TearsheetWithBenchmark

class qf_lib.analysis.tearsheets.tearsheet_with_benchmark.TearsheetWithBenchmark(**kwargs)[source]

Bases: qf_lib.analysis.tearsheets.abstract_tearsheet.AbstractTearsheet

Creates a PDF report, which additionally contains a benchmark.

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