I have the swing trading course that I just finished. I want to use pyfolio with my live trading data, but I have no idea from the course how to do this. When I look at the documentation for pyfolio all I can find is backtesting information with zipline. I can't find any example wtih google feeding live data trades. Is there an example of this? Or this just not what its for? I wanted to see the analysis of Monthly data in my live portfoilo.
Hi Brian
Pyfolio is meant for analysing trades. But it cannot do that in real-time.
What you can do is, save your live market trade details, namely - timestamp, quantity, execution price, for the entries and exits. Then you can simply pass this data to pyfolio in the format as shown in the Swing Trading Course to get the analysis of the live trades.
Let me know if you need further help.
Thanks,
Rishabh