def test_dynamic_formatter(self):
kwargs = dict(precision=1, commas=1, parens=1, pcts=1, trunc_dot_zeros=1)
byrow = fmt.new_dynamic_formatter("row", **kwargs)
bycol = fmt.new_dynamic_formatter("col", **kwargs)
bycell = fmt.new_dynamic_formatter("cell", **kwargs)
todt = pd.to_datetime
f = pd.DataFrame(
dict(
pcts=[0.1, 0.2343, -0.9234],
flt=[123.0, 1234.0, -12345.0],
ts=[todt("1/1/2012"), todt("1/1/2013"), todt("1/1/2014")],
)
)
# by column
expected_bycol = {
"pcts": ["10%", "23.4%", "(92.3%)"],
"flt": ["123", "1,234", "(12,345)"],
"ts": ["2012-01-01", "2013-01-01", "2014-01-01"],
}
pt.assert_frame_equal(pd.DataFrame(expected_bycol), bycol(f))
pt.assert_frame_equal(pd.DataFrame(expected_bycol).T, byrow(f.T))
expected_bycell = {
"pcts": ["10%", "23.4%", "(92.3%)"],
"flt": ["123", "1.2k", "(12.3k)"],
"ts": ["2012-01-01", "2013-01-01", "2014-01-01"],
}
pt.assert_frame_equal(pd.DataFrame(expected_bycell), bycell(f))
# ensure nothing different
pt.assert_frame_equal(pd.DataFrame(expected_bycell).T, bycell(f.T))
def test_dynamic_formatter(self):
kwargs = dict(precision=1, commas=1, parens=1, pcts=1, trunc_dot_zeros=1)
byrow = fmt.new_dynamic_formatter('row', **kwargs)
bycol = fmt.new_dynamic_formatter('col', **kwargs)
bycell = fmt.new_dynamic_formatter('cell', **kwargs)
todt = pd.to_datetime
f = pd.DataFrame(dict(pcts=[.1, .2343, -.9234], flt=[123., 1234., -12345.],
ts=[todt('1/1/2012'), todt('1/1/2013'), todt('1/1/2014')]))
# by column
expected_bycol = {'pcts': ['10%', '23.4%', '(92.3%)'],
'flt': ['123', '1,234', '(12,345)'],
'ts': ['2012-01-01', '2013-01-01', '2014-01-01']}
pt.assert_frame_equal(pd.DataFrame(expected_bycol), bycol(f))
pt.assert_frame_equal(pd.DataFrame(expected_bycol).T, byrow(f.T))
expected_bycell = {'pcts': ['10%', '23.4%', '(92.3%)'],
'flt': ['123', '1.2k', '(12.3k)'],
'ts': ['2012-01-01', '2013-01-01', '2014-01-01']}
pt.assert_frame_equal(pd.DataFrame(expected_bycell), bycell(f))
# ensure nothing different
pt.assert_frame_equal(pd.DataFrame(expected_bycell).T, bycell(f.T))
def _repr_html_(self):
from tia.util.fmt import new_dynamic_formatter
fmt = new_dynamic_formatter(
method="row", precision=2, pcts=1, trunc_dot_zeros=1, parens=1
)
return fmt(self.series.to_frame())._repr_html_()
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 _repr_html_(self):
from tia.util.fmt import new_dynamic_formatter
fmt = new_dynamic_formatter(method='row',
precision=2,
pcts=1,
trunc_dot_zeros=1,
parens=1)
df = self.summary.to_frame()
return fmt(df)._repr_html_()
def test_dynamic_formatter(self):
kwargs = dict(precision=1,
commas=1,
parens=1,
pcts=1,
trunc_dot_zeros=1)
byrow = fmt.new_dynamic_formatter("row", **kwargs)
bycol = fmt.new_dynamic_formatter("col", **kwargs)
bycell = fmt.new_dynamic_formatter("cell", **kwargs)
todt = pd.to_datetime
f = pd.DataFrame(
dict(
pcts=[0.1, 0.2343, -0.9234],
flt=[123.0, 1234.0, -12345.0],
ts=[todt("1/1/2012"),
todt("1/1/2013"),
todt("1/1/2014")],
))
# by column
expected_bycol = {
"pcts": ["10%", "23.4%", "(92.3%)"],
"flt": ["123", "1,234", "(12,345)"],
"ts": ["2012-01-01", "2013-01-01", "2014-01-01"],
}
pt.assert_frame_equal(pd.DataFrame(expected_bycol), bycol(f))
pt.assert_frame_equal(pd.DataFrame(expected_bycol).T, byrow(f.T))
expected_bycell = {
"pcts": ["10%", "23.4%", "(92.3%)"],
"flt": ["123", "1.2k", "(12.3k)"],
"ts": ["2012-01-01", "2013-01-01", "2014-01-01"],
}
pt.assert_frame_equal(pd.DataFrame(expected_bycell), bycell(f))
# ensure nothing different
pt.assert_frame_equal(pd.DataFrame(expected_bycell).T, bycell(f.T))
def test_dynamic_formatter(self):
kwargs = dict(precision=1,
commas=1,
parens=1,
pcts=1,
trunc_dot_zeros=1)
byrow = fmt.new_dynamic_formatter('row', **kwargs)
bycol = fmt.new_dynamic_formatter('col', **kwargs)
bycell = fmt.new_dynamic_formatter('cell', **kwargs)
todt = pd.to_datetime
f = pd.DataFrame(
dict(pcts=[.1, .2343, -.9234],
flt=[123., 1234., -12345.],
ts=[todt('1/1/2012'),
todt('1/1/2013'),
todt('1/1/2014')]))
# by column
expected_bycol = {
'pcts': ['10%', '23.4%', '(92.3%)'],
'flt': ['123', '1,234', '(12,345)'],
'ts': ['2012-01-01', '2013-01-01', '2014-01-01']
}
pt.assert_frame_equal(pd.DataFrame(expected_bycol), bycol(f))
pt.assert_frame_equal(pd.DataFrame(expected_bycol).T, byrow(f.T))
expected_bycell = {
'pcts': ['10%', '23.4%', '(92.3%)'],
'flt': ['123', '1.2k', '(12.3k)'],
'ts': ['2012-01-01', '2013-01-01', '2014-01-01']
}
pt.assert_frame_equal(pd.DataFrame(expected_bycell), bycell(f))
# ensure nothing different
pt.assert_frame_equal(pd.DataFrame(expected_bycell).T, bycell(f.T))
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 _repr_html_(self):
from tia.util.fmt import new_dynamic_formatter
fmt = new_dynamic_formatter(method='row', precision=2, pcts=1, trunc_dot_zeros=1, parens=1)
return fmt(self.series.to_frame())._repr_html_()
