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BackTest (fynance.backtest)

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Plotting backtest

Backtesting tools

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


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.