Hello guys, i cannot find a workaround for feeding weekly timeframe data to create tearsheet in the pyfolio. Do I understand correctly that it does not support it?
Thank you for any idea how to solve it!
Kazbek
Hi, Unfortunately pyfolio cannot “resample” the data and assumes daily returns for several plots.
What you are asking for is not hard but would require you to do locally your changes.
I have a personal fork that tries to modernize pyfolio, but it’s far from being finished
Unfortunately, i need to convert to daily. I hoped there’s workaround in pyfolio. Thank you for reply. I guess pyfolio is out of support already.