Merge pull request #3 from quantopian/master

merge

Author: huaiweicheng

README.md

@@ -9,6 +9,8 @@ pyfolio is a Python library for performance and risk analysis of
 financial portfolios developed by
 [Quantopian Inc](https://www.quantopian.com). It works well with the
 [Zipline](https://www.zipline.io/) open source backtesting library.
+Quantopian also offers a `fully managed service for professionals <https://factset.quantopian.com>`_ 
+that includes Zipline, Alphalens, Pyfolio, FactSet data, and more.
 
 At the core of pyfolio is a so-called tear sheet that consists of
 various individual plots that provide a comprehensive image of the

pyfolio/__init__.py

@@ -5,7 +5,6 @@
 from . import interesting_periods
 from . import capacity
 from . import round_trips
-from . import risk
 from . import perf_attrib
 
 from .tears import *  # noqa
@@ -17,4 +16,4 @@
 
 __all__ = ['utils', 'timeseries', 'pos', 'txn',
            'interesting_periods', 'capacity', 'round_trips',
-           'risk', 'perf_attrib']
+           'perf_attrib']

pyfolio/plotting.py

@@ -648,7 +648,7 @@ def show_perf_stats(returns, factor_returns=None, positions=None,
         for stat, value in perf_stats[column].iteritems():
             if stat in STAT_FUNCS_PCT:
                 perf_stats.loc[stat, column] = str(np.round(value * 100,
-                                                            1)) + '%'
+                                                            3)) + '%'
     if header_rows is None:
         header_rows = date_rows
     else: