(
returns,
benchmark=None,
rf=0.0,
grayscale=False,
figsize=(8, 5),
display=True,
compounded=True,
periods_per_year=252,
match_dates=True,
**kwargs,
)
| 640 | |
| 641 | |
| 642 | def basic( |
| 643 | returns, |
| 644 | benchmark=None, |
| 645 | rf=0.0, |
| 646 | grayscale=False, |
| 647 | figsize=(8, 5), |
| 648 | display=True, |
| 649 | compounded=True, |
| 650 | periods_per_year=252, |
| 651 | match_dates=True, |
| 652 | **kwargs, |
| 653 | ): |
| 654 | |
| 655 | # prepare timeseries |
| 656 | if match_dates: |
| 657 | returns = returns.dropna() |
| 658 | returns = _utils._prepare_returns(returns) |
| 659 | if benchmark is not None: |
| 660 | benchmark = _utils._prepare_benchmark(benchmark, returns.index, rf) |
| 661 | if match_dates is True: |
| 662 | returns, benchmark = _match_dates(returns, benchmark) |
| 663 | |
| 664 | benchmark_title = None |
| 665 | if benchmark is not None: |
| 666 | benchmark_title = kwargs.get("benchmark_title", "Benchmark") |
| 667 | strategy_title = kwargs.get("strategy_title", "Strategy") |
| 668 | active = kwargs.get("active_returns", "False") |
| 669 | |
| 670 | if isinstance(returns, _pd.DataFrame): |
| 671 | if len(returns.columns) > 1 and isinstance(strategy_title, str): |
| 672 | strategy_title = list(returns.columns) |
| 673 | |
| 674 | if _utils._in_notebook(): |
| 675 | iDisplay(iHTML("<h4>Performance Metrics</h4>")) |
| 676 | metrics( |
| 677 | returns=returns, |
| 678 | benchmark=benchmark, |
| 679 | rf=rf, |
| 680 | display=display, |
| 681 | mode="basic", |
| 682 | compounded=compounded, |
| 683 | periods_per_year=periods_per_year, |
| 684 | prepare_returns=False, |
| 685 | benchmark_title=benchmark_title, |
| 686 | strategy_title=strategy_title, |
| 687 | ) |
| 688 | iDisplay(iHTML("<h4>Strategy Visualization</h4>")) |
| 689 | else: |
| 690 | print("[Performance Metrics]\n") |
| 691 | metrics( |
| 692 | returns=returns, |
| 693 | benchmark=benchmark, |
| 694 | rf=rf, |
| 695 | display=display, |
| 696 | mode="basic", |
| 697 | compounded=compounded, |
| 698 | periods_per_year=periods_per_year, |
| 699 | prepare_returns=False, |
nothing calls this directly
no test coverage detected