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https://github.com/quantopian/pyfolio

Portfolio and risk analytics in Python
https://github.com/quantopian/pyfolio

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Portfolio and risk analytics in Python

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README 

        
![pyfolio](https://media.quantopian.com/logos/open_source/pyfolio-logo-03.png "pyfolio")



# pyfolio



[![Join the chat at https://gitter.im/quantopian/pyfolio](https://badges.gitter.im/Join%20Chat.svg)](https://gitter.im/quantopian/pyfolio?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge)

[![build status](https://travis-ci.org/quantopian/pyfolio.png?branch=master)](https://travis-ci.org/quantopian/pyfolio)



pyfolio is a Python library for performance and risk analysis of

financial portfolios developed by

[Quantopian Inc](https://www.quantopian.com). It works well with the

[Zipline](https://www.zipline.io/) open source backtesting library.

Quantopian also offers a [fully managed service for professionals](https://factset.quantopian.com) 

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](https://github.com/quantopian/pyfolio/raw/master/docs/simple_tear_0.png "Example tear sheet created from a Zipline algo")

![simple tear 1](https://github.com/quantopian/pyfolio/raw/master/docs/simple_tear_1.png "Example tear sheet created from a Zipline algo")



Also see [slides of a talk about

pyfolio](https://nbviewer.jupyter.org/format/slides/github/quantopian/pyfolio/blob/master/pyfolio/examples/pyfolio_talk_slides.ipynb#/).



## Installation



To install pyfolio, run:



```bash

pip install pyfolio

```



#### 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 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:

``` bash

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

```



## 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/quantopian/pyfolio/issues) in this repository.



You can also join our [mailing list](https://groups.google.com/forum/#!forum/pyfolio) or

our [Gitter channel](https://gitter.im/quantopian/pyfolio).



## Support



Please [open an issue](https://github.com/quantopian/pyfolio/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/quantopian/pyfolio/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/quantopian/pyfolio/graphs/contributors).