qis.plot_ra_perf_annual_matrix

qis.plot_ra_perf_annual_matrix(price, min_lag=1, date_format='%d%b%Y', perf_column=PerfStat.Sharpe(rf=0), perf_params=None, fontsize=12, ax=None, is_fig_out=True, is_shift_by_day=False, **kwargs)

compute annual matrix of performance var for a dict of strat end periods

Parameters:

• price (Series)

• min_lag (int)

• date_format (str)

• perf_column (PerfStat)

• perf_params (PerfParams)

• fontsize (int)

• ax (Axes)

• is_fig_out (bool)

• is_shift_by_day (bool)

Return type:

Figure | DataFrame