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Fixed charts

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This commit is contained in:
Juan Pablo Amoroso
2020-01-10 17:43:28 -03:00
parent 6068af240f
commit ab7d8dc637
1 changed files with 21 additions and 21 deletions
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backtester/statistics/charts.py
+21 -21
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@@ -5,59 +5,59 @@ import altair as alt
def returns_chart(report):
# Time interval selector
time_interval = alt.selection(type="interval", encodings=["x"])
time_interval = alt.selection(type='interval', encodings=['x'])
# Area plot
areas = alt.Chart().mark_area(opacity=0.6).encode(x='index:T',
y=alt.Y("accumulated return:Q", axis=alt.Axis(format="%")))
areas = alt.Chart().mark_area(opacity=0.7).encode(x='index:T',
y=alt.Y('accumulated return:Q', axis=alt.Axis(format='%')))
# Nearest point selector
nearest = alt.selection(type="single", nearest=True, on="mouseover", fields=["index"], empty="none")
nearest = alt.selection(type='single', nearest=True, on='mouseover', fields=['index'], empty='none')
points = areas.mark_point().encode(opacity=alt.condition(nearest, alt.value(1), alt.value(0)))
# Transparent date selector
selectors = alt.Chart().mark_point().encode(
x="index:T",
x='index:T',
opacity=alt.value(0),
).add_selection(nearest)
text = areas.mark_text(align="left", dx=5,
dy=-5).encode(text=alt.condition(nearest, "accumulated return:Q", alt.value(" ")))
text = areas.mark_text(
align='left', dx=5,
dy=-5).encode(text=alt.condition(nearest, 'accumulated return:Q', alt.value(' '))).transform_calculate(
label='datum.y + " %"')
layered = alt.layer(areas.encode(
alt.X('index:T', axis=alt.Axis(title="date"), scale=alt.Scale(domain=time_interval))),
selectors,
layered = alt.layer(selectors,
points,
text,
areas.encode(
alt.X('index:T', axis=alt.Axis(title='date'), scale=alt.Scale(domain=time_interval))),
width=700,
height=350,
title="Returns over time")
title='Returns over time')
lower = areas.properties(width=700, height=70).add_selection(time_interval)
chart = alt.vconcat(layered, lower, data=report.reset_index())
return chart
return alt.vconcat(layered, lower, data=report.reset_index())
def returns_histogram(report):
bar = alt.Chart(report).mark_bar().encode(x=alt.X("% change:Q",
bar = alt.Chart(report).mark_bar().encode(x=alt.X('% change:Q',
bin=alt.BinParams(maxbins=100),
axis=alt.Axis(format='%')),
y="count():Q")
y='count():Q')
return bar
def monthly_returns_heatmap(report):
resample = report.resample("M")["capital"].last()
resample = report.resample('M')['capital'].last()
monthly_returns = resample.pct_change().reset_index()
monthly_returns['capital'].iat[0] = resample.iloc[0] / report.iloc[0]['capital'] - 1
monthly_returns.columns = ["date", "capital"]
monthly_returns.columns = ['date', 'capital']
chart = alt.Chart(monthly_returns).mark_rect().encode(
alt.X("year(date):O", title="Year"), alt.Y("month(date):O", title="Month"),
alt.Color("mean(capital)", title="Return", scale=alt.Scale(scheme="redyellowgreen")),
alt.Tooltip("mean(capital)", format=".2f")).properties(title="Monthly Returns")
alt.X('year(date):O', title='Year'), alt.Y('month(date):O', title='Month'),
alt.Color('mean(capital)', title='Return', scale=alt.Scale(scheme='redyellowgreen')),
alt.Tooltip('mean(capital)', format='.2f')).properties(title='Monthly Returns')
return chart