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dual_vwap: scale volume down by 1000
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@@ -133,7 +133,7 @@ def analyze(context=None, results=None):
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ax5.set_ylabel('Percent Change')
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ax6 = plt.subplot(616, sharex=ax1)
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results[['volume']].plot(ax=ax6)
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(results[['volume']] / context.TICK_SIZE).plot(ax=ax6)
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ax6.set_ylabel('Volume (mCoins/5min)')
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plt.legend(loc=3)
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@@ -129,7 +129,7 @@ def analyze(context=None, results=None):
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ax5.set_ylabel('Percent Change')
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ax6 = plt.subplot(616, sharex=ax1)
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results[['volume']].plot(ax=ax6)
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(results[['volume']] / context.TICK_SIZE).plot(ax=ax6)
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ax6.set_ylabel('Volume (mCoins/5min)')
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plt.legend(loc=3)
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@@ -179,7 +179,7 @@ def analyze(context=None, results=None):
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ax5.set_ylabel('Percent Change')
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ax6 = plt.subplot(616, sharex=ax1)
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results[['volume']].plot(ax=ax6)
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(results[['volume']] / context.TICK_SIZE).plot(ax=ax6)
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ax6.set_ylabel('Volume (mBTC/day)')
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plt.legend(loc=3)
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@@ -178,7 +178,7 @@ def analyze(context=None, results=None):
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ax5.set_ylabel('Percent Change')
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ax6 = plt.subplot(616, sharex=ax1)
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results[['volume']].plot(ax=ax6)
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(results[['volume']] / context.TICK_SIZE).plot(ax=ax6)
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ax6.set_ylabel('Volume (mBTC/day)')
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plt.legend(loc=3)
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