pyfolio教程2——第一个returns_tear_sheet

        首先，说明一下我们的数据，为了一步一步的明确pyfolio的功能和一些结果，我们首先选取我们的策略是0.3的中证500指数、0.3的中证1000指数和0.4的上证50指数，也就是我们的组合的收益就是这三个指数的加权收益。换句话说，我们是把这三个指数当成了三个资产。benchmark是沪深300，后续有需要的时候，回依次加入其它的东西。

        我们先来看一下我的return ser文件：

date,zz500,zz1000,sz50,return
2016/2/22,0.020771931,0.020462588,0.024827323,0.022301285
2016/2/23,-0.005443023,-0.006005945,-0.011851228,-0.008175182
2016/2/24,0.006678676,0.000874356,0.005846597,0.004604548
2016/2/25,-0.07936297,-0.079150999,-0.053290504,-0.068870392
2016/2/26,0.004067755,-0.00464371,0.011794361,0.004544958

        在notebook中写入下面代码。

import pyfolio as pf
import pandas as pd
%matplotlib inline

return_ser = pd.read_csv('return_ser.csv')
return_ser['date'] = pd.to_datetime(return_ser['date'])
return_ser.set_index('date', inplace=True)
pf.create_returns_tear_sheet(return_s