qis.factsheet

qis.factsheet(data, benchmark_prices=None, benchmark=None, reporting_frequency='monthly', time_period=None, kind=None, data_is_returns=False, long_threshold_years=5.0, add_rates_data=False, file_name=None, local_path=None, factsheet_name=None, **kwargs)[source]

Render the appropriate qis factsheet across a chosen reporting frequency in a single call.

Archetype is auto-detected from data (override with kind=):

  • pd.Series / pd.DataFrame of prices (or returns, if data_is_returns=True) -> multi-asset

  • PortfolioData -> strategy

  • MultiPortfolioData -> multi-strategy (pass kind=’strategy_benchmark’ to render the strategy-vs-benchmark report instead)

The reporting frequency (‘daily’/’weekly’/’monthly’/’quarterly’ or a ReportingFrequency) calibrates every rolling window, regression frequency, regime-classification frequency and annualisation consistently, via fetch_default_report_kwargs; long vs short horizon is selected automatically from the reporting span against long_threshold_years.

This is additive: the underlying generate_*_factsheet functions are unchanged and remain the full-control API.

Parameters:

  • data (Series | DataFrame | PortfolioData | MultiPortfolioData) – prices or returns, PortfolioData, or MultiPortfolioData; drives archetype selection

  • benchmark_prices (Series | DataFrame | None) – reference prices; required for the strategy (PortfolioData) report

  • benchmark (str | None) – reference column name on the multi-asset path; defaults to the first column of data

  • reporting_frequency (str | ReportingFrequency) – ‘daily’, ‘weekly’, ‘monthly’, ‘quarterly’, or a ReportingFrequency

  • time_period (TimePeriod | None) – reporting span; defaults to the full history of data

  • kind (str | None) – force an archetype identifier; None auto-detects from the type of data

  • data_is_returns (bool) – treat data and benchmark_prices as returns and compound them to navs

  • long_threshold_years (float) – spans of at least this length use the long-horizon preset

  • add_rates_data (bool) – download the risk-free rate for the excess-return statistics; needs the [data] extra

  • file_name (str | None) – write the report to a PDF of this name and return its path; without it the figures are returned

  • local_path (str | None) – directory for the PDF; ignored when file_name is None

  • factsheet_name (str | None) – report title, mapped to backtest_name for the multi-portfolio reports

  • **kwargs – forwarded to the underlying generator; caller values override the preset

Returns:

the PDF path when file_name is given, otherwise the list of figures

Return type:

str | List[Figure]