pyfolio | Portfolio and risk analytics in Python | Portfolio library

 by   quantopian Jupyter Notebook Version: 0.9.2 License: Apache-2.0

kandi X-RAY | pyfolio Summary

kandi X-RAY | pyfolio Summary

pyfolio is a Jupyter Notebook library typically used in Web Site, Portfolio applications. pyfolio has no bugs, it has no vulnerabilities, it has a Permissive License and it has medium support. You can download it from GitHub.

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 has a medium active ecosystem.
              It has 4986 star(s) with 1591 fork(s). There are 305 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 141 open issues and 265 have been closed. On average issues are closed in 78 days. There are 11 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of pyfolio is 0.9.2

            kandi-Quality Quality

              pyfolio has 0 bugs and 67 code smells.

            kandi-Security Security

              pyfolio has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              pyfolio code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              pyfolio is licensed under the Apache-2.0 License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              pyfolio releases are available to install and integrate.
              Installation instructions, examples and code snippets are available.
              It has 6346 lines of code, 272 functions and 30 files.
              It has high code complexity. Code complexity directly impacts maintainability of the code.

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            pyfolio Key Features

            No Key Features are available at this moment for pyfolio.

            pyfolio Examples and Code Snippets

            Trading strategy : Computing value of an Investment
            Pythondot img1Lines of Code : 16dot img1License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            df = 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":[-0.02,0.1
            Why is Quantopian's pf.create_full_tear_sheet() function giving me a DateTimeArray error?
            Pythondot img2Lines of Code : 3dot img2License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            df_returns = df_returns.set_index('Date')
            pf.create_full_tear_sheet(df_returns['% Returns'])
            
            Zipline + Quandl JSONDecodeError: Expecting value: line 1 column 1 (char 0)
            Pythondot img3Lines of Code : 5dot img3License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            token = 'pk_numbersnumbersnumbers'
            r = requests.get(
                'https://cloud.iexapis.com/stable/stock/{}/chart/5y?token={}'.format(symbol, token)
            )
            
            ModuleNotFoundError: No module named 'pandas.plotting._timeseries'
            Pythondot img4Lines of Code : 2dot img4License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            pip install pandas==0.24.2
            
            My Python code not working after making it into a exe
            Pythondot img5Lines of Code : 25dot img5License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            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"], 
                 
            Using PyFolio alongside Pandas
            Pythondot img6Lines of Code : 2dot img6License : Strong Copyleft (CC BY-SA 4.0)
            copy iconCopy
            df.tz_localize('UTC')
            

            Community Discussions

            QUESTION

            How can plot a matlab graph as html in Python Dash
            Asked 2021-Jan-30 at 05:07

            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 05:07

            Matplotlib 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

            Source https://stackoverflow.com/questions/65961138

            QUESTION

            Why is Quantopian's pf.create_full_tear_sheet() function giving me a DateTimeArray error?
            Asked 2020-Apr-09 at 10:29

            I'm trying to run Pyfolio's pf.create_full_tear_sheet(df_returns) function on my own set of returns data df_returns (pandas dataframe) which looks like this:

            However I'm getting the error:

            ...

            ANSWER

            Answered 2020-Apr-09 at 10:29

            I 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:

            Source https://stackoverflow.com/questions/60935336

            QUESTION

            ModuleNotFoundError: No module named 'pandas.plotting._timeseries'
            Asked 2020-Feb-14 at 18:52

            not very proficient yet in python and i'm trying to run :

            ...

            ANSWER

            Answered 2020-Feb-14 at 18:52

            It 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:

            Source https://stackoverflow.com/questions/60231709

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install pyfolio

            To install pyfolio, run:.

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            If you find a bug, feel free to open an issue in this repository. You can also join our mailing list or our Gitter channel.
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            Install
          • PyPI

            pip install pyfolio

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          • HTTPS

            https://github.com/quantopian/pyfolio.git

          • CLI

            gh repo clone quantopian/pyfolio

          • sshUrl

            git@github.com:quantopian/pyfolio.git

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