Python GraphProperties.color方法代码示例

# 需要导入模块: from pythalesians.graphics.graphs.graphproperties import GraphProperties [as 别名]
# 或者: from pythalesians.graphics.graphs.graphproperties.GraphProperties import color [as 别名]
    def plot_strategy_group_benchmark_annualised_pnl(self, cols = None):
        # TODO - unfinished, needs checking!

        if cols is None: cols = self._strategy_group_benchmark_annualised_pnl.columns

        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR
        gp.color = ['red', 'blue', 'purple', 'gray', 'yellow', 'green', 'pink']

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Group Benchmark Annualised PnL).png'

        pf.plot_line_graph(self.reduce_plot(self._strategy_group_benchmark_annualised_pnl[cols]), adapter = 'pythalesians', gp = gp)

# 需要导入模块: from pythalesians.graphics.graphs.graphproperties import GraphProperties [as 别名]
# 或者: from pythalesians.graphics.graphs.graphproperties.GraphProperties import color [as 别名]
    def run_day_of_month_analysis(self, strat):
        from pythalesians.economics.seasonality.seasonality import Seasonality
        from pythalesians.timeseries.calcs.timeseriescalcs import TimeSeriesCalcs

        tsc = TimeSeriesCalcs()
        seas = Seasonality()
        strat.construct_strategy()
        pnl = strat.get_strategy_pnl()

        # get seasonality by day of the month
        pnl = pnl.resample('B').mean()
        rets = tsc.calculate_returns(pnl)
        bus_day = seas.bus_day_of_month_seasonality(rets, add_average = True)

        # get seasonality by month
        pnl = pnl.resample('BM').mean()
        rets = tsc.calculate_returns(pnl)
        month = seas.monthly_seasonality(rets)

        self.logger.info("About to plot seasonality...")
        gp = GraphProperties()
        pf = PlotFactory()

        # Plotting spot over day of month/month of year
        gp.color = 'Blues'
        gp.scale_factor = self.scale_factor
        gp.file_output = self.DUMP_PATH + strat.FINAL_STRATEGY + ' seasonality day of month.png'
        gp.title = strat.FINAL_STRATEGY + ' day of month seasonality'
        gp.display_legend = False
        gp.color_2_series = [bus_day.columns[-1]]
        gp.color_2 = ['red'] # red, pink
        gp.linewidth_2 = 4
        gp.linewidth_2_series = [bus_day.columns[-1]]
        gp.y_axis_2_series = [bus_day.columns[-1]]

        pf.plot_line_graph(bus_day, adapter = 'pythalesians', gp = gp)

        gp = GraphProperties()

        gp.scale_factor = self.scale_factor
        gp.file_output = self.DUMP_PATH + strat.FINAL_STRATEGY + ' seasonality month of year.png'
        gp.title = strat.FINAL_STRATEGY + ' month of year seasonality'

        pf.plot_line_graph(month, adapter = 'pythalesians', gp = gp)

        return month

# 需要导入模块: from pythalesians.graphics.graphs.graphproperties import GraphProperties [as 别名]
# 或者: from pythalesians.graphics.graphs.graphproperties.GraphProperties import color [as 别名]
    def run_arbitrary_sensitivity(self, strat, parameter_list = None, parameter_names = None,
                                  pretty_portfolio_names = None, parameter_type = None):

        asset_df, spot_df, spot_df2, basket_dict = strat.fill_assets()

        port_list = None

        for i in range(0, len(parameter_list)):
            br = strat.fill_backtest_request()

            current_parameter = parameter_list[i]

            # for calculating P&L
            for k in current_parameter.keys():
                setattr(br, k, current_parameter[k])

            strat.br = br   # for calculating signals

            signal_df = strat.construct_signal(spot_df, spot_df2, br.tech_params)

            cash_backtest = CashBacktest()
            self.logger.info("Calculating... " + pretty_portfolio_names[i])

            cash_backtest.calculate_trading_PnL(br, asset_df, signal_df)
            stats = str(cash_backtest.get_portfolio_pnl_desc()[0])

            port = cash_backtest.get_cumportfolio().resample('B')
            port.columns = [pretty_portfolio_names[i] + ' ' + stats]

            if port_list is None:
                port_list = port
            else:
                port_list = port_list.join(port)

        pf = PlotFactory()
        gp = GraphProperties()

        gp.color = 'Blues'
        gp.resample = 'B'
        gp.file_output = self.DUMP_PATH + strat.FINAL_STRATEGY + ' ' + parameter_type + '.png'
        gp.scale_factor = self.scale_factor
        gp.title = strat.FINAL_STRATEGY + ' ' + parameter_type
        pf.plot_line_graph(port_list, adapter = 'pythalesians', gp = gp)

# 需要导入模块: from pythalesians.graphics.graphs.graphproperties import GraphProperties [as 别名]
# 或者: from pythalesians.graphics.graphs.graphproperties.GraphProperties import color [as 别名]
        df_event_times.index = df_event_times.index.tz_localize(utc_time)    # work in UTC time

        from pythalesians.economics.events.eventstudy import EventStudy

        es = EventStudy()

        # work out cumulative asset price moves moves over the event
        df_event = es.get_intraday_moves_over_custom_event(df, df_event_times)

        # create an average move
        df_event['Avg'] = df_event.mean(axis = 1)

        # plotting spot over economic data event
        gp = GraphProperties()
        gp.scale_factor = 3

        gp.title = 'USDJPY spot moves over recent NFP'

        # plot in shades of blue (so earlier releases are lighter, later releases are darker)
        gp.color = 'Blues'; gp.color_2 = []
        gp.y_axis_2_series = []
        gp.display_legend = False

        # last release will be in red, average move in orange
        gp.color_2_series = [df_event.columns[-2], df_event.columns[-1]]
        gp.color_2 = ['red', 'orange'] # red, pink
        gp.linewidth_2 = 2
        gp.linewidth_2_series = gp.color_2_series

        pf = PlotFactory()
        pf.plot_line_graph(df_event * 100, adapter = 'pythalesians', gp = gp)