PortfolioAnalysisSheet

class qf_lib.analysis.tearsheets.portfolio_analysis_sheet.PortfolioAnalysisSheet(**kwargs)[source]

Bases: qf_lib.analysis.common.abstract_document.AbstractDocument

Creates a PDF containing a visual representation of portfolio changes over time.

Parameters

  • settings (Settings) – necessary settings

  • pdf_exporter (PDFExporter) – used to export the document to PDF

  • backtest_result (BacktestResult) – used to access all trading records

  • title (str) – title of the document, will be a part of the filename. Do not use special characters.

  • generate_pnl_chart_per_ticker (bool) – If true, adds pnl chart for each asset traded in the portfolio