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Remove all bayesian analysis.
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.travis.yml

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@@ -39,7 +39,7 @@ install:
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- source activate testenv
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- pip install nose_parameterized
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#- pip install --no-deps git+https://github.com/quantopian/zipline
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- pip install -e .[bayesian] -c constraints.txt
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- pip install -e -c constraints.txt
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before_script:
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- "flake8 pyfolio"

README.md

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@@ -39,18 +39,6 @@ mkvirtualenv pyfolio
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Next, clone this git repository and run `python setup.py develop`
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and edit the library files directly.
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#### Bayesian tear sheet
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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:
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```bash
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pip install theano
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```
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```bash
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pip install pymc3
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```
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#### Matplotlib on OSX
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If you are on OSX and using a non-framework build of Python, you may need to set your backend:

docs/notebooks/bayesian.ipynb

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mkdocs.yml

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

pyfolio/__init__.py

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@@ -14,17 +14,9 @@
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from .plotting import * # noqa
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from ._version import get_versions
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try:
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from . import bayesian
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except ImportError:
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warnings.warn(
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"Could not import bayesian submodule due to missing pymc3 dependency.",
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ImportWarning)
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__version__ = get_versions()['version']
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del get_versions
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__all__ = ['utils', 'timeseries', 'pos', 'txn', 'bayesian',
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__all__ = ['utils', 'timeseries', 'pos', 'txn',
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'interesting_periods', 'capacity', 'round_trips',
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'risk', 'perf_attrib']

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