View

class sigtech.framework.analytics.performance.performance_report.View

Field component of a view definition.

• Example of a pre-defined view: View.SUMMARY_SINGLE, i.e. View('SUMMARY_SINGLE').

• Example of custom symbology: View('CUSTOM_VIEW').

SUMMARY_SINGLE = ['SUMMARY_SINGLE', 'Summary statistics']

SUMMARY_SINGLE_CCY = ['SUMMARY_SINGLE_CCY', 'Summary statistics in strategy currency']

HISTORY = ['HISTORY', 'Historical performance']

PRESENTATION_PERF_TABLE = ['PRESENTATION_PERF_TABLE', 'Table of monthly returns and annualised statistics']

ROLLING_RISK_VOL = ['ROLLING_RISK_VOL', 'Rolling (risk) volatility']

ROLLING_RISK_SHARPE = ['ROLLING_RISK_SHARPE', 'Rolling (risk) Sharpe ratio']

SUMMARY_ROLLING_SERIES = ['SUMMARY_ROLLING_SERIES', 'Rolling series']

SUMMARY_ROLLING_CCY_SERIES = ['SUMMARY_ROLLING_CCY_SERIES', 'Rolling currency series']

POSITIONS_DF = ['POSITIONS_DF', 'Positions']

TURNOVER = ['TURNOVER', 'Turnover']

TURNOVER_STATS = ['TURNOVER_STATS', 'Turnover statistics']

TRADES_STATS = ['TRADES_STATS', 'Trades statistics']

ROLLING_PLOTS = ['ROLLING_PLOTS', 'Rolling plots']

DRAWDOWN_PLOT = ['DRAWDOWN_PLOT', 'Drawdown plot']

MONTHLY_STATS = ['MONTHLY_STATS', 'Table of monthly returns']

MONTHLY_STATS_HEATMAP = ['MONTHLY_STATS_HEATMAP', 'Heatmap of monthly returns']

BENCHMARK_TABLE = ['BENCHMARK_TABLE', 'Benchmark metrics']

HISTORY_CCY = ['HISTORY_CCY', 'Historical performance in currency']

PRESENTATION_PERF_TABLE_CCY = ['PRESENTATION_PERF_TABLE_CCY', 'Table of monthly profits and annualised statistics']

ROLLING_PLOTS_CCY = ['ROLLING_PLOTS_CCY', 'Rolling profit plots']

DRAWDOWN_PLOT_CCY = ['DRAWDOWN_PLOT_CCY', 'Drawdown plot in strategy currency']

MONTHLY_STATS_CCY = ['MONTHLY_STATS_CCY', 'Table of monthly profits in strategy currency']

MONTHLY_STATS_HEATMAP_CCY = ['MONTHLY_STATS_HEATMAP_CCY', 'Heatmap of monthly profits in strategy currency']