wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-07 23:08:39 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: Add axis label to olmar output plot

Browse Source
This commit is contained in:
Stewart Douglas
2015-09-03 13:20:28 -04:00
parent dee69f39fe
commit 3f4bbc521a
1 changed files with 6 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/examples/olmar.py
+6 -3
View File
@@ -150,7 +150,7 @@ def simplex_projection(v, b=1):
return w
if __name__ == '__main__':
import pylab as pl
import matplotlib.pyplot as plt
start = datetime(2004, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime(2008, 1, 1, 0, 0, 0, 0, pytz.utc)
data = load_from_yahoo(stocks=STOCKS, indexes={}, start=start, end=end)
@@ -159,5 +159,8 @@ if __name__ == '__main__':
initialize=initialize,
identifiers=STOCKS)
results = olmar.run(data)
results.portfolio_value.plot()
pl.show()
fig = plt.figure()
ax = fig.add_subplot(111)
results.portfolio_value.plot(ax=ax)
ax.set_ylabel('portfolio value in $')
plt.show()