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fredfortier
48 lines
1.5 KiB
Python
48 lines
1.5 KiB
Python
import pandas as pd
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def get_pretty_stats(stats_df, num_rows=10):
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"""
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Format and print the last few rows of a statistics DataFrame.
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See the pyfolio project for the data structure.
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:param stats_df:
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:param num_rows:
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:return:
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"""
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stats_df.set_index('period_close', drop=True, inplace=True)
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stats_df.dropna(axis=1, how='all', inplace=True)
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pd.set_option('display.expand_frame_repr', False)
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pd.set_option('precision', 3)
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pd.set_option('display.width', 1000)
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pd.set_option('display.max_colwidth', 1000)
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columns = ['starting_cash', 'ending_cash', 'portfolio_value',
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'pnl', 'long_exposure', 'short_exposure', 'orders',
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'transactions', 'positions']
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def format_positions(positions):
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parts = []
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for position in positions:
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msg = '{amount:.2f}{market} cost basis {cost_basis:.4f}{base}'.format(
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amount=position['amount'],
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market=position['sid'].market_currency,
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cost_basis=position['cost_basis'],
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base=position['sid'].base_currency
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)
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parts.append(msg)
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return ', '.join(parts)
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formatters = {
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'orders': lambda orders: len(orders),
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'transactions': lambda transactions: len(transactions),
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'returns': lambda returns: "{0:.4f}".format(returns),
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'positions': format_positions
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}
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return stats_df.tail(num_rows).to_string(
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columns=columns,
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formatters=formatters
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)
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