plotguy 2.1.6__tar.gz → 2.1.7__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-2.1.6 → plotguy-2.1.7}/PKG-INFO +1 -1
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy/components.py +67 -67
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy.egg-info/PKG-INFO +1 -1
- {plotguy-2.1.6 → plotguy-2.1.7}/setup.py +1 -1
- {plotguy-2.1.6 → plotguy-2.1.7}/README.md +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy/__init__.py +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy/aggregate.py +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy/equity_curves.py +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy/signals.py +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy.egg-info/SOURCES.txt +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy.egg-info/dependency_links.txt +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy.egg-info/requires.txt +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/plotguy.egg-info/top_level.txt +0 -0
- {plotguy-2.1.6 → plotguy-2.1.7}/setup.cfg +0 -0
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saved_strategies_path = os.path.join(str_dir, 'saved_strategies.parquet')
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saved_strategies_df = pd.read_parquet(saved_strategies_path)
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if len(saved_strategies_df) > 1:
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for i, row in saved_strategies_df.iterrows():
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equity_path = os.path.join(str_dir, row["equity_curve_folder"], str(row['ref_code']) + '.parquet')
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yearly_stats_string = row['yearly_stats_string']
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para_keys_str = row['para_keys_str']
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para_keys_list = para_keys_str.split('|')
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parameters = {}
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for para_keys in para_keys_list:
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parameters[para_keys] = str(row[para_keys])
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equity_curve_dict = {}
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equity_curve_dict['folder'] = str_dir
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equity_curve_dict['backtest_name'] = row['backtest_name']
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equity_curve_dict['equity_path'] = equity_path
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equity_curve_dict['parameters'] = parameters
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equity_curve_dict['performance'] = {
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'initial_capital': row['initial_capital'],
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'sharpe_ratio': row['equity_annualized_sr'],
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'annualized_return': row['equity_annualized_return'],
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'net_profit_to_mdd': row['equity_net_profit_to_mdd'],
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'net_profit': row['equity_net_profit'],
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'mdd_dollar': row['equity_mdd_dollar'],
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'mdd_pct': row['equity_mdd_pct'],
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'num_of_trade': row['num_of_trade'],
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'num_of_win': row['num_of_win'],
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'return_on_capital': row['equity_return_on_capital'],
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'total_commission': row['total_commission'],
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}
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ref_code = str(row['ref_code'])
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equity_curve_dict['ref_code'] = ref_code
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yearly_stats_dict = {}
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years_data = yearly_stats_string.split("|")
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for year_data in years_data:
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parts = year_data.split(",")
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year = parts[0]
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yearly_stats_dict[year] = {}
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for item in parts[1:]:
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key, value = item.split(":")
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yearly_stats_dict[year][key] = float(value)
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for idx, (year, value) in enumerate(yearly_stats_dict.items()):
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year_trade_count = value['year_trade_count']
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year_win_rate = value['year_win_rate']
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year_return = value['year_return']
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year_win_count = year_trade_count * year_win_rate * 0.01
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### dont remove ###
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# year_trade_count = "{:d}".format(int(year_trade_count))
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# year_win_count = "{:d}".format(int(year_win_count))
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# year_win_rate = "{:d}%".format(int(year_win_rate))
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# year_return = "{:.2f} %".format(int(year_return))
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equity_curve_dict['performance'][f'{year} Count'] = year_trade_count
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equity_curve_dict['performance'][f'{year} Win Rate'] = year_win_rate
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equity_curve_dict['performance'][f'{year} Win Count'] = year_win_count
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equity_curve_dict['performance'][f'{year} Return'] = year_return
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equity_curves_dict_list.append(equity_curve_dict)
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line_colour = []
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for c in range(len(equity_curves_dict_list)):
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