From 4f5ea216cd5c74262cdbd910ec6524bdf730fa59 Mon Sep 17 00:00:00 2001 From: drupman Date: Sun, 6 Aug 2023 23:09:25 -0300 Subject: [PATCH] (feat) add tradingview pnl_over_time chart --- quants_lab/strategy/strategy_analysis.py | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/quants_lab/strategy/strategy_analysis.py b/quants_lab/strategy/strategy_analysis.py index b5b0464..f00267c 100644 --- a/quants_lab/strategy/strategy_analysis.py +++ b/quants_lab/strategy/strategy_analysis.py @@ -216,3 +216,16 @@ Strategy Performance Report: - Duration: {self.duration_in_minutes() / 60:,.2f} Hours - Average Trade Duration: {self.avg_trading_time_in_minutes():,.2f} minutes """ + + def pnl_over_time(self): + fig = go.Figure() + fig.add_trace(go.Scatter(name="PnL Over Time", + x=self.positions.index, + y=self.positions.ret_usd.cumsum())) + # Update layout with the required attributes + fig.update_layout( + title="PnL Over Time", + xaxis_title="N° Position", + yaxis=dict(title="Net PnL USD", side="left", showgrid=False), + ) + return fig \ No newline at end of file