def add_summary_page(self):
"""Build a table which is shown on the first page which gives an overview of the portfolios"""
s = PortfolioSummary()
s.include_long_short()
pieces = []
for r in self.results:
tmp = s(r.port, PortfolioSummary.analyze_returns)
tmp['desc'] = r.desc
tmp['sid'] = r.sid
tmp = tmp.set_index(['sid', 'desc'],
append=1).reorder_levels([2, 1, 0])
pieces.append(tmp)
frame = pd.concat(pieces)
tf = self.pdf.table_formatter(frame)
tf.apply_basic_style(cmap=self.table_style)
# [col.guess_format(pcts=1, trunc_dot_zeros=1) for col in tf.cells.iter_cols()]
tf.cells.match_column_labels(
['nmonths', 'cnt', 'win cnt', 'lose cnt', 'dur max']).int_format()
tf.cells.match_column_labels(['sharpe ann', 'sortino',
'dur avg']).float_format(precision=1)
tf.cells.match_column_labels(['maxdd dt']).apply_format(
new_datetime_formatter('%d-%b-%y'))
tf.cells.match_column_labels([
'cagr', 'mret avg', 'mret std ann', 'ret std', 'mret avg ann',
'maxdd', 'avg dd', 'winpct', 'ret avg', 'ret min', 'ret max'
]).percent_format()
self.pdf.build_page('summary', {'F1': tf.build()})
def add_summary_page(self):
"""Build a table which is shown on the first page which gives an overview of the portfolios"""
s = PortfolioSummary()
s.include_long_short()
pieces = []
for r in self.results:
tmp = s(r.port, PortfolioSummary.analyze_returns)
tmp["desc"] = r.desc
tmp["sid"] = r.sid
tmp = tmp.set_index(["sid", "desc"],
append=1).reorder_levels([2, 1, 0])
pieces.append(tmp)
frame = pd.concat(pieces)
tf = self.pdf.table_formatter(frame)
tf.apply_basic_style(cmap=self.table_style)
# [col.guess_format(pcts=1, trunc_dot_zeros=1) for col in tf.cells.iter_cols()]
tf.cells.match_column_labels(
["nmonths", "cnt", "win cnt", "lose cnt", "dur max"]).int_format()
tf.cells.match_column_labels(["sharpe ann", "sortino",
"dur avg"]).float_format(precision=1)
tf.cells.match_column_labels(["maxdd dt"]).apply_format(
new_datetime_formatter("%d-%b-%y"))
tf.cells.match_column_labels([
"cagr",
"mret avg",
"mret std ann",
"ret std",
"mret avg ann",
"maxdd",
"avg dd",
"winpct",
"ret avg",
"ret min",
"ret max",
]).percent_format()
self.pdf.build_page("summary", {"F1": tf.build()})
def add_summary_page(self):
"""Build a table which is shown on the first page which gives an overview of the portfolios"""
s = PortfolioSummary()
s.include_long_short()
pieces = []
for r in self.results:
tmp = s(r.port, PortfolioSummary.analyze_returns)
tmp['desc'] = r.desc
tmp['sid'] = r.sid
tmp = tmp.set_index(['sid', 'desc'], append=1).reorder_levels([2, 1, 0])
pieces.append(tmp)
frame = pd.concat(pieces)
tf = self.pdf.table_formatter(frame)
tf.apply_basic_style(cmap=self.table_style)
# [col.guess_format(pcts=1, trunc_dot_zeros=1) for col in tf.cells.iter_cols()]
tf.cells.match_column_labels(['nmonths', 'cnt', 'win cnt', 'lose cnt', 'dur max']).int_format()
tf.cells.match_column_labels(['sharpe ann', 'sortino', 'dur avg']).float_format(precision=1)
tf.cells.match_column_labels(['maxdd dt']).apply_format(new_datetime_formatter('%d-%b-%y'))
tf.cells.match_column_labels(['cagr', 'mret avg', 'mret std ann', 'ret std', 'mret avg ann', 'maxdd', 'avg dd',
'winpct', 'ret avg', 'ret min', 'ret max']).percent_format()
self.pdf.build_page('summary', {'F1': tf.build()})
IntFormatter = pad_positive_wrapper(fmt.new_int_formatter(nan='-'))
FloatFormatter = pad_positive_wrapper(fmt.new_float_formatter(nan='-'))
PercentFormatter = pad_positive_wrapper(fmt.new_percent_formatter(nan='-'))
ThousandsFormatter = pad_positive_wrapper(fmt.new_thousands_formatter(nan='-'))
MillionsFormatter = pad_positive_wrapper(fmt.new_millions_formatter(nan='-'))
BillionsFormatter = pad_positive_wrapper(fmt.new_billions_formatter(nan='-'))
# Don't attempt to pad
DynamicNumberFormatter = fmt.DynamicNumberFormat(nan='-', pcts=1, trunc_dot_zeros=1)
DollarCentsFormatter = pad_positive_wrapper(fmt.new_float_formatter(prefix='$', nan='-'))
DollarFormatter = pad_positive_wrapper(fmt.new_int_formatter(prefix='$', nan='-'))
ThousandDollarsFormatter = pad_positive_wrapper(fmt.new_thousands_formatter(prefix='$', nan='-'))
MillionDollarsFormatter = pad_positive_wrapper(fmt.new_millions_formatter(prefix='$', nan='-'))
BillionDollarsFormatter = pad_positive_wrapper(fmt.new_billions_formatter(prefix='$', nan='-'))
YmdFormatter = fmt.new_datetime_formatter('%Y%m%d', True)
Y_m_dFormatter = fmt.new_datetime_formatter('%Y_%m_%d', True)
mdYFormatter = fmt.new_datetime_formatter('%m/%d/%Y', True)
class DynamicTable(Table):
def __init__(self, data, on_wrap=None, **kwargs):
self.on_wrap = on_wrap
Table.__init__(self, data, **kwargs)
self._longTableOptimize = 0
def wrap(self, awidth, aheight):
self.on_wrap and self.on_wrap(self, awidth, aheight)
return Table.wrap(self, awidth, aheight)
DynamicNumberFormatter = fmt.DynamicNumberFormat(method='col',
nan='-',
pcts=1,
trunc_dot_zeros=1)
DollarCentsFormatter = pad_positive_wrapper(
fmt.new_float_formatter(prefix='$', nan='-'))
DollarFormatter = pad_positive_wrapper(
fmt.new_int_formatter(prefix='$', nan='-'))
ThousandDollarsFormatter = pad_positive_wrapper(
fmt.new_thousands_formatter(prefix='$', nan='-'))
MillionDollarsFormatter = pad_positive_wrapper(
fmt.new_millions_formatter(prefix='$', nan='-'))
BillionDollarsFormatter = pad_positive_wrapper(
fmt.new_billions_formatter(prefix='$', nan='-'))
YmdFormatter = fmt.new_datetime_formatter('%Y%m%d', True)
Y_m_dFormatter = fmt.new_datetime_formatter('%Y-%m-%d', True)
mdYFormatter = fmt.new_datetime_formatter('%m/%d/%Y', True)
class DynamicTable(Table):
def __init__(self, data, on_wrap=None, **kwargs):
self.on_wrap = on_wrap
Table.__init__(self, data, **kwargs)
self._longTableOptimize = 0
def wrap(self, awidth, aheight):
self.on_wrap and self.on_wrap(self, awidth, aheight)
return Table.wrap(self, awidth, aheight)
IntFormatter = pad_positive_wrapper(fmt.new_int_formatter(nan="-"))
FloatFormatter = pad_positive_wrapper(fmt.new_float_formatter(nan="-"))
PercentFormatter = pad_positive_wrapper(fmt.new_percent_formatter(nan="-"))
ThousandsFormatter = pad_positive_wrapper(fmt.new_thousands_formatter(nan="-"))
MillionsFormatter = pad_positive_wrapper(fmt.new_millions_formatter(nan="-"))
BillionsFormatter = pad_positive_wrapper(fmt.new_billions_formatter(nan="-"))
# Don't attempt to pad
DynamicNumberFormatter = fmt.DynamicNumberFormat(method="col", nan="-", pcts=1, trunc_dot_zeros=1)
DollarCentsFormatter = pad_positive_wrapper(fmt.new_float_formatter(prefix="$", nan="-"))
DollarFormatter = pad_positive_wrapper(fmt.new_int_formatter(prefix="$", nan="-"))
ThousandDollarsFormatter = pad_positive_wrapper(fmt.new_thousands_formatter(prefix="$", nan="-"))
MillionDollarsFormatter = pad_positive_wrapper(fmt.new_millions_formatter(prefix="$", nan="-"))
BillionDollarsFormatter = pad_positive_wrapper(fmt.new_billions_formatter(prefix="$", nan="-"))
YmdFormatter = fmt.new_datetime_formatter("%Y%m%d", True)
Y_m_dFormatter = fmt.new_datetime_formatter("%Y-%m-%d", True)
mdYFormatter = fmt.new_datetime_formatter("%m/%d/%Y", True)
class DynamicTable(Table):
def __init__(self, data, on_wrap=None, **kwargs):
self.on_wrap = on_wrap
Table.__init__(self, data, **kwargs)
self._longTableOptimize = 0
def wrap(self, awidth, aheight):
self.on_wrap and self.on_wrap(self, awidth, aheight)
return Table.wrap(self, awidth, aheight)
def test_fmt_datetime(self):
self.assertEquals(
fmt.new_datetime_formatter('%Y-%m')(pd.to_datetime('1/1/2013')),
'2013-01')
def test_fmt_datetime(self):
self.assertEqual(
fmt.new_datetime_formatter("%Y-%m")(pd.to_datetime("1/1/2013")),
"2013-01")
def test_fmt_datetime(self):
self.assertEquals(fmt.new_datetime_formatter("%Y-%m")(pd.to_datetime("1/1/2013")), "2013-01")
DynamicNumberFormatter = fmt.DynamicNumberFormat(method="col",
nan="-",
pcts=1,
trunc_dot_zeros=1)
DollarCentsFormatter = pad_positive_wrapper(
fmt.new_float_formatter(prefix="$", nan="-"))
DollarFormatter = pad_positive_wrapper(
fmt.new_int_formatter(prefix="$", nan="-"))
ThousandDollarsFormatter = pad_positive_wrapper(
fmt.new_thousands_formatter(prefix="$", nan="-"))
MillionDollarsFormatter = pad_positive_wrapper(
fmt.new_millions_formatter(prefix="$", nan="-"))
BillionDollarsFormatter = pad_positive_wrapper(
fmt.new_billions_formatter(prefix="$", nan="-"))
YmdFormatter = fmt.new_datetime_formatter("%Y%m%d", True)
Y_m_dFormatter = fmt.new_datetime_formatter("%Y-%m-%d", True)
mdYFormatter = fmt.new_datetime_formatter("%m/%d/%Y", True)
class DynamicTable(Table):
def __init__(self, data, on_wrap=None, **kwargs):
self.on_wrap = on_wrap
Table.__init__(self, data, **kwargs)
self._longTableOptimize = 0
def wrap(self, awidth, aheight):
self.on_wrap and self.on_wrap(self, awidth, aheight)
return Table.wrap(self, awidth, aheight)
def test_fmt_datetime(self):
self.assertEqual(fmt.new_datetime_formatter('%Y-%m')(pd.to_datetime('1/1/2013')), '2013-01')
