diff --git a/conda/empyrical/meta.yaml b/conda/empyrical/meta.yaml index 3ede6b0815..78693c75aa 100644 --- a/conda/empyrical/meta.yaml +++ b/conda/empyrical/meta.yaml @@ -1,8 +1,8 @@ {% set name = "empyrical" %} -{% set version = "0.5.0" %} +{% set version = "0.5.3" %} {% set file_ext = "tar.gz" %} {% set hash_type = "sha256" %} -{% set hash_value = "21485df5261d0f78f4d1e1baa0a38888726a2054f0ba86997ac1b03853026fef" %} +{% set hash_value = "8e2819417f691b5b136ccd5dc7cc0d73e12c39a156e54b080b271f159ee2bb5d" %} package: name: '{{ name|lower }}' diff --git a/etc/requirements_locked.txt b/etc/requirements_locked.txt index 575e1fdfb3..b4973b0a27 100644 --- a/etc/requirements_locked.txt +++ b/etc/requirements_locked.txt @@ -5,15 +5,15 @@ # pip-compile --no-index --output-file=etc/requirements_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in # -e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze # via -r etc/requirements_blaze.in --e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape # via -r etc/requirements_blaze.in --e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo # via -r etc/requirements_blaze.in +-e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape # via -r etc/requirements_blaze.in, odo +-e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo # via -r etc/requirements_blaze.in, blaze alabaster==0.7.12 # via sphinx alembic==0.7.7 # via -r etc/requirements.in argh==0.26.2 # via sphinx-autobuild, watchdog babel==2.6.0 # via sphinx backports-abc==0.5 # via tornado bcolz==1.2.1 # via -r etc/requirements.in -bottleneck==1.0.0 # via -r etc/requirements.in, empyrical +bottleneck==1.0.0 # via -r etc/requirements.in certifi==2018.8.24 # via requests chardet==3.0.4 # via requests click==7.0.0 # via -r etc/requirements.in, flask, pip-tools @@ -28,7 +28,7 @@ cytoolz==0.8.2 # via -r etc/requirements_blaze.in dask[dataframe]==0.13.0 # via -r etc/requirements_blaze.in, blaze, odo decorator==4.0.0 # via networkx docutils==0.14 # via sphinx -empyrical==0.5.0 # via -r etc/requirements.in +empyrical==0.5.3 # via -r etc/requirements.in enum34==1.1.6 # via flake8 flake8==3.6.0 # via -r etc/requirements_dev.in flask-cors==2.1.3 # via blaze @@ -66,7 +66,7 @@ partd==0.3.7 # via dask pathtools==0.1.2 # via sphinx-autobuild, watchdog patsy==0.4.0 # via -r etc/requirements.in pbr==4.3.0 # via mock -pip-tools==4.5.1 # via -r etc/requirements_dev.in +pip-tools==5.2.1 # via -r etc/requirements_dev.in port-for==0.3.1 # via sphinx-autobuild psutil==5.6.7 # via blaze pycodestyle==2.4.0 # via flake8 diff --git a/tests/resources/example_data.tar.gz b/tests/resources/example_data.tar.gz index ece2d5b2e2..66817e5829 100644 Binary files a/tests/resources/example_data.tar.gz and b/tests/resources/example_data.tar.gz differ diff --git a/zipline/finance/metrics/metric.py b/zipline/finance/metrics/metric.py index 0dac2d2d24..608f11fdf4 100644 --- a/zipline/finance/metrics/metric.py +++ b/zipline/finance/metrics/metric.py @@ -453,7 +453,7 @@ def end_of_bar(self, ledger.daily_returns_array[:session_ix + 1], self._daily_returns_array[:session_ix + 1], ) - if np.isnan(alpha): + if not np.isfinite(alpha): alpha = None if np.isnan(beta): beta = None