"""Generates charts from a portfolio report""" import altair as alt def returns_chart(report): # Time interval selector time_interval = alt.selection(type='interval', encodings=['x']) # Area plot 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') 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', 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(' '), format='.2%')) 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') lower = areas.properties(width=700, height=70).add_selection(time_interval) 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', bin=alt.BinParams(maxbins=100), axis=alt.Axis(format='%')), y='count():Q') return bar def monthly_returns_heatmap(report): 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'] 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') return chart