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Stripping of name will have no effect if cached Fama-French exists #64

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twiecki opened this issue Nov 16, 2017 · 2 comments
Open

Stripping of name will have no effect if cached Fama-French exists #64

twiecki opened this issue Nov 16, 2017 · 2 comments

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@twiecki
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twiecki commented Nov 16, 2017

Pyfolio calls https://github.com/quantopian/empyrical/blob/master/empyrical/utils.py#L309 which reads the Fama-French factors from a cached file if it exists. Thus, users upgrading pyfolio and empyrical will get the error that column 'Mom' does not exist, as the old name with the white-space is still in the cache.

The problem is in this PR: #63

CC @vikram-narayan

@vikram-narayan
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if you clear your local cache, this problem will be fixed; do you think it's worth adding a check for this particular case? happy to add one if you think so, just not sure how common the issue is

@twiecki
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twiecki commented Nov 17, 2017

Yes, but a user will not know what to do and just receive a very odd error.

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