Pyfolio: benchmark warning

Options & Futures
1

Course Name: Day Trading Strategies for Beginners, Section No: 6, Unit No: 1, Unit type: Notebook



how do I sort this warning out? 

/opt/conda/envs/py361/lib/python3.6/site-packages/pyfolio/tears.py:351: 
UserWarning: The latest version of pyfolio requires users to supply 
benchmark returns. Your current tearsheets will not include plots and 
analyses that require a benchmark. In the future, please pass benchmark_rets, 
or pass None to silence this warning.
  warnings.warn(BENCHMARK_RETS_WARNING)

thx

2

Hi Gian,



This warning essentially asks you to specify the benchmark return rate.

To specify no benchmark returns: pf.create_simple_tear_sheet(data.strategy_returns,benchmark_rets=None)



You can refer to the documentation here for more parameters to add.



Hope this helps!