Import trades journal for analysis

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.


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.