He might have done some good but the Sages celebrated the death of the Killer

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http://www.torahtots.com/timecapsule/thismonth/shvat.htm#2

2 Shvat

2 Shvat 3688 - 76 or 73 B.C.E.:

Yannai Hamelech (Hashmonean King Alexander-Yannai [Jannaeus]), an avowed enemy of the Jewish sages, died. His death was celebrated as a Yom Tov, as mentioned in Megillat Taanit, because of his cruelty and the ruthlessness with which he persecuted the Chachamim and their loyal followers.
While serving as Kohain Gadol at the Beit HaMikdash in Yerushalayim, Yannai mocked the Sukkot service, at which point the crowd showed their displeasure by pelting him with etrogs. Yannai responded by having his soldiers kill 6,000 people in the Beit HaMikdash courtyard.
On his deathbed he ordered the imprisonment of seventy Chachamim and instructed that upon his death they, too, should be killed. His plan never materialized because his pious wife, Shlomtziyon Hamalkah, ruled. A sister of Rab' Shimon ben Shetach, she was kind to the Chachamim, restored their honor and fought the Tzedokim.

The Talmud in tractate Kiddushin 66a as translated by Soncino teaches us that this evil king was at the outset religious and even somewhat of a war hero.
It once happened that King Jannai17
went to Kohalith in the wilderness18 and conquered sixty towns there. On his return he rejoiced
exceedingly and invited all the Sages of Israel. Said he to them, ‘Our forefathers ate mallows19 when
they were engaged on the building of the [second] Temple; let us too eat mallows in memory of our
forefathers.’ So mallows were served on golden tables, and they ate. Now, there was a man there,
frivolous, evilhearted and worthless, named Eleazar son of Po'irah, who said to King Jannai. ‘O King
Jannai, the hearts of the Pharisees20 are against thee.’ ‘Then what shall I do?’ ‘Test them21 by the
plate between thine eyes.’22 So he tested them by the plate between his eyes. Now, an elder, named
Judah son of Gedidiah, was present there. Said he to King Jannai. ‘O King Jannai! let the royal
crown suffice thee, and leave the priestly crown to the seed of Aaron.’ (For it was rumoured that his
mother had been taken captive in Modi'im.)23 Accordingly, the charge was investigated, but not
sustained,24 and the Sages of Israel25 departed in anger.26 Then said Eleazar b. Po'irah to King
Jannai: ‘O King Jannai! That is the law even for the most humble man in Israel, and thou, a King and
a High Priest, shall that be thy law [too]!’27 ‘Then what shall I do?’ ‘If thou wilt take my advice,
trample then, down.’28 ‘But what shall happen with the Torah?’ ‘Behold, it is rolled up and lying in
the corner: whoever wishes to study. Let him go and study!’ Said R. Nahman b. Isaac: Immediately a
spirit of heresy was instilled into him,29 for he should have replied. ‘That is well for the Written
Law;30 but what of the Oral Law?’31 Straightway, the evil burst forth32 through Eleazar son of
Po'irah,33 all the Sages of Israel were massacred, and the world was desolate until Simeon b. Shetah
came and restored the Torah to its pristine [glory].34

It should be noted that according to the Footnotes below there seems to be some dispute if the King involved in the story of Kiddushin 66a, was really Yannai (Alexander Jannai/Jannaeus) or someone else.
But at least the Talmudic sage Abayei holds that evil King Yannai in the 2nd story is the same king for which the Sages made a holiday over his death on the 2nd of Shvat.
In any case we see that Abayei does not feel the good deeds attributed to Yannai should stop us from celebrating his death.
Footnotes
17) I.e., John Hyrcanus, not Alexander Jannai, though Abaye held these to be identical, Ber. 29a; Halevi, Doroth, I, 3,
p. 397, n. 13. [Friedlaender, I, JQR (N.S.) IV. pp. 443ff assigns the whole incident to Alexander Jannai].
(18) [In the course of his trans-Jordanic campaign.]
(19) The food of the very poor.
(20) The traditional, orthodox party, as opposed to the Sadducees.
(21) Lit., ‘raise them up’. [  הקם להם the phrase is difficult, and is so rendered by Graetz III, 678. Rashi takes it
literally and explains: make them stand on their feet by wearing the plate on which the Divine Name is inscribed.]
(22) Worn by the High Priest; i.e., by their reactions toward your office as High Priest.
(23) In the days of Antiochus Epiphanes; Modi'm (Modim) was the birthplace of the Hasmoneans. As a son of a captive
woman he would not be eligible for the priesthood.
(24) Lit., ‘found’.
(25) [Identical with the Pharisees; v. Lauterbach, JQR (N.S.) VI, pp. 88ff.]
(26) Rashi: under the King's anger. Weiss, Dor, I, p. 133: in anger at the false accusation.
(27) There is probably a lacuna in the narrative, which may be supplied from Josephus. Ant. XIII, 10, – 6: The Rabbis
sentenced him to flagellation, in accordance with the law of slander; but Eleazar urged that this was altogether
inadequate in view of Jannai's exalted position, and proved that they secretly held with the slanderer (Goldschmidt). —
In fact, the status of a person is taken into account when bodily injury is sustained (B.K. 83b), but not for slander.
(28) Destroy them.
(29) Jannai.
(30) I.e., the Pentateuch.
(31) The whole of the Rabbinical elaboration and development of the Written Law, so called because it was originally
not committed to writing but preserved by oral tradition.
(32) Lit., ‘blossomed’.
(33) [MS.M. adds ‘and through Judah v. Gedidiah’.]
(34) In the reign of Queen Alexandra. The reference is probably to the educational reforms of setting up schools for
children from the age of five or six. In B.B. 21a this is ascribed to Joshua son of Gamala, whereas in J. Keth. chapter
VIII. end, it is attributed to Simeon b. Shetah. The latter was probably afraid to move himself in the matter, knowing that
his actions were suspected by the Sadducees, and so he put himself in the background and worked through Joshua, who
was persona grata with the ruling party. The whole Baraitha is carefully analysed and discussed in Halevi, Doroth, I, 3,
pp. 397ff