openseries.prepare_plot_data

openseries.prepare_plot_data(assets, current, optimized)[source]

Prepare data to be used as point_frame in the sharpeplot function.

Parameters:

  • assets (OpenFrame) – Portfolio data with individual assets and a weighted portfolio.

  • current (OpenTimeSeries) – The current or initial portfolio based on given weights.

  • optimized (NDArray[float64]) – Data optimized with the efficient_frontier method.

Returns:

The data prepared with mean returns, volatility and weights.

Return type:

DataFrame