remove cumulative input argument and use only compound option

quantstats/_plotting/core.py

@@ -245,7 +245,6 @@ def plot_timeseries(
  benchmark=None,
  title="Returns",
  compound=False,
- cumulative=True,
  fill=False,
  returns_label="Strategy",
  hline=None,
@@ -279,15 +278,14 @@ def plot_timeseries(
  returns = (returns / returns.std()) * bmark_vol
 
  # ---------------
- if compound is True:
- if cumulative:
- returns = _stats.compsum(returns)
- if isinstance(benchmark, _pd.Series):
- benchmark = _stats.compsum(benchmark)
- else:
- returns = returns.cumsum()
- if isinstance(benchmark, _pd.Series):
- benchmark = benchmark.cumsum()
+ if compound:
+ returns = _stats.compsum(returns)
+ if isinstance(benchmark, _pd.Series):
+ benchmark = _stats.compsum(benchmark)
+ else:
+ returns = returns.cumsum()
+ if isinstance(benchmark, _pd.Series):
+ benchmark = benchmark.cumsum()
 
  if resample:
  returns = returns.resample(resample)

quantstats/_plotting/wrappers.py

@@ -151,17 +151,26 @@ def snapshot(
  axes[0].set_ylabel(
  "Cumulative Return", fontname=fontname, fontweight="bold", fontsize=12
  )
+
  if isinstance(returns, _pd.Series):
+ if mode.lower() in ["cumsum", "sum"]:
+ cum_ret = returns.cumsum() * 100
+ else:
+ cum_ret = _stats.compsum(returns) * 100
  axes[0].plot(
- _stats.compsum(returns) * 100,
+ cum_ret,
  color=colors[1],
  lw=1 if grayscale else lw,
  zorder=1,
  )
  elif isinstance(returns, _pd.DataFrame):
  for col in returns.columns:
+ if mode.lower() in ["cumsum", "sum"]:
+ cum_ret = returns[col].cumsum() * 100
+ else:
+ cum_ret = _stats.compsum(returns[col]) * 100
  axes[0].plot(
- _stats.compsum(returns[col]) * 100,
+ cum_ret,
  label=col,
  lw=1 if grayscale else lw,
  zorder=1,
@@ -381,7 +390,6 @@ def returns(
  lw=1.5,
  match_volatility=False,
  compound=True,
- cumulative=True,
  resample=None,
  ylabel="Cumulative Returns",
  subtitle=True,
@@ -413,7 +421,6 @@ def returns(
  log_scale=False,
  resample=resample,
  compound=compound,
- cumulative=cumulative,
  lw=lw,
  figsize=figsize,
  fontname=fontname,
@@ -435,7 +442,6 @@ def log_returns(
  lw=1.5,
  match_volatility=False,
  compound=True,
- cumulative=True,
  resample=None,
  ylabel="Cumulative Returns",
  subtitle=True,
@@ -470,7 +476,6 @@ def log_returns(
  log_scale=True,
  resample=resample,
  compound=compound,
- cumulative=cumulative,
  lw=lw,
  figsize=figsize,
  fontname=fontname,
@@ -564,7 +569,7 @@ def yearly_returns(
  if compounded:
  returns = returns.resample("A").apply(_stats.comp)
  else:
- returns = returns.resample("A").apply(_df.sum)
+ returns = returns.resample("A").sum()
  returns = returns.resample("A").last()
 
  fig = _core.plot_returns_bars(

quantstats/reports.py

@@ -221,7 +221,7 @@ def html(
  savefig={"fname": figfile, "format": figfmt},
  show=False,
  ylabel=False,
- cumulative=compounded,
+ compound=compounded,
  prepare_returns=False,
  )
  tpl = tpl.replace("{{returns}}", _embed_figure(figfile, figfmt))
@@ -236,7 +236,7 @@ def html(
  savefig={"fname": figfile, "format": figfmt},
  show=False,
  ylabel=False,
- cumulative=compounded,
+ compound=compounded,
  prepare_returns=False,
  )
  tpl = tpl.replace("{{log_returns}}", _embed_figure(figfile, figfmt))
@@ -253,7 +253,7 @@ def html(
  savefig={"fname": figfile, "format": figfmt},
  show=False,
  ylabel=False,
- cumulative=compounded,
+ compound=compounded,
  prepare_returns=False,
  )
  tpl = tpl.replace("{{vol_returns}}", _embed_figure(figfile, figfmt))
@@ -631,6 +631,7 @@ def full(
  grayscale=grayscale,
  figsize=figsize,
  mode="full",
+ compounded=compounded,
  periods_per_year=periods_per_year,
  prepare_returns=False,
  benchmark_title=benchmark_title,
@@ -710,6 +711,7 @@ def basic(
  grayscale=grayscale,
  figsize=figsize,
  mode="basic",
+ compounded=compounded,
  periods_per_year=periods_per_year,
  prepare_returns=False,
  benchmark_title=benchmark_title,
@@ -1290,6 +1292,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compound=compounded,
  )
 
  _plots.log_returns(
@@ -1300,6 +1303,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compound=compounded,
  )
 
  if benchmark is not None:
@@ -1312,6 +1316,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compound=compounded,
  )
 
  _plots.yearly_returns(
@@ -1322,6 +1327,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compounded=compounded,
  )
 
  _plots.histogram(
@@ -1332,6 +1338,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compounded=compounded,
  )
 
  small_fig_size = (figsize[0], figsize[0] * 0.35)
@@ -1401,6 +1408,7 @@ def plots(
  show=True,
  ylabel=False,
  prepare_returns=False,
+ compounded=compounded,
  )
  elif isinstance(returns, _pd.DataFrame):
  for col in returns.columns:
@@ -1412,6 +1420,7 @@ def plots(
  ylabel=False,
  title=col,
  prepare_returns=False,
+ compounded=compounded,
  )
 
  _plots.drawdown(
@@ -1420,6 +1429,7 @@ def plots(
  figsize=(figsize[0], figsize[0] * 0.4),
  show=True,
  ylabel=False,
+ compound=compounded,
  )
 
  if isinstance(returns, _pd.Series):
@@ -1431,6 +1441,7 @@ def plots(
  returns_label=returns.name,
  show=True,
  ylabel=False,
+ compounded=compounded,
  active=active,
  )
  elif isinstance(returns, _pd.DataFrame):
@@ -1456,6 +1467,7 @@ def plots(
  title=returns.name,
  ylabel=False,
  prepare_returns=False,
+ compounded=compounded,
  )
  elif isinstance(returns, _pd.DataFrame):
  for col in returns.columns:
@@ -1467,6 +1479,7 @@ def plots(
  title=col,
  ylabel=False,
  prepare_returns=False,
+ compounded=compounded,
  )