Migration from empyrical
Import Changes
# Before (empyrical)
from empyrical import sharpe_ratio, max_drawdown, alpha_beta
# After (fincore) — drop-in replacement
from fincore import sharpe_ratio, max_drawdown, alpha_beta
New Features in fincore
| Feature |
empyrical |
fincore |
| Core Metrics |
✅ |
✅ |
| Lazy Loading |
❌ |
✅ |
| AnalysisContext |
❌ |
✅ |
| RollingEngine |
❌ |
✅ |
| Data Providers |
❌ |
✅ |
| Portfolio Optimization |
❌ |
✅ |
| Pluggable Viz |
❌ |
✅ |
| Python 3.13 |
❌ |
✅ |
Migration Steps
- Replace
empyrical with fincore>=1.0.0 in requirements.txt
- Find-and-replace:
from empyrical import → from fincore import
- Run your existing tests — most should work without changes
- Gradually adopt
AnalysisContext for better performance