Python GraphProperties.display_legend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 display_legend [as 别名]
    def plot_strategy_signal_proportion(self, strip = None):

        signal = self._strategy_signal

        long = signal[signal > 0].count()
        short = signal[signal < 0].count()
        flat = signal[signal == 0].count()

        keys = long.index

        df = pandas.DataFrame(index = keys, columns = ['Long', 'Short', 'Flat'])

        df['Long'] = long
        df['Short']  = short
        df['Flat'] = flat

        if strip is not None: keys = [k.replace(strip, '') for k in keys]

        df.index = keys
        df = df.sort_index()

        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Strategy signal proportion).png'

        try:
            pf.plot_bar_graph(self.reduce_plot(df), adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [as 别名]
    def plot_strategy_group_benchmark_pnl(self):
        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR
        #gp.color = 'RdYlGn'

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

        # plot cumulative line of returns
        pf.plot_line_graph(self.reduce_plot(self._strategy_group_benchmark_pnl), adapter = 'pythalesians', gp = gp)

        # needs write stats flag turned on
        try:
            keys = self._strategy_group_benchmark_tsd.keys()
            ir = []

            for key in keys: ir.append(self._strategy_group_benchmark_tsd[key].inforatio()[0])

            ret_stats = pandas.DataFrame(index = keys, data = ir, columns = ['IR'])
            ret_stats = ret_stats.sort_index()
            gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Group Benchmark PnL - IR).png'

            gp.display_brand_label = False

            # plot ret stats
            pf.plot_bar_graph(ret_stats, adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [as 别名]
    def plot_strategy_group_leverage(self):
        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY + ' Leverage'
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Group Leverage).png'

        pf.plot_line_graph(self.reduce_plot(self._strategy_group_leverage), 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 display_legend [as 别名]
    def plot_strategy_pnl(self):
        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Strategy PnL).png'

        try:
            pf.plot_line_graph(self.reduce_plot(self._strategy_pnl), adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [as 别名]
    def plot_individual_leverage(self):
        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY + ' Leverage'
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Individual Leverage).png'

        try:
            pf.plot_line_graph(self.reduce_plot(self._individual_leverage), adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [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 display_legend [as 别名]
    def plot_strategy_group_pnl_trades(self):
        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY + " (bp)"
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Individual Trade PnL).png'

        # zero when there isn't a trade exit
        strategy_pnl_trades = self._strategy_pnl_trades.fillna(0) * 100 * 100

        try:
            pf.plot_line_graph(self.reduce_plot(strategy_pnl_trades), adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [as 别名]
    def plot_single_var_regression(self, y, x, y_variable_names, x_variable_names, statistic,
                                          tag = 'stats',
                                          title = None,
                                          pretty_index = None, output_path = None,
                                          scale_factor = Constants.plotfactory_scale_factor,
                                          silent_plot = False,
                                          shift=[0]):

        if not(isinstance(statistic, list)):
            statistic = [statistic]

        # TODO optimise loop so that we are calculating each regression *once* at present calculating it
        # for each statistic, which is redundant
        for st in statistic:
            stats_df = []

            for sh in shift:
                x_sh = x.shift(sh)
                stats_temp = self.report_single_var_regression(y, x_sh, y_variable_names, x_variable_names, st,
                                                             pretty_index)

                stats_temp.columns = [ x + "_" + str(sh) for x in stats_temp.columns]

                stats_df.append(stats_temp)

            stats_df = pandas.concat(stats_df, axis=1)
            stats_df = stats_df.dropna(how='all')

            if silent_plot: return stats_df

            pf = PlotFactory()
            gp = GraphProperties()

            if title is None: title = statistic

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

            if output_path is not None:
                gp.file_output = output_path + ' (' + tag + ' ' + st + ').png'

            pf.plot_bar_graph(stats_df, adapter = 'pythalesians', gp = gp)

        return stats_df

# 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 display_legend [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 display_legend [as 别名]
    def plot_strategy_signal_proportion(self, strip = None):

        signal = self._strategy_signal

        # count number of long, short and flat periods in our sample
        long = signal[signal > 0].count()
        short = signal[signal < 0].count()
        flat = signal[signal == 0].count()

        keys = long.index

        # how many trades have there been (ignore size of the trades)
        trades = abs(signal - signal.shift(-1))
        trades = trades[trades > 0].count()

        df_trades = pandas.DataFrame(index = keys, columns = ['Trades'], data = trades)

        df = pandas.DataFrame(index = keys, columns = ['Long', 'Short', 'Flat'])

        df['Long'] = long
        df['Short']  = short
        df['Flat'] = flat

        if strip is not None: keys = [k.replace(strip, '') for k in keys]

        df.index = keys
        df_trades.index = keys
        # df = df.sort_index()

        pf = PlotFactory()
        gp = GraphProperties()

        gp.title = self.FINAL_STRATEGY
        gp.display_legend = True
        gp.scale_factor = self.SCALE_FACTOR

        try:
            gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Strategy signal proportion).png'
            pf.plot_bar_graph(self.reduce_plot(df), adapter = 'pythalesians', gp = gp)

            gp.file_output = self.DUMP_PATH + self.FINAL_STRATEGY + ' (Strategy trade no).png'
            pf.plot_bar_graph(self.reduce_plot(df_trades), adapter = 'pythalesians', gp = gp)
        except: pass

# 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 display_legend [as 别名]
                vendor_tickers = ['aapl', 'spy'],                   # ticker (Google)
                vendor_fields = ['Close'],                          # which Bloomberg fields to download
                cache_algo = 'internet_load_return')                # how to return data

    ltsf = LightTimeSeriesFactory()
    tsc = TimeSeriesCalcs()

    df = tsc.create_mult_index_from_prices(ltsf.harvest_time_series(time_series_request))

    gp = GraphProperties()
    gp.html_file_output = "output_data/apple.htm"
    gp.title = "S&P500 vs Apple"

    # plot first with PyThalesians and then Bokeh
    # just needs 1 word to change
    gp.display_legend = False

    pf = PlotFactory()
    pf.plot_generic_graph(df, type = 'line', adapter = 'pythalesians', gp = gp)
    pf.plot_generic_graph(df, type = 'line', adapter = 'bokeh', gp = gp)

# test simple Bokeh bar charts - monthly returns over past 6 months
if True:
    from datetime import timedelta
    ltsf = LightTimeSeriesFactory()

    end = datetime.datetime.utcnow()
    start = end - timedelta(days=180)

    tickers = ['S&P500', 'FTSE', 'Nikkei']
    vendor_tickers = ['SPX Index', 'UKX Index', 'NKY Index']

# 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 display_legend [as 别名]
    import pandas

    df.columns = [x.replace('.close', '') for x in df.columns.values]

    short_dates = df[["EURUSDV1M", "USDJPYV1M"]]
    long_dates = df[["EURUSDV1Y", "USDJPYV1Y"]]
    short_dates, long_dates = short_dates.align(long_dates, join='left', axis = 0)

    slope = pandas.DataFrame(data = short_dates.values - long_dates.values, index = short_dates.index,
            columns = ["EURUSDV1M-1Y", "USDJPYV1M-1Y"])

    # resample fand calculate average over month
    slope_monthly = slope.resample('M', how='mean')

    slope_monthly.index = [str(x.year) + '/' + str(x.month) for x in slope_monthly.index]

    pf = PlotFactory()

    gp = GraphProperties()

    gp.source = 'Thalesians/BBG'
    gp.title = 'Vol slopes in EUR/USD and USD/JPY recently'
    gp.scale_factor = 2
    gp.display_legend = True
    gp.chart_type = 'bar'
    gp.x_title = 'Dates'
    gp.y_title = 'Pc'

    # plot using Cufflinks
    pf.plot_bar_graph(slope_monthly, adapter = 'bokeh', 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 display_legend [as 别名]
if True:

    time_series_request = TimeSeriesRequest(
                start_date = "01 Jan 2013",                     # start date
                finish_date = datetime.date.today(),            # finish date
                freq = 'daily',                                 # daily data
                data_source = 'google',                         # use Bloomberg as data source
                tickers = ['Apple', 'S&P500 ETF'],                  # ticker (Thalesians)
                fields = ['close'],                                 # which fields to download
                vendor_tickers = ['aapl', 'spy'],                   # ticker (Google)
                vendor_fields = ['Close'],                          # which Bloomberg fields to download
                cache_algo = 'internet_load_return')                # how to return data

    ltsf = LightTimeSeriesFactory()
    tsc = TimeSeriesCalcs()

    df = tsc.create_mult_index_from_prices(ltsf.harvest_time_series(time_series_request))

    gp = GraphProperties()
    gp.html_file_output = "apple.htm"
    gp.title = "S&P500 vs Apple"

    # plot first with PyThalesians and then Plotly (via Cufflinks)
    # just needs 1 word to change
    # (although, note that AdapterCufflinks does have some extra parameters that can be set in
    # GraphProperties)
    gp.display_legend = False

    pf = PlotFactory()
    pf.plot_generic_graph(df, type = 'line', adapter = 'pythalesians', gp = gp)
    pf.plot_generic_graph(df, type = 'line', adapter = 'bokeh', gp = gp)