Creating a trading system from scratch

[UberMachine]

Dear ncube/UB,
I think we need to get one result file for this code to work.....Please help in this regard....

View attachment 28948

@vinit_7801
Pyfolio only works with python 3.5 not with later versions.
You need a hack to do it.
And pyfolio requires a returns dataframe - daily returns instead of our present dataframe

 

[VJAY]

Does it work now with FO or still show the same error?
And is it all or nifty.json in utils.py file?

its all

 

[VJAY]

@vinit_7801
Pyfolio only works with python 3.5 not with later versions.
You need a hack to do it.
And pyfolio requires a returns dataframe - daily returns instead of our present dataframe

Please help to hack and also modify /add return dataframe

 

[vinit_7801]

Please help to hack and also modify /add return dataframe

ya even if it wont work that properly on this strategy it will help us in different strategy just wanted to know how to create dataframe for it

 

[UberMachine]

its all

Does FO work now or still throwing error?
Can you share the FO sheet?

 

[VJAY]

its all

Actually this error due to I checked otherthan nifty 50 only now in system...we checked it in backtests only before .
so something error have in system from start

 

[VJAY]

Does FO work now or still throwing error?
Can you share the FO sheet?

yes still have

 

[UberMachine]

Please help to hack and also modify /add return dataframe

@vinit_7801
The hack

import pandas
pandas.core.common.is_list_like = pd.api.types.is_list_like
import pyfolio

If this passes without error, then we can use pyfolio
To use pyfolio try

# Pyfolio takes daily returns as input
pyfolio.create_returns_tear_sheet(orders['total_profit']/CAPITAL)

Convert your daily profit and loss to returns percentage and it would work

 

[vinit_7801]

@vinit_7801
The hack

import pandas
pandas.core.common.is_list_like = pd.api.types.is_list_like
import pyfolio

If this passes without error, then we can use pyfolio
To use pyfolio try

# Pyfolio takes daily returns as input
pyfolio.create_returns_tear_sheet(orders['total_profit']/CAPITAL)

Convert your daily profit and loss to returns percentage and it would work

Its giving me this error

 

[ncube]

Dear ncube/UB,
I think we need to get one result file for this code to work.....Please help in this regard....

View attachment 28948

Yes, I am not able to find the post where I saw that backtest portfolio daily result is plotted. To plot such a chart it requires the data to be stored as a series. So most likely it is already available in the code shared by @UberMachine. If not one need to store the strategy daily result in the format:

Then it can be used in the pyfolio as follows:

pf.create_full_tear_sheet(port['sstrategy'])