def _add_ret_distribution_and_similarity(self):
grid = GridElement(mode=PlottingMode.PDF,
figsize=self.half_image_size,
dpi=self.dpi)
title = "Distribution of Monthly Returns - Strategy"
chart_strategy = create_returns_distribution(self.strategy_series,
title=title)
grid.add_chart(chart_strategy)
chart = RegressionChart(self.benchmark_series, self.strategy_series)
grid.add_chart(chart)
title = "Distribution of Monthly Returns - Benchmark"
chart_benchmark = create_returns_distribution(self.benchmark_series,
title=title)
grid.add_chart(chart_benchmark)
chart = RegressionChart(self.strategy_series, self.benchmark_series)
grid.add_chart(chart)
# put the same x axis range on both histograms
min_x = min(
[chart_strategy.series.min(),
chart_benchmark.series.min()])
max_x = max(
[chart_strategy.series.max(),
chart_benchmark.series.max()])
chart_strategy.set_x_range(min_x, max_x)
chart_benchmark.set_x_range(min_x, max_x)
self.document.add_element(grid)
def _add_ret_distribution_and_similarity(self):
grid = GridElement(mode=PlottingMode.PDF,
figsize=self.half_image_size, dpi=self.dpi)
# Distribution of Monthly Returns
chart = create_returns_distribution(self.strategy_series)
grid.add_chart(chart)
# Regression chart
chart = RegressionChart(self.benchmark_series, self.strategy_series)
grid.add_chart(chart)
# Distribution of Monthly Returns
chart = create_returns_distribution(self.benchmark_series)
grid.add_chart(chart)
# Regression chart
chart = RegressionChart(self.strategy_series, self.benchmark_series)
grid.add_chart(chart)
self.document.add_element(grid)
def _add_ret_distribution_and_qq(self):
grid = GridElement(mode=PlottingMode.PDF, figsize=self.half_image_size, dpi=self.dpi)
# Distribution of Monthly Returns
chart = create_returns_distribution(self.strategy_series)
grid.add_chart(chart)
# QQ chart
chart = create_qq_chart(self.strategy_series)
grid.add_chart(chart)
self.document.add_element(grid)