pyfolio | Portfolio and risk analytics in Python | Portfolio library
kandi X-RAY | pyfolio Summary
kandi X-RAY | pyfolio Summary
pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more.
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pyfolio Examples and Code Snippets
Lines of Code : 16License : Strong Copyleft (CC BY-SA 4.0)
Copydf = pd.DataFrame({'Dates':['2018-07-31','2018-07-31','2018-08-31','2018-08-31','2018-09-30','2018-09-30'],
"Name":["Apple",'Faceook','JP Morgan',"Boeing",'Tesla','Disney'],
"Monthly Return":[-0.02,0.1df_returns = df_returns.set_index('Date')
pf.create_full_tear_sheet(df_returns['% Returns'])
token = 'pk_numbersnumbersnumbers'
r = requests.get(
'https://cloud.iexapis.com/stable/stock/{}/chart/5y?token={}'.format(symbol, token)
)
pip install pandas==0.24.2
import sys
from cx_Freeze import setup, Executable
import os
build_exe_options = {"include_files": ["tcl86t.dll", "tk86t.dll"], "packages": ["numpy", "matplotlib", "pygments", "IPython", "pyfolio", "scipy", "empyrical", "seaborn"],
df.tz_localize('UTC')
Community Discussions
Trending Discussions on pyfolio
QUESTION
I am trying to display a plot on the HTML page. How can I insert this plot inside an Html.DiV(). I tried but it gave me an error.
...ANSWER
Answered 2021-Jan-30 at 05:07Matplotlib graphics are not HTML based like Plotly graphs. To show a Matplotlib graph, you would need to save the graphic as an image first, then utilize Dash's html.Img function to load the image to your website/dashboard.
You can save your matplotlib plot by adding the following to the bottom of your above script. Note that the image will naturally not be interactive, you would need to remake the graphic with plotly first for the graphic to be interactive.
plt.savefig('monthly_returns_dist.jpg)
You are then free to point to that save location with html.Img.
You can learn more about html.Img and how to use it here: https://dash.plotly.com/dash-html-components/img
QUESTION
ANSWER
Answered 2020-Apr-09 at 10:29I can't really reproduce your error. It might have to do with the fact that you are passing a full dataframe: according to Pyfolio's API reference the returns argument has to be passed as a pd.Series.
If I pass just the Returns % column it gives proper output. Try:
QUESTION
not very proficient yet in python and i'm trying to run :
...ANSWER
Answered 2020-Feb-14 at 18:52It seems the pandas.plotting._timeseries module is only available for pandas versions before 0.25.x.
You can see the _timeseries module is present in 0.24.x
and is removed in 0.25.x (looks like the API changed to pandas.plotting._matplotlib.timeseries).
If you install an older version of pandas (anything before 0.25.x), it should work. Here's an example for last 0.24.x release:
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