| Name | pyfolio-tej JSON |
| Version |
2.0.2
JSON |
| download |
| home_page | |
| Summary | Performance and risk analysis of financial portfolios with Python |
| upload_time | 2024-03-13 07:20:11 |
| maintainer | tej api Development Team |
| docs_url | None |
| author | tej |
| requires_python | >=3.8 |
| license | Apache-2.0 |
| keywords |
|
| VCS |
 |
| bugtrack_url |
|
| requirements |
No requirements were recorded.
|
| Travis-CI |
No Travis.
|
| coveralls test coverage |
No coveralls.
|
<p align="center">
<a href="https://pyfolio.ml4trading.io">
<img src="https://i.imgur.com/GD6TZ0D.png" width="35%">
</a>
</p>
[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/unit_tests.yml)
[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/conda_package.yml)
[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/build_wheels.yml)
[](https://coveralls.io/github/stefan-jansen/pyfolio-reloaded?branch=main)
pyfolio is a Python library for performance and risk analysis of financial portfolios that works well with the [Zipline](https://zipline.ml4trading.io/) open source backtesting library.
## Trading Strategy Analysis with pyfolio
At the core of pyfolio are various tear sheets that combine various individual plots and summary statistics to
provide a comprehensive view of the performance of a trading algorithm.
Here's an example of a simple tear sheet analyzing a strategy executed with the Zipline backtesting engine:
### Performance Metrics
The tear sheet presents performance and risk metrics for the strategy separately during the backtest and out-of-sample periods:
<p align="center">
<a href="#">
<img src="https://i.imgur.com/bfwMeIV.png" width="50%">
</a>
</p>
### Performance Plots
In addition, it visualizes how several risk and return metrics behave over time:
<p align="center">
<a href="#">
<img src="https://i.imgur.com/5Hyuet3.png" width="85%">
</a>
</p>
## Installation
To install pyfolio, run:
```bash
pip install pyfolio-reloaded
```
or
```bash
conda install -c ml4t pyfolio-reloaded
```
#### Development
For development, you may want to use a [virtual environment](https://docs.python-guide.org/en/latest/dev/virtualenvs/) to avoid dependency conflicts between pyfolio and other Python projects you have.
To get set up with a virtual env, run:
```bash
mkvirtualenv pyfolio
```
Next, clone this git repository and run `python -m pip install .[all]` and edit the library files directly.
## Usage
A good way to get started is to run the pyfolio examples in a
[Jupyter notebook](https://jupyter.org/). To do this, you first want to
start a Jupyter notebook server:
```bash
jupyter notebook
```
From the notebook list page, navigate to the pyfolio examples directory
and open a notebook. Execute the code in a notebook cell by clicking on it
and hitting Shift+Enter.
## Questions?
If you find a bug, feel free to [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues) in this repository.
You can also join our [community](https://exchange.ml4trading.io).
## Support
Please [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues/new) for support.
## Contributing
If you'd like to contribute, a great place to look is the [issues marked with help-wanted](https://github.com/stefan-jansen/pyfolio-reloaded/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22).
For a list of core developers and outside collaborators, see [the GitHub contributors list](https://github.com/stefan-jansen/pyfolio-reloaded/graphs/contributors).
Raw data
{
"_id": null,
"home_page": "",
"name": "pyfolio-tej",
"maintainer": "tej api Development Team",
"docs_url": null,
"requires_python": ">=3.8",
"maintainer_email": "tej@tej.com.tw",
"keywords": "",
"author": "tej",
"author_email": "tej@tej.com.tw",
"download_url": "https://files.pythonhosted.org/packages/8a/a0/6e1050f57a4b48e16b6afa44ee02ed83c49108828ecb9d471e212c367667/pyfolio-tej-2.0.2.tar.gz",
"platform": null,
"description": "<p align=\"center\">\n<a href=\"https://pyfolio.ml4trading.io\">\n<img src=\"https://i.imgur.com/GD6TZ0D.png\" width=\"35%\">\n</a>\n</p>\n\n\n[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/unit_tests.yml)\n[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/conda_package.yml)\n[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/build_wheels.yml)\n[](https://coveralls.io/github/stefan-jansen/pyfolio-reloaded?branch=main)\n\n\n\n\npyfolio is a Python library for performance and risk analysis of financial portfolios that works well with the [Zipline](https://zipline.ml4trading.io/) open source backtesting library.\n\n## Trading Strategy Analysis with pyfolio\n\nAt the core of pyfolio are various tear sheets that combine various individual plots and summary statistics to\nprovide a comprehensive view of the performance of a trading algorithm.\n\nHere's an example of a simple tear sheet analyzing a strategy executed with the Zipline backtesting engine:\n\n### Performance Metrics\n\nThe tear sheet presents performance and risk metrics for the strategy separately during the backtest and out-of-sample periods:\n\n<p align=\"center\">\n<a href=\"#\">\n<img src=\"https://i.imgur.com/bfwMeIV.png\" width=\"50%\">\n</a>\n</p>\n\n### Performance Plots\n\nIn addition, it visualizes how several risk and return metrics behave over time:\n\n<p align=\"center\">\n<a href=\"#\">\n<img src=\"https://i.imgur.com/5Hyuet3.png\" width=\"85%\">\n</a>\n</p>\n\n## Installation\n\nTo install pyfolio, run:\n\n```bash\npip install pyfolio-reloaded\n```\nor\n\n```bash\nconda install -c ml4t pyfolio-reloaded\n```\n\n#### Development\n\nFor development, you may want to use a [virtual environment](https://docs.python-guide.org/en/latest/dev/virtualenvs/) to avoid dependency conflicts between pyfolio and other Python projects you have.\n\nTo get set up with a virtual env, run:\n```bash\nmkvirtualenv pyfolio\n```\n\nNext, clone this git repository and run `python -m pip install .[all]` and edit the library files directly.\n\n## Usage\n\nA good way to get started is to run the pyfolio examples in a\n[Jupyter notebook](https://jupyter.org/). To do this, you first want to\nstart a Jupyter notebook server:\n\n```bash\njupyter notebook\n```\n\nFrom the notebook list page, navigate to the pyfolio examples directory\nand open a notebook. Execute the code in a notebook cell by clicking on it\nand hitting Shift+Enter.\n\n\n## Questions?\n\nIf you find a bug, feel free to [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues) in this repository.\n\nYou can also join our [community](https://exchange.ml4trading.io).\n\n## Support\n\nPlease [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues/new) for support.\n\n## Contributing\n\nIf you'd like to contribute, a great place to look is the [issues marked with help-wanted](https://github.com/stefan-jansen/pyfolio-reloaded/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22).\n\nFor a list of core developers and outside collaborators, see [the GitHub contributors list](https://github.com/stefan-jansen/pyfolio-reloaded/graphs/contributors).\n",
"bugtrack_url": null,
"license": "Apache-2.0",
"summary": "Performance and risk analysis of financial portfolios with Python",
"version": "2.0.2",
"project_urls": {
"homepage": "https://tquant.tejwin.com/",
"repository": "https://github.com/tejtw/pyfolio-tej"
},
"split_keywords": [],
"urls": [
{
"comment_text": "",
"digests": {
"blake2b_256": "cbf42b6a315d2b66a60e12c402b504d5759b6c60d579ae6dbc8457f0b3535dd2",
"md5": "630469eba8f0a1fa550f1fc54bb4235d",
"sha256": "e8470c4610af1b125e60e9253f0ed06f89867f8a3ee4a6d3df48f58d6be6fd22"
},
"downloads": -1,
"filename": "pyfolio_tej-2.0.2-py3-none-any.whl",
"has_sig": false,
"md5_digest": "630469eba8f0a1fa550f1fc54bb4235d",
"packagetype": "bdist_wheel",
"python_version": "py3",
"requires_python": ">=3.8",
"size": 74263,
"upload_time": "2024-03-13T07:20:10",
"upload_time_iso_8601": "2024-03-13T07:20:10.444149Z",
"url": "https://files.pythonhosted.org/packages/cb/f4/2b6a315d2b66a60e12c402b504d5759b6c60d579ae6dbc8457f0b3535dd2/pyfolio_tej-2.0.2-py3-none-any.whl",
"yanked": false,
"yanked_reason": null
},
{
"comment_text": "",
"digests": {
"blake2b_256": "8aa06e1050f57a4b48e16b6afa44ee02ed83c49108828ecb9d471e212c367667",
"md5": "5235ddb33c36b8f06a16126f2ac8469e",
"sha256": "5d9c38dbb5c7faead6d91134f1b51d78ea778959decbd5fde865d41ce1721378"
},
"downloads": -1,
"filename": "pyfolio-tej-2.0.2.tar.gz",
"has_sig": false,
"md5_digest": "5235ddb33c36b8f06a16126f2ac8469e",
"packagetype": "sdist",
"python_version": "source",
"requires_python": ">=3.8",
"size": 88212,
"upload_time": "2024-03-13T07:20:11",
"upload_time_iso_8601": "2024-03-13T07:20:11.825426Z",
"url": "https://files.pythonhosted.org/packages/8a/a0/6e1050f57a4b48e16b6afa44ee02ed83c49108828ecb9d471e212c367667/pyfolio-tej-2.0.2.tar.gz",
"yanked": false,
"yanked_reason": null
}
],
"upload_time": "2024-03-13 07:20:11",
"github": true,
"gitlab": false,
"bitbucket": false,
"codeberg": false,
"github_user": "tejtw",
"github_project": "pyfolio-tej",
"travis_ci": false,
"coveralls": false,
"github_actions": true,
"lcname": "pyfolio-tej"
}
