diff --git a/quants_lab/research_notebooks/04_analyze_optimization_results.ipynb b/quants_lab/research_notebooks/04_analyze_optimization_results.ipynb new file mode 100644 index 0000000..be1b76c --- /dev/null +++ b/quants_lab/research_notebooks/04_analyze_optimization_results.ipynb @@ -0,0 +1,11681 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 14, + "outputs": [], + "source": [ + "import os\n", + "\n", + "import pandas as pd\n", + "\n", + "from utils.optuna_database_manager import OptunaDBManager\n", + "\n", + "db_root_path = \"../../data/backtesting/\"\n", + "db_name = \"backtesting_report.db\"\n", + "\n", + "optuna_db_manager = OptunaDBManager(db_name=db_name,\n", + " db_root_path=db_root_path)" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:42:11.517410Z", + "start_time": "2023-12-07T19:42:11.511217Z" + } + } + }, + { + "cell_type": "code", + "execution_count": 16, + "outputs": [ + { + "data": { + "text/plain": " study_id study_name\n0 1 super_trend_optimization_1", + "text/html": "
\n\n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n
study_idstudy_name
01super_trend_optimization_1
\n
" + }, + "execution_count": 16, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "optuna_db_manager.studies" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:42:15.133179Z", + "start_time": "2023-12-07T19:42:15.126891Z" + } + } + }, + { + "cell_type": "code", + "execution_count": 32, + "outputs": [], + "source": [ + "study_name = \"super_trend_optimization_1\"\n", + "df = optuna_db_manager.merged_df[optuna_db_manager.merged_df[\"study_name\"] == study_name]" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:50:22.294655Z", + "start_time": "2023-12-07T19:50:22.278335Z" + } + } + }, + { + "cell_type": "code", + "execution_count": 33, + "outputs": [ + { + "data": { + "text/plain": " trial_id number study_id state datetime_start \\\n0 1 0 1 COMPLETE 2023-12-07 16:34:08.257012 \n1 2 1 1 COMPLETE 2023-12-07 16:34:11.226266 \n2 3 2 1 COMPLETE 2023-12-07 16:34:17.914268 \n3 4 3 1 COMPLETE 2023-12-07 16:34:19.428529 \n4 5 4 1 COMPLETE 2023-12-07 16:34:27.069613 \n5 6 5 1 COMPLETE 2023-12-07 16:34:34.249291 \n6 7 6 1 COMPLETE 2023-12-07 16:34:38.900783 \n7 8 7 1 COMPLETE 2023-12-07 16:34:41.799046 \n8 9 8 1 COMPLETE 2023-12-07 16:34:47.391790 \n9 10 9 1 COMPLETE 2023-12-07 16:34:51.940085 \n10 11 10 1 COMPLETE 2023-12-07 16:34:58.029861 \n11 12 11 1 COMPLETE 2023-12-07 16:35:05.542421 \n12 13 12 1 COMPLETE 2023-12-07 16:35:12.873439 \n13 14 13 1 COMPLETE 2023-12-07 16:35:19.334082 \n14 15 14 1 COMPLETE 2023-12-07 16:35:25.994879 \n15 16 15 1 COMPLETE 2023-12-07 16:35:33.368754 \n16 17 16 1 COMPLETE 2023-12-07 16:35:40.634983 \n17 18 17 1 COMPLETE 2023-12-07 16:35:48.191608 \n18 19 18 1 COMPLETE 2023-12-07 16:35:52.183184 \n19 20 19 1 COMPLETE 2023-12-07 16:35:59.436981 \n\n datetime_complete study_name accuracy \\\n0 2023-12-07 16:34:11.216496 super_trend_optimization_1 0.224806 \n1 2023-12-07 16:34:17.906535 super_trend_optimization_1 0.314465 \n2 2023-12-07 16:34:19.421124 super_trend_optimization_1 0.351351 \n3 2023-12-07 16:34:27.061663 super_trend_optimization_1 0.499397 \n4 2023-12-07 16:34:34.241515 super_trend_optimization_1 0.352941 \n5 2023-12-07 16:34:38.893255 super_trend_optimization_1 0.510753 \n6 2023-12-07 16:34:41.791808 super_trend_optimization_1 0.505415 \n7 2023-12-07 16:34:47.384110 super_trend_optimization_1 0.364238 \n8 2023-12-07 16:34:51.932509 super_trend_optimization_1 0.375000 \n9 2023-12-07 16:34:58.022508 super_trend_optimization_1 0.300813 \n10 2023-12-07 16:35:05.534558 super_trend_optimization_1 0.344464 \n11 2023-12-07 16:35:12.866085 super_trend_optimization_1 0.282353 \n12 2023-12-07 16:35:19.326887 super_trend_optimization_1 0.436364 \n13 2023-12-07 16:35:25.986171 super_trend_optimization_1 0.326733 \n14 2023-12-07 16:35:33.361421 super_trend_optimization_1 0.366460 \n15 2023-12-07 16:35:40.626251 super_trend_optimization_1 0.279817 \n16 2023-12-07 16:35:48.184393 super_trend_optimization_1 0.363107 \n17 2023-12-07 16:35:52.175694 super_trend_optimization_1 0.314410 \n18 2023-12-07 16:35:59.429546 super_trend_optimization_1 0.351005 \n19 2023-12-07 16:36:06.399604 super_trend_optimization_1 0.257812 \n\n avg_trading_time_in_hours \\\n0 4.111413 \n1 2.170325 \n2 6.009647 \n3 0.773337 \n4 3.923623 \n5 2.671102 \n6 1.081769 \n7 4.141523 \n8 4.488008 \n9 5.096682 \n10 1.284204 \n11 1.785208 \n12 3.458712 \n13 2.271603 \n14 1.396986 \n15 1.735047 \n16 1.322296 \n17 2.462154 \n18 1.336770 \n19 2.653945 \n\n config ... total_positions \\\n0 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 129 \n1 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 318 \n2 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 74 \n3 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 829 \n4 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 187 \n5 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 186 \n6 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 277 \n7 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 151 \n8 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 128 \n9 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 123 \n10 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 569 \n11 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 425 \n12 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 220 \n13 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 303 \n14 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 483 \n15 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 436 \n16 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 515 \n17 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 229 \n18 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 547 \n19 \"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... ... 256 \n\n win_signals trial_value_id objective_x value value_type \\\n0 29 1 0 0.008787 FINITE \n1 100 2 0 0.291448 FINITE \n2 26 3 0 -0.085482 FINITE \n3 414 4 0 -0.141714 FINITE \n4 66 5 0 -0.223673 FINITE \n5 95 6 0 -0.045817 FINITE \n6 140 7 0 -0.071774 FINITE \n7 55 8 0 0.012283 FINITE \n8 48 9 0 0.085992 FINITE \n9 37 10 0 -0.266434 FINITE \n10 196 11 0 -0.558586 FINITE \n11 120 12 0 -0.223067 FINITE \n12 96 13 0 0.192491 FINITE \n13 99 14 0 0.422687 FINITE \n14 177 15 0 0.022237 FINITE \n15 122 16 0 -0.329032 FINITE \n16 187 17 0 0.053164 FINITE \n17 72 18 0 0.254011 FINITE \n18 192 19 0 -0.358893 FINITE \n19 66 20 0 0.189835 FINITE \n\n study_direction_id direction objective_y \\\n0 1 MAXIMIZE 0 \n1 1 MAXIMIZE 0 \n2 1 MAXIMIZE 0 \n3 1 MAXIMIZE 0 \n4 1 MAXIMIZE 0 \n5 1 MAXIMIZE 0 \n6 1 MAXIMIZE 0 \n7 1 MAXIMIZE 0 \n8 1 MAXIMIZE 0 \n9 1 MAXIMIZE 0 \n10 1 MAXIMIZE 0 \n11 1 MAXIMIZE 0 \n12 1 MAXIMIZE 0 \n13 1 MAXIMIZE 0 \n14 1 MAXIMIZE 0 \n15 1 MAXIMIZE 0 \n16 1 MAXIMIZE 0 \n17 1 MAXIMIZE 0 \n18 1 MAXIMIZE 0 \n19 1 MAXIMIZE 0 \n\n hover_text \n0 Trial ID: 1
Study: super_trend_op... \n1 Trial ID: 2
Study: super_trend_op... \n2 Trial ID: 3
Study: super_trend_op... \n3 Trial ID: 4
Study: super_trend_op... \n4 Trial ID: 5
Study: super_trend_op... \n5 Trial ID: 6
Study: super_trend_op... \n6 Trial ID: 7
Study: super_trend_op... \n7 Trial ID: 8
Study: super_trend_op... \n8 Trial ID: 9
Study: super_trend_op... \n9 Trial ID: 10
Study: super_trend_o... \n10 Trial ID: 11
Study: super_trend_o... \n11 Trial ID: 12
Study: super_trend_o... \n12 Trial ID: 13
Study: super_trend_o... \n13 Trial ID: 14
Study: super_trend_o... \n14 Trial ID: 15
Study: super_trend_o... \n15 Trial ID: 16
Study: super_trend_o... \n16 Trial ID: 17
Study: super_trend_o... \n17 Trial ID: 18
Study: super_trend_o... \n18 Trial ID: 19
Study: super_trend_o... \n19 Trial ID: 20
Study: super_trend_o... \n\n[20 rows x 28 columns]", + "text/html": "
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trial_idnumberstudy_idstatedatetime_startdatetime_completestudy_nameaccuracyavg_trading_time_in_hoursconfig...total_positionswin_signalstrial_value_idobjective_xvaluevalue_typestudy_direction_iddirectionobjective_yhover_text
0101COMPLETE2023-12-07 16:34:08.2570122023-12-07 16:34:11.216496super_trend_optimization_10.2248064.111413\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......12929100.008787FINITE1MAXIMIZE0<b>Trial ID: 1</b><br><b>Study: super_trend_op...
1211COMPLETE2023-12-07 16:34:11.2262662023-12-07 16:34:17.906535super_trend_optimization_10.3144652.170325\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......318100200.291448FINITE1MAXIMIZE0<b>Trial ID: 2</b><br><b>Study: super_trend_op...
2321COMPLETE2023-12-07 16:34:17.9142682023-12-07 16:34:19.421124super_trend_optimization_10.3513516.009647\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......742630-0.085482FINITE1MAXIMIZE0<b>Trial ID: 3</b><br><b>Study: super_trend_op...
3431COMPLETE2023-12-07 16:34:19.4285292023-12-07 16:34:27.061663super_trend_optimization_10.4993970.773337\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......82941440-0.141714FINITE1MAXIMIZE0<b>Trial ID: 4</b><br><b>Study: super_trend_op...
4541COMPLETE2023-12-07 16:34:27.0696132023-12-07 16:34:34.241515super_trend_optimization_10.3529413.923623\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......1876650-0.223673FINITE1MAXIMIZE0<b>Trial ID: 5</b><br><b>Study: super_trend_op...
5651COMPLETE2023-12-07 16:34:34.2492912023-12-07 16:34:38.893255super_trend_optimization_10.5107532.671102\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......1869560-0.045817FINITE1MAXIMIZE0<b>Trial ID: 6</b><br><b>Study: super_trend_op...
6761COMPLETE2023-12-07 16:34:38.9007832023-12-07 16:34:41.791808super_trend_optimization_10.5054151.081769\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......27714070-0.071774FINITE1MAXIMIZE0<b>Trial ID: 7</b><br><b>Study: super_trend_op...
7871COMPLETE2023-12-07 16:34:41.7990462023-12-07 16:34:47.384110super_trend_optimization_10.3642384.141523\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......15155800.012283FINITE1MAXIMIZE0<b>Trial ID: 8</b><br><b>Study: super_trend_op...
8981COMPLETE2023-12-07 16:34:47.3917902023-12-07 16:34:51.932509super_trend_optimization_10.3750004.488008\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......12848900.085992FINITE1MAXIMIZE0<b>Trial ID: 9</b><br><b>Study: super_trend_op...
91091COMPLETE2023-12-07 16:34:51.9400852023-12-07 16:34:58.022508super_trend_optimization_10.3008135.096682\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......12337100-0.266434FINITE1MAXIMIZE0<b>Trial ID: 10</b><br><b>Study: super_trend_o...
1011101COMPLETE2023-12-07 16:34:58.0298612023-12-07 16:35:05.534558super_trend_optimization_10.3444641.284204\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......569196110-0.558586FINITE1MAXIMIZE0<b>Trial ID: 11</b><br><b>Study: super_trend_o...
1112111COMPLETE2023-12-07 16:35:05.5424212023-12-07 16:35:12.866085super_trend_optimization_10.2823531.785208\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......425120120-0.223067FINITE1MAXIMIZE0<b>Trial ID: 12</b><br><b>Study: super_trend_o...
1213121COMPLETE2023-12-07 16:35:12.8734392023-12-07 16:35:19.326887super_trend_optimization_10.4363643.458712\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......220961300.192491FINITE1MAXIMIZE0<b>Trial ID: 13</b><br><b>Study: super_trend_o...
1314131COMPLETE2023-12-07 16:35:19.3340822023-12-07 16:35:25.986171super_trend_optimization_10.3267332.271603\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......303991400.422687FINITE1MAXIMIZE0<b>Trial ID: 14</b><br><b>Study: super_trend_o...
1415141COMPLETE2023-12-07 16:35:25.9948792023-12-07 16:35:33.361421super_trend_optimization_10.3664601.396986\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......4831771500.022237FINITE1MAXIMIZE0<b>Trial ID: 15</b><br><b>Study: super_trend_o...
1516151COMPLETE2023-12-07 16:35:33.3687542023-12-07 16:35:40.626251super_trend_optimization_10.2798171.735047\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......436122160-0.329032FINITE1MAXIMIZE0<b>Trial ID: 16</b><br><b>Study: super_trend_o...
1617161COMPLETE2023-12-07 16:35:40.6349832023-12-07 16:35:48.184393super_trend_optimization_10.3631071.322296\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......5151871700.053164FINITE1MAXIMIZE0<b>Trial ID: 17</b><br><b>Study: super_trend_o...
1718171COMPLETE2023-12-07 16:35:48.1916082023-12-07 16:35:52.175694super_trend_optimization_10.3144102.462154\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......229721800.254011FINITE1MAXIMIZE0<b>Trial ID: 18</b><br><b>Study: super_trend_o...
1819181COMPLETE2023-12-07 16:35:52.1831842023-12-07 16:35:59.429546super_trend_optimization_10.3510051.336770\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......547192190-0.358893FINITE1MAXIMIZE0<b>Trial ID: 19</b><br><b>Study: super_trend_o...
1920191COMPLETE2023-12-07 16:35:59.4369812023-12-07 16:36:06.399604super_trend_optimization_10.2578122.653945\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi......256662000.189835FINITE1MAXIMIZE0<b>Trial ID: 20</b><br><b>Study: super_trend_o...
\n

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" + }, + "execution_count": 33, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "df" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:50:22.449488Z", + "start_time": "2023-12-07T19:50:22.446896Z" + } + } + }, + { + "cell_type": "markdown", + "source": [ + "### Bar Chart of Average Trading Time\n", + "This bar chart compares the average trading time across trials. It helps to quickly identify trials with unusually long or short trading times.\n" + ], + "metadata": { + "collapsed": false + } + }, + { + "cell_type": "code", + "execution_count": 35, + "outputs": [ + { + "data": { + "application/vnd.plotly.v1+json": { + "data": [ + { + "alignmentgroup": "True", + "hovertemplate": "trial_id=%{x}
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"", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "yaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "zaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + } + }, + "shapedefaults": { + "line": { + "color": "#2a3f5f" + } + }, + "annotationdefaults": { + "arrowcolor": "#2a3f5f", + "arrowhead": 0, + "arrowwidth": 1 + }, + "geo": { + "bgcolor": "white", + "landcolor": "#E5ECF6", + "subunitcolor": "white", + "showland": true, + "showlakes": true, + "lakecolor": "white" + }, + "title": { + "x": 0.05 + }, + "mapbox": { + "style": "light" + } + } + }, + "xaxis": { + "anchor": "y", + "domain": [ + 0.0, + 1.0 + ], + "title": { + "text": "avg_trading_time_in_hours" + } + }, + "yaxis": { + "anchor": "x", + "domain": [ + 0.0, + 1.0 + ], + "title": { + "text": "accuracy" + } + }, + "legend": { + "tracegroupgap": 0 + }, + "title": { + "text": "Accuracy vs. Average Trading Time" + } + }, + "config": { + "plotlyServerURL": "https://plot.ly" + } + }, + "text/html": "
" + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "fig = px.scatter(df, x='avg_trading_time_in_hours', y='accuracy', title='Accuracy vs. Average Trading Time')\n", + "fig.show()\n" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:51:45.762552Z", + "start_time": "2023-12-07T19:51:45.741696Z" + } + } + }, + { + "cell_type": "markdown", + "source": [ + "### Histogram of Total Positions\n", + "The histogram represents the distribution of total positions across all trials. This visualization is useful for understanding the general spread and most common values of positions.\n" + ], + "metadata": { + "collapsed": false + } + }, + { + "cell_type": "code", + "execution_count": 37, + "outputs": [ + { + "data": { + "application/vnd.plotly.v1+json": { + "data": [ + { + "alignmentgroup": "True", + "bingroup": "x", + "hovertemplate": "total_positions=%{x}
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"white", + "ticks": "", + "title": { + "standoff": 15 + }, + "zerolinecolor": "white", + "automargin": true, + "zerolinewidth": 2 + }, + "scene": { + "xaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "yaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "zaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + } + }, + "shapedefaults": { + "line": { + "color": "#2a3f5f" + } + }, + "annotationdefaults": { + "arrowcolor": "#2a3f5f", + "arrowhead": 0, + "arrowwidth": 1 + }, + "geo": { + "bgcolor": "white", + "landcolor": "#E5ECF6", + "subunitcolor": "white", + "showland": true, + "showlakes": true, + 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" + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "import plotly.express as px\n", + "\n", + "# Calculate the correlation matrix\n", + "correlation_matrix = df[['accuracy', 'avg_trading_time_in_hours', 'total_positions', 'win_signals', 'value']].corr()\n", + "\n", + "# Generate the heatmap\n", + "fig = px.imshow(correlation_matrix,\n", + " x=correlation_matrix.columns,\n", + " y=correlation_matrix.columns,\n", + " title='Correlation Heatmap',\n", + " labels=dict(x=\"Variable\", y=\"Variable\", color=\"Correlation\"),\n", + " color_continuous_scale='RdBu')\n", + "\n", + "fig.show()\n", + "\n" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:54:40.919398Z", + "start_time": "2023-12-07T19:54:40.898150Z" + } + } + }, + { + "cell_type": "markdown", + "source": [ + "### Stacked Bar Chart for Win Signals vs Total Positions\n", + "A stacked bar chart displaying the ratio of win signals to total positions for each trial. This helps in visualizing the efficiency and effectiveness of each trial.\n" + ], + "metadata": { + "collapsed": false + } + }, + { + "cell_type": "code", + "execution_count": 46, + "outputs": [ + { + "data": { + "application/vnd.plotly.v1+json": { + "data": [ + { + "alignmentgroup": "True", + "customdata": [ + [ + 129 + ], + [ + 318 + ], + [ + 74 + ], + [ + 829 + ], + [ + 187 + ], + [ + 186 + ], + [ + 277 + ], + [ + 151 + ], + [ + 128 + ], + [ + 123 + ], + [ + 569 + ], + [ + 425 + ], + [ + 220 + ], + [ + 303 + ], + [ + 483 + ], + [ + 436 + ], + [ + 515 + ], + [ + 229 + ], + [ + 547 + ], + [ + 256 + ] + ], + "hovertemplate": "variable=win_signals
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"white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "yaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + }, + "zaxis": { + "backgroundcolor": "#E5ECF6", + "gridcolor": "white", + "linecolor": "white", + "showbackground": true, + "ticks": "", + "zerolinecolor": "white", + "gridwidth": 2 + } + }, + "shapedefaults": { + "line": { + "color": "#2a3f5f" + } + }, + "annotationdefaults": { + "arrowcolor": "#2a3f5f", + "arrowhead": 0, + "arrowwidth": 1 + }, + "geo": { + "bgcolor": "white", + "landcolor": "#E5ECF6", + "subunitcolor": "white", + "showland": true, + "showlakes": true, + "lakecolor": "white" + }, + "title": { + "x": 0.05 + }, + "mapbox": { + "style": "light" + } + } + }, + "legend": { + "tracegroupgap": 0 + }, + "title": { + "text": "Scatter Matrix of Variables" + }, + "dragmode": "select", + "height": 800 + }, + "config": { + "plotlyServerURL": "https://plot.ly" + } + }, + "text/html": "
" + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "import plotly.express as px\n", + "\n", + "# Selecting columns for scatter matrix\n", + "selected_columns = ['accuracy', 'avg_trading_time_in_hours', 'total_positions', 'win_signals', 'value']\n", + "\n", + "# Creating scatter matrix\n", + "fig_matrix = px.scatter_matrix(df[selected_columns], dimensions=selected_columns, title='Scatter Matrix of Variables', height=800)\n", + "fig_matrix.show()\n" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-07T19:58:29.594262Z", + "start_time": "2023-12-07T19:58:29.573443Z" + } + } + }, + { + "cell_type": "code", + "execution_count": null, + "outputs": [], + "source": [], + "metadata": { + "collapsed": false + } + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 2 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython2", + "version": "2.7.6" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}