def r_bar_port(port, index_port):
"""Barplot portfolio returns vs. index in OP style."""
port1_s = port.total_value.resample('M', how='last')
rets1 = returns(port1_s.values)
port2_s = index_port.total_value.resample('M', how='last')
rets2 = returns(port2_s.values)
if len(index_port.prices.columns) == 1:
index_name = index_port.prices.columns[0]
else:
index_name = 'Index'
ax = _bar_arrays(rets1[-12:], rets2[-12:], ['Portfolio', index_name])
ax.set_ylabel('Return')
ax.set_xticklabels([dt.strftime('%b') for dt in port1_s.index[-12:]])
plt.show()
def r_heat_port(port):
"""Plot a heatmap for portfolio symbols, for last 12 months."""
port_s = port.prices.resample('M', how='last')
ret_arr = zeros((len(port_s.columns), 12))
for ind in arange(len(port_s.columns)):
ret_arr[ind] = returns(port_s.ix[:, ind].values[-13:])
months = [dt.strftime('%b') for dt in port_s.index[-12:]]
ax = _heat_array(ret_arr)
ax.set_yticklabels(port.prices.columns, minor=False)
ax.set_xticklabels(months, minor=False)
year1 = port_s.index[-12].strftime('%b %Y')
year2 = port_s.index[-1].strftime('%b %Y')
plt.suptitle('Percentage returns ({} - {})'.format(year1, year2),
fontsize=18)
plt.tick_params(axis='x', which='both', bottom='off', top='off',
labeltop='on')
plt.tick_params(axis='y', which='both', left='off', right='off',
labelleft='on')
plt.show()
def returns(self):
"""Percentage returns."""
return returns(self.cprices)