def plot_profit_and_loss_lines(self):
"""Plot the profit and loss of the portfolio for the entire time period
as a line plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
profit_and_loss = self._get_profit_and_loss()
title = ('Cumulative P&L | ' + self._TITLE_DOLLAR_FORMAT + (
'\n')).format(profit_and_loss[-1])
plot = profit_and_loss.plot(kind='line', ax=plt.gca())
plot.set_title(title, color=self._TEXT_COLOR)
plot_utils.format_x_ticks_as_dates(plot)
plot_utils.format_y_ticks_as_dollars(plot)
return plot
def plot_profit_and_loss_lines(self):
"""Plot the profit and loss of the portfolio for the entire time period
as a line plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
profit_and_loss = self._get_profit_and_loss()
title = ('Cumulative P&L | ' + self._TITLE_DOLLAR_FORMAT +
('\n')).format(profit_and_loss[-1])
plot = profit_and_loss.plot(kind='line', ax=plt.gca())
plot.set_title(title, color=self._TEXT_COLOR)
plot_utils.format_x_ticks_as_dates(plot)
plot_utils.format_y_ticks_as_dollars(plot)
return plot
def plot_dollar_value_lines(self, group=False):
"""Plot the dollar value of portfolio holdings for the entire time
period as a line plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group)
dollar_values['TOTAL'] = dollar_values.sum(1)
title = ('Portfolio Value | ' + self._TITLE_DOLLAR_FORMAT + (
'\n')).format(dollar_values['TOTAL'].ix[-1])
plot = dollar_values.plot(kind='line', ax=plt.gca())
plot.set_title(title, color=self._TEXT_COLOR)
plot_utils.format_x_ticks_as_dates(plot)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.format_legend(plot, self._TEXT_COLOR)
return plot
def plot_dollar_value_bars(self, group=False):
"""Plot the dollar value of portfolio holdings for the most recent day
as a bar plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group).ix[-1, :]
percents = dollar_values / np.sum(dollar_values)
labels = plot_utils.get_percent_strings(percents)
title = 'Portfolio Weights\n'
plot = dollar_values.plot(kind='bar', alpha=self._BAR_ALPHA)
plot.set_title(title, color=self._TEXT_COLOR)
plot.set_xticklabels(dollar_values.index, rotation=0)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.add_bar_labels(plot, labels, self._TEXT_COLOR)
return plot
def plot_dollar_value_lines(self, group=False):
"""Plot the dollar value of portfolio holdings for the entire time
period as a line plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group)
dollar_values['TOTAL'] = dollar_values.sum(1)
title = ('Portfolio Value | ' + self._TITLE_DOLLAR_FORMAT +
('\n')).format(dollar_values['TOTAL'].ix[-1])
plot = dollar_values.plot(kind='line', ax=plt.gca())
plot.set_title(title, color=self._TEXT_COLOR)
plot_utils.format_x_ticks_as_dates(plot)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.format_legend(plot, self._TEXT_COLOR)
return plot
def plot_dollar_value_bars(self, group=False):
"""Plot the dollar value of portfolio holdings for the most recent day
as a bar plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group).ix[-1, :]
percents = dollar_values / np.sum(dollar_values)
labels = plot_utils.get_percent_strings(percents)
title = 'Portfolio Weights\n'
plot = dollar_values.plot(kind='bar', alpha=self._BAR_ALPHA)
plot.set_title(title, color=self._TEXT_COLOR)
plot.set_xticklabels(dollar_values.index, rotation=0)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.add_bar_labels(plot, labels, self._TEXT_COLOR)
return plot
def plot_dollar_change_bars(self, group=False):
"""Plot the change in dollars for the most recent day as a bar plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group).ix[-1, :]
dollar_returns = self._get_dollar_returns(group).ix[-1, :]
percent_returns = dollar_returns / dollar_values
labels = plot_utils.get_percent_strings(percent_returns)
bar_colors = plot_utils.get_conditional_colors(
percent_returns, self._BAR_ALPHA)
title = ('1-Day Change | ' + self._TITLE_DOLLAR_FORMAT + (
'\n')).format(np.sum(dollar_returns))
plot = dollar_returns.plot(kind='bar', color=bar_colors)
plot.set_title(title, color=self._TEXT_COLOR)
plot.set_xticklabels(dollar_returns.index, rotation=0)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.add_bar_labels(plot, labels, self._TEXT_COLOR)
return plot
def plot_dollar_change_bars(self, group=False):
"""Plot the change in dollars for the most recent day as a bar plot.
Args:
group: Whether to aggregate based on symbol_groups in config.
"""
dollar_values = self._get_dollar_values(group).ix[-1, :]
dollar_returns = self._get_dollar_returns(group).ix[-1, :]
percent_returns = dollar_returns / dollar_values
labels = plot_utils.get_percent_strings(percent_returns)
bar_colors = plot_utils.get_conditional_colors(percent_returns,
self._BAR_ALPHA)
title = ('1-Day Change | ' + self._TITLE_DOLLAR_FORMAT +
('\n')).format(np.sum(dollar_returns))
plot = dollar_returns.plot(kind='bar', color=bar_colors)
plot.set_title(title, color=self._TEXT_COLOR)
plot.set_xticklabels(dollar_returns.index, rotation=0)
plot_utils.format_y_ticks_as_dollars(plot)
plot_utils.add_bar_labels(plot, labels, self._TEXT_COLOR)
return plot
