better plotting with lots of assets

rl_portfolio_management/callbacks/notebook_plot.py

@@ -17,7 +17,7 @@ class LivePlotNotebook(object):
     liveplot.update(x, [ya,yb])
     """
 
-    def __init__(self, log_dir=None, episode=0, labels=[], title='', ylabel='returns'):
+    def __init__(self, log_dir=None, episode=0, labels=[], title='', ylabel='returns', colors=None, linestyles=None):
         if not matplotlib.rcParams['backend'] == 'nbAgg':
             logging.warn("The liveplot callback only work when matplotlib is using the nbAgg backend. Execute 'matplotlib.use('nbAgg', force=True)'' or '%matplotlib notebook'")
 
@@ -32,7 +32,14 @@ class LivePlotNotebook(object):
         fig, ax = plt.subplots(1, 1)
 
         for i in range(len(labels)):
-            ax.plot([0] * 20, label=labels[i], alpha=0.75, lw=2)
+            ax.plot(
+                [0] * 20,
+                label=labels[i],
+                alpha=0.75,
+                lw=2,
+                color=colors[i] if colors else None,
+                linestyle=linestyles[i] if linestyles else None,
+            )
 
         ax.set_xlim(0, 1)
         ax.set_ylim(0, 1)

rl_portfolio_management/environments/portfolio.py

@@ -362,16 +362,18 @@ class PortfolioEnv(gym.Env):
         # plot prices and performance
         all_assets = ['BTCBTC'] + self.sim.asset_names
         if not self._plot:
+            colors = [None] * len(all_assets) + ['black']
             self._plot_dir = os.path.join(
                 self.log_dir, 'notebook_plot_prices_' + str(time.time())) if self.log_dir else None
             self._plot = LivePlotNotebook(
-                log_dir=self._plot_dir, title='prices & performance', labels=all_assets + ["Portfolio"], ylabel='value')
+                log_dir=self._plot_dir, title='prices & performance', labels=all_assets + ["Portfolio"], ylabel='value', colors=colors)
         x = df_info.index
         y_portfolio = df_info["portfolio_value"]
         y_assets = [df_info['price_' + name].cumprod()
                     for name in all_assets]
         self._plot.update(x, y_assets + [y_portfolio])
 
+
         # plot portfolio weights
         if not self._plot2:
             self._plot_dir2 = os.path.join(