plotguy 2.1.4__tar.gz → 2.1.6__tar.gz

{plotguy-2.1.4 → plotguy-2.1.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.1.4
+Version: 2.1.6
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.1.4 → plotguy-2.1.6}/plotguy/__init__.py

@@ -60,8 +60,13 @@ def get_all_para_combination(para_dict, backtest_attribute, df_dict, sec_profile
 
         all_para_combination[ref_code]      = para_combination
 
-    # attr_df = pd.DataFrame([backtest_attribute])
-    # attr_df.to_parquet('attr_df.parquet')
+    print('5 second countdown before running backtest()')
+    for i in range(5):
+        print(5 - i)
+        time.sleep(1)
+    print(0)
+
+    print(datetime.datetime.now().strftime('%H:%M:%S'), 'start running backtest()')
 
     return all_para_combination
 
@@ -156,6 +161,9 @@ def save_backtest_result(df, para_combination_item):
     price_annualized_sr = round(price_annualized_sr, 2)
     price_net_profit_to_mdd = round(100 * price_net_profit_to_mdd, 2)
 
+    last_action = df['action'].iloc[-1]
+    if last_action == 'open':
+        df = df.drop(df.index[-1])
     df_count = df[(df['trd_side'] == 'BUY') | (df['trd_side'] == 'SELL_SHORT')].copy()
 
     if len(df_count) == 0:
@@ -220,7 +228,7 @@ def save_backtest_result(df, para_combination_item):
 
         ######## resample to daily #############
         if 'summary_mode' in para_combination:
-            if not para_combination['summary_mode']:
+            if para_combination['summary_mode']:
                 eqiuty_curve_non_summary_save_path = os.path.join('', equity_curve_folder, f'{ref_code}_non-summary-intraday.parquet')
                 df.to_parquet(eqiuty_curve_non_summary_save_path)
 

{plotguy-2.1.4 → plotguy-2.1.6}/plotguy/components.py

@@ -498,8 +498,8 @@ class Components:
     filter_options = {
         'num_of_trade':'Number of Trade',
         'equity_return_on_capital': 'Return on Capital',
-        'annualized_return': 'Annualized Return',
-        'equity_annualized_return': 'Sharpe Ratio',
+        'equity_annualized_return': 'Annualized Return',
+        'equity_annualized_sr': 'Sharpe Ratio',
         'equity_mdd_pct':'MDD Percentage',
         'cov_count':'COV (Count)',
         'cov_return': 'COV (Return)',
@@ -509,11 +509,12 @@ class Components:
         }
 
     def update_filter_div(self, filter_list):
+
         filter_btn = []
         for i, element in enumerate(filter_list):
             element = filter_list[i]
             filter_full = []
-            filter_full.append(html.Div(self. filter_options[element[0]], style={'margin-right': '15px', 'display': 'inline'}))
+            filter_full.append(html.Div(self.filter_options[element[0]], style={'margin-right': '15px', 'display': 'inline'}))
             filter_full.append(html.Div(element[1], style={'margin-right': '15px', 'display': 'inline'}))
             filter_full.append(html.Div(element[2], style={'margin-right': '15px', 'display': 'inline'}))
             filter_btn.append(dbc.Row([

{plotguy-2.1.4 → plotguy-2.1.6}/plotguy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.1.4
+Version: 2.1.6
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.1.4 → plotguy-2.1.6}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r") as fh:
 
 setuptools.setup(
     name="plotguy",
-    version="2.1.4",
+    version="2.1.6",
     author="Plotguy Team",
     author_email="plotguy.info@gmail.com",
     description="Plotguy",