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VisualPortfolio
=========================

将策略或者资产包的表现可视化。大量参考以及模仿自 `pyfolio <https://github.com/quantopian/pyfolio>`_ ，包括图的配置以及代码。

This tool is used to visualize the perfomance of a portfolio. Much of the codes and samples come from the original referenced project: `pyfolio <https://github.com/quantopian/pyfolio>`_

依赖
----------------------

::

  lxml
  matplotlib
  numpy
  pandas
  seaborn
  tushare


安装
----------------------

首先将代码 ``clone`` 至本地：

::

  git clone https://github.com/ChinaQuants/VisualPortfolio.git (如果你是从github获取)


安装

::

  cd VisualPortfolio
  python setpy.py install

例子
----------------------

.. code:: python

  In [1]: %matplotlib inline
  In [2]: from VisualPortfolio import createPerformanceTearSheet
  In [3]: from pandas_datareader import data
  In [4]: prices = data.get_data_yahoo('600000.ss')['Close']
  In [5]: benchmark = data.get_data_yahoo('000300.ss')['Close']
  ......: benchmark.name = "000300.ss"
  In [6]: perf_matric, perf_df, rollingRisk = createPerformanceTearSheet(prices=prices, benchmark=benchmark)


.. image:: img/1.png
    :align: center

.. image:: img/2.png
    :align: center

.. image:: img/3.png
    :align: center

.. image:: img/4.png
    :align: center

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