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@run-out said in How to create pyfolio round trip tearsheet?:
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Hi @run-out I tried the QuantStats repo with your strategy, but I had an error:
Traceback (most recent call last):
File "main.py", line 14, in <module>
print(backtest(crypto))
File "/Users/benjamincherion/Desktop/backtesting-cryptos/backtest.py", line 66, in backtest
print(qs.stats.sharpe(analyzer))
File "/Users/benjamincherion/Library/Python/3.7/lib/python/site-packages/quantstats/stats.py", line 234, in sharpe
returns = _utils._prepare_returns(returns, rf, periods)
File "/Users/benjamincherion/Library/Python/3.7/lib/python/site-packages/quantstats/utils.py", line 200, in _prepare_returns
elif data.min() >= 0 and data.max() > 1:
AttributeError: 'dict' object has no attribute 'min'
the output of your strategy (to inject in QuantStats) is the following one:
{
datetime.datetime(2020, 4, 29, 0, 0): (100000.0, 100000.0),
datetime.datetime(2020, 4, 29, 4, 0): (100000.0, 100000.0),
...
datetime.datetime(2020, 8, 1, 0, 0): (811.8994327605933, 110828.6750226959)
}
is it possible to provide an example ?
Thanks a lot !
