plotguy 2.2.1__tar.gz → 2.2.2__tar.gz

{plotguy-2.2.1 → plotguy-2.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.2.1
+Version: 2.2.2
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.2.1 → 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:

{plotguy-2.2.1 → 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 = []

{plotguy-2.2.1 → plotguy-2.2.2}/plotguy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: plotguy
-Version: 2.2.1
+Version: 2.2.2
 Summary: Plotguy
 Home-page: https://pypi.org/project/plotguy/
 Author: Plotguy Team

{plotguy-2.2.1 → plotguy-2.2.2}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r") as fh:
 
 setuptools.setup(
     name="plotguy",
-    version="2.2.1",
+    version="2.2.2",
     author="Plotguy Team",
     author_email="plotguy.info@gmail.com",
     description="Plotguy",