsd.org Received: from mail.netbsd.org ([IPv6:::1]) by localhost (mail.netbsd.org [IPv6:::1]) (amavisd-new, port 10025) with ESMTP id 09BXcG1k4unT for ; Thu, 5 Jul 2018 09:21:29 +0000 (UTC) Received: from cvs.NetBSD.org (ivanova.NetBSD.org [IPv6:2001:470:a085:999:28c:faff:fe03:5984]) by mail.netbsd.org (Postfix) with ESMTP id 9C61684C78 for ; Thu, 5 Jul 2018 09:21:29 +0000 (UTC) Received: by cvs.NetBSD.org (Postfix, from userid 500) id 64E0AFBEC; Thu, 5 Jul 2018 09:21:29 +0000 (UTC) Content-Transfer-Encoding: 7bit Content-Type: multipart/mixed; boundary="_----------=_1530782489234270" MIME-Version: 1.0 Date: Thu, 5 Jul 2018 09:21:29 +0000 From: "Min Sik Kim" Subject: CVS commit: pkgsrc/finance/py-alphalens To: pkgsrc-changes@NetBSD.org Reply-To: minskim@netbsd.org X-Mailer: log_accum Message-Id: <20180705092129.64E0AFBEC@cvs.NetBSD.org> Sender: pkgsrc-changes-owner@NetBSD.org List-Id: pkgsrc-changes.NetBSD.org Precedence: bulk List-Unsubscribe: This is a multi-part message in MIME format. --_----------=_1530782489234270 Content-Disposition: inline Content-Transfer-Encoding: 8bit Content-Type: text/plain; charset="US-ASCII" Module Name: pkgsrc Committed By: minskim Date: Thu Jul 5 09:21:29 UTC 2018 Modified Files: pkgsrc/finance/py-alphalens: Makefile PLIST distinfo Log Message: finance/py-alphalens: Update to 0.3.2 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 To generate a diff of this commit: cvs rdiff -u -r1.2 -r1.3 pkgsrc/finance/py-alphalens/Makefile \ pkgsrc/finance/py-alphalens/PLIST pkgsrc/finance/py-alphalens/distinfo Please note that diffs are not public domain; they are subject to the copyright notices on the relevant files. --_----------=_1530782489234270 Content-Disposition: inline Content-Length: 3049 Content-Transfer-Encoding: binary Content-Type: text/x-diff; charset=us-ascii Modified files: Index: pkgsrc/finance/py-alphalens/Makefile diff -u pkgsrc/finance/py-alphalens/Makefile:1.2 pkgsrc/finance/py-alphalens/Makefile:1.3 --- pkgsrc/finance/py-alphalens/Makefile:1.2 Fri Feb 2 20:17:54 2018 +++ pkgsrc/finance/py-alphalens/Makefile Thu Jul 5 09:21:29 2018 @@ -1,6 +1,6 @@ -# $NetBSD: Makefile,v 1.2 2018/02/02 20:17:54 minskim Exp $ +# $NetBSD: Makefile,v 1.3 2018/07/05 09:21:29 minskim Exp $ -DISTNAME= alphalens-0.2.1 +DISTNAME= alphalens-0.3.2 PKGNAME= ${PYPKGPREFIX}-${DISTNAME} CATEGORIES= finance MASTER_SITES= ${MASTER_SITE_GITHUB:=quantopian/} Index: pkgsrc/finance/py-alphalens/PLIST diff -u pkgsrc/finance/py-alphalens/PLIST:1.2 pkgsrc/finance/py-alphalens/PLIST:1.3 --- pkgsrc/finance/py-alphalens/PLIST:1.2 Fri Feb 2 20:17:54 2018 +++ pkgsrc/finance/py-alphalens/PLIST Thu Jul 5 09:21:29 2018 @@ -1,4 +1,4 @@ -@comment $NetBSD: PLIST,v 1.2 2018/02/02 20:17:54 minskim Exp $ +@comment $NetBSD: PLIST,v 1.3 2018/07/05 09:21:29 minskim Exp $ ${PYSITELIB}/${EGG_INFODIR}/PKG-INFO ${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt ${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt @@ -10,9 +10,14 @@ ${PYSITELIB}/alphalens/__init__.pyo ${PYSITELIB}/alphalens/_version.py ${PYSITELIB}/alphalens/_version.pyc ${PYSITELIB}/alphalens/_version.pyo +${PYSITELIB}/alphalens/examples/daily_factor_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/event_study.ipynb +${PYSITELIB}/alphalens/examples/event_study_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/ic_tear.png +${PYSITELIB}/alphalens/examples/intraday_factor.ipynb +${PYSITELIB}/alphalens/examples/intraday_factor_synthetic_data.ipynb ${PYSITELIB}/alphalens/examples/predictive_vs_non-predictive_factor.ipynb +${PYSITELIB}/alphalens/examples/pyfolio_integration.ipynb ${PYSITELIB}/alphalens/examples/returns_tear.png ${PYSITELIB}/alphalens/examples/sector_tear.png ${PYSITELIB}/alphalens/examples/table_tear.png Index: pkgsrc/finance/py-alphalens/distinfo diff -u pkgsrc/finance/py-alphalens/distinfo:1.2 pkgsrc/finance/py-alphalens/distinfo:1.3 --- pkgsrc/finance/py-alphalens/distinfo:1.2 Fri Feb 2 20:17:54 2018 +++ pkgsrc/finance/py-alphalens/distinfo Thu Jul 5 09:21:29 2018 @@ -1,6 +1,6 @@ -$NetBSD: distinfo,v 1.2 2018/02/02 20:17:54 minskim Exp $ +$NetBSD: distinfo,v 1.3 2018/07/05 09:21:29 minskim Exp $ -SHA1 (alphalens-0.2.1.tar.gz) = 820dbf3cad9896db011881c76a82d80ba696ded0 -RMD160 (alphalens-0.2.1.tar.gz) = 0851766003f7718f9a04e982eb6537c0d623497f -SHA512 (alphalens-0.2.1.tar.gz) = 9b12cfb0564b9e10f756a785c98bc5952dadfa5c872fc211ad56fff15d1abd163ec8684d965d7964f913cf192dd9b7c1f477f2423ee3c450a30f7f33749d21ec -Size (alphalens-0.2.1.tar.gz) = 9396744 bytes +SHA1 (alphalens-0.3.2.tar.gz) = be0e5faeab9e6b9886c0fbd75be6d325b78aed7f +RMD160 (alphalens-0.3.2.tar.gz) = fde900aee6f696bbed6a548b664ce27a9f7973b9 +SHA512 (alphalens-0.3.2.tar.gz) = db633d9978d73426f4f673fff312ee27050ff2bd1895ab2b88437f3577e350b9ce141e08f7872489b7f37c738cd041905efd887859ed5434567e460802320275 +Size (alphalens-0.3.2.tar.gz) = 18907452 bytes --_----------=_1530782489234270--