For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
pyfolio for sub-day data
-
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! -
-
PyFolio is deprecated and no longer something which is tracked.
-
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.
-