pyfolio v0.6.0 Release Notes

Release Date: 2016-10-17 // over 5 years ago
  • ๐Ÿš€ This is a major new release from 0.5.1. All users are recommended to upgrade.

    ๐Ÿ†• New features

    • ๐ŸŽ Computation of performance and risk measures has been split off into empyrical. This allows Zipline and pyfolio to use the same code to calculate its risk statistics. By Ana Ruelas and Abhi Kalyan.
    • ๐Ÿ†• New multistrike cone which redraws the cone when it crossed its initial bounds PR310. By Ana Ruelas and Abhi Kalyan.

    ๐Ÿ›  Bugfixes

    • Can use most recent PyMC3 now.
    • Depends on seaborn 0.7.0 or later now PR331.
    • Disable buggy computation of round trips per day and per month PR339.