AbstractTearsheet

class qf_lib.analysis.tearsheets.abstract_tearsheet.AbstractTearsheet(settings: Settings, pdf_exporter: PDFExporter, strategy_series: QFSeries, live_date: Optional[datetime] = None, title: str = 'Strategy Analysis')[source]

Bases: AbstractDocument

Creates a PDF ‘one-pager’ as often found in institutional strategy performance reports. Includes an equity curve, drawdown curve, monthly returns, heatmap, yearly returns summary and other statistics

Can be used with or without the benchmark

Parameters:
  • settings (Settings) – settings of the project

  • pdf_exporter (PDFExporter) – tool that creates the pdf with the result

  • strategy_series (QFSeries) – timeseries of the trading of the strategy

  • live_date (datetime) – if set it is used to generate the cone chart

  • title (str) – title of the document