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(feat) change radar chart: volume vs realized_pnl

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drupman
2023-09-19 20:49:56 -03:00
parent e8a80fc429
commit b973f33eb3
1 changed files with 18 additions and 13 deletions
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31
pages/strategy_performance/app.py
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@@ -173,22 +173,27 @@ def intraday_performance(df: pd.DataFrame):
return hr_str + suffix
df["hour"] = df["timestamp"].dt.hour
profits = df[df["realized_pnl"] >= 0]
losses = df[df["realized_pnl"] < 0]
polar_profits = profits.groupby("hour")["realized_pnl"].sum().reset_index()
polar_losses = losses.groupby("hour")["realized_pnl"].sum().reset_index()
polar_losses["realized_pnl"] = abs(polar_losses["realized_pnl"])
realized_pnl_per_hour = df.groupby("hour")[["realized_pnl", "quote_volume"]].sum().reset_index()
fig = go.Figure()
fig.add_trace(go.Barpolar(
name="Profits",
r=polar_profits["realized_pnl"],
theta=polar_profits["hour"] * 15,
marker_color=BULLISH_COLOR))
fig.add_trace(go.Barpolar(
name="Losses",
r=polar_losses["realized_pnl"],
theta=polar_losses["hour"] * 15,
marker_color=BEARISH_COLOR))
r=realized_pnl_per_hour["quote_volume"],
theta=realized_pnl_per_hour["hour"] * 15,
marker=dict(
color=realized_pnl_per_hour["realized_pnl"],
colorscale="RdYlGn",
cmin=-(abs(realized_pnl_per_hour["realized_pnl"]).max()),
cmid=0.0,
cmax=(abs(realized_pnl_per_hour["realized_pnl"]).max()),
colorbar=dict(
title='Realized PnL',
x=0,
y=-0.5,
xanchor='left',
yanchor='bottom',
orientation='h'
)
)))
fig.update_layout(
polar=dict(
radialaxis=dict(