def load_data(self, sid):
print('txnview load ', sid)
for ax in self.fig.axes:
ax.clear()
datapath = os.path.realpath(
os.path.join(os.getcwd(), os.path.dirname(__file__)))
datapath = datapath + '/../../pyfolio/tests/test_data/'
test_returns = pd.read_csv(gzip.open(datapath + 'test_returns.csv.gz'),
index_col=0,
parse_dates=True)
test_returns = to_series(to_utc(test_returns))
test_txn = to_utc(
pd.read_csv(gzip.open(datapath + 'test_txn.csv.gz'),
index_col=0,
parse_dates=True))
test_pos = to_utc(
pd.read_csv(gzip.open(datapath + 'test_pos.csv.gz'),
index_col=0,
parse_dates=True))
positions = utils.check_intraday('infer', test_returns, test_pos,
test_txn)
plotting.plot_turnover(test_returns,
test_txn,
positions,
ax=self.ax_turnover)
plotting.plot_daily_volume(test_returns,
test_txn,
ax=self.ax_daily_volume)
try:
plotting.plot_daily_turnover_hist(test_txn,
positions,
ax=self.ax_turnover_hist)
except ValueError:
warnings.warn('Unable to generate turnover plot.', UserWarning)
plotting.plot_txn_time_hist(test_txn, ax=self.ax_txn_timings)
for ax in self.fig.axes:
plt.setp(ax.get_xticklabels(), visible=True)
self.draw()
def load_data(self, sid):
print('posview load ', sid)
for ax in self.fig.axes:
ax.clear()
datapath = os.path.realpath(
os.path.join(os.getcwd(), os.path.dirname(__file__)))
datapath = datapath + '/../../pyfolio/tests/test_data/'
test_returns = pd.read_csv(gzip.open(datapath + 'test_returns.csv.gz'),
index_col=0,
parse_dates=True)
test_returns = to_series(to_utc(test_returns))
test_txn = to_utc(
pd.read_csv(gzip.open(datapath + 'test_txn.csv.gz'),
index_col=0,
parse_dates=True))
test_pos = to_utc(
pd.read_csv(gzip.open(datapath + 'test_pos.csv.gz'),
index_col=0,
parse_dates=True))
positions = utils.check_intraday('infer', test_returns, test_pos,
test_txn)
positions_alloc = pos.get_percent_alloc(positions)
plotting.plot_exposures(test_returns, positions, ax=self.ax_exposures)
plotting.plot_holdings(test_returns,
positions_alloc,
ax=self.ax_holdings)
plotting.plot_long_short_holdings(test_returns,
positions_alloc,
ax=self.ax_long_short_holdings)
plotting.plot_gross_leverage(test_returns,
positions,
ax=self.ax_gross_leverage)
for ax in self.fig.axes:
plt.setp(ax.get_xticklabels(), visible=True)
self.draw()
def test_check_intraday(self, estimate, returns, positions, transactions,
expected):
detected = check_intraday(estimate, returns, positions, transactions)
assert_frame_equal(detected, expected)
def test_check_intraday(self, estimate, returns,
positions, transactions, expected):
detected = check_intraday(estimate, returns, positions, transactions)
assert_frame_equal(detected, expected)