Merge pull request #608 from quantopian/fix_deprs

Fix deprecations and remove Bayesian models

.travis.yml

@@ -3,17 +3,18 @@ sudo: false
 
 python: 
   - 2.7
-  - 3.6
+  - 3.7
 
 env:
   - PANDAS_VERSION=0.18.1
-  - PANDAS_VERSION=0.19.2
-  - PANDAS_VERSION=0.20.3
+  - PANDAS_VERSION=0.25.0
 
 matrix:
   exclude:
-  - python: 3.6
+  - python: 3.7
     env: PANDAS_VERSION=0.18.1
+  - python: 2.7
+    env: PANDAS_VERSION=0.25.0
 
 before_install:
   # We do this conditionally because it saves us some downloading if the
@@ -35,11 +36,9 @@ before_install:
   - cp pyfolio/tests/matplotlibrc .
 
 install:
-  - conda create -q -n testenv --yes python=$TRAVIS_PYTHON_VERSION ipython pyzmq numpy scipy nose matplotlib pandas=$PANDAS_VERSION Cython patsy flake8 seaborn scikit-learn runipy pytables networkx pandas-datareader matplotlib-tests joblib mkl-service
+  - conda create -q -n testenv --yes python=$TRAVIS_PYTHON_VERSION ipython numpy scipy nose matplotlib pandas=$PANDAS_VERSION flake8 seaborn scikit-learn runipy pandas-datareader
   - source activate testenv
-  - pip install nose_parameterized
-  #- pip install --no-deps git+https://github.com/quantopian/zipline
-  - pip install -e .[bayesian] -c constraints.txt
+  - pip install -e .[all]
 
 before_script:
   - "flake8 pyfolio"

README.md

@@ -41,18 +41,6 @@ mkvirtualenv pyfolio
 Next, clone this git repository and run `python setup.py develop`
 and edit the library files directly.
 
-#### Bayesian tear sheet
-
-Generating a [Bayesian tearsheet](https://github.com/quantopian/pyfolio/blob/master/pyfolio/examples/bayesian.ipynb) requires PyMC3 and Theano. You can install these packages with the following commands:
-
-```bash
-pip install theano
-```
-
-```bash
-pip install pymc3
-```
-
 #### Matplotlib on OSX
 
 If you are on OSX and using a non-framework build of Python, you may need to set your backend:

mkdocs.yml

@@ -8,7 +8,6 @@ pages:
 - Tutorial:
   - 'Single stock': 'notebooks/single_stock_example.md'
   - 'Zipline algorithm': 'notebooks/zipline_algo_example.md'
-  - 'Bayesian analysis': 'notebooks/bayesian.md'
   - 'Sector analysis': 'notebooks/sector_mappings_example.md'
   - 'Round trip analysis': 'notebooks/round_trip_tear_sheet_example.md'
   - 'Slippage analysis': 'notebooks/slippage_example.md'

pyfolio/__init__.py

@@ -1,30 +1,19 @@
-import warnings
-
 from . import utils
 from . import timeseries
 from . import pos
 from . import txn
 from . import interesting_periods
 from . import capacity
 from . import round_trips
-from . import risk
 from . import perf_attrib
 
 from .tears import *  # noqa
 from .plotting import *  # noqa
 from ._version import get_versions
 
-try:
-    from . import bayesian
-except ImportError:
-    warnings.warn(
-        "Could not import bayesian submodule due to missing pymc3 dependency.",
-        ImportWarning)
-
-
 __version__ = get_versions()['version']
 del get_versions
 
-__all__ = ['utils', 'timeseries', 'pos', 'txn', 'bayesian',
+__all__ = ['utils', 'timeseries', 'pos', 'txn',
            'interesting_periods', 'capacity', 'round_trips',
-           'risk', 'perf_attrib']
+           'perf_attrib']