BLD: improved stats display in live mode

This commit is contained in:
Frederic Fortier
2017-12-12 13:52:45 -05:00
parent f2e4637f29
commit a7bcf063c3
2 changed files with 11 additions and 9 deletions
-1
View File
@@ -23,7 +23,6 @@ import pandas as pd
import catalyst.protocol as zp
from catalyst.algorithm import TradingAlgorithm
from catalyst.assets._assets import TradingPair
from catalyst.constants import LOG_LEVEL
from catalyst.exchange.exchange_blotter import ExchangeBlotter
from catalyst.exchange.exchange_errors import (
+11 -8
View File
@@ -242,11 +242,19 @@ def prepare_stats(stats, recorded_cols=list()):
lambda transactions: len(transactions)
)
df.set_index(index_cols, drop=True, inplace=True)
if asset_cols:
columns = asset_cols
df.set_index(index_cols, drop=True, inplace=True)
else:
columns = index_cols
columns.remove('period_close')
df.set_index('period_close', drop=False, inplace=True)
df.dropna(axis=1, how='all', inplace=True)
df.sort_index(axis=0, level=0, inplace=True)
return df, asset_cols
return df, columns
def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
@@ -268,13 +276,8 @@ def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
"""
if isinstance(stats, pd.DataFrame):
# df = stats
# columns = [
# 'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
# 'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
# ]
stats = stats.T.to_dict().values()
# else:
df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
pd.set_option('display.expand_frame_repr', False)