Import trades journal for analysis

Strategy Backtesting
#1

Hi ML4trading community,

I would like to analyze the trades from a trade journal with pyfolio strategy performance report. I won’t be able to implement the underlying trade strategy in zipline or backtrader. Is it possible to import those trades into pyfolio for such analysis?

Your enlightenment is highly appreciated.

Thanks
Andrew

#2

Yes, but obviously you need to translate your trade journal into something that pyfolio understands, take a look a the pyfolio function extract_rets_pos_txn_from_zipline
API — pyfolio 0.9.3+28.g3dcf744 documentation

If your trade journal is fairly standard and something that other users would potentially be interested in, you could try to implement your own extraction function and make a pull request or just let me know if I could help.
Cheers,
MBounouar

#3

Dear MBounouar,

Thank you for your information.

The trade journal I had is quite simple:
stock, buy date, buy price, buy quantity, sold date, sold price, sold quantity

As I am more a user rather than experienced python developer, I might just see if I can simulate those trades in a zipline backtest and then use pyfolio for analysis.

Thanks
Andrew

#4

Hi,
Actually I should have started by pointing this: pyfolio-loadingdata, ], and where to find the data (https://github.com/stefan-jansen/pyfolio-reloaded/tree/main/pyfolio/tests/test_data). Just follow the format in the csv and you are good to go

#5

Hi MBounouar,

That’s great! I’ll start with these.

Thanks again!
Andrew