diff --git a/catalyst/finance/risk/period.py b/catalyst/finance/risk/period.py index 987b8d72..2b072ea9 100644 --- a/catalyst/finance/risk/period.py +++ b/catalyst/finance/risk/period.py @@ -29,13 +29,15 @@ from .risk import check_entry from empyrical import ( alpha_beta_aligned, annual_volatility, - cum_returns, downside_risk, information_ratio, - max_drawdown, sharpe_ratio, sortino_ratio ) +from catalyst.patches.stats import ( + max_drawdown, + cum_returns, +) from catalyst.constants import LOG_LEVEL diff --git a/etc/requirements_docs.txt b/etc/requirements_docs.txt index 362d4725..e89e00e8 100644 --- a/etc/requirements_docs.txt +++ b/etc/requirements_docs.txt @@ -1,3 +1,4 @@ Sphinx>=1.3.2 numpydoc>=0.5.0 sphinx-autobuild==0.6.0 +docutils==0.12