ENH: support rolling calculations through vectorization

Author: Joe Jevnik

empyrical/__init__.py

@@ -19,41 +19,49 @@
 del get_versions
 
 from .stats import (
-    cum_returns,
-    cum_returns_final,
     aggregate_returns,
-    max_drawdown,
+    alpha,
+    alpha_aligned,
+    alpha_beta,
+    alpha_beta_aligned,
     annual_return,
     annual_volatility,
-    calmar_ratio,
-    omega_ratio,
-    sharpe_ratio,
-    sortino_ratio,
-    downside_risk,
-    excess_sharpe,
-    alpha_beta,
-    alpha,
     beta,
-    alpha_beta_aligned,
-    alpha_aligned,
     beta_aligned,
-    stability_of_timeseries,
-    tail_ratio,
     cagr,
+    calmar_ratio,
     capture,
-    up_capture,
-    down_capture,
-    up_down_capture,
-    up_alpha_beta,
+    conditional_value_at_risk,
+    cum_returns,
+    cum_returns_final,
     down_alpha_beta,
+    down_capture,
+    downside_risk,
+    excess_sharpe,
+    max_drawdown,
+    omega_ratio,
+    roll_alpha,
+    roll_alpha_aligned,
+    roll_alpha_beta,
+    roll_alpha_beta,
+    roll_alpha_beta_aligned,
+    roll_annual_volatility,
+    roll_beta,
+    roll_beta_aligned,
+    roll_down_capture,
     roll_max_drawdown,
+    roll_sharpe_ratio,
+    roll_sortino_ratio,
     roll_up_capture,
-    roll_down_capture,
     roll_up_down_capture,
-    roll_alpha_beta,
-    roll_sharpe_ratio,
+    sharpe_ratio,
+    sortino_ratio,
+    stability_of_timeseries,
+    tail_ratio,
+    up_alpha_beta,
+    up_capture,
+    up_down_capture,
     value_at_risk,
-    conditional_value_at_risk,
 )
 
 from .periods import (