VisualPortfolio

将策略或者资产包的表现可视化。大量参考以及模仿自 pyfolio ，包括图的配置以及代码。

This tool is used to visualize the perfomance of a portfolio. Much of the codes and samples come from the original referenced project: pyfolio

依赖

lxml
matplotlib
numpy
pandas
seaborn
tushare

安装

首先将代码 clone 至本地：

git clone https://github.com/ChinaQuants/VisualPortfolio.git (如果你是从github获取)

安装

cd VisualPortfolio
python setpy.py install

例子

In [1]: %matplotlib inline
In [2]: from VisualPortfolio import createPerformanceTearSheet
In [3]: from pandas_datareader import data
In [4]: prices = data.get_data_yahoo('600000.ss')['Close']
In [5]: benchmark = data.get_data_yahoo('000300.ss')['Close']
......: benchmark.name = "000300.ss"
In [6]: perf_matric, perf_df, rollingRisk = createPerformanceTearSheet(prices=prices, benchmark=benchmark)