create_returns_similarity

qf_lib.plotting.helpers.create_returns_similarity.create_returns_similarity(strategy: qf_lib.containers.series.qf_series.QFSeries, benchmark: qf_lib.containers.series.qf_series.QFSeries, mean_normalization: bool = True, std_normalization: bool = True, frequency: qf_lib.common.enums.frequency.Frequency = None) → qf_lib.plotting.charts.kde_chart.KDEChart[source]

Creates a new returns similarity chart. The frequency is determined by the specified returns series.

Parameters

  • strategy (QFSeries) – The strategy series to plot.

  • benchmark (QFSeries) – The benchmark series to plot.

  • mean_normalization (bool) – Whether to perform mean normalization on the series data.

  • std_normalization (bool) – Whether to perform variance normalization on the series data.

  • frequency (Frequency) – Returns can be aggregated in to specific frequency before plotting the chart

Returns

A newly created KDEChart instance.

Return type

KDEChart