(
returns,
benchmark=None,
rf=0.0,
grayscale=False,
title="Strategy Tearsheet",
output=None,
compounded=True,
periods_per_year=252,
download_filename="quantstats-tearsheet.html",
figfmt="svg",
template_path=None,
match_dates=True,
**kwargs,
)
| 52 | |
| 53 | |
| 54 | def html( |
| 55 | returns, |
| 56 | benchmark=None, |
| 57 | rf=0.0, |
| 58 | grayscale=False, |
| 59 | title="Strategy Tearsheet", |
| 60 | output=None, |
| 61 | compounded=True, |
| 62 | periods_per_year=252, |
| 63 | download_filename="quantstats-tearsheet.html", |
| 64 | figfmt="svg", |
| 65 | template_path=None, |
| 66 | match_dates=True, |
| 67 | **kwargs, |
| 68 | ): |
| 69 | |
| 70 | if output is None and not _utils._in_notebook(): |
| 71 | raise ValueError("`output` must be specified") |
| 72 | |
| 73 | if match_dates: |
| 74 | returns = returns.dropna() |
| 75 | |
| 76 | win_year, win_half_year = _get_trading_periods(periods_per_year) |
| 77 | |
| 78 | tpl = "" |
| 79 | with open(template_path or __file__[:-4] + ".html") as f: |
| 80 | tpl = f.read() |
| 81 | f.close() |
| 82 | |
| 83 | # prepare timeseries |
| 84 | if match_dates: |
| 85 | returns = returns.dropna() |
| 86 | returns = _utils._prepare_returns(returns) |
| 87 | |
| 88 | strategy_title = kwargs.get("strategy_title", "Strategy") |
| 89 | if isinstance(returns, _pd.DataFrame): |
| 90 | if len(returns.columns) > 1 and isinstance(strategy_title, str): |
| 91 | strategy_title = list(returns.columns) |
| 92 | |
| 93 | if benchmark is not None: |
| 94 | benchmark_title = kwargs.get("benchmark_title", "Benchmark") |
| 95 | if kwargs.get("benchmark_title") is None: |
| 96 | if isinstance(benchmark, str): |
| 97 | benchmark_title = benchmark |
| 98 | elif isinstance(benchmark, _pd.Series): |
| 99 | benchmark_title = benchmark.name |
| 100 | elif isinstance(benchmark, _pd.DataFrame): |
| 101 | benchmark_title = benchmark[benchmark.columns[0]].name |
| 102 | |
| 103 | tpl = tpl.replace( |
| 104 | "{{benchmark_title}}", f"Benchmark is {benchmark_title.upper()} | " |
| 105 | ) |
| 106 | benchmark = _utils._prepare_benchmark(benchmark, returns.index, rf) |
| 107 | if match_dates is True: |
| 108 | returns, benchmark = _match_dates(returns, benchmark) |
| 109 | else: |
| 110 | benchmark_title = None |
| 111 |
nothing calls this directly
no test coverage detected