Change create_returns_tear_sheet to use Quandl API

Also updated the single stock example to reflect the new update.
jaycode · Mar 26, 2018 · 7ef8d27 · 7ef8d27
1 parent 6fa3a30
commit 7ef8d27
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diff --git a/pyfolio/examples/single_stock_example.ipynb b/pyfolio/examples/single_stock_example.ipynb
diff --git a/pyfolio/tears.py b/pyfolio/tears.py
@@ -498,7 +498,7 @@ def create_returns_tear_sheet(returns, positions=None,
     """
 
     if benchmark_rets is None:
-        benchmark_rets = utils.get_symbol_rets('SPY')
+        benchmark_rets = utils.get_symbol_rets('SPY', start=returns.index[0], end=returns.index[-1])
 
     returns = returns[returns.index > benchmark_rets.index[0]]
 

diff --git a/pyfolio/utils.py b/pyfolio/utils.py
@@ -423,7 +423,7 @@ def default_returns_func(symbol, start=None, end=None):
         Daily returns for the symbol.
          - See full explanation in tears.create_full_tear_sheet (returns).
     """
-    return empyrical.utils.default_returns_func(symbol, start=None, end=None)
+    return empyrical.utils.default_returns_func(symbol, start=start, end=end)
 
 
 @deprecated(msg=DEPRECATION_WARNING)