Merge pull request #19 from ricequant/develop

Develop

rqrisk/risk.py

@@ -179,15 +179,23 @@ def calmar(self):
         else:
             return self.annual_return / self.max_drawdown
 
+    @indicator_property(min_period_count=1)
+    def _excess_return_rate(self):
+        return np.expm1(np.log1p(self._active_returns).sum())
+
     @deprecate_property
     def excess_return_rate(self):
         # activate return rate
-        return np.expm1(np.log1p(self._active_returns).sum())
+        return self._excess_return_rate
 
     @deprecate_property
     def excess_annual_return(self):
+        return self._excess_annual_return
+
+    @indicator_property(min_period_count=1)
+    def _excess_annual_return(self):
         # active annual return
-        return (1 + self.excess_return_rate) ** (self._annual_factor / self.period_count) - 1
+        return (1 + self._excess_return_rate) ** safe_div(self._annual_factor, self.period_count) - 1
 
     @indicator_property(min_period_count=2, value_when_pc_not_satisfied=0.)
     def excess_volatility(self):

rqrisk/utils.py

@@ -16,10 +16,7 @@
 #         详细的授权流程，请联系 [email protected] 获取。
 
 import numpy as np
-import logging
-
-
-logger = logging.getLogger()
+import warnings
 
 
 class IndicatorProperty:
@@ -88,7 +85,7 @@ def deprecate_property(func):
 
     @property
     def inner(self):
-        logger.warning("\"{}\" is deprecate.".format(func.__name__))
+        warnings.warn("'{}' is deprecate.".format(func.__name__))
         return func(self)
 
     return inner

setup.cfg

@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqrisk
-version = 1.0.6
+version = 1.0.7
 
 [versioneer]
 VCS = git

versioneer.py

@@ -1394,7 +1394,7 @@ def render_pep440_ricequant(pieces):
                     raise Exception("Only post release tag allowed, tag %s" % tag)
                 if pieces["distance"] > 0:
                     rendered += ".post%d" % (parsed_tag._version.post[1] + 1)
-                    rendered += ".dev%d-g%s" % (pieces["distance"], pieces["short"])
+                    rendered += ".dev%d" % pieces["distance"]
                 elif pieces["distance"] == 0:
                     rendered += ".post%d" % parsed_tag._version.post[1]
                 if pieces["dirty"]:
@@ -1404,13 +1404,13 @@ def render_pep440_ricequant(pieces):
         # 如果最近的tag是正式版tag，那么就是在开发该系列的.post1
         elif parsed_working == parsed_tag:
             if pieces["distance"] > 0:
-                rendered += ".post1.dev%d-g%s" % (pieces["distance"], pieces["short"])
+                rendered += ".post1.dev%d" % pieces["distance"]
             if pieces["dirty"]:
                 rendered += ".dirty"
         # 如果正在开发到是一个新的系列，那么就从该系列的.dev0开始
         else:
             if pieces["distance"] >= 0:
-                rendered += ".dev%d-g%s"  % (pieces["distance"], pieces["short"])
+                rendered += ".dev%d" % pieces["distance"]
 
             if pieces["dirty"]:
                 rendered += ".dirty"
@@ -1428,7 +1428,7 @@ def render_pep440_ricequant(pieces):
         "distance"] == 0:
         return rendered
 
-    rendered += ".g%s" % pieces["short"]
+    rendered += "+%s" % pieces["short"]
     return rendered