3. pyfolio for sub-day data
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pyfolio for sub-day data

  • V

    hi all, may I kindly ask you about the PyFolio/analyzer PositionValue.
    I understand that it's being constructed for the daily bars and above.
    However, I've tried the sub-analyzers for minute bars and it seems that all are working well expect the PositionValue.
    Is there any possibility/workaround to get this information back as well?
    Many thanks!

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  • B
    administrators

    1. PyFolio is deprecated and no longer something which is tracked.

    2. Assuming you have all the pieces in place to get it working, my own experiments with sub-daily data failed because the internals of PyFolio seem to work but actually don't.

    0
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