Remove statsmodels, scikit-learn, and other dependencies; add gross leverage to performance stats summary #347
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Removing the
statsmodels
dependency was straightforward, as thecalc_multifactor
function was unused which was the only function that neededstatsmodels.
Removingscikit-learn
required replacing thescale
function we were dependent on with an equivalent, which is now located inutils.py
. Removejsonschema
,funcsigs
,mock,
pyparsing,
andpython-dateutil
dependencies
, and remove an unnecessary line from travis.Also add mean gross leverage in the performance stats summary as well as the bootstrapped version.