plotguy 2.1.2__tar.gz → 2.1.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {plotguy-2.1.2 → plotguy-2.1.3}/PKG-INFO +1 -1
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy/__init__.py +9 -3
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy.egg-info/PKG-INFO +1 -1
- {plotguy-2.1.2 → plotguy-2.1.3}/setup.py +1 -1
- {plotguy-2.1.2 → plotguy-2.1.3}/README.md +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy/aggregate.py +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy/components.py +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy/equity_curves.py +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy/signals.py +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy.egg-info/SOURCES.txt +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy.egg-info/dependency_links.txt +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy.egg-info/requires.txt +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/plotguy.egg-info/top_level.txt +0 -0
- {plotguy-2.1.2 → plotguy-2.1.3}/setup.cfg +0 -0
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@@ -160,7 +160,6 @@ def save_backtest_result(df, para_combination_item):
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if len(df_count) == 0:
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num_of_trade = 0
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-
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equity_net_profit = 0
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equity_return_on_capital = 0
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equity_annualized_return = 0
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@@ -179,6 +178,15 @@ def save_backtest_result(df, para_combination_item):
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cov_count = 0
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total_commission = 0
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start_year = df.index[0].year
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end_year = df.index[-1].year
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yearly_stats_string = ''
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for year in range(start_year, end_year + 1):
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yearly_stats_string += f'{year},year_trade_count:0.00,year_win_rate:00.00,year_return:-00.00|'
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yearly_stats_string = yearly_stats_string[:-1]
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elif len(df_count) > 0:
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########### by year count, win rate and return ###############
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@@ -281,7 +289,6 @@ def save_backtest_result(df, para_combination_item):
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'equity_annualized_std': equity_annualized_std,
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'equity_annualized_sr': equity_annualized_sr,
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'equity_net_profit_to_mdd': equity_net_profit_to_mdd,
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'equity_mdd_dollar': equity_mdd_dollar,
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'equity_mdd_pct': equity_mdd_pct,
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@@ -291,7 +298,6 @@ def save_backtest_result(df, para_combination_item):
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'price_annualized_std': price_annualized_std,
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'price_annualized_sr': price_annualized_sr,
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'price_net_profit_to_mdd': price_net_profit_to_mdd,
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-
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'price_mdd_dollar': price_mdd_dollar,
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'price_mdd_pct': price_mdd_pct,
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