I am trying to get pyfolio running locally. What I wanted to ask is that transactions analysis requires a transaction data frame of the following form as mentioned in the reference-
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index | amount | price | symbol |
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2004-01-09 12:18:01 | 483 | 324.12 | 'AAPL' |
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2004-01-09 12:18:01 | 122 | 83.10 | 'MSFT' |
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2004-01-13 14:12:23 | -75 | 340.43 | 'AAPL' |
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So, should the dataframe only include the long and short transactions to enter into these positions or the transactions wherein we cover these positions as well?
Thanks!