[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/unit_tests.yml)
[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/conda_package.yml)
[](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/build_wheels.yml)
[](https://coveralls.io/github/stefan-jansen/pyfolio-reloaded?branch=main)
pyfolio is a Python library for performance and risk analysis of financial portfolios that works well with the [Zipline](https://zipline.ml4trading.io/) open source backtesting library.
## Trading Strategy Analysis with pyfolio
At the core of pyfolio are various tear sheets that combine various individual plots and summary statistics to
provide a comprehensive view of the performance of a trading algorithm.
Here's an example of a simple tear sheet analyzing a strategy executed with the Zipline backtesting engine:
### Performance Metrics
The tear sheet presents performance and risk metrics for the strategy separately during the backtest and out-of-sample periods:
### Performance Plots
In addition, it visualizes how several risk and return metrics behave over time:
## Installation
To install pyfolio, run:
```bash
pip install pyfolio-reloaded
```
or
```bash
conda install -c ml4t pyfolio-reloaded
```
#### Development
For development, you may want to use a [virtual environment](https://docs.python-guide.org/en/latest/dev/virtualenvs/) to avoid dependency conflicts between pyfolio and other Python projects you have.
To get set up with a virtual env, run:
```bash
mkvirtualenv pyfolio
```
Next, clone this git repository and run `python -m pip install .[all]` and edit the library files directly.
## Usage
A good way to get started is to run the pyfolio examples in a
[Jupyter notebook](https://jupyter.org/). To do this, you first want to
start a Jupyter notebook server:
```bash
jupyter notebook
```
From the notebook list page, navigate to the pyfolio examples directory
and open a notebook. Execute the code in a notebook cell by clicking on it
and hitting Shift+Enter.
## Questions?
If you find a bug, feel free to [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues) in this repository.
You can also join our [community](https://exchange.ml4trading.io).
## Support
Please [open an issue](https://github.com/stefan-jansen/pyfolio-reloaded/issues/new) for support.
## Contributing
If you'd like to contribute, a great place to look is the [issues marked with help-wanted](https://github.com/stefan-jansen/pyfolio-reloaded/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22).
For a list of core developers and outside collaborators, see [the GitHub contributors list](https://github.com/stefan-jansen/pyfolio-reloaded/graphs/contributors).