December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Getting pyfolio input from a zipline backtest
The result of a zipline backtest can be converted into the required pyfolio input using extract_rets_pos_txn_from_zipline:
returns, positions, transactions = extract_rets_pos_txn_from_zipline(backtest)