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polakowo / vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
https://vectorbt.dev
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adapter for pyfolio #378

Open Roh-codeur opened 2 years ago

Roh-codeur commented 2 years ago

Hi

this is an amazing package. Are there any plans for an adapter to pyfolio?

thanks Roh

polakowo commented 2 years ago

@Roh-codeur pyfolio isn't maintained anymore and I'm getting a lot of issues when trying to use it, so don't think we should add adapters for dead packages. But maybe we will migrate its functionality to vectorbt (pro) some day.

Roh-codeur commented 2 years ago

@polakowo : agreed on the point of pyfolio issues. However, I had some luck with pyfolio-reloaded. @stefan-jansen has done some incredible work on getting it to work. this is one of the libraries which I hope stays alive.