Table of Contents

Previous topic

BackTest (fynance.backtest)

Next topic

Plotting backtest

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.