AbstractTearsheet¶
-
class
qf_lib.analysis.tearsheets.abstract_tearsheet.
AbstractTearsheet
(settings: qf_lib.settings.Settings, pdf_exporter: qf_lib.documents_utils.document_exporting.pdf_exporter.PDFExporter, strategy_series: qf_lib.containers.series.qf_series.QFSeries, live_date: datetime.datetime = None, title: str = 'Strategy Analysis')[source]¶ Bases:
qf_lib.analysis.common.abstract_document.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