CVS commit: pkgsrc/finance/py-alphalens

To: pkgsrc-changes%NetBSD.org@localhost
Subject: CVS commit: pkgsrc/finance/py-alphalens
From: "Min Sik Kim" <minskim%netbsd.org@localhost>
Date: Fri, 2 Feb 2018 20:17:54 +0000

Module Name:    pkgsrc
Committed By:   minskim
Date:           Fri Feb  2 20:17:54 UTC 2018

Modified Files:
        pkgsrc/finance/py-alphalens: Makefile PLIST distinfo

Log Message:
finance/py-alphalens: Update to 0.2.1

New features since 0.1.0:
- Added event study analysis: an event study is a statistical method
  to assess the impact of a particular event on the value of equities
  and it is now possible to perform this analysis through the API
  alphalens.tears.create_event_study_tear_sheet. Check out the
  relative NoteBook in the example folder.
- Added support for group neutral factor analysis (group_neutral
  argument): this affects the return analysis that is now able to
  compute returns statistics for each group independently and
  aggregate them together assuming a portfolio where each group has
  equal weight.
- utils.get_clean_factor_and_forward_returns has a new parameter
  max_loss that controls how much data the function is allowed to drop
  due to not having enough price data or due to binning errors
  (pandas.qcut). This gives the users more control on what is
  happening and also avoid the function to raise an exception if the
  binning doesn't go well on some values.
- Greatly improved API documentation


To generate a diff of this commit:
cvs rdiff -u -r1.1 -r1.2 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.

Modified files:

Index: pkgsrc/finance/py-alphalens/Makefile
diff -u pkgsrc/finance/py-alphalens/Makefile:1.1 pkgsrc/finance/py-alphalens/Makefile:1.2
--- pkgsrc/finance/py-alphalens/Makefile:1.1    Sat Sep 16 21:31:35 2017
+++ pkgsrc/finance/py-alphalens/Makefile        Fri Feb  2 20:17:54 2018
@@ -1,23 +1,24 @@
-# $NetBSD: Makefile,v 1.1 2017/09/16 21:31:35 minskim Exp $
+# $NetBSD: Makefile,v 1.2 2018/02/02 20:17:54 minskim Exp $
 
-DISTNAME=      alphalens-0.1.1
+DISTNAME=      alphalens-0.2.1
 PKGNAME=       ${PYPKGPREFIX}-${DISTNAME}
 CATEGORIES=    finance
 MASTER_SITES=  ${MASTER_SITE_GITHUB:=quantopian/}
 GITHUB_PROJECT=        alphalens
-GITHUB_TAG=    v0.1.1
+GITHUB_TAG=    v${PKGVERSION_NOREV}
 
 MAINTAINER=    minskim%NetBSD.org@localhost
 HOMEPAGE=      https://github.com/quantopian/alphalens/
 COMMENT=       Performance analysis of predictive stock factors
 LICENSE=       apache-2.0
 
-DEPENDS+=      ${PYPKGPREFIX}-matplotlib-[0-9]*:../../graphics/py-matplotlib
-DEPENDS+=      ${PYPKGPREFIX}-numpy-[0-9]*:../../math/py-numpy
-DEPENDS+=      ${PYPKGPREFIX}-pandas-[0-9]*:../../math/py-pandas
-DEPENDS+=      ${PYPKGPREFIX}-scipy-[0-9]*:../../math/py-scipy
-DEPENDS+=      ${PYPKGPREFIX}-seaborn-[0-9]*:../../graphics/py-seaborn
-DEPENDS+=      ${PYPKGPREFIX}-statsmodels-[0-9]*:../../math/py-statsmodels
+DEPENDS+=      ${PYPKGPREFIX}-ipython>=3.2.3:../../devel/py-ipython
+DEPENDS+=      ${PYPKGPREFIX}-matplotlib>=1.4.0:../../graphics/py-matplotlib
+DEPENDS+=      ${PYPKGPREFIX}-numpy>=1.9.1:../../math/py-numpy
+DEPENDS+=      ${PYPKGPREFIX}-pandas>=0.18.0:../../math/py-pandas
+DEPENDS+=      ${PYPKGPREFIX}-scipy>=0.14.0:../../math/py-scipy
+DEPENDS+=      ${PYPKGPREFIX}-seaborn>=0.6.0:../../graphics/py-seaborn
+DEPENDS+=      ${PYPKGPREFIX}-statsmodels>=0.6.1:../../math/py-statsmodels
 
 .include "../../lang/python/egg.mk"
 .include "../../mk/bsd.pkg.mk"
Index: pkgsrc/finance/py-alphalens/PLIST
diff -u pkgsrc/finance/py-alphalens/PLIST:1.1 pkgsrc/finance/py-alphalens/PLIST:1.2
--- pkgsrc/finance/py-alphalens/PLIST:1.1       Sat Sep 16 21:31:35 2017
+++ pkgsrc/finance/py-alphalens/PLIST   Fri Feb  2 20:17:54 2018
@@ -1,20 +1,16 @@
-@comment $NetBSD: PLIST,v 1.1 2017/09/16 21:31:35 minskim Exp $
+@comment $NetBSD: PLIST,v 1.2 2018/02/02 20:17:54 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
 ${PYSITELIB}/alphalens/__init__.py
-${PYSITELIB}/alphalens/__init__.pyo
 ${PYSITELIB}/alphalens/__init__.pyc
-${PYSITELIB}/alphalens/performance.pyo
-${PYSITELIB}/alphalens/performance.pyc
-${PYSITELIB}/alphalens/plotting.pyo
-${PYSITELIB}/alphalens/plotting.pyc
-${PYSITELIB}/alphalens/tears.pyo
-${PYSITELIB}/alphalens/tears.pyc
-${PYSITELIB}/alphalens/utils.pyo
-${PYSITELIB}/alphalens/utils.pyc
+${PYSITELIB}/alphalens/__init__.pyo
+${PYSITELIB}/alphalens/_version.py
+${PYSITELIB}/alphalens/_version.pyc
+${PYSITELIB}/alphalens/_version.pyo
+${PYSITELIB}/alphalens/examples/event_study.ipynb
 ${PYSITELIB}/alphalens/examples/ic_tear.png
 ${PYSITELIB}/alphalens/examples/predictive_vs_non-predictive_factor.ipynb
 ${PYSITELIB}/alphalens/examples/returns_tear.png
@@ -22,15 +18,26 @@ ${PYSITELIB}/alphalens/examples/sector_t
 ${PYSITELIB}/alphalens/examples/table_tear.png
 ${PYSITELIB}/alphalens/examples/tear_sheet_walk_through.ipynb
 ${PYSITELIB}/alphalens/performance.py
+${PYSITELIB}/alphalens/performance.pyc
+${PYSITELIB}/alphalens/performance.pyo
 ${PYSITELIB}/alphalens/plotting.py
+${PYSITELIB}/alphalens/plotting.pyc
+${PYSITELIB}/alphalens/plotting.pyo
 ${PYSITELIB}/alphalens/tears.py
+${PYSITELIB}/alphalens/tears.pyc
+${PYSITELIB}/alphalens/tears.pyo
 ${PYSITELIB}/alphalens/tests/__init__.py
-${PYSITELIB}/alphalens/tests/__init__.pyo
 ${PYSITELIB}/alphalens/tests/__init__.pyc
-${PYSITELIB}/alphalens/tests/test_performance.pyo
-${PYSITELIB}/alphalens/tests/test_performance.pyc
-${PYSITELIB}/alphalens/tests/test_utils.pyo
-${PYSITELIB}/alphalens/tests/test_utils.pyc
+${PYSITELIB}/alphalens/tests/__init__.pyo
 ${PYSITELIB}/alphalens/tests/test_performance.py
+${PYSITELIB}/alphalens/tests/test_performance.pyc
+${PYSITELIB}/alphalens/tests/test_performance.pyo
+${PYSITELIB}/alphalens/tests/test_tears.py
+${PYSITELIB}/alphalens/tests/test_tears.pyc
+${PYSITELIB}/alphalens/tests/test_tears.pyo
 ${PYSITELIB}/alphalens/tests/test_utils.py
+${PYSITELIB}/alphalens/tests/test_utils.pyc
+${PYSITELIB}/alphalens/tests/test_utils.pyo
 ${PYSITELIB}/alphalens/utils.py
+${PYSITELIB}/alphalens/utils.pyc
+${PYSITELIB}/alphalens/utils.pyo
Index: pkgsrc/finance/py-alphalens/distinfo
diff -u pkgsrc/finance/py-alphalens/distinfo:1.1 pkgsrc/finance/py-alphalens/distinfo:1.2
--- pkgsrc/finance/py-alphalens/distinfo:1.1    Sat Sep 16 21:31:35 2017
+++ pkgsrc/finance/py-alphalens/distinfo        Fri Feb  2 20:17:54 2018
@@ -1,6 +1,6 @@
-$NetBSD: distinfo,v 1.1 2017/09/16 21:31:35 minskim Exp $
+$NetBSD: distinfo,v 1.2 2018/02/02 20:17:54 minskim Exp $
 
-SHA1 (alphalens-0.1.1.tar.gz) = 1d48a690c2fa740194ea1d496bc646108cabef7b
-RMD160 (alphalens-0.1.1.tar.gz) = b3613b353d7703a607e738db2eb4bb15bc0e14a3
-SHA512 (alphalens-0.1.1.tar.gz) = 08dcc25061afe05e0fe9da1aae1cbcf7f9782d9c392f05cc3304e02a750e1270f2612c1eb857db6d754774eb4e18cc1de9a9117b8210aed2af7ac9107dacd0ac
-Size (alphalens-0.1.1.tar.gz) = 12304162 bytes
+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

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