The website branch is just the build files, there is no way to edit the content of the website like this
is it possible to add another branch so the src for the website can be edited, if you do I still have the source code on my computer and I will push it asap

Hi,

According to the documentm, seems when backtesting, the weights of assets are fixed. Can the framework allow time-varying weights? For example, we can input different weights for each time point, in this case, we can combine the stocks selection strategy (some stocks into the portfolio, some stocks out of the portfolio) with the portfolio performance test. If you can set up this, that would be very helpful.

When doing multiple tests it might speed things up to cache the candles for example with pickle to prevent redownloading them again.
This might speed everything up a little.

Nevertheless thank you for this great package!

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

just run any of the examples in Spyder on a fresh Anaconda python distri running on windows 11, you'll get:
TypeError: monthly_heatmap() missing 1 required positional argument: 'benchmark'
thx

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?

First of all your project is Awesome !!!!

Is your feature request related to a problem? Please describe.
No

Describe the solution you'd like
I would like to see easily for each year what is my % return, Ideally, it will be a bar chart.

Describe alternatives you've considered
In the monthly return add a new column for the annual return

Additional context

The risk-free rate is hard-coded in empyrial.py in line 197 (rf = 0.0).
Please change it to a variable so we can adjust it as needed.

It would be awesome if we can rename the reports or it is renamed automatically.

Describe the bug
Empyrial/test/rebalance_test.py and Empyrial/test/optimizer_test.py doesn't run.

To Reproduce

(base) pdm run python Empyrial/test/rebalance_test.py 
Traceback (most recent call last):
  File "Empyrial/test/rebalance_test.py", line 14, in <module>
    empyrial(portfolio, rebalance = True)
TypeError: empyrial() got an unexpected keyword argument 'rebalance'
(base) pdm run python Empyrial/test/optimizer_test.py 
Traceback (most recent call last):
  File "Empyrial/test/optimizer_test.py", line 9, in <module>
    optimizer(portfolio, "EF")
NameError: name 'optimizer' is not defined

I can't find the function optimizer in the code, and the parameter rebalance in the header of function empyrial

Hi Santosh,

Looking at the generated report, I noticed that the "Rolling Beta to Benchmark" always starts with 0.
If we're looking at 6-month basis, for the first 6 months, the line is at 0, after that the line starts to change.
If we're looking at 12-month basis, for the first 12 months, the line is at 0, after that the line starts to change.
Is this a bug or by design? If by design, what's the logic behind it?
Thanks!

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 your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I'm always frustrated when X happens [...]

Describe the solution you'd like
A clear and concise description of what you want to happen.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.

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'

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.

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!

Describe the bug
A clear and concise description of what the bug is.

To Reproduce
Steps to reproduce the behavior:

1. Go to '...'
2. Click on '....'
3. Scroll down to '....'
4. See error

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
Add any other context about the problem here.

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 I run a test code:

from empyrial import empyrial, Engine

portfolio = Engine(
start_date = "2018-08-01",
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)

give me a following error:

TypeError: float() argument must be a string or a number, not 'DataFrame'

Could anyone to help me with this issue?

Thanks

Describe the bug
A clear and concise description of what the bug is.

To Reproduce
Steps to reproduce the behavior:

1. Go to '...'
2. Click on '....'
3. Scroll down to '....'
4. See error

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
Add any other context about the problem here.

1. I installed the package empyrial and it is showing multiple errors
2. I am running python 3.9.0 and I installed plotly for the visualizations
3. I am running the sample Usage code

from empyrial import empyrial, Engine

portfolio = Engine(    
                  start_date= "2020-06-09", 
                  portfolio= ["BABA", "RELIANCE.NS", "KO", "^DJI","^IXIC"], 
                  weights = [0.2, 0.2, 0.2, 0.2, 0.2], #equal weighting by default
                  benchmark = ["SPY"] 
)

empyrial(portfolio)

Update data source to required.

Describe the bug
When I execute the frist example snippet an error is thrown: TypeError: Cannot join tz-naive with tz-aware DatetimeIndex

To Reproduce
Steps to reproduce the behavior:
Execute:

from empyrial import empyrial, Engine

portfolio = Engine(
    start_date = "2022-09-01", 
    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)

Desktop (please complete the following information):

• OS: Ubuntu 22.04
• Browser: Chrome
• Version: latest

Additional context

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
Cell In [2], line 10
      1 from empyrial import empyrial, Engine
      3 portfolio = Engine(
      4     start_date = "2022-09-01", 
      5     portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], 
      6     weights = [0.2, 0.2, 0.2, 0.2, 0.2],  # equal weighting is set by default
      7     benchmark = ["SPY"]  # SPY is set by default
      8 )
---> 10 empyrial(portfolio)

File ~/.local/lib/python3.10/site-packages/empyrial.py:359, in empyrial(my_portfolio, rf, sigma_value, confidence_value)
    356 VAR = np.round(VAR, decimals=2)
    357 VAR = str(VAR * 100) + " %"
--> 359 alpha, beta = alpha_beta(returns, benchmark, risk_free=rf)
    360 AL = round(alpha, 2)
    361 BTA = round(beta, 2)

File ~/.local/lib/python3.10/site-packages/empyrical/stats.py:1046, in alpha_beta(returns, factor_returns, risk_free, period, annualization, out)
   1004 def alpha_beta(returns,
   1005                factor_returns,
   1006                risk_free=0.0,
   1007                period=DAILY,
   1008                annualization=None,
   1009                out=None):
   1010     """Calculates annualized alpha and beta.
   1011 
   1012     Parameters
   (...)
   1044     beta : float
   1045     """
-> 1046     returns, factor_returns = _aligned_series(returns, factor_returns)
   1048     return alpha_beta_aligned(
   1049         returns,
   1050         factor_returns,
   (...)
   1054         out=out,
   1055     )

File ~/.local/lib/python3.10/site-packages/empyrical/stats.py:1000, in _aligned_series(*many_series)
    995     return many_series
    997 # dataframe has no ``itervalues``
    998 return (
    999     v
-> 1000     for _, v in iteritems(pd.concat(map(_to_pandas, many_series), axis=1))
   1001 )

File ~/.local/lib/python3.10/site-packages/pandas/util/_decorators.py:317, in deprecate_nonkeyword_arguments.<locals>.decorate.<locals>.wrapper(*args, **kwargs)
    311 if len(args) > num_allow_args:
    312     warnings.warn(
    313         msg.format(arguments=arguments),
    314         FutureWarning,
    315         stacklevel=find_stack_level(inspect.currentframe()),
    316     )
--> 317 return func(*args, **kwargs)

File ~/.local/lib/python3.10/site-packages/pandas/core/reshape/concat.py:369, in concat(objs, axis, join, ignore_index, keys, levels, names, verify_integrity, sort, copy)
    147 @deprecate_nonkeyword_arguments(version=None, allowed_args=["objs"])
    148 def concat(
    149     objs: Iterable[NDFrame] | Mapping[HashableT, NDFrame],
   (...)
    158     copy: bool = True,
    159 ) -> DataFrame | Series:
    160     """
    161     Concatenate pandas objects along a particular axis.
    162 
   (...)
    367     1   3   4
    368     """
--> 369     op = _Concatenator(
    370         objs,
    371         axis=axis,
    372         ignore_index=ignore_index,
    373         join=join,
    374         keys=keys,
    375         levels=levels,
    376         names=names,
    377         verify_integrity=verify_integrity,
    378         copy=copy,
    379         sort=sort,
    380     )
    382     return op.get_result()

File ~/.local/lib/python3.10/site-packages/pandas/core/reshape/concat.py:564, in _Concatenator.__init__(self, objs, axis, join, keys, levels, names, ignore_index, verify_integrity, copy, sort)
    561 self.verify_integrity = verify_integrity
    562 self.copy = copy
--> 564 self.new_axes = self._get_new_axes()

File ~/.local/lib/python3.10/site-packages/pandas/core/reshape/concat.py:634, in _Concatenator._get_new_axes(self)
    632 def _get_new_axes(self) -> list[Index]:
    633     ndim = self._get_result_dim()
--> 634     return [
    635         self._get_concat_axis if i == self.bm_axis else self._get_comb_axis(i)
    636         for i in range(ndim)
    637     ]

File ~/.local/lib/python3.10/site-packages/pandas/core/reshape/concat.py:635, in <listcomp>(.0)
    632 def _get_new_axes(self) -> list[Index]:
    633     ndim = self._get_result_dim()
    634     return [
--> 635         self._get_concat_axis if i == self.bm_axis else self._get_comb_axis(i)
    636         for i in range(ndim)
    637     ]

File ~/.local/lib/python3.10/site-packages/pandas/core/reshape/concat.py:641, in _Concatenator._get_comb_axis(self, i)
    639 def _get_comb_axis(self, i: int) -> Index:
    640     data_axis = self.objs[0]._get_block_manager_axis(i)
--> 641     return get_objs_combined_axis(
    642         self.objs,
    643         axis=data_axis,
    644         intersect=self.intersect,
    645         sort=self.sort,
    646         copy=self.copy,
    647     )

File ~/.local/lib/python3.10/site-packages/pandas/core/indexes/api.py:105, in get_objs_combined_axis(objs, intersect, axis, sort, copy)
     81 """
     82 Extract combined index: return intersection or union (depending on the
     83 value of "intersect") of indexes on given axis, or None if all objects
   (...)
    102 Index
    103 """
    104 obs_idxes = [obj._get_axis(axis) for obj in objs]
--> 105 return _get_combined_index(obs_idxes, intersect=intersect, sort=sort, copy=copy)

File ~/.local/lib/python3.10/site-packages/pandas/core/indexes/api.py:158, in _get_combined_index(indexes, intersect, sort, copy)
    156         index = index.intersection(other)
    157 else:
--> 158     index = union_indexes(indexes, sort=False)
    159     index = ensure_index(index)
    161 if sort:

File ~/.local/lib/python3.10/site-packages/pandas/core/indexes/api.py:284, in union_indexes(indexes, sort)
    278 dti_tzs = [x for x in dtis if x.tz is not None]
    279 if len(dti_tzs) not in [0, len(dtis)]:
    280     # TODO: this behavior is not tested (so may not be desired),
    281     #  but is kept in order to keep behavior the same when
    282     #  deprecating union_many
    283     # test_frame_from_dict_with_mixed_indexes
--> 284     raise TypeError("Cannot join tz-naive with tz-aware DatetimeIndex")
    286 if len(dtis) == len(indexes):
    287     sort = True

TypeError: Cannot join tz-naive with tz-aware DatetimeIndex

Describe the bug
When installing the module using pip install empyrial I get the following error
AttributeError: module 'configparser' has no attribute 'SafeConfigParser'. Did you mean: 'RawConfigParser'?
To Reproduce
Run pip install empyrial

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

Desktop (please complete the following information):

• OS: Windows
• Visual Studio

Pip install fails on Mac M1 chip with the error
FileNotFoundError: [Errno 2] No such file or directory: 'README.md'
when it tries to install ecos==2.0.11
embotech/ecos-python#33
Workaround for this issue is to install ecos 2.0.5 version before installing empyrial
pip install ecos==2.0.5

@ssantoshp Can we add it to the installation docs for people using Mac M1 processor or adding this requirement in requirement.txt ?

How do I stop auto rebalancing?
My problem is that I found that the total cumulative return is not the weighted average of the cumulative return of each asset.

When I read the source code of 'Sharpe ratio' function, I found that the calculation doesn't take interest rate into account. The formula for SR is E[r - r_f] / sigma, where r_f is risk free rate. I think this would affect the accuracy of results.

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 <title>Yahoo</title>\n \n \n <style>\n html {\n height: 100%;\n }\n body {\n background: #fafafc url(https://s.yimg.com/nn/img/sad-panda-201402200631.png) 50% 50%;\n background-size: cover;\n height: 100%;\n text-align: center;\n font: 300 18px "helvetica neue", helvetica, verdana, tahoma, arial, sans-serif;\n }\n table {\n height: 100%;\n width: 100%;\n table-layout: fixed;\n border-collapse: collapse;\n border-spacing: 0;\n border: none;\n }\n h1 {\n font-size: 42px;\n font-weight: 400;\n color: #400090;\n }\n p {\n color: #1A1A1A;\n }\n #message-1 {\n font-weight: bold;\n margin: 0;\n }\n #message-2 {\n display: inline-block;\n *display: inline;\n zoom: 1;\n max-width: 17em;\n _width: 17em;\n }\n </style>\n <script>\n document.write('');var beacon = new Image();beacon.src="//bcn.fp.yahoo.com/p?s=1197757129&t="+new Date().getTime()+"&src=aws&err_url="+encodeURIComponent(document.URL)+"&err=%&test="+encodeURIComponent('%<{Bucket}cqh[:200]>');\n </script>\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

All functions ran perfectly except for fundlens. I got the following error:

KeyError Traceback (most recent call last)
in
8 )
9
---> 10 fundlens(portfolio)

~/anaconda3/lib/python3.8/site-packages/empyrial.py in fundlens(my_portfolio, period)
484
485 #book value
--> 486 book_value = yahoo_financials.get_book_value()
487
488 #operating income

~/anaconda3/lib/python3.8/site-packages/yahoofinancials/init.py in get_book_value(self)
794 # Financial Statement Data Methods
795 def get_book_value(self):
--> 796 return self._financial_statement_data('balance', 'balanceSheetHistoryQuarterly',
797 'totalStockholderEquity', 'quarterly')
798

~/anaconda3/lib/python3.8/site-packages/yahoofinancials/init.py in _financial_statement_data(self, stmt_type, stmt_code, field_name, freq)
685 except (IndexError, AttributeError, TypeError):
686 date_key = list(re_data[self.ticker][0])[0]
--> 687 data = re_data[self.ticker][0][date_key][field_name]
688 else:
689 data = {}

KeyError: 'totalStockholderEquity'

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
Asset allocation is equally weighted when no optimisation method is provided.

To Reproduce
Use the documented example for custom asset allocation.

portfolio = Engine(
      start_date = "2018-01-01",
      portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], 
      weights = [0.1, 0.3, 0.15, 0.25, 0.2], #custom weights
)

Expected behavior
portfolio.weights equals to [0.1, 0.3, 0.15, 0.25, 0.2]

Actual behavior
portfolio.weights equals to [0.2, 0.2, 0.2, 0.2, 0.2]

I committed a change before for adding daily and weekly rebalancing. The commit got approved and implemented but I still cannot use that feature. I guess we would need further modifications in the empyrial.py file.

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
In https://github.com/ssantoshp/Empyrial/blob/main/src/empyrial/main.py#L122-L127, we compute the return of a portfolio as below.
if len(stocks) > 1:
ret_data = assets.pct_change()[1:]
returns = (ret_data * wts).sum(axis=1)

Is this correct?

Expected behavior
As the time changes, the weights of stocks in the portfolio are changing. Should wts be updated when computing the return?

When running pip install empyrial, below error message is given:

Collecting empyrial
  Using cached empyrial-2.1.3-py3-none-any.whl.metadata (614 bytes)
Requirement already satisfied: numpy in ./miniconda3/envs/revesture1/lib/python3.12/site-packages (from empyrial) (1.26.2)
Requirement already satisfied: matplotlib in ./miniconda3/envs/revesture1/lib/python3.12/site-packages (from empyrial) (3.8.2)
Collecting datetime (from empyrial)
  Using cached DateTime-5.4-py3-none-any.whl.metadata (33 kB)
Collecting empyrical (from empyrial)
  Using cached empyrical-0.5.5.tar.gz (52 kB)
  Preparing metadata (setup.py) ... error
  error: subprocess-exited-with-error

  × python setup.py egg_info did not run successfully.
  │ exit code: 1
  ╰─> [18 lines of output]
      /private/var/folders/sy/49bw_1y55j7fyzdy080n79p80000gn/T/pip-install-sblzswrz/empyrical_d194ecdd5052487aa8e80c4ca0cdb39f/versioneer.py:485: SyntaxWarning: invalid escape sequence '\s'
        LONG_VERSION_PY['git'] = '''
      Traceback (most recent call last):
        File "<string>", line 2, in <module>
        File "<pip-setuptools-caller>", line 34, in <module>
        File "/private/var/folders/sy/49bw_1y55j7fyzdy080n79p80000gn/T/pip-install-sblzswrz/empyrical_d194ecdd5052487aa8e80c4ca0cdb39f/setup.py", line 79, in <module>
          version=versioneer.get_version(),
                  ^^^^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/sy/49bw_1y55j7fyzdy080n79p80000gn/T/pip-install-sblzswrz/empyrical_d194ecdd5052487aa8e80c4ca0cdb39f/versioneer.py", line 1473, in get_version
          return get_versions()["version"]
                 ^^^^^^^^^^^^^^
        File "/private/var/folders/sy/49bw_1y55j7fyzdy080n79p80000gn/T/pip-install-sblzswrz/empyrical_d194ecdd5052487aa8e80c4ca0cdb39f/versioneer.py", line 1406, in get_versions
          cfg = get_config_from_root(root)
                ^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/sy/49bw_1y55j7fyzdy080n79p80000gn/T/pip-install-sblzswrz/empyrical_d194ecdd5052487aa8e80c4ca0cdb39f/versioneer.py", line 412, in get_config_from_root
          parser = configparser.SafeConfigParser()
                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
      AttributeError: module 'configparser' has no attribute 'SafeConfigParser'. Did you mean: 'RawConfigParser'?
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
error: metadata-generation-failed

× Encountered error while generating package metadata.
╰─> See above for output.

note: This is an issue with the package mentioned above, not pip.
hint: See above for details.

I think versioneer needs to be removed and replaced with setuptools_scm as mentioned in below post with similar issue: pydata/pandas-datareader#969 (comment)

Describe the bug
`from empyrial import empyrial, Engine

portfolio = Engine(
start_date = "2020-01-01",
end_date = "2023-02-25",
portfolio = ["CNQ.TO","MFC.TO","SHOP.TO","CNR.TO","CVE.TO","BCE.TO","ABX.TO","TOU.TO","ENB.TO","RY.TO","ATVI","TRP.TO","SU.TO"],
benchmark = ["^GSPTSE"], #SPY is set by default
rebalance = "1y" #rebalance every month
)

empyrial(portfolio)`

`AttributeError Traceback (most recent call last)
in
1 from empyrial import empyrial, Engine
2
----> 3 portfolio = Engine(
4 start_date = "2020-01-01",
5 end_date = "2023-02-25",

2 frames
/usr/local/lib/python3.8/dist-packages/empyrial.py in valid_range(start_date, end_date, rebalance)
753
754 # have to make end date a datetime because strptime is not supported for date
--> 755 end_date = dt.datetime(end_date.year, end_date.month, end_date.day)
756
757 # gets the number of days

AttributeError: 'str' object has no attribute 'year'`

Using the Google Colab link on your homepage.

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

I am getting an error on line 51,127 caused by incorrect indentations in code.

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 pydata/bottleneck#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

First and foremost, I wanted to let you know how much I adore your work and how big of a fan I am of your Empyrial library on Python! I use it quite often for my analyses.

I'm reaching out today because I've been facing an issue when running the code, regardless of the date I choose: it indicates there's a data problem. The specific issue is as follows:

ValueError Traceback (most recent call last)
in <cell line: 27>()
25 )
26 benchmark=["SPY"]
---> 27 empyrial(portfolio)
28
29

1 frames
/usr/local/lib/python3.10/dist-packages/empyrial/main.py in get_returns(stocks, wts, start_date, end_date)
148 initial_alloc = wts/assets.iloc[0]
149 if initial_alloc.isna().any():
--> 150 raise ValueError("Some stock is not available at initial state!")
151 portfolio_value = (assets * initial_alloc).sum(axis=1)
152 returns = portfolio_value.pct_change()[1:]

ValueError: Some stock is not available at initial state!

I've tried to resolve it by using more recent dates to download titles, but it still doesn't work.

A buy and hold comparison of returns may be useful to compared with the various optimisation strategies

Describe the bug
When I specify the rebalance parameter when creating a portfolio object, the empyrial function will return
"ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all()."

To Reproduce

1. I define portfolio as such
   from empyrial import empyrial, Engine
   import pandas as pd
   portfolio = Engine(
   start_date = "2018-08-01",
   portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
   optimizer = "EF", # rebalance every year
   rebalance = '1y'
   )
2. I run the empyrial function and it returns an error.
   empyrial(portfolio)

ValueError Traceback (most recent call last)
Cell In[39], line 1
----> 1 empyrial(portfolio)

File ~\anaconda3\envs\myenv\lib\site-packages\empyrial\main.py:192, in empyrial(my_portfolio, rf, sigma_value, confidence_value, report, filename)
191 def empyrial(my_portfolio, rf=0.0, sigma_value=1, confidence_value=0.95, report=False, filename="empyrial_report.pdf"):
--> 192 if my_portfolio.rebalance != None:
193 # we want to get the dataframe with the dates and weights
194 rebalance_schedule = my_portfolio.rebalance
196 columns = []

File ~\anaconda3\envs\myenv\lib\site-packages\pandas\core\generic.py:1527, in NDFrame.nonzero(self)
1525 @Final
1526 def nonzero(self) -> NoReturn:
-> 1527 raise ValueError(
1528 f"The truth value of a {type(self).name} is ambiguous. "
1529 "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
1530 )

ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

Expected behavior
However, when I remove the rebalance parameter, I get the expected output: metrics, graphs, everything, ex:
from empyrial import empyrial, Engine
import pandas as pd
portfolio = Engine(
start_date = "2018-08-01",
portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
optimizer = "EF"
)
empyrial(portfolio)

Other details
I found that if I modify this part:
if my_portfolio.rebalance != None: [...]
to
if isinstance(my_portfolio.rebalance, pd.DataFrame): [...]
It seems to work properly?

I'm running this via dataspell in an anaconda environment (2.5.0) on a windows PC.
I'm an economics student and this is my first github post so let me know if you need any additional information

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.