TearsheetComparative

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

Bases: AbstractTearsheet

Creates a PDF report, which additionally contains a benchamrk.

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

  • benchmark_series (QFSeries) – timeseries of the benchmark

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

  • title (str) – title of the document