Backtesting tools

Some tools to display strategy’s performances, rolling sharpe or drawdowns and other some metrics and statistics.

Tools

fynance.backtest.display_perf(y_idx, y_est)	Plot performance and print KPI of backtest.
fynance.backtest.set_text_stats(underly[, …])	Set a table as string with different indicators (accuracy, perf, vol and sharpe) for underlying and several strategies.