/// <summary>
        /// Generate the daily returns plot using the python libraries.
        /// </summary>
        public override string Render()
        {
            var backtestReturns = ResultsUtil.EquityPoints(_backtest);
            var liveReturns     = ResultsUtil.EquityPoints(_live);

            var backtestSeries = new Series <DateTime, double>(backtestReturns.Keys, backtestReturns.Values);
            var liveSeries     = new Series <DateTime, double>(liveReturns.Keys, liveReturns.Values);

            // The following two operations are equivalent to the Pandas `DataFrame.resample(...)` method
            var backtestResampled = backtestSeries.PercentChange().ResampleEquivalence(date => date.Date, s => s.Sum()) * 100;
            var liveResampled     = liveSeries.PercentChange().ResampleEquivalence(date => date.Date, s => s.Sum()) * 100;

            var base64 = "";

            using (Py.GIL())
            {
                var backtestList = new PyList();
                backtestList.Append(backtestResampled.Keys.ToList().ToPython());
                backtestList.Append(backtestResampled.Values.ToList().ToPython());

                var liveList = new PyList();
                liveList.Append(liveResampled.Keys.ToList().ToPython());
                liveList.Append(liveResampled.Values.ToList().ToPython());

                base64 = Charting.GetDailyReturns(backtestList, liveList);

                backtestList.Dispose();
                liveList.Dispose();
            }

            return(base64);
        }