ezyquant.report.SETBacktestReport.to_snapshot#

SETBacktestReport.to_snapshot(with_dividend=True, grayscale=False, figsize=(10, 8), title='Portfolio Summary', fontname='Arial', lw=1.5, mode='comp', subtitle=True, savefig=None, show=True, log_scale=False)#

Generates a snapshot plot of portfolio performance. including Cumulative Return, Drawdown and Daily Return.

Parameters:

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

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

  • figsize (tuple, optional) – Size of the figure for visualizations, by default (10, 8).

  • title (str, optional) – Title of the plot, by default “Portfolio Summary”.

  • fontname (str, optional) – Font name for the plot, by default “Arial”.

  • lw (float, optional) – Line width for the plot, by default 1.5

  • mode (str, optional) – Mode of returns calculation. ‘comp’ for compounded returns, ‘sum’ for simple returns, by default “comp”

  • subtitle (bool, optional) – Display the subtitle “start date to end date” and “sharp ratio”, by default True

  • savefig (None, optional) – Saving the plot image, by default None

  • show (bool, optional) – Display the plot if not return a Figure instead object instead, by default True

  • log_scale (bool, optional) – Use a logarithmic scale for the y-axis, by default False

Returns:

Plot the portfolio performance that is base on “show” arguments.

Return type:

None