Describe the bug This seems to effect all your branches

RemoteDataError Traceback (most recent call last) in ----> 1 oracle(portfolio)

~/anaconda3/envs/empyr/lib/python3.8/site-packages/empyrial.py in oracle(my_portfolio, prediction_days, based_on) 334 335 --> 336 df = web.DataReader(asset, data_source='yahoo', start = my_portfolio.start_date, end= my_portfolio.end_date) 337 df = pd.DataFrame(df) 338 df.reset_index(level=0, inplace=True)

~/anaconda3/envs/empyr/lib/python3.8/site-packages/pandas/util/_decorators.py in wrapper(*args, **kwargs) 197 else: 198 kwargs[new_arg_name] = new_arg_value --> 199 return func(*args, **kwargs) 200 201 return cast(F, wrapper)

~/anaconda3/envs/empyr/lib/python3.8/site-packages/pandas_datareader/data.py in DataReader(name, data_source, start, end, retry_count, pause, session, api_key) 374 375 if data_source == "yahoo": --> 376 return YahooDailyReader( 377 symbols=name, 378 start=start,

~/anaconda3/envs/empyr/lib/python3.8/site-packages/pandas_datareader/base.py in read(self) 251 # If a single symbol, (e.g., 'GOOG') 252 if isinstance(self.symbols, (string_types, int)): --> 253 df = self._read_one_data(self.url, params=self._get_params(self.symbols)) 254 # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT']) 255 elif isinstance(self.symbols, DataFrame):

~/anaconda3/envs/empyr/lib/python3.8/site-packages/pandas_datareader/yahoo/daily.py in _read_one_data(self, url, params) 151 url = url.format(symbol) 152 --> 153 resp = self._get_response(url, params=params) 154 ptrn = r"root.App.main = (.*?);\n}(this));" 155 try:

~/anaconda3/envs/empyr/lib/python3.8/site-packages/pandas_datareader/base.py in _get_response(self, url, params, headers) 179 msg += "\nResponse Text:\n{0}".format(last_response_text) 180 --> 181 raise RemoteDataError(msg) 182 183 def _get_crumb(self, *args):

RemoteDataError: Unable to read URL: https://finance.yahoo.com/quote/BABA/history?period1=1591671600&period2=1625972399&interval=1d&frequency=1d&filter=history Response Text: b'\n \n \n \n \n \n \n \n \n \n \n \n \n

\n \n Will be right back... \n Thank you for your patience. \n Our engineers are working quickly to resolve the issue. \n

1

I am using Python 3.8.10. I had a separate environment and I got the following error when pip installing empyrial Failed to build scs ERROR: Could not build wheels for scs which use PEP 517 and cannot be installed directly

From this link https://github.com/pydata/bottleneck/issues/281 I tried pip install --upgrade pip setuptools wheel but I am still getting the same bug when installing empyrial.

• OS: Ubuntu 20.04
• mini conda version and a separate environment for trading
• Python 3.8.10
• Let me know if there is any way around this bug. Thanks

Discussed in https://github.com/ssantoshp/Empyrial/discussions/27

Hi, I have tried to reproduce test results and simulated one single stock over time by forcing the weight distribution as shown below: tickers = ["stock1", "stock2"] weights_new_ = [1.0, 0.0] no optimizer is used, so just using the quantstats calculations of ratios and returns. In the next example, we do the same but with a yearly rebalancer. The thing here is that the results should be exactly the same. There seems to be a slight error in the returns calculations over time, which turns out to be bigger with more rebalancing.

I will have some more look at it, and update if I find the bug. Btw great work!

Hi , awesome tool santosh bhai. If a ticker symbol data is not listed at the time of the start date , it stills counts the ticker in the pie chart portfolio. Ideally it should not .. or am i getting this wrong. very new guy. regards ,

Describe the bug the sample code (as per --> https://empyrial.gitbook.io/empyrial/save-the-tearsheet/get-a-report) is throwing an error

To Reproduce Steps to reproduce the behavior:

1. Go to 'https://empyrial.gitbook.io/empyrial/save-the-tearsheet/get-a-report...'
2. Run the sample code
3. Scroll down to '....'
4. See error

NameError Traceback (most recent call last) /var/folders/41/q1hx0rjd5xzck1vl121t6b2m0000gn/T/ipykernel_11664/2518190224.py in 10 empyrial(portfolio) 11 ---> 12 get_report(portfolio)

NameError: name 'get_report' is not defined

Expected behavior A clear and concise description of what you expected to happen.

Screenshots If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):

• OS: [e.g. iOS]
• Browser [e.g. chrome, safari]
• Version [e.g. 22]

Additional context using jypiterlab notebook

Is your feature request related to a problem? Please describe. I want to analyze portfolio in other exchanges.

Describe the solution you'd like Ability to provide other exchange data.

Anaconda3\lib\site-packages\empyrial.py", line 610, in fundlens ['Dividend yield', yahoo_financials.get_dividend_yield()], ['Payout ratio', yahoo_financials.get_payout_ratio()], ['Controversy', controversy], ['Social score', social_score],

UnboundLocalError: local variable 'controversy' referenced before assignment

When you set up quarterly rebalance with only one ticker, the strategy and benchmark show different values. This is a bug. They should be completely equal.

The codebase below reproduces the issue. The EOY returns and the timeseries plot of Cumulative returns vs benchmark show that the strategy and benchmark are divergent.

from empyrial import empyrial, Engine portfolio = Engine(
start_date= "2021-01-01", portfolio= ["BTC-USD", "GOOG"], weights = [1, 0.], #equal weighting is set by default benchmark = ["BTC-USD"], #SPY is set by default rebalance = 'quarterly' ) empyrial(portfolio)

Is there a way to override the default styling parameters used in your tearsheet? I understand that most of the styling is inherited from quantstats. Anyway you can suggest how to change things like facecolor, linewidth, etc?

Describe the bug The EM optimiser fails when the default benchmark is altered to Nifty .

However if the default is restored it works .

To Reproduce Steps to reproduce the behavior : use this code "from empyrial import empyrial, Engine

portfolio = Engine(
start_date= "2015-01-01", #start date for the backtesting portfolio= ["TCS.NS", "INFY.NS", "HDFC.NS", "KOTAKBANK.NS","TITAN.NS","NESTLEIND.NS"], #assets in your portfolio benchmark = ["NSEI"] optimizer = "EF" ) empyrial(portfolio)"

Expected behavior error message " File "/var/folders/41/q1hx0rjd5xzck1vl121t6b2m0000gn/T/ipykernel_2924/1251204071.py", line 7 optimizer = "EF" ^ SyntaxError: invalid syntax

Screenshots If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):

• OS: MacOsx
• Browser Chrome
• jupyter

Additional context Add any other context about the problem here.

Wondering if Empyrial can be used with a non-stock based portfolio. The example in the docs is like this:

from empyrial import empyrial, Engine portfolio = Engine(
start_date= "2018-06-09", portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.2, 0.2, 0.2, 0.2, 0.2], #equal weighting is set by default benchmark = ["SPY"] #SPY is set by default ) empyrial(portfolio)

Is there any alternate way to define a portfolio, not as a list of stocks / weights but based on the value of the assets in the account?

The code:

from empyrial import empyrial, Engine
portfolio = Engine(
                  start_date= "2021-01-01", #start date for the backtesting
                  end_date= "2022-05-01",
                  portfolio= tickers[:], #assets in your portfolio
                  weights = w2[:],
                  benchmark=["XU100.IS"]
)
print(empyrial(portfolio))
print(portfolio)

It gives an error like below.

TypeError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_10148/966461475.py in 11 ) 12 ---> 13 print(empyrial(portfolio)) 14 print(portfolio)

~\AppData\Roaming\Python\Python39\site-packages\empyrial.py in empyrial(my_portfolio, rf, sigma_value, confidence_value) 304 empyrial.SR = SR 305 --> 306 CR = qs.stats.calmar(returns) 307 CR = CR.tolist() 308 CR = str(round(CR, 2))

~\AppData\Roaming\Python\Python39\site-packages\quantstats\stats.py in calmar(returns, prepare_returns) 547 if prepare_returns: 548 returns = _utils._prepare_returns(returns) --> 549 cagr_ratio = cagr(returns) 550 max_dd = max_drawdown(returns) 551 return cagr_ratio / abs(max_dd)

~\AppData\Roaming\Python\Python39\site-packages\quantstats\stats.py in cagr(returns, rf, compounded) 500 total = _np.sum(total) 501 --> 502 years = (returns.index[-1] - returns.index[0]).days / 365. 503 504 res = abs(total + 1.0) ** (1.0 / years) - 1

TypeError: unsupported operand type(s) for -: 'str' and 'Timestamp'