The issue is that it would only plot the returns data. The benchmark data does not show up in the plot nor there is a second column in the performance table.
Funny enough, if i use this code, qs.reports.full(returns, benchmark), the IDE would display both tables and all the plots with both set of data (returns and benchmark).
Hi,
I'm trying to generate the full report for the returns and benchmark series. For example,
qs.reports.html(returns, benckmark=benchmark, rf=0.0, output='', download_filename='quantstats-returns.html', match_dates=True)
The issue is that it would only plot the returns data. The benchmark data does not show up in the plot nor there is a second column in the performance table.
Funny enough, if i use this code, qs.reports.full(returns, benchmark), the IDE would display both tables and all the plots with both set of data (returns and benchmark).
So it seems the qs.reports.html is not working.
Any ideas?