Hi folks,
It seems in a recent update all full backtests go to the new Contest style backtest view. While this view has a lot of new cool features, can someone let me know how I can graph the benchmark against my algorithm and how I can see the graph of my recorded variables?
Thanks
Ed
Hi Ed,
Right now, on the new page you can access the benchmark and recorded variables via the Notebook tab. To access your returns against the benchmark, you can pass in the benchmark_rets parameter to create_full_tear_sheet in the notebook, with the return stream of the benchmark you'd like to use. To access recorded variables, you can use the recorded_vars attribute of the backtest object (obtained via get_backtest). We're looking into adding these to the new page (if you'd like to access the old page, you can append /old to the end of the backtest page URL).
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
