pyfolio/plotting.py
def plot_monthly_returns_heatmap(returns, ax=None, **kwargs):
    """
    Plots a heatmap of returns by month.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to seaborn plotting function.

    Returns
    -------
    ax : matplotlib.Axes
        The axes that were plotted on.
    """

    if ax is None:
        ax = plt.gca()

    monthly_ret_table = ep.aggregate_returns(returns, 'monthly')
    monthly_ret_table = monthly_ret_table.unstack().round(3)

    sns.heatmap(
        monthly_ret_table.fillna(0) *
        100.0,
        annot=True,
        annot_kws={"size": 9},
        alpha=1.0,
        center=0.0,
        cbar=False,
        cmap=matplotlib.cm.RdYlGn,
        ax=ax, **kwargs)
    ax.set_ylabel('Year')
    ax.set_xlabel('Month')
    ax.set_title("Monthly returns (%)")
    return ax
def plot_monthly_returns_heatmap(returns, ax=None, **kwargs):
    """
    Plots a heatmap of returns by month.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to seaborn plotting function.

    Returns
    -------
    ax : matplotlib.Axes
        The axes that were plotted on.
    """

    if ax is None:
        ax = plt.gca()

    monthly_ret_table = ep.aggregate_returns(returns, 'monthly')
    monthly_ret_table = monthly_ret_table.unstack().round(3)

    sns.heatmap(
        monthly_ret_table.fillna(0) *
        100.0,
        annot=True,
        annot_kws={"size": 9},
        alpha=1.0,
        center=0.0,
        cbar=False,
        cmap=matplotlib.cm.RdYlGn,
        ax=ax, **kwargs)
    ax.set_ylabel('Year')
    ax.set_xlabel('Month')
    ax.set_title("Monthly returns (%)")
    return ax
Plots a heatmap of returns by month.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to seaborn plotting function.

    Returns
    -------
    ax : matplotlib.Axes
        The axes that were plotted on.