API reference#

Every public name in numeraire_graphics. Plot functions return a ggplot; helpers compose onto a figure or save it. See the Gallery for what each figure looks like.

Plots

plot_cumulative

Cumulative-return and drawdown curves from per-date strategy-return rows.

plot_rolling

A rolling statistic of the per-date strategy returns (default rolling Sharpe).

plot_metric_by

A bar chart of a summary metric across a grouping column x (method, universe, ...).

plot_complexity_curve

A summary metric plotted against a numeric complexity axis x.

plot_ic_decay

The information coefficient plotted against a caller-assembled forecast-horizon axis.

plot_weights_heatmap

A date x asset portfolio-weight matrix as a heatmap, signed long/short about zero.

plot_factor_loadings

Factor-loading paths over an axis, or a loadings heatmap when no axis is given.

plot_frontier

A mean-variance efficient frontier, optionally overlaid with named portfolios.

Themes, scales, and saving

theme_numeraire

The house theme: a clean, publication-oriented look on a matplotlib base.

scale_color_numeraire

A colourblind-safe discrete colour scale (Okabe-Ito by default).

scale_fill_numeraire

The fill counterpart of scale_color_numeraire(), discrete or diverging.

save_paper

Save plot at an exact centimetre size for a paper, under a print font profile.

mean_variance_frontier

Trace a risk-return efficient frontier from a mean vector and covariance (numpy only).