Running the examples file as
run_algo.py -c dual_moving_average.conf -o dual_moving_average.pickle
From that pickle how to i print the Transaction Details and Daily Positions & Gains data tables as shown on Quantopian's web site after a Full Backtest run ??
I'm looking for a python not ipython solution (i don't need the plots at this stage) and to format data as json if possible.
So far i tried something like
import cPickle as pickle
import pyfolio as pf
with open('./dual_moving_average.pickle', 'rb') as handle:
perf_manual = pickle.load(handle)
returns, positions, transactions, gross_lev = pf.utils.extract_rets_pos_txn_from_zipline(perf_manual)
pf.create_full_tear_sheet(returns, positions=positions, transactions=transactions,
gross_lev=gross_lev)
it works but i don't know how to extract the tables from there