pyfolio for sub-day data
vaclavku last edited by
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?
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.