ezyquant.report.SETBacktestReport.to_basic#

SETBacktestReport.to_basic(with_dividend=True, benchmark: DataFrame | None = None, rf=0.0, grayscale=False, figsize=(8, 5), display=True, compounded=True, periods_per_year=252, match_dates=False)#

Calculate performance metrics and generate visualizations for a given strategy.

Parameters:

  • with_dividend (bool, optional) – Include dividend values in the portfolio values, by default True.

  • benchmark (Optional[pd.DataFrame], optional) – Time-series of benchmark returns, by default is None.

  • rf (float, optional) – Risk-free rate of return, by default is 0.

  • grayscale (bool, optional) – Generate grayscale visualizations, by default False.

  • figsize (tuple, optional) – Size of the figure for visualizations, by default (8, 5)

  • display (bool, optional) – Display the performance metrics, by default True.

  • compounded (bool, optional) – Calculate compounded returns for performance metrics, by default True

  • periods_per_year (int, optional) – Number of periods per year for calculating annualized metrics, by default 252.

  • match_dates (bool, optional) – Match the dates of strategy and benchmark returns, by default False.

Returns:

The function generates performance metrics and visualizations based on the provided parameters.

Return type:

None