Nothing Special   »   [go: up one dir, main page]

Skip to content

thenaturalist/pyfolio

 
 

Repository files navigation

pyfolio

pyfolio

Join the chat at https://gitter.im/quantopian/pyfolio build status

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.

At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm. Here's an example of a simple tear sheet analyzing a strategy:

simple tear 0 simple tear 1

Also see slides of a talk about pyfolio.

Installation

To install pyfolio, run:

pip install pyfolio

Development

For development, you may want to use a virtual environment to avoid dependency conflicts between pyfolio and other Python projects you have. To get set up with a virtual env, run:

mkvirtualenv pyfolio

Next, clone this git repository and run python setup.py develop and edit the library files directly.

Matplotlib on OSX

If you are on OSX and using a non-framework build of Python, you may need to set your backend:

echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc

Usage

A good way to get started is to run the pyfolio examples in a Jupyter notebook. To do this, you first want to start a Jupyter notebook server:

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 in this repository.

You can also join our mailing list or our Gitter channel.

Support

Please open an issue for support.

Contributing

If you'd like to contribute, a great place to look is the issues marked with help-wanted.

For a list of core developers and outside collaborators, see the GitHub contributors list.

About

Portfolio and risk analytics in Python

Resources

License

Stars

Watchers

Forks

Packages

No packages published

Languages

  • Jupyter Notebook 97.2%
  • Python 2.8%