The result of a zipline backtest can be converted into the required pyfolio input using extract_rets_pos_txn_from_zipline:
returns, positions, transactions =
extract_rets_pos_txn_from_zipline(backtest)
The result of a zipline backtest can be converted into the required pyfolio input using extract_rets_pos_txn_from_zipline:
returns, positions, transactions =
extract_rets_pos_txn_from_zipline(backtest)