pyfolio/plotting.py
def plot_returns(returns,
                 live_start_date=None,
                 ax=None):
    """
    Plots raw returns over time.

    Backtest returns are in green, and out-of-sample (live trading)
    returns are in red.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    live_start_date : datetime, optional
        The date when the strategy began live trading, after
        its backtest period. This date should be normalized.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to plotting function.

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

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

    ax.set_label('')
    ax.set_ylabel('Returns')

    if live_start_date is not None:
        live_start_date = ep.utils.get_utc_timestamp(live_start_date)
        is_returns = returns.loc[returns.index < live_start_date]
        oos_returns = returns.loc[returns.index >= live_start_date]
        is_returns.plot(ax=ax, color='g')
        oos_returns.plot(ax=ax, color='r')

    else:
        returns.plot(ax=ax, color='g')

    return ax
def plot_returns(returns,
                 live_start_date=None,
                 ax=None):
    """
    Plots raw returns over time.

    Backtest returns are in green, and out-of-sample (live trading)
    returns are in red.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    live_start_date : datetime, optional
        The date when the strategy began live trading, after
        its backtest period. This date should be normalized.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to plotting function.

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

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

    ax.set_label('')
    ax.set_ylabel('Returns')

    if live_start_date is not None:
        live_start_date = ep.utils.get_utc_timestamp(live_start_date)
        is_returns = returns.loc[returns.index < live_start_date]
        oos_returns = returns.loc[returns.index >= live_start_date]
        is_returns.plot(ax=ax, color='g')
        oos_returns.plot(ax=ax, color='r')

    else:
        returns.plot(ax=ax, color='g')

    return ax
Plots raw returns over time.

    Backtest returns are in green, and out-of-sample (live trading)
    returns are in red.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    live_start_date : datetime, optional
        The date when the strategy began live trading, after
        its backtest period. This date should be normalized.
    ax : matplotlib.Axes, optional
        Axes upon which to plot.
    **kwargs, optional
        Passed to plotting function.

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