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quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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add return_fig param such as pyfolio #342

Open huaiweicheng opened 4 years ago

huaiweicheng commented 4 years ago

I use pyfolio and alphalens both. They are awesome!

I notcie that the tears in pyfolio have been added a param named return_fig to return the figure object of the tear, which is convenient to export fig as png/pdf. I hope this feature can also be implemented in alphalens.

xgdgsc commented 4 years ago

https://github.com/xgdgsc/alphalens I added returnfig for create* functions in tears.py, you can use it from there. If any project member see it appropriate, I will send a PR.

twiecki commented 4 years ago

@xgdgsc looking fforward to the pr.