pyfolio issue need help
-
I was doing a very simple test on pyfolio, but it gives me an error below,
Does anyone know how this can be fixed?
TypeError: create_full_tear_sheet() got an unexpected keyword argument 'gross_lev'
code block
if name == 'main':
# Create a cerebro entity
cerebro = bt.Cerebro()
datapath = 'datas\orcl-1995-2014.txt'
data = bt.feeds.YahooFinanceCSVData(
dataname=datapath,
# # Do not pass values before this date
fromdate=datetime.datetime(2000, 1, 1),
# # Do not pass values before this date
todate=datetime.datetime(2010, 12, 31),
# # Do not pass values after this date
reverse=False
)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')
thestrats = cerebro.run()
pyfstats = thestrats[0].analyzers.getbyname('pyfolio')
returns, positions, transactions, gross_lev = pyfstats.get_pf_items()
import pyfolio as pf
pf.create_full_tear_sheet(
returns,
positions=positions,
transactions=transactions,
gross_lev=gross_lev,
live_start_date='2000-01-01', # This date is sample specific
round_trips=True
)
····# code block -
format it a bit better
if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() datapath = 'datas\\orcl-1995-2014.txt' data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # # Do not pass values before this date todate=datetime.datetime(2010, 12, 31), # # Do not pass values after this date reverse=False ) # Add the Data Feed to Cerebro cerebro.adddata(data) cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio') thestrats = cerebro.run() pyfstats = thestrats[0].analyzers.getbyname('pyfolio') returns, positions, transactions, gross_lev = pyfstats.get_pf_items() import pyfolio as pf pf.create_full_tear_sheet( returns, positions=positions, transactions=transactions, gross_lev=gross_lev, live_start_date='2000-01-01', # This date is sample specific round_trips=True )