def main():
this_dir_path = os.path.dirname(os.path.abspath(__file__))
trades, nr_of_assets_traded, start_date, end_date = cached_value(
get_data, os.path.join(this_dir_path, 'trade_analysis.cache'))
settings = container.resolve(Settings) # type: Settings
pdf_exporter = container.resolve(PDFExporter) # type: PDFExporter
contract_ticker_mapper = SimulatedBloombergContractTickerMapper()
initial_risk = 0.05
nr_of_assets_traded = len(
set(
contract_ticker_mapper.contract_to_ticker(t.contract, False)
for t in trades))
trade_analysis_sheet = TradeAnalysisSheet(settings,
pdf_exporter,
nr_of_assets_traded,
trades,
start_date,
end_date,
initial_risk,
title="Sample trade analysis")
trade_analysis_sheet.build_document()
trade_analysis_sheet.save()
print("Finished")
def main():
setup_logging(logging.INFO)
this_dir_path = os.path.dirname(os.path.abspath(__file__))
strategy, benchmark, live_date = cached_value(
get_data, os.path.join(this_dir_path, 'tearsheet5.cache'))
settings = container.resolve(Settings) # type: Settings
pdf_exporter = container.resolve(PDFExporter) # type: PDFExporter
title = "Tearsheet With Benchmark, With Live Date"
tearsheet = TearsheetWithBenchmark(settings,
pdf_exporter,
strategy,
benchmark,
live_date=live_date,
title=title)
tearsheet.build_document()
tearsheet.save(file_name=title)
title = "Tearsheet With Benchmark, Without Live Date"
tearsheet = TearsheetWithBenchmark(settings,
pdf_exporter,
strategy,
benchmark,
live_date=None,
title=title)
tearsheet.build_document()
tearsheet.save(file_name=title)
title = "Tearsheet Without Benchmark, With Live Date"
tearsheet = TearsheetWithoutBenchmark(settings,
pdf_exporter,
strategy,
live_date=live_date,
title=title)
tearsheet.build_document()
tearsheet.save(file_name=title)
title = "Tearsheet Without Benchmark, Without Live Date"
tearsheet = TearsheetWithoutBenchmark(settings,
pdf_exporter,
strategy,
live_date=None,
title=title)
tearsheet.build_document()
tearsheet.save(file_name=title)
title = "Tearsheet Comparative"
tearsheet = TearsheetComparative(settings,
pdf_exporter,
strategy,
benchmark,
title=title)
tearsheet.build_document()
tearsheet.save(file_name=title)
print("Finished")
def main():
this_dir_path = os.path.dirname(os.path.abspath(__file__))
trades_df, nr_of_assets_traded, start_date, end_date = cached_value(
get_data, os.path.join(this_dir_path, 'trade_analysis.cache'))
settings = container.resolve(Settings) # type: Settings
pdf_exporter = container.resolve(PDFExporter) # type: PDFExporter
trade_analysis_sheet = TradeAnalysisSheet(
settings, pdf_exporter, trades_df, start_date, end_date,
nr_of_assets_traded=nr_of_assets_traded, title="Sample trade analysis")
trade_analysis_sheet.build_document()
trade_analysis_sheet.save()
print("Finished")
def main():
this_dir_path = os.path.dirname(os.path.abspath(__file__))
strategy_tms, benchmark_tms, live_date = cached_value(
get_data, os.path.join(this_dir_path, 'live_trading_sheet.cache'))
settings = container.resolve(Settings) # type: Settings
pdf_exporter = container.resolve(PDFExporter) # type: PDFExporter
is_tms_stats = InSampleReturnStats(0.0005810136908445734, 0.012825939240219972)
tearsheet = LiveTradingSheet(
settings, pdf_exporter, strategy_tms, strategy_tms, is_tms_stats, "Live Trading Sheet demo")
tearsheet.build_document()
tearsheet.save()
benchmark_tms.name = "Benchmark"
leverage = strategy_tms # does not make sense, but just to plot something
tearsheet = LiveTradingSheet(
settings, pdf_exporter, strategy_tms, leverage, is_tms_stats,
"Live trading sheet demo - Benchmark", benchmark_tms=benchmark_tms)
tearsheet.build_document()
tearsheet.save()
print("Finished")