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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 <https://github.com/quantopian/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 <https://github.com/quantopian/pyfolio>_

依赖

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lxml matplotlib numpy pandas seaborn tushare

安装

首先将代码 clone 至本地：

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

安装

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cd VisualPortfolio python setpy.py install

例子

.. code:: python

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)

.. image:: img/1.png :align: center

.. image:: img/2.png :align: center

.. image:: img/3.png :align: center

.. image:: img/4.png :align: center

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