Get a report

If you want to get a PDF report of the backtesting use get_report instead of empyrial function:

from empyrial import get_report, Engine

portfolio = Engine(
      start_date = "2018-01-01",
      portfolio = ["BLK", "BAC", "AAPL", "TM", "JPM","JD", "INTU", "NVDA", "DIS", "TSLA"],
      optimizer = "EF",
      rebalance = "1y", 
      risk_manager = {"Stop Loss" : -0.2}
)

empyrial(portfolio, report=True, filename="report.pdf")

Output