修改pyfolio樣式style

1.0 edit fontsize

{root}\venv\Lib\site-packages\pyfolio\plotting.py

def plotting_context(context='notebook', font_scale=1.0, rc=None):

　　line 58, scale the fontsize

 

2.0 edit sheet layout

{root}\venv\Lib\site-packages\pyfolio\tears.py

    plt.style.use('classic')
    plt.rcParams['font.sans-serif'] = ['Microsoft YaHei']
    plt.rcParams.update({'font.size': 8})
    fig = plt.figure(figsize=(14, vertical_sections * 6))
    gs = gridspec.GridSpec(vertical_sections, 3, wspace=0.5, hspace=0.5)
    gs.update(left=0.05, right=0.99, top=0.98, bottom=0.02)
    ax_rolling_returns = plt.subplot(gs[:1, :])

    i = 1

　　line 518, change plot layout

 

3.0 change subplot order

    ax_return_quantiles = plt.subplot(gs[i, :])
    i += 1
    ax_monthly_heatmap = plt.subplot(gs[-2:, 0])
    ax_annual_returns = plt.subplot(gs[-2:, 1])
    ax_monthly_dist = plt.subplot(gs[-2:, 2])
    i += 1

　　line 541, change order

 

4.0 change heatmap y_label rotation

{root}\venv\Lib\site-packages\pyfolio\plotting.py

    g.set_yticklabels(g.get_yticklabels(), rotation = 0)

　　line 182, add rotation

 

5.0 Complete