Reporting (fynance.plot)¶
Composable matplotlib figures and a one-call tearsheet
performance report. Each plot returns an Axes/Figure and never calls
show — usable headless, in a notebook, or embedded in an app.
|
Build a full performance report figure. |
|
Plain-text performance summary (for notebooks / CLI). |
|
Plot an equity curve. |
|
Plot the underwater drawdown curve. |
|
Histogram of per-step returns. |
|
Rolling Sharpe ratio of the equity curve. |
|
Plot the cumulative per-asset gross contribution of a book. |
|
Plot the per-asset turnover |
|
Stack the cumulative cost components as a share of capital. |
|
Plot the book's gross and net exposure over time. |
Factor tear-sheet¶
Panels for the factor-evaluation metrics in fynance.metrics.factor, plus
a one-call factor_tearsheet.
|
Plot the cumulative compounded return of each factor quantile. |
|
Plot a rolling Information Coefficient with a smoothed overlay. |
|
Bar chart of the Information Coefficient across forward horizons. |
|
Build a full Alphalens-style factor tear-sheet figure. |