mirror of
https://github.com/wassname/options_backtester.git
synced 2026-08-06 13:20:40 +08:00
altair plots renderer changed
This commit is contained in:
Camilo1704
@@ -9,18 +9,26 @@
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},
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{
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"cell_type": "code",
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"execution_count": 18,
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"execution_count": 1,
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"metadata": {
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"scrolled": true
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},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"/usr/local/anaconda3/lib/python3.7/site-packages/pyfolio/pos.py:27: UserWarning: Module \"zipline.assets\" not found; mutltipliers will not be applied to position notionals.\n",
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" 'Module \"zipline.assets\" not found; mutltipliers will not be applied' +\n"
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]
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},
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{
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"data": {
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"text/plain": [
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"DataTransformerRegistry.enable('default')"
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]
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},
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"execution_count": 18,
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"execution_count": 1,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -37,7 +45,7 @@
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"import pandas_datareader as pdr\n",
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"import datetime\n",
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"\n",
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"#alt.renderers.enable('jpg')\n",
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"alt.renderers.enable('kaggle')\n",
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"alt.data_transformers.disable_max_rows()"
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]
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},
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@@ -64,11 +72,28 @@
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"execution_count": 6,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"env: TIINGO_API_KEY=1daeee45348833fa26a98a8e36993b8b9c8963b5\n"
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]
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}
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],
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"source": [
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"%env TIINGO_API_KEY=1daeee45348833fa26a98a8e36993b8b9c8963b5\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {},
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"outputs": [],
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"source": [
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"api_key = '1daeee45348833fa26a98a8e36993b8b9c8963b5'\n",
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"api_key = os.environ[\"TIINGO_API_KEY\"]\n",
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"\n",
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"start = datetime.datetime(2010, 1, 1)\n",
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"end = datetime.datetime(2019, 12, 31)\n",
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@@ -78,7 +103,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 8,
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"metadata": {},
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"outputs": [],
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"source": [
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@@ -90,7 +115,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"execution_count": 9,
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"metadata": {
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"scrolled": true
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},
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@@ -102,7 +127,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"execution_count": 10,
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"metadata": {
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"scrolled": true
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},
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@@ -113,7 +138,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"execution_count": 11,
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"metadata": {
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"scrolled": true
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},
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@@ -121,10 +146,10 @@
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{
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"data": {
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"text/plain": [
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"<asset_backtester.portfolio.portfolio.Portfolio at 0x13a325310>"
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"<asset_backtester.portfolio.portfolio.Portfolio at 0x13413dc50>"
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]
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},
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"execution_count": 8,
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"execution_count": 11,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -140,7 +165,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"execution_count": 12,
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"metadata": {
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"scrolled": true
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},
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@@ -150,7 +175,8 @@
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"data = HistoricalAssetData(save_path)\n",
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"bt = Backtest(schema)\n",
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"bt.data = data\n",
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"bt.portfolio = portfolio"
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"bt.portfolio = portfolio\n",
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"bt.initial_capital=1_000_000"
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]
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},
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{
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@@ -162,7 +188,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 10,
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"execution_count": 13,
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"metadata": {
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"scrolled": true
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},
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@@ -172,7 +198,7 @@
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"output_type": "stream",
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"text": [
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"0% [██████████████████████████████] 100% | ETA: 00:00:00\n",
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"Total time elapsed: 00:00:43\n"
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"Total time elapsed: 00:00:42\n"
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]
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},
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{
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@@ -727,14 +753,14 @@
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"[2517 rows x 5 columns]"
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]
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},
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"execution_count": 10,
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"execution_count": 13,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"#periods = months between rebalance\n",
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"bt.run(initial_capital=1_000_000, periods=6, sma_days= 100)"
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"bt.run(periods=6, sma_days= 100)"
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]
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},
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{
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@@ -746,7 +772,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 19,
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"execution_count": 14,
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"metadata": {
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"scrolled": true
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},
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@@ -755,10 +781,10 @@
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"data": {
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"text/html": [
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"\n",
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"<div id=\"altair-viz-13fc370fb27c42d79b50d11b8f2bafd2\"></div>\n",
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"<div id=\"altair-viz-f32e1c2c0752433ab5fc2aa0e93f3853\"></div>\n",
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"<script type=\"text/javascript\">\n",
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" (function(spec, embedOpt){\n",
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" const outputDiv = document.getElementById(\"altair-viz-13fc370fb27c42d79b50d11b8f2bafd2\");\n",
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" const outputDiv = document.getElementById(\"altair-viz-f32e1c2c0752433ab5fc2aa0e93f3853\");\n",
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" const paths = {\n",
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" \"vega\": \"https://cdn.jsdelivr.net/npm//vega@5?noext\",\n",
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" \"vega-lib\": \"https://cdn.jsdelivr.net/npm//vega-lib?noext\",\n",
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@@ -806,7 +832,7 @@
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"alt.LayerChart(...)"
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]
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},
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"execution_count": 19,
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"execution_count": 14,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -824,17 +850,17 @@
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},
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{
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"cell_type": "code",
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"execution_count": 12,
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"execution_count": 15,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"\n",
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"<div id=\"altair-viz-86fc1bb9c7c8470a95420bd9e90c48b8\"></div>\n",
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"<div id=\"altair-viz-94fc0defa7124752b12d20698bc838b6\"></div>\n",
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"<script type=\"text/javascript\">\n",
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" (function(spec, embedOpt){\n",
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" const outputDiv = document.getElementById(\"altair-viz-86fc1bb9c7c8470a95420bd9e90c48b8\");\n",
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" const outputDiv = document.getElementById(\"altair-viz-94fc0defa7124752b12d20698bc838b6\");\n",
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" const paths = {\n",
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" \"vega\": \"https://cdn.jsdelivr.net/npm//vega@5?noext\",\n",
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" \"vega-lib\": \"https://cdn.jsdelivr.net/npm//vega-lib?noext\",\n",
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@@ -882,7 +908,7 @@
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"alt.VConcatChart(...)"
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]
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},
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"execution_count": 12,
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"execution_count": 15,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -900,7 +926,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 13,
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"execution_count": 16,
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"metadata": {},
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"outputs": [
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{
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@@ -1008,7 +1034,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 14,
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"execution_count": 17,
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"metadata": {
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"scrolled": true
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},
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@@ -1018,7 +1044,7 @@
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"output_type": "stream",
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"text": [
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"0% [██████████████████████████████] 100% | ETA: 00:00:00\n",
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"Total time elapsed: 00:00:45\n"
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"Total time elapsed: 00:00:43\n"
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]
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},
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{
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@@ -1573,13 +1599,13 @@
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"[2517 rows x 5 columns]"
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]
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},
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"execution_count": 14,
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"execution_count": 17,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"bt.run(initial_capital=1_000_000, periods=6, sma_days=None)"
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"bt.run(periods=6, sma_days=None)"
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]
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},
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{
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@@ -1591,17 +1617,17 @@
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},
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{
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"cell_type": "code",
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"execution_count": 15,
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"execution_count": 18,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"\n",
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"<div id=\"altair-viz-f55371a8d77a40339d4beb9e2636908e\"></div>\n",
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"<div id=\"altair-viz-d5adac920f6e49ddb631b615a29950ef\"></div>\n",
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"<script type=\"text/javascript\">\n",
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" (function(spec, embedOpt){\n",
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" const outputDiv = document.getElementById(\"altair-viz-f55371a8d77a40339d4beb9e2636908e\");\n",
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" const outputDiv = document.getElementById(\"altair-viz-d5adac920f6e49ddb631b615a29950ef\");\n",
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" const paths = {\n",
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" \"vega\": \"https://cdn.jsdelivr.net/npm//vega@5?noext\",\n",
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" \"vega-lib\": \"https://cdn.jsdelivr.net/npm//vega-lib?noext\",\n",
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@@ -1649,7 +1675,7 @@
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"alt.VConcatChart(...)"
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]
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},
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"execution_count": 15,
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"execution_count": 18,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -1667,7 +1693,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 16,
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"execution_count": 19,
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"metadata": {},
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"outputs": [
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{
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