openseries.sharpeplot

openseries.sharpeplot(sim_frame=None, line_frame=None, point_frame=None, point_frame_mode='markers', filename=None, directory=None, titletext=None, output_type='file', include_plotlyjs='cdn', *, title=True, add_logo=True, auto_open=True)[source]

Create scatter plot coloured by Sharpe Ratio.

Parameters:

  • sim_frame (DataFrame | None) – Data from the simulate_portfolios method.

  • line_frame (DataFrame | None) – Data from the efficient_frontier method.

  • point_frame (DataFrame | None) – Data to highlight current and efficient portfolios.

  • point_frame_mode (LiteralLinePlotMode) – Which type of scatter to use. Defaults to markers.

  • filename (str | None) – Name of the Plotly html file.

  • directory (DirectoryPath | None) – Directory where Plotly html file is saved.

  • titletext (str | None) – Text for the plot title.

  • output_type (LiteralPlotlyOutput) – Determines output type. Defaults to “file”.

  • include_plotlyjs (LiteralPlotlyJSlib) – Determines how the plotly.js library is included in the output. Defaults to “cdn”.

  • title (bool) – Whether to add standard plot title. Defaults to True.

  • add_logo (bool) – Whether to add Captor logo. Defaults to True.

  • auto_open (bool) – Determines whether to open a browser window with the plot. Defaults to True.

Returns:

The scatter plot with simulated and optimized results.

Return type:

tuple[Figure, str]