def test_guess_formatter(self):
for n, t in (3, 'k'), (6, 'M'), (9, 'B'):
m = 10**n
s = pd.Series([2.1 * m, -20.1 * m, 200.1 * m])
actual = fmt.guess_formatter(s, precision=1)(s)
expected = pd.Series(['2.1' + t, '(20.1%s)' % t, '200.1' + t])
pt.assert_series_equal(expected, actual)
# percents
s = pd.Series([.024, -.561, .987])
actual = fmt.guess_formatter(s, precision=1, pcts=1)(s)
expected = pd.Series(['2.4%', '(56.1%)', '98.7%'])
pt.assert_series_equal(expected, actual)
def test_guess_formatter(self):
for n, t in (3, "k"), (6, "M"), (9, "B"):
m = 10**n
s = pd.Series([2.1 * m, -20.1 * m, 200.1 * m])
actual = fmt.guess_formatter(s, precision=1)(s)
expected = pd.Series(["2.1" + t, "(20.1%s)" % t, "200.1" + t])
pt.assert_series_equal(expected, actual)
# percents
s = pd.Series([0.024, -0.561, 0.987])
actual = fmt.guess_formatter(s, precision=1, pcts=1)(s)
expected = pd.Series(["2.4%", "(56.1%)", "98.7%"])
pt.assert_series_equal(expected, actual)
def test_guess_formatter(self):
for n, t in (3, "k"), (6, "M"), (9, "B"):
m = 10 ** n
s = pd.Series([2.1 * m, -20.1 * m, 200.1 * m])
actual = fmt.guess_formatter(s, precision=1)(s)
expected = pd.Series(["2.1" + t, "(20.1%s)" % t, "200.1" + t])
pt.assert_series_equal(expected, actual)
# percents
s = pd.Series([0.024, -0.561, 0.987])
actual = fmt.guess_formatter(s, precision=1, pcts=1)(s)
expected = pd.Series(["2.4%", "(56.1%)", "98.7%"])
pt.assert_series_equal(expected, actual)
def test_guess_formatter(self):
for n, t in (3, 'k'), (6, 'M'), (9, 'B'):
m = 10 ** n
s = pd.Series([2.1 * m, -20.1 * m, 200.1 * m])
actual = fmt.guess_formatter(s, precision=1)(s)
expected = pd.Series(['2.1' + t, '(20.1%s)' % t, '200.1' + t])
pt.assert_series_equal(expected, actual)
# percents
s = pd.Series([.024, -.561, .987])
actual = fmt.guess_formatter(s, precision=1, pcts=1)(s)
expected = pd.Series(['2.4%', '(56.1%)', '98.7%'])
pt.assert_series_equal(expected, actual)
def plot_ltd(self, ax=None, style='k', label='ltd', show_dd=1, guess_xlabel=1):
ltd = self.pl.cumsum()
ax = ltd.plot(ax=ax, style=style, label=label)
if show_dd:
dd = self.drawdowns
dd.plot(style='r', label='drawdowns', alpha=.5)
ax.fill_between(dd.index, 0, dd.values, facecolor='red', alpha=.25)
fmt = lambda x: x
# guess the formatter
if guess_xlabel:
from tia.util.fmt import guess_formatter
from tia.util.mplot import AxesFormat
fmt = guess_formatter(ltd.abs().max(), precision=1)
AxesFormat().Y.apply_format(fmt).apply(ax)
ax.legend(loc='upper left', prop={'size': 12})
# show the actualy date and value
mdt, mdd = self.maxdd_dt, self.maxdd
bbox_props = dict(boxstyle="round", fc="w", ec="0.5", alpha=0.25)
try:
dtstr = '{0}'.format(mdt.to_period())
except:
# assume daily
dtstr = '{0}'.format(hasattr(mdt, 'date') and mdt.date() or mdt)
ax.text(mdt, dd[mdt], "{1} \n {0}".format(fmt(mdd), dtstr).strip(), ha="center", va="top", size=8,
bbox=bbox_props)
return ax
def guess_format(self, rb=1, align=1, **fmt_args):
from tia.util.fmt import NumberFormat
fct = fmt.guess_formatter(self.actual_values, **fmt_args)
if isinstance(fmt, NumberFormat):
return self.apply_number_format(fct, rb=rb, align=align)
else:
return self.apply_format(fct)
def guess_format(self, rb=1, align=1, **fmt_args):
from tia.util.fmt import NumberFormat
fct = fmt.guess_formatter(self.actual_values, **fmt_args)
if isinstance(fmt, NumberFormat):
return self.apply_number_format(fct, rb=rb, align=align)
else:
return self.apply_format(fct)
def plot_ltd(self,
ax=None,
style="k",
label="ltd",
show_dd=1,
guess_xlabel=1,
title=True):
ltd = self.ltd_frame.pl
ax = ltd.plot(ax=ax, style=style, label=label)
if show_dd:
dd = self.drawdowns
dd.plot(style="r", label="drawdowns", alpha=0.5)
ax.fill_between(dd.index,
0,
dd.values,
facecolor="red",
alpha=0.25)
fmt = lambda x: x
# guess the formatter
if guess_xlabel:
from tia.util.fmt import guess_formatter
from tia.util.mplot import AxesFormat
fmt = guess_formatter(ltd.abs().max(), precision=1)
AxesFormat().Y.apply_format(fmt).apply(ax)
ax.legend(loc="upper left", prop={"size": 12})
# show the actualy date and value
mdt, mdd = self.maxdd_dt, self.maxdd
bbox_props = dict(boxstyle="round", fc="w", ec="0.5", alpha=0.25)
try:
dtstr = "{0}".format(mdt.to_period())
except:
# assume daily
dtstr = "{0}".format(
hasattr(mdt, "date") and mdt.date() or mdt)
ax.text(
mdt,
dd[mdt],
"{1} \n {0}".format(fmt(mdd), dtstr).strip(),
ha="center",
va="top",
size=8,
bbox=bbox_props,
)
if title is True:
df = new_dynamic_formatter(precision=1,
parens=False,
trunc_dot_zeros=True)
total = df(ltd.iloc[-1])
vol = df(self.std)
mdd = df(self.maxdd)
title = "pnl %s vol %s maxdd %s" % (total, vol, mdd)
title and ax.set_title(title,
fontdict=dict(fontsize=10, fontweight="bold"))
return ax
def plot_ltd(self, ax=None, style='k', label='ltd', show_dd=1, guess_xlabel=1, title=True):
ltd = self.ltd_frame.pl
ax = ltd.plot(ax=ax, style=style, label=label)
if show_dd:
dd = self.drawdowns
dd.plot(style='r', label='drawdowns', alpha=.5)
ax.fill_between(dd.index, 0, dd.values, facecolor='red', alpha=.25)
fmt = lambda x: x
# guess the formatter
if guess_xlabel:
from tia.util.fmt import guess_formatter
from tia.util.mplot import AxesFormat
fmt = guess_formatter(ltd.abs().max(), precision=1)
AxesFormat().Y.apply_format(fmt).apply(ax)
ax.legend(loc='upper left', prop={'size': 12})
# show the actualy date and value
mdt, mdd = self.maxdd_dt, self.maxdd
bbox_props = dict(boxstyle="round", fc="w", ec="0.5", alpha=0.25)
try:
dtstr = '{0}'.format(mdt.to_period())
except:
# assume daily
dtstr = '{0}'.format(hasattr(mdt, 'date') and mdt.date() or mdt)
ax.text(mdt, dd[mdt], "{1} \n {0}".format(fmt(mdd), dtstr).strip(), ha="center", va="top", size=8,
bbox=bbox_props)
if title is True:
df = new_dynamic_formatter(precision=1, parens=False, trunc_dot_zeros=True)
total = df(ltd.iloc[-1])
vol = df(self.std)
mdd = df(self.maxdd)
title = 'pnl %s vol %s maxdd %s' % (total, vol, mdd)
title and ax.set_title(title, fontdict=dict(fontsize=10, fontweight='bold'))
return ax
def guess_number_format(self, rb=1, align=1, **fmt_args):
"""Determine the most appropriate formatter by inspected all the region values"""
fct = fmt.guess_formatter(self.actual_values, **fmt_args)
return self.apply_number_format(fct, rb=rb, align=align)
def guess_number_format(self, rb=1, align=1, **fmt_args):
"""Determine the most appropriate formatter by inspected all the region values"""
fct = fmt.guess_formatter(self.actual_values, **fmt_args)
return self.apply_number_format(fct, rb=rb, align=align)