def _print_stats_to_console(self, portfolio_tms):
try:
ta = TimeseriesAnalysis(portfolio_tms, frequency=Frequency.DAILY)
print(TimeseriesAnalysis.values_in_table(ta))
except Exception as ex:
self.logger.error("Error while calculating TimeseriesAnalysis: " +
str(ex))
def _list_of_ta(df):
ta_list = [
TimeseriesAnalysis(df[series_name], Frequency.DAILY)
for series_name in df
]
print(TimeseriesAnalysis.values_in_table(ta_list))
print(TimeseriesAnalysis.values_in_table(ta_list, df.columns))
def _single_series_usage(data_provider):
series = data_provider.get_price(tickers=ticker,
fields=PriceField.Close,
start_date=start_date,
end_date=end_date)
ta = TimeseriesAnalysis(series, Frequency.DAILY)
print(TimeseriesAnalysis.values_in_table(ta))
return ta
def build_document(self):
self._add_header()
self._perf_and_cone()
self._add_dd_and_leverage()
if self.benchmark_tms is None:
ta_list = [TimeseriesAnalysis(self.strategy_tms, self.frequency)]
else:
ta_list = [TimeseriesAnalysis(self.strategy_tms, self.frequency),
TimeseriesAnalysis(self.benchmark_tms, self.frequency)]
self._add_statistics_table(ta_list)
def _dataframe_usage(data_provider):
df = data_provider.get_price(tickers=many_tickers,
fields=PriceField.Close,
start_date=start_date,
end_date=end_date)
df.fillna(method='ffill', inplace=True)
print(TimeseriesAnalysis.table_for_df(df))
return df
def get_model_and_fund_statistics(self) -> str:
statistics = "\nFit R Square = {:5.3f} \n\n" \
"{:44s} \t Fit \n".format(self.model.r_squared, self.model.input_data.analysed_tms.name)
statistics += TimeseriesAnalysis.values_in_table(
self.model.fund_tms_analysis)
return statistics
def _setup_return_analysis_of_fund_and_fit(self, fitted_tms):
freq = self.input_data.frequency
analysed_tms = self.input_data.analysed_tms
self.fit_tms_analysis = TimeseriesAnalysis(fitted_tms, freq)
self.fund_tms_analysis = TimeseriesAnalysis(analysed_tms, freq)
def _add_statistics_table(self, series_list: List[QFSeries]):
ta_list = [
TimeseriesAnalysis(series, self.frequency)
for series in series_list
]
super()._add_statistics_table(ta_list)
def _print_stats_to_console(self, portfolio_tms):
if self._monitor_settings.print_stats_to_console:
ta = TimeseriesAnalysis(portfolio_tms, frequency=Frequency.DAILY)
print(TimeseriesAnalysis.values_in_table(ta))