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Common financial risk and performance metrics. Used by zipline and pyfolio.

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Is this project deprecated? With python 3.12, there is an issue with configparser in versioneer.py.

possible fix for python 3.12

- Replaced deprecated SafeConfigParser with ConfigParser. - Changed how parser reads from the 'setup.cfg' file. - support 3.12

thanks for ur wonderfull library but a basic error stems at cagr calculation. have a look at https://www.linkedin.com/pulse/reply-how-handle-percent-change-cagr-negative-numbers-timo-krall then you will understand where is the error. Best, David

I am trying to do: ``` from empyrical import roll_beta, roll_alpha, roll_sharpe_ratio, roll_annual_volatility, roll_cagr ``` but get an error message whereas the function seems to exists. I don't know why...

Are open source contributions still welcomed/wanted? If so are there any active issues? I had a look at github issues, but they all seemed pretty outdated.

Hi, This is the only error occurring while I'm running tests: `python runtests.py` ``` /usr/lib/python3.8/site-packages/pandas/util/__init__.py:12: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead. import...

```============================== EXCEPTION TRACEBACK: File "/usr/local/bin/jesse", line 11, in load_entry_point('jesse', 'console_scripts', 'jesse')() File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 829, in __call__ return self.main(*args, **kwargs) File "/usr/local/lib/python3.8/dist-packages/click/core.py", line 782, in main rv = self.invoke(ctx) File...

empyrical.stats.value_at_risk output is NaN. I cannot figure out what the problem is as all the other empyrical.stats functions work perfectly with the same data serie. Also, where I can access...