Closed stanleyy123 closed 1 year ago
Which tables are you referring to pulling the data from in what format?
I recently did something like this with pandas but would need context.
Hi Andrew. I'm just looking to export some of the performance table. Is there a different requirement to export different table? How were you able to extract the individual tables? On Thursday, July 8, 2021, 03:16:56 PM PDT, Andrew Schell @.***> wrote:
Which tables are you referring to pulling the data from in what format?
I recently did something like this with pandas but would need context.
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@stanleyy123 If you can give me an error, or give me more specific file/folder or table name that you are referencingI can dig into the code.
Found this thread and am curious about the same thing.
I'm trying to extract the qs.reports.metrics(test_run_trading_report_df['returns'], mode='full')
report to a CSV file, but this report is in a weird format or something, I don't know how to work with it. It's not a DataFrame, it's not something we can iterate through, WHAT IS IT? lol is it a series of series's?
Anyway, I want this to be in a .csv file!
Strategy
------------------------- ----------
Start Period 2020-01-06
End Period 2022-06-08
Risk-Free Rate 0.0%
Time in Market 100.0%
Cumulative Return 110.23%
CAGR﹪ 35.91%
Sharpe 3.77
Smart Sharpe 3.25
Sortino 8.91
Smart Sortino 7.67
Sortino/√2 6.3
Smart Sortino/√2 5.42
Omega 2.34
Max Drawdown -10.12%
Longest DD Days 371
Volatility (ann.) 45.54%
Calmar 3.55
Skew 1.88
Kurtosis 7.21
Expected Daily % 0.64%
Expected Monthly % 2.6%
Expected Yearly % 28.11%
Kelly Criterion 34.41%
Risk of Ruin 0.0%
Daily Value-at-Risk -4.04%
Expected Shortfall (cVaR) -4.04%
Gain/Pain Ratio 1.39
Gain/Pain (1M) 3.46
Payoff Ratio 1.56
Profit Factor 2.34
Common Sense Ratio 5.34
CPC Index 2.2
Tail Ratio 2.28
Outlier Win Ratio 5.7
Outlier Loss Ratio 4.33
MTD -2.51%
3M 11.5%
6M 39.26%
YTD 31.62%
1Y 51.78%
3Y (ann.) 35.91%
5Y (ann.) 35.91%
10Y (ann.) 35.91%
All-time (ann.) 35.91%
Best Day 15.14%
Worst Day -6.46%
Best Month 19.35%
Worst Month -7.01%
Best Year 31.62%
Worst Year 22.35%
Avg. Drawdown -2.53%
Avg. Drawdown Days 36
Recovery Factor 10.89
Ulcer Index 0.03
Serenity Index 14.21
Avg. Up Month 4.85%
Avg. Down Month -2.85%
Win Days % 60.0%
Win Month % 72.41%
Win Quarter % 70.0%
Win Year % 100.0%
Disregard my last, after doing a bit of code surfing, I noticed this chunk
if display:
print(_tabulate(metrics, headers="keys", tablefmt='simple'))
return None
So I just set display=False
and now I can deal with it like a DataFrame. Having it return None
seems annoying, should still return metrics
...
Is there a way to export the tables to a gsheet/csv/excel?