plotguy 2.2.0__tar.gz → 2.2.2__tar.gz

{plotguy-2.2.0 → plotguy-2.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.2.0
+Version: 2.2.2
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.2.0 → plotguy-2.2.2}/plotguy/__init__.py

@@ -200,6 +200,8 @@ def save_backtest_result(df, para_combination_item):
     elif len(df_count) > 0:
 
         ########### by year count, win rate and return ###############
+        start_year = df.index[0].year
+        end_year = df.index[-1].year
 
         num_of_trade = len(df_count)
         df_count = pd.concat([df_count, df[df['trd_side'] != ''].tail(1)])
@@ -217,6 +219,23 @@ def save_backtest_result(df, para_combination_item):
         yearly_stats['year_return'] = 100 * (yearly_stats['year_pnl'] / yearly_stats['year_start_equity_value'])
         yearly_stats['year_win_rate'] = 100 * (yearly_stats['year_win_count'] / yearly_stats['year_trade_count'])
 
+        all_years = range(start_year, end_year + 1)
+        current_years = yearly_stats.index
+        missing_years = [year for year in all_years if year not in current_years]
+
+        #if year_start_equity_value = df.at[df.index[0], 'equity_value'
+        missing_rows = pd.DataFrame(
+            {   "year_pnl": 0,
+                "year_win_count": 0,
+                "year_trade_count": 0,
+                "year_start_equity_value": 0,
+                "year_return": 0,
+                "year_win_rate": 0,
+            }, index=missing_years)
+        missing_rows.index.name = "datetime"
+
+        yearly_stats = pd.concat([yearly_stats, missing_rows]).sort_index()
+
         cov_return = yearly_stats['year_return'].std() / yearly_stats['year_return'].mean() if yearly_stats['year_return'].mean() != 0 else 0
         cov_count = yearly_stats['year_trade_count'].std() / yearly_stats['year_trade_count'].mean() if yearly_stats['year_trade_count'].mean() != 0 else 0
 
@@ -227,6 +246,8 @@ def save_backtest_result(df, para_combination_item):
             axis=1)
 
         yearly_stats_string = "|".join(formatted_rows)
+        print(yearly_stats_string)
+        print(yearly_stats)
 
         ######## resample to daily #############
         if 'summary_mode' in para_combination:
@@ -443,3 +464,44 @@ 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-2.2.0 → plotguy-2.2.2}/plotguy/components.py

@@ -258,6 +258,8 @@ class Components:
             ref_code = result_df.loc[line_selected].ref_code
 
         yearly_stats_string = result_df.loc[line_selected]['yearly_stats_string']
+        print(result_df)
+        print(yearly_stats_string)
 
         per_col1 =[]
         per_col2 = []
@@ -630,7 +632,9 @@ 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 +795,7 @@ 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 = []
 
@@ -801,7 +806,6 @@ class Components:
             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')
-                    #df_equity = pd.read_parquet(equity_path)
 
                     yearly_stats_string  = row['yearly_stats_string']
                     para_keys_str  = row['para_keys_str']

{plotguy-2.2.0 → plotguy-2.2.2}/plotguy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.2.0
+Version: 2.2.2
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.2.0 → plotguy-2.2.2}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r") as fh:
 
 setuptools.setup(
     name="plotguy",
-    version="2.2.0",
+    version="2.2.2",
     author="Plotguy Team",
     author_email="plotguy.info@gmail.com",
     description="Plotguy",