https://github.com/wegamekinglc/VisualPortfolio

https://github.com/wegamekinglc/VisualPortfolio

Last synced: about 2 months ago
JSON representation

• Host: GitHub
• URL: https://github.com/wegamekinglc/VisualPortfolio
• Owner: wegamekinglc
• Created: 2015-11-10T02:26:27.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2017-02-28T04:16:00.000Z (almost 8 years ago)
• Last Synced: 2024-09-15T08:51:40.968Z (4 months ago)
• Language: Python
• Size: 881 KB
• Stars: 100
• Watchers: 10
• Forks: 40
• Open Issues: 0
• Metadata Files:
  • Readme: README.rst

Awesome Lists containing this project

• awesome-quant - VisualPortfolio - This tool is used to visualize the perfomance of a portfolio. (Python / Risk Analysis)
• awesome-quant - VisualPortfolio - This tool is used to visualize the performance of a portfolio. (Python / Risk Analysis)

README

        
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|Join the chat at https://gitter.im/chinaquants/algotrading|

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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 `_ ，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

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.. 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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