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    Pyfolio help

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    • Gabriel Velho Ghellere
      Gabriel Velho Ghellere last edited by

      I'm trying to use pyfolio with backtrader, and i follow this steps:
      https://www.backtrader.com/blog/posts/2016-07-17-pyfolio-integration/pyfolio-integration.html

      and found this error:
      image

      i remove gross_lev and found this error:

      image
      ...

      any help?
      I use this code for pyfolio:

      image

      B 1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators @Gabriel Velho Ghellere last edited by

        @gabriel-velho-ghellere said in Pyfolio help:

        I'm trying to use pyfolio with backtrader, and i follow this steps:
        https://www.backtrader.com/blog/posts/2016-07-17-pyfolio-integration/pyfolio-integration.html

        The linked post contains this warning at the top:

        pyfolio APIs have changed and create_full_tear_sheet no longer has a gross_lev as a named argument.
        
        Consequently the sample below doesn’t work
        

        pyfolio is a moving target and you would need to go back to the version which was used for the integration.

        As you have also seen, the current version has its own problems switching from the Yahoo data feed (deprecated) to for example Google.

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        • Gabriel Velho Ghellere
          Gabriel Velho Ghellere last edited by

          Thank's and sorry for ignoring the warning in the article. This update on pyfolio https://github.com/quantopian/pyfolio/pull/536 removed all pandas-datareader references to Yahoo Finance, Google, etc.

          I will downgrade my pyfolio and try again, it's the best way now to integrate backtrader with pyfolio or exist a better soluction?
          Which is the currect pyfolio version?

          Thanks again.

          B 1 Reply Last reply Reply Quote 0
          • B
            backtrader administrators @Gabriel Velho Ghellere last edited by

            @gabriel-velho-ghellere said in Pyfolio help:

            sorry for ignoring the warning in the article.

            Don't worry, we all tend to focus on what we are looking for (we are simply humans)

            The problem with PyFolio is that it belongs to a company and the interest of this company in keeping a stable API, or being always backwards compatible, is non-existent (which is neither good nor bad, they simply have no incentive for it). As of today I would also says that PyFolio has been superseded by empyrical

            Your best option is to add your desired set of analyzers to the mix or you may have a look at this thread for an extension made by a user:

            • https://community.backtrader.com/topic/128/more-features-in-cerebro-run/9
            Gabriel Velho Ghellere 1 Reply Last reply Reply Quote 1
            • Gabriel Velho Ghellere
              Gabriel Velho Ghellere @backtrader last edited by

              @backtrader It's nice and will supply my needs, Thanks!

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