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BUG: fixed stats output issue #171 by adding orders and transactions in the header

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This commit is contained in:
Frederic Fortier
2018-01-25 17:43:00 -05:00
parent 7d24433a42
commit 8ff8e6458e
1 changed files with 8 additions and 10 deletions
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catalyst/exchange/utils/stats_utils.py
+8 -10
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@@ -44,7 +44,7 @@ def crossover(source, target):
"""
if isinstance(target, numbers.Number):
if source[-1] is np.nan or source[-2] is np.nan \
or target is np.nan:
or target is np.nan:
return False
if source[-1] >= target > source[-2]:
@@ -54,7 +54,7 @@ def crossover(source, target):
else:
if source[-1] is np.nan or source[-2] is np.nan \
or target[-1] is np.nan or target[-2] is np.nan:
or target[-1] is np.nan or target[-2] is np.nan:
return False
if source[-1] > target[-1] and source[-2] < target[-2]:
@@ -81,7 +81,7 @@ def crossunder(source, target):
"""
if isinstance(target, numbers.Number):
if source[-1] is np.nan or source[-2] is np.nan \
or target is np.nan:
or target is np.nan:
return False
if source[-1] < target <= source[-2]:
@@ -90,7 +90,7 @@ def crossunder(source, target):
return False
else:
if source[-1] is np.nan or source[-2] is np.nan \
or target[-1] is np.nan or target[-2] is np.nan:
or target[-1] is np.nan or target[-2] is np.nan:
return False
if source[-1] < target[-1] and source[-2] >= target[-2]:
@@ -229,7 +229,10 @@ def prepare_stats(stats, recorded_cols=list()):
asset_values)
df = pd.DataFrame(stats)
df['orders'] = df['orders'].apply(lambda orders: len(orders))
df['transactions'] = df['transactions'].apply(
lambda transactions: len(transactions)
)
index_cols = [
'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
@@ -241,11 +244,6 @@ def prepare_stats(stats, recorded_cols=list()):
for column in recorded_cols:
index_cols.append(column)
df['orders'] = df['orders'].apply(lambda orders: len(orders))
df['transactions'] = df['transactions'].apply(
lambda transactions: len(transactions)
)
if asset_cols:
columns = asset_cols
df.set_index(index_cols, drop=True, inplace=True)