crypto-empyrical

v1.0.4

crypto_empyrical is a fork of Quantopian's Empyrical package modified to work for 24/7 markets of cryptocurrency For more information about how to use this package see README

Latest version published 4 years ago

License: Apache-2.0

PyPI

GitHub

Package Health Score

39 / 100

security
Security review needed
popularity
Limited
maintenance
Inactive
community
Limited

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Popularity

Limited

GitHub Stars: 11
Forks: 1
Contributors: 20

Direct Usage Popularity

Based on project statistics from the GitHub repository for the PyPI package crypto-empyrical, we found that it has been starred 11 times.

Security

Security review needed

Security and license risk for latest version

Release Date: Nov 25, 2020
Direct Vulnerabilities: 0
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0
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0
M
0
L
Indirect Vulnerabilities: 0
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0
H
0
M
0
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License Risk: 0
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1
M
0
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All security vulnerabilities belong to production dependencies of direct and indirect packages.

License

Apache-2.0

Security Policy

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Maintenance

Inactive

archived

Commit Frequency

No Recent Commits

Open Issues: 0
Open PR: 0
Last Release: 4 years ago
Last Commit: 4 years ago

Further analysis of the maintenance status of crypto-empyrical based on released PyPI versions cadence, the repository activity, and other data points determined that its maintenance is Inactive.

An important project maintenance signal to consider for crypto-empyrical is that it hasn't seen any new versions released to PyPI in the past 12 months, and could be considered as a discontinued project, or that which receives low attention from its maintainers.

In the past month we didn't find any pull request activity or change in issues status has been detected for the GitHub repository.

Community

Limited

Readme: Yes
Contributing.md: No
Code of Conduct: No
Contributors: 20
Funding: No

With more than 10 contributors for the crypto-empyrical repository, this is possibly a sign for a growing and inviting community.

We found a way for you to contribute to the project! Looks like crypto-empyrical is missing a Code of Conduct.

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Package

Python Versions Compatibility: ==2.7.*, ==3.4.*, ==3.5.*

Age: 4 years
Latest Release: 4 years ago
Dependencies: 5 Direct / 13 Total
Versions: 5
Maintainers: 1
Wheels: OS Independent

Readme

crypto_empyrical

crypto_empyrical is a fork of Quantopian's Empyrical package modified by Jesse to work for 24/7 markets of cryptocurrency.

Installation

pip install crypto_empyrical

Usage

Simple Statistics

import numpy as np
from crypto_empyrical import max_drawdown, alpha_beta

returns = np.array([.01, .02, .03, -.4, -.06, -.02])
benchmark_returns = np.array([.02, .02, .03, -.35, -.05, -.01])

# calculate the max drawdown
max_drawdown(returns)

# calculate alpha and beta
alpha, beta = alpha_beta(returns, benchmark_returns)

Rolling Measures

import numpy as np
from crypto_empyrical import roll_max_drawdown

returns = np.array([.01, .02, .03, -.4, -.06, -.02])

# calculate the rolling max drawdown
roll_max_drawdown(returns, window=3)

Pandas Support

import pandas as pd
from crypto_empyrical import roll_up_capture, capture

returns = pd.Series([.01, .02, .03, -.4, -.06, -.02])

# calculate a capture ratio
capture(returns)

# calculate capture for up markets on a rolling 60 day basis
roll_up_capture(returns, window=60)

Testing

install requirements
- "nose>=1.3.7",
- "parameterized>=0.6.1"

./runtests.py

crypto-empyrical dependencies

numpy pandas pandas-datareader scipy six

FAQs

What is crypto-empyrical?

crypto_empyrical is a fork of Quantopian's Empyrical package modified to work for 24/7 markets of cryptocurrency. Visit Snyk Advisor to see a full health score report for crypto-empyrical, including popularity, security, maintenance & community analysis.

Is crypto-empyrical popular?

The python package crypto-empyrical receives a total of 93 weekly downloads. As such, crypto-empyrical popularity was classified as limited. Visit the popularity section on Snyk Advisor to see the full health analysis.

Is crypto-empyrical well maintained?

We found indications that crypto-empyrical is an Inactive project. See the full package health analysis to learn more about the package maintenance status.

Is crypto-empyrical safe to use?

While scanning the latest version of crypto-empyrical, we found that a security review is needed. A total of 0 vulnerabilities or license issues were detected. See the full security scan results.

Last updated on 21 September-2024, at 12:48 (UTC).

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crypto-empyrical

crypto_empyrical is a fork of Quantopian's Empyrical package modified to work for 24/7 markets of cryptocurrency For more information about how to use this package see README

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Readme

crypto_empyrical

Table of Contents

Installation

Usage

Testing

crypto-empyrical dependencies

FAQs

What is crypto-empyrical?

Is crypto-empyrical popular?

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Is crypto-empyrical safe to use?

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Readme

crypto_empyrical

Table of Contents

Installation

Usage

Testing

crypto-empyrical dependencies

FAQs

What is crypto-empyrical?

Is crypto-empyrical popular?

Is crypto-empyrical well maintained?

Is crypto-empyrical safe to use?

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Select a recommended open source package

Scan your app for vulnerabilities

Source Code

Open Source

Container

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