plotguy 2.1.9__tar.gz → 2.2.1__tar.gz

{plotguy-2.1.9 → plotguy-2.2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.1.9
+Version: 2.2.1
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team
@@ -15,9 +15,9 @@ Requires-Dist: hkfdb
 Requires-Dist: pyarrow==23.0.0
 Requires-Dist: fastparquet
 Requires-Dist: polars==0.18.15
+Requires-Dist: dash==2.9.3
 Requires-Dist: plotly==5.18.0
 Requires-Dist: lxml
-Requires-Dist: dash==2.9.3
 Requires-Dist: dash_bootstrap_components
 Requires-Dist: dash_daq
 Requires-Dist: dash_dangerously_set_inner_html

{plotguy-2.1.9 → plotguy-2.2.1}/plotguy/__init__.py

@@ -443,3 +443,44 @@ def get_geometric_mean_of_yearly_rate_backup(start_year, end_year):
 
     return fed_fund_rate_geometric_mean
 
+def su_table_converter():
+    all_str_dir = []
+    for folder_name in os.listdir():
+        if os.path.isfile(os.path.join(folder_name, 'saved_strategies.parquet')):
+            all_str_dir.append(folder_name)
+
+    su_dict = {'backtest_name': [], 'code': [], 'freq': [], 'para_items_str': [], 'initial_capital': [],
+               'equity_mdd_pct': []}
+
+    for str_dir in all_str_dir:
+        saved_strategies_path = os.path.join(str_dir, 'saved_strategies.parquet')
+        saved_strategies_df = pd.read_parquet(saved_strategies_path)
+        saved_strategies_df = saved_strategies_df.reset_index(drop=True)
+
+        if len(saved_strategies_df.columns) > 1:
+            for i, row in saved_strategies_df.iterrows():
+                backtest_name = row['backtest_name']
+                freq = row['freq']
+                para_keys_str = row['para_keys_str']
+                equity_mdd_pct = row['equity_mdd_pct']
+                initial_capital = row['initial_capital']
+
+                para_items_str = ''
+                para_keys_str_list = para_keys_str.split('|')
+                for para_key in para_keys_str_list:
+                    para_value = str(saved_strategies_df.at[i, para_key])
+                    if para_key == 'code':
+                        code = para_value
+                    else:
+                        para_items_str += para_key + '=' + para_value + '|'
+                para_items_str = para_items_str[:-1]
+
+        su_dict['backtest_name'].append(backtest_name)
+        su_dict['code'].append(code)
+        su_dict['freq'].append(freq)
+        su_dict['para_items_str'].append(para_items_str)
+        su_dict['equity_mdd_pct'].append(equity_mdd_pct)
+        su_dict['initial_capital'].append(initial_capital)
+
+    su_table = pd.DataFrame(su_dict)
+    return su_table

{plotguy-2.1.9 → plotguy-2.2.1}/plotguy/components.py

@@ -630,7 +630,9 @@ class Components:
             fig_line.add_trace(go.Scatter(mode='lines', hovertemplate=hovertemplate,
                                           x=df_daily.index.date, y=df_daily['equity_value'],
                                           line=dict(color=line_colour, width=1.5), name=''), )
-
+            fig_line.update_layout(
+                hoverlabel=dict(align="left", font_size=12, bgcolor="white")
+            )
 
         return fig_line
 
@@ -791,6 +793,7 @@ class Components:
         for folder_name in os.listdir():
             if os.path.isfile(os.path.join(folder_name, 'saved_strategies.parquet')):
                 all_str_dir.append(folder_name)
+
         all_str_dir.sort()
         equity_curves_dict_list = []
 
@@ -798,73 +801,73 @@ class Components:
             saved_strategies_path = os.path.join(str_dir, 'saved_strategies.parquet')
             saved_strategies_df   = pd.read_parquet(saved_strategies_path)
 
-            for i, row in saved_strategies_df.iterrows():
-                equity_path = os.path.join(str_dir, row["equity_curve_folder"], str(row['ref_code']) + '.parquet')
-                #df_equity = pd.read_parquet(equity_path)
-
-                yearly_stats_string  = row['yearly_stats_string']
-                para_keys_str  = row['para_keys_str']
-                para_keys_list = para_keys_str.split('|')
-
-                parameters = {}
-                for para_keys in para_keys_list:
-                    parameters[para_keys] = str(row[para_keys])
-
-                equity_curve_dict = {}
-
-                equity_curve_dict['folder']        = str_dir
-                equity_curve_dict['backtest_name'] = row['backtest_name']
-                equity_curve_dict['equity_path']   =  equity_path
-                equity_curve_dict['parameters']    = parameters
-
-                equity_curve_dict['performance'] = {
-                    'initial_capital':   row['initial_capital'],
-                    'sharpe_ratio':      row['equity_annualized_sr'],
-                    'annualized_return': row['equity_annualized_return'],
-                    'net_profit_to_mdd': row['equity_net_profit_to_mdd'],
-                    'net_profit':        row['equity_net_profit'],
-                    'mdd_dollar':        row['equity_mdd_dollar'],
-                    'mdd_pct':           row['equity_mdd_pct'],
-                    'num_of_trade':      row['num_of_trade'],
-                    'num_of_win':        row['num_of_win'],
-                    'return_on_capital': row['equity_return_on_capital'],
-                    'total_commission':  row['total_commission'],
-                }
-
-                ref_code = str(row['ref_code'])
-                equity_curve_dict['ref_code'] = ref_code
-
-                yearly_stats_dict = {}
-                years_data = yearly_stats_string.split("|")
-
-                for year_data in years_data:
-                    parts = year_data.split(",")
-                    year = parts[0]
-                    yearly_stats_dict[year] = {}
-
-                    for item in parts[1:]:
-                        key, value = item.split(":")
-                        yearly_stats_dict[year][key] = float(value)
-
-                for idx, (year, value) in enumerate(yearly_stats_dict.items()):
-                    year_trade_count = value['year_trade_count']
-                    year_win_rate = value['year_win_rate']
-                    year_return = value['year_return']
-
-                    year_win_count =  year_trade_count * year_win_rate * 0.01
-
-                    ### dont remove ###
-                    # year_trade_count = "{:d}".format(int(year_trade_count))
-                    # year_win_count = "{:d}".format(int(year_win_count))
-                    # year_win_rate = "{:d}%".format(int(year_win_rate))
-                    # year_return = "{:.2f} %".format(int(year_return))
-
-                    equity_curve_dict['performance'][f'{year} Count']    = year_trade_count
-                    equity_curve_dict['performance'][f'{year} Win Rate'] = year_win_rate
-                    equity_curve_dict['performance'][f'{year} Win Count'] = year_win_count
-                    equity_curve_dict['performance'][f'{year} Return']   = year_return
-
-                equity_curves_dict_list.append(equity_curve_dict)
+            if len(saved_strategies_df.columns) > 1:
+                for i, row in saved_strategies_df.iterrows():
+                    equity_path = os.path.join(str_dir, row['equity_curve_folder'], str(row['ref_code']) + '.parquet')
+
+                    yearly_stats_string  = row['yearly_stats_string']
+                    para_keys_str  = row['para_keys_str']
+                    para_keys_list = para_keys_str.split('|')
+
+                    parameters = {}
+                    for para_keys in para_keys_list:
+                        parameters[para_keys] = str(row[para_keys])
+
+                    equity_curve_dict = {}
+
+                    equity_curve_dict['folder']        = str_dir
+                    equity_curve_dict['backtest_name'] = row['backtest_name']
+                    equity_curve_dict['equity_path']   =  equity_path
+                    equity_curve_dict['parameters']    = parameters
+
+                    equity_curve_dict['performance'] = {
+                        'initial_capital':   row['initial_capital'],
+                        'sharpe_ratio':      row['equity_annualized_sr'],
+                        'annualized_return': row['equity_annualized_return'],
+                        'net_profit_to_mdd': row['equity_net_profit_to_mdd'],
+                        'net_profit':        row['equity_net_profit'],
+                        'mdd_dollar':        row['equity_mdd_dollar'],
+                        'mdd_pct':           row['equity_mdd_pct'],
+                        'num_of_trade':      row['num_of_trade'],
+                        'num_of_win':        row['num_of_win'],
+                        'return_on_capital': row['equity_return_on_capital'],
+                        'total_commission':  row['total_commission'],
+                    }
+
+                    ref_code = str(row['ref_code'])
+                    equity_curve_dict['ref_code'] = ref_code
+
+                    yearly_stats_dict = {}
+                    years_data = yearly_stats_string.split("|")
+
+                    for year_data in years_data:
+                        parts = year_data.split(",")
+                        year = parts[0]
+                        yearly_stats_dict[year] = {}
+
+                        for item in parts[1:]:
+                            key, value = item.split(":")
+                            yearly_stats_dict[year][key] = float(value)
+
+                    for idx, (year, value) in enumerate(yearly_stats_dict.items()):
+                        year_trade_count = value['year_trade_count']
+                        year_win_rate = value['year_win_rate']
+                        year_return = value['year_return']
+
+                        year_win_count =  year_trade_count * year_win_rate * 0.01
+
+                        ### dont remove ###
+                        # year_trade_count = "{:d}".format(int(year_trade_count))
+                        # year_win_count = "{:d}".format(int(year_win_count))
+                        # year_win_rate = "{:d}%".format(int(year_win_rate))
+                        # year_return = "{:.2f} %".format(int(year_return))
+
+                        equity_curve_dict['performance'][f'{year} Count']    = year_trade_count
+                        equity_curve_dict['performance'][f'{year} Win Rate'] = year_win_rate
+                        equity_curve_dict['performance'][f'{year} Win Count'] = year_win_count
+                        equity_curve_dict['performance'][f'{year} Return']   = year_return
+
+                    equity_curves_dict_list.append(equity_curve_dict)
 
         line_colour = []
         for c in range(len(equity_curves_dict_list)):

{plotguy-2.1.9 → plotguy-2.2.1}/plotguy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.1.9
+Version: 2.2.1
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team
@@ -15,9 +15,9 @@ Requires-Dist: hkfdb
 Requires-Dist: pyarrow==23.0.0
 Requires-Dist: fastparquet
 Requires-Dist: polars==0.18.15
+Requires-Dist: dash==2.9.3
 Requires-Dist: plotly==5.18.0
 Requires-Dist: lxml
-Requires-Dist: dash==2.9.3
 Requires-Dist: dash_bootstrap_components
 Requires-Dist: dash_daq
 Requires-Dist: dash_dangerously_set_inner_html

{plotguy-2.1.9 → plotguy-2.2.1}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r") as fh:
 
 setuptools.setup(
     name="plotguy",
-    version="2.1.9",
+    version="2.2.1",
     author="Plotguy Team",
     author_email="plotguy.info@gmail.com",
     description="Plotguy",
@@ -19,9 +19,9 @@ setuptools.setup(
         'pyarrow==23.0.0',
         'fastparquet',
         'polars==0.18.15',
+        'dash==2.9.3',
         'plotly==5.18.0',
         'lxml',        
-        'dash==2.9.3',
         'dash_bootstrap_components',
         'dash_daq',
         'dash_dangerously_set_inner_html',

{plotguy-2.1.9 → plotguy-2.2.1}/plotguy.egg-info/requires.txt

@@ -5,9 +5,9 @@ hkfdb
 pyarrow==23.0.0
 fastparquet
 polars==0.18.15
+dash==2.9.3
 plotly==5.18.0
 lxml
-dash==2.9.3
 dash_bootstrap_components
 dash_daq
 dash_dangerously_set_inner_html