def create_chart(self, file_path):
date = datetime.now().strftime('%Y-%m-%d_%H-%M-%S')
self.main_window.change_buttons_state()
handler = reader.CSVReader(file_path)
chart_path = "/".join(file_path.split("/")[:-1]) + f"/{date}_chart.png"
chart = charts.Chart(handler.cells, chart_path).create_plot()
self.main_window.change_buttons_state()
def testPlotlyfromMPL():
chart = c.Chart(2,1)
chart.chartBasic(pd.Series([0,1,4,2,3,4]),(0,1), kind='line')
mpl_fig = chart.fig
plotly_fig = tls.mpl_to_plotly(mpl_fig)
unique_url = py.plot(plotly_fig, fileopt='overwrite', auto_open=False)
print(unique_url)
def histogram(self, evalperiod, fieldList):
""" Produces histogram chart
:param fieldList: list of fields for histograms
:param evalperiod: which period you want the histogram on
"""
chart = ch.Chart(len(fieldList),
1,
sharex=False,
sharey=False,
hspace=0.4,
top=0.930,
title="Simulation Histogram",
chartfilename="Sim Histogram" +
datetime.now().strftime('%a %I.%M.%S'))
for i in range(0, len(fieldList)):
bb = (fieldList[i].iloc[evalperiod, :]
) # ** (1 / (p / self.frequency)) - 1
chart.chartBasic(bb, (i, 0),
kind='hist',
title=fieldList[i].name,
fontsize=9)
self.fillTextBox(chart, 0.135, 0.05, single=False)
chart.save()
return
def simABTest(dictA, dictB):
"""
Show Various Sim Results for two simulation runs with one or more parameter changed on
the second run.
*** Charts are on the same axis ***
Notes: Trials must be 1.
:return:
"""
chart = c.Chart(3,
1,
sharex=True,
sharey=False,
title="Sim: A/B Test",
bottom=.21,
top=.935)
sim_A = Simulation(**dictA)
sim_A.simulate()
chart.chartBasic(sim_A.simresults.totalInvestorValue, (0, 1),
color='cadetblue',
linestyle='-')
chart.chartBasic(sim_A.simresults.residualCashFlow, (1, 1),
legend=True,
color='cadetblue',
linestyle='-')
sim_B = Simulation(**dictB)
sim_B.simulate()
chart.chartBasic(sim_B.simresults.totalInvestorValue, (0, 1),
color='brown',
linestyle='-',
title='Total Investor Value')
chart.chartBasic(sim_B.simresults.residualCashFlow, (1, 1),
title="Cash Flow Paths",
legend=True,
color='brown',
linestyle='-')
""" PRICE INPUTS """
chart.chartBasic(sim_A.process.pricePaths, (2, 1),
legend=False,
color='cadetblue',
linestyle='-')
chart.chartBasic(sim_B.process.pricePaths, (2, 1),
title="Price Path",
legend=False,
color='brown',
linestyle='-')
sim_A.fillTextBox(chart, 0.135, 0.12)
sim_B.fillTextBox(chart, 0.135, 0.05)
plt.show()
def get_csv():
stat_name, benchmarks, procs, normalize, average, hmean = halogen.process_chart_request(request)
chart = charts.Chart(stat_name=stat_name,
benchmarks=benchmarks,
runs=procs,
normalize=normalize,
average=average,
hmean=hmean)
return Response(chart.to_csv(),
mimetype="text/plain",
headers={"Content-Disposition":
"attachment;filename=test.csv"})
def get_chart():
stat_name, benchmarks, procs, normalize, average, hmean = halogen.process_chart_request(request)
chart = charts.Chart(stat_name=stat_name,
benchmarks=benchmarks,
runs=procs,
normalize=normalize,
average=average,
hmean=hmean)
response = make_response(chart.to_json())
response.content_type = 'application/json'
return response
def chartNavPaths(self, **kwargs):
chart = kwargs.get(
'chart',
ch.Chart(2,
1,
sharex=False,
sharey=False,
title="SimHist",
top=0.930))
investmentSize = self.simresults.ramp.sum()
# bogey lines
a = pd.Series([
investmentSize * (1 + 0.05 / self.account.frequency)**x
for x in range(0, self.process.processLife)
])
b = pd.Series([
investmentSize * (1 + 0.10 / self.account.frequency)**x
for x in range(0, self.process.processLife)
])
c = pd.Series([
investmentSize * (1 + 0.15 / self.account.frequency)**x
for x in range(0, self.process.processLife)
])
d = pd.Series([(1 + self.process.growthRate)**x
for x in range(0, self.process.processLife)])
a.name = 'IRR=0.05'
b.name = 'IRR=0.1'
c.name = 'IRR=0.15'
d.name = 'IRR=' + str(
round(self.process.growthRate * self.account.frequency, 2))
chart.chartBasic(c, (0, 0), color='blue', legend=True)
chart.chartBasic(b, (0, 0), color='blue', legend=True)
chart.chartBasic(a, (0, 0), color='blue', legend=True)
chart.chartBasic(d, (1, 0), color='green', legend=True)
chart.chartBasic(self.simresults.totalInvestorValue, (0, 0),
title=self.simresults.totalInvestorValue.name,
legend=True)
chart.chartBasic(self.process.pricePaths, (1, 0),
title="Price Path",
legend=True)
chart.save()
return
def chartsmain():
d = s.Data()
d.getFreddieData()
#d.getMSAData()
ch = c.Chart(1, 2)
# Schiller Plot
# c.plotCaseSchiller(d.getCaseSchillerData())
# Grid of Multiples and Discounts
# c.gridOfMultiplesAndDiscounts()
# Grid of IRR by Vintage/Age
#c.gridOfIRR(d, msa=10900, payoff_status='Defaulted')
# Histogram of Home Price Appreciation versus Payoff
#c.histAppreciationVsPayoff(d.getFreddieData(), msa=10900, vintage=1999, payoff_status='Paid Off')
# ch = c.Chart(2,2, sharey = False, sharex = True, title="Total Appreciation")
# ch.histGeneric(d.getFreddieData, a.calcTotalAppreciation, (0, 0), vintage=1999, age=4)
# ch.histGeneric(d.getFreddieData, a.calcTotalAppreciation, (0, 1), vintage=1999, age=7)
# ch.histGeneric(d.getFreddieData, a.calcTotalAppreciation, (1, 0), vintage=2005, age=4)
# ch.histGeneric(d.getFreddieData, a.calcTotalAppreciation, (1, 1), vintage=2005, age=7)
# ch.save()
# ddd = c.Chart(1,1)
# d = a.payoffIRR(initialInv, investorShare, apprAnnualized, life, discount)
# d2 = p.monthlyPayoffTiming(d.getFreddieData(), ddd.axes, yr="all", dollar=False)
# print(d2)
# ch1 = c.Chart(4,1, sharey = False, title="Total Appreciation by Multiple Cuts")
# ch1.setChartFileName("Test1")
# ch1.histGeneric(d.getFreddieData(), a.calcTotalAppreciation, (0, 0), title='Total Appreciation\n')
# ch1.histGeneric(d.getFreddieData(), a.calcTotalAppreciation, (1, 0), vintage=2006, title='Total Appreciation\n')
# ch1.histGeneric(d.getFreddieData(), a.calcTotalAppreciation, (2, 0), payoff_status='Defaulted', vintage=2006, title='Total Appreciation\n')
# ch1.histGeneric(d.getFreddieData(), a.calcTotalAppreciation, (3, 0), payoff_status='Defaulted', vintage=2006, msa=10900, title='Total Appreciation\n')
# ch1.save()
#
# ch2 = c.Chart(4, 2, sharey=False, title="Annualized SOTW Returns by LTV")
# ch2.setChartFileName("Test2")
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (0, 0), orig_oltv=(60, 100), age=(2, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (1, 0), orig_oltv=(40, 60), age=(2, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (2, 0), orig_oltv=(20, 40), age=(2, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (3, 0), orig_oltv=(0, 20), age=(2, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (0, 1), orig_oltv=(60, 100), age=(0, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (1, 1), orig_oltv=(40, 60), age=(0, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (2, 1), orig_oltv=(20, 40), age=(0, 10), title='Annualized Payoff\n')
# ch2.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (3, 1), orig_oltv=(0, 20), age=(0, 10), title='Annualized Payoff\n')
# ch2.save()
# ch3 = c.Chart(5, 2, sharey=False, title="Annualized SOTW Returns by Age")
# ch3.setChartFileName("Test3")
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (0, 0), age=(0, 0), title='Annualized Payoff\n', bins = (-1, 1, .02))
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (1, 0), age=(1, 1), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (2, 0), age=(2, 2), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (3, 0), age=(3, 3), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (4, 0), age=(4, 4), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (0, 1), age=(5, 5), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (1, 1), age=(6, 6), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (2, 1), age=(7, 7), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (3, 1), age=(8, 8), title='Annualized Payoff\n')
# ch3.histGeneric(d.getFreddieData(), a.calcAnnualizedPayoff, (4, 1), age=(9, 10), title='Annualized Payoff\n')
# ch3.save()
# ch4 = c.Chart(2,1, sharey=False, title="testAge")
# ch4.setChartFileName("testAge")
# ch4.ageGeneric(d.getFreddieData(), (0, 0), pct=True, title='Annualized Payoff\n', vintage=2006)
# ch4.ageGeneric(d.getFreddieData(), (0, 0), pct=True, byyear=True, title='Default Curve\n', payoff_status='Defaulted', msa = 10900)
# ch4.ageGeneric(d.getFreddieData(), (0, 0), pct=True, byyear=True, title='Default Curve\n', payoff_status='Defaulted')
# ch4.ageGeneric(d.getFreddieData(), (2, 0), pct=True, byyear=True, title='Default Curve\n', payoff_status='Defaulted', vintage=2006, msa = 10900)
# ch4.ageGeneric(d.getFreddieData(), (3, 0), pct=True, byyear=True, title='Default Curve\n', payoff_status='Defaulted', vintage=2006)
# ch4.save()
ch5 = c.Chart(2, 1, sharex=False, sharey=False)
ch5.setChartFileName("test kwarg")
ch5.setTitle("testPivot")
ch5.pivotGeneric(d.getFreddieData(), (0, 0),
age=(2, 10),
rows='age',
values='ret',
vintage=2006,
title="Returns by Age")
ch5.pivotGeneric(d.getFreddieData(), (1, 0),
rows='vintage',
values='ret',
title="Returns by Vintage")
ch5.save()
return
def chartAllSimResults(self, plotly=False):
"""
Five charts stacked up, showing all important simulated stats
Use with single run
:return:
"""
if self.process.trials > 1:
print("Error: Single-trial function. Set trials=1")
return
chart = ch.Chart(5,
1,
sharex=True,
sharey=False,
fontsize=8,
title='SOTW Simulation Trial Results ' +
str(self.account.ramp.sum() / 1e6) + "MM",
plotly=plotly)
chart.chartfilename = "Sim Results " + datetime.now().strftime(
'%a %I.%M.%S')
chart.chartBasic(self.simresults.servicingFee, (0, 0),
legend=True,
color=ch.SOTW_RED,
linestyle='-')
chart.chartBasic(self.simresults.performanceFee, (0, 0),
legend=True,
color=ch.SOTW_RED,
linestyle='--')
#chart.chartBasic(self.simresults.dividendPaths, (0, 0), legend=True, color=c.SOTW_YELLOW, linestyle='-')
chart.chartBasic(self.simresults.residualCashFlow, (0, 0),
legend=True,
color=ch.SOTW_GREEN,
linestyle='--',
secondary=True)
chart.chartBasic(self.simresults.totalInvestorValue, (1, 0),
legend=True,
color='sienna',
linestyle='-')
chart.chartBasic(self.simresults.totalInvestorCashFlow, (1, 0),
legend=True,
color=ch.SOTW_YELLOW,
linestyle='--')
chart.chartBasic(self.simresults.accountValue, (1, 0),
legend=True,
color=ch.SOTW_YELLOW,
linestyle='-')
chart.chartBasic(self.process.pricePaths, (2, 0),
legend=True,
color=ch.SOTW_BLUE,
linestyle='-')
chart.chartBasic(self.simresults.nav, (3, 0),
legend=True,
color=ch.SOTW_YELLOW,
linestyle='-')
chart.chartBasic(self.simresults.dfNav, (3, 0),
legend=True,
color='lightgray',
linestyle='--')
chart.chartBasic(self.simresults.equity, (3, 0),
legend=True,
color=ch.SOTW_BLUE,
linestyle='-')
#chart.chartBasic(self.simresults.lossPaths, (3, 0), legend=True, color=c.SOTW_YELLOW, linestyle='-')
#chart.chartBasic(self.simresults.finalPayLossPaths, (3, 0), legend=True, color=c.SOTW_GREEN, linestyle='-')
totalfee = pd.DataFrame(
(self.simresults.servicingFee['Servicing Fee'] +
self.simresults.performanceFee['Performance Fee']).cumsum())
totalfee.name = 'Cumulative Fee'
chart.chartBasic(totalfee, (4, 0),
legend=True,
color=ch.SOTW_RED,
linestyle='-')
self.fillTextBox(chart, 0.135, 0.05)
if chart.plotly:
ch.plotly.plotly.plot(
chart.plotlyFig,
filename='make-subplots-multiple-with-titles',
auto_open=False)
else:
chart.save()