How to use the quantstats.plots function in QuantStats

To help you get started, we’ve selected a few QuantStats examples, based on popular ways it is used in public projects.

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ranaroussi / quantstats / quantstats / reports.py View on Github

_plots.snapshot(returns, grayscale=grayscale,
                        figsize=(figsize[0], figsize[0]),
                        show=True, mode=("comp" if compounded else "sum"))

        _plots.monthly_heatmap(returns, grayscale=grayscale,
                               figsize=(figsize[0], figsize[0]*.5),
                               show=True, ylabel=False,
                               compounded=compounded)

        return

    _plots.returns(returns, benchmark, grayscale=grayscale,
                   figsize=(figsize[0], figsize[0]*.6),
                   show=True, ylabel=False)

    _plots.log_returns(returns, benchmark, grayscale=grayscale,
                       figsize=(figsize[0], figsize[0]*.5),
                       show=True, ylabel=False)

    if benchmark is not None:
        _plots.returns(returns, benchmark, match_volatility=True,
                       grayscale=grayscale,
                       figsize=(figsize[0], figsize[0]*.5),
                       show=True, ylabel=False)

    _plots.yearly_returns(returns, benchmark,
                          grayscale=grayscale,
                          figsize=(figsize[0], figsize[0]*.5),
                          show=True, ylabel=False)

    _plots.histogram(returns, grayscale=grayscale,
                     figsize=(figsize[0], figsize[0]*.5),

ranaroussi / quantstats / quantstats / reports.py View on Github

figfile = _utils._file_stream()
    _plots.rolling_sharpe(returns, grayscale=grayscale,
                          figsize=(8, 3), subtitle=False,
                          savefig={'fname': figfile, 'format': 'svg'},
                          show=False, ylabel=False)
    tpl = tpl.replace('{{rolling_sharpe}}', figfile.getvalue().decode())

    figfile = _utils._file_stream()
    _plots.rolling_sortino(returns, grayscale=grayscale,
                           figsize=(8, 3), subtitle=False,
                           savefig={'fname': figfile, 'format': 'svg'},
                           show=False, ylabel=False)
    tpl = tpl.replace('{{rolling_sortino}}', figfile.getvalue().decode())

    figfile = _utils._file_stream()
    _plots.drawdowns_periods(returns, grayscale=grayscale,
                             figsize=(8, 4), subtitle=False,
                             savefig={'fname': figfile, 'format': 'svg'},
                             show=False, ylabel=False, compounded=compounded)
    tpl = tpl.replace('{{dd_periods}}', figfile.getvalue().decode())

    figfile = _utils._file_stream()
    _plots.drawdown(returns, grayscale=grayscale,
                    figsize=(8, 3), subtitle=False,
                    savefig={'fname': figfile, 'format': 'svg'},
                    show=False, ylabel=False)
    tpl = tpl.replace('{{dd_plot}}', figfile.getvalue().decode())

    figfile = _utils._file_stream()
    _plots.monthly_heatmap(returns, grayscale=grayscale,
                           figsize=(8, 4), cbar=False,
                           savefig={'fname': figfile, 'format': 'svg'},

ranaroussi / quantstats / quantstats / reports.py View on Github

show=True, ylabel=False)

    _plots.histogram(returns, grayscale=grayscale,
                     figsize=(figsize[0], figsize[0]*.5),
                     show=True, ylabel=False)

    _plots.daily_returns(returns, grayscale=grayscale,
                         figsize=(figsize[0], figsize[0]*.3),
                         show=True, ylabel=False)

    if benchmark is not None:
        _plots.rolling_beta(returns, benchmark, grayscale=grayscale,
                            figsize=(figsize[0], figsize[0]*.3),
                            show=True, ylabel=False)

    _plots.rolling_volatility(
        returns, benchmark, grayscale=grayscale,
        figsize=(figsize[0], figsize[0]*.3), show=True, ylabel=False)

    _plots.rolling_sharpe(returns, grayscale=grayscale,
                          figsize=(figsize[0], figsize[0]*.3),
                          show=True, ylabel=False)

    _plots.rolling_sortino(returns, grayscale=grayscale,
                           figsize=(figsize[0], figsize[0]*.3),
                           show=True, ylabel=False)

    _plots.drawdowns_periods(returns, grayscale=grayscale,
                             figsize=(figsize[0], figsize[0]*.5),
                             show=True, ylabel=False)

    _plots.drawdown(returns, grayscale=grayscale,

ranaroussi / quantstats / quantstats / reports.py View on Github

_plots.returns(returns, benchmark, grayscale=grayscale,
                   figsize=(figsize[0], figsize[0]*.6),
                   show=True, ylabel=False)

    _plots.log_returns(returns, benchmark, grayscale=grayscale,
                       figsize=(figsize[0], figsize[0]*.5),
                       show=True, ylabel=False)

    if benchmark is not None:
        _plots.returns(returns, benchmark, match_volatility=True,
                       grayscale=grayscale,
                       figsize=(figsize[0], figsize[0]*.5),
                       show=True, ylabel=False)

    _plots.yearly_returns(returns, benchmark,
                          grayscale=grayscale,
                          figsize=(figsize[0], figsize[0]*.5),
                          show=True, ylabel=False)

    _plots.histogram(returns, grayscale=grayscale,
                     figsize=(figsize[0], figsize[0]*.5),
                     show=True, ylabel=False)

    _plots.daily_returns(returns, grayscale=grayscale,
                         figsize=(figsize[0], figsize[0]*.3),
                         show=True, ylabel=False)

    if benchmark is not None:
        _plots.rolling_beta(returns, benchmark, grayscale=grayscale,
                            figsize=(figsize[0], figsize[0]*.3),
                            show=True, ylabel=False)

ranaroussi / quantstats / quantstats / reports.py View on Github

figsize=(figsize[0], figsize[0]*.3),
                            show=True, ylabel=False)

    _plots.rolling_volatility(
        returns, benchmark, grayscale=grayscale,
        figsize=(figsize[0], figsize[0]*.3), show=True, ylabel=False)

    _plots.rolling_sharpe(returns, grayscale=grayscale,
                          figsize=(figsize[0], figsize[0]*.3),
                          show=True, ylabel=False)

    _plots.rolling_sortino(returns, grayscale=grayscale,
                           figsize=(figsize[0], figsize[0]*.3),
                           show=True, ylabel=False)

    _plots.drawdowns_periods(returns, grayscale=grayscale,
                             figsize=(figsize[0], figsize[0]*.5),
                             show=True, ylabel=False)

    _plots.drawdown(returns, grayscale=grayscale,
                    figsize=(figsize[0], figsize[0]*.4),
                    show=True, ylabel=False)

    _plots.monthly_heatmap(returns, grayscale=grayscale,
                           figsize=(figsize[0], figsize[0]*.5),
                           show=True, ylabel=False)

    _plots.distribution(returns, grayscale=grayscale,
                        figsize=(figsize[0], figsize[0]*.5),
                        show=True, ylabel=False)

ranaroussi / quantstats / quantstats / reports.py View on Github

returns, benchmark, grayscale=grayscale,
        figsize=(figsize[0], figsize[0]*.3), show=True, ylabel=False)

    _plots.rolling_sharpe(returns, grayscale=grayscale,
                          figsize=(figsize[0], figsize[0]*.3),
                          show=True, ylabel=False)

    _plots.rolling_sortino(returns, grayscale=grayscale,
                           figsize=(figsize[0], figsize[0]*.3),
                           show=True, ylabel=False)

    _plots.drawdowns_periods(returns, grayscale=grayscale,
                             figsize=(figsize[0], figsize[0]*.5),
                             show=True, ylabel=False)

    _plots.drawdown(returns, grayscale=grayscale,
                    figsize=(figsize[0], figsize[0]*.4),
                    show=True, ylabel=False)

    _plots.monthly_heatmap(returns, grayscale=grayscale,
                           figsize=(figsize[0], figsize[0]*.5),
                           show=True, ylabel=False)

    _plots.distribution(returns, grayscale=grayscale,
                        figsize=(figsize[0], figsize[0]*.5),
                        show=True, ylabel=False)

How to use the quantstats.plots function in QuantStats

To help you get started, we’ve selected a few QuantStats examples, based on popular ways it is used in public projects.

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