ConeProcessDecorator

class qf_lib.plotting.decorators.cone_process_decorator.ConeProcessDecorator(mean: float, std: float, steps: int, starting_value=1, cone_stds: Union[Sequence[Union[int, float]], float, int] = (1, 2), colors_alpha: float = 0.25, key: Optional[str] = None)

Bases: ChartDecorator

Puts cone on top of the timeseries starting from given date.

Parameters:

• mean (float) – mean return of the process. expressed in the frequency of samples (not annualised)

• std (float) – std of returns of the process. expressed in the frequency of samples (not annualised)

• steps (int) – length of the cone that we are creating

• starting_value (float) – corresponds to the starting price of the instrument

• cone_stds (Sequence[Union[float, int]], float, int) – defines the size of the cones in standard deviations

• colors_alpha (float) – sets the level of transparency of the cone

• key (str) – see ChartDecorator.key.__init__#key

Methods:

decorate(chart)

Modifies the axes object taken from the chart (e.g.

decorate(chart) → None

Modifies the axes object taken from the chart (e.g. adds legend, draws cone, etc.).