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(feat) improve add candles graph

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This commit is contained in:
cardosofede
2023-12-11 21:58:51 -03:00
parent 398c8d20fe
commit acef33ea6c
1 changed files with 11 additions and 11 deletions
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22
quants_lab/strategy/strategy_analysis.py
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@@ -23,7 +23,7 @@ class StrategyAnalysis:
self.base_figure = make_subplots(rows=rows, cols=1, shared_xaxes=True, vertical_spacing=0.01,
row_heights=heights, specs=specs)
if candlestick:
self.add_candles_graph()
self.add_candles_graph(row=1, col=1)
if volume:
self.add_volume()
if positions:
@@ -81,17 +81,17 @@ class StrategyAnalysis:
def figure(self):
return self.base_figure
def add_candles_graph(self):
def add_candles_graph(self, row, col, name_suffix='', timeframe_suffix=''):
self.base_figure.add_trace(
go.Candlestick(
x=self.candles_df["timestamp"],
open=self.candles_df["open"],
high=self.candles_df["high"],
low=self.candles_df["low"],
close=self.candles_df["close"],
name="OHLC"
x=self.candles_df[f"timestamp{timeframe_suffix}"],
open=self.candles_df[f"open{timeframe_suffix}"],
high=self.candles_df[f"high{timeframe_suffix}"],
low=self.candles_df[f"low{timeframe_suffix}"],
close=self.candles_df[f"close{timeframe_suffix}"],
name=f"OHLC_{name_suffix}"
),
row=1, col=1,
row=row, col=col,
)
def add_volume(self):
@@ -185,7 +185,7 @@ class StrategyAnalysis:
return returns.mean() / returns.std()
def profit_factor(self):
total_won = self.win_signals().loc[:, "net_pnl_quote"].sum()
total_won = self.win_signals().loc[:, "net_pnl_quote"].sum()
total_loss = - self.loss_signals().loc[:, "net_pnl_quote"].sum()
return total_won / total_loss
@@ -231,4 +231,4 @@ Strategy Performance Report:
xaxis_title="N° Position",
yaxis=dict(title="Net PnL USD", side="left", showgrid=False),
)
return fig
return fig