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Generate Lines in chart.html Using Default Data #29

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Generate Lines in chart.html Using Default Data #29

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28 changes: 14 additions & 14 deletions gemini/engine.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ def __init__(self, data):

:return: A bactesting simulation
:rtype: backtest
"""
"""
if not isinstance(data, pd.DataFrame):
raise ValueError("Data must be a pandas dataframe")

Expand All @@ -42,9 +42,9 @@ def start(self, initial_capital, logic):
self.tracker = []
self.account = exchange.account(initial_capital)

# Enter backtest ---------------------------------------------
# Enter backtest ---------------------------------------------
for index, today in self.data.iterrows():

date = today['date']
equity = self.account.total_value(today['close'])

Expand All @@ -64,7 +64,7 @@ def start(self, initial_capital, logic):
self.account.equity.append(equity)

# Equity tracking
self.tracker.append({'date': date,
self.tracker.append({'date': date,
'benchmark_equity' : today['close'],
'strategy_equity' : equity})

Expand All @@ -73,7 +73,7 @@ def start(self, initial_capital, logic):
logic(self.account, lookback)

# Cleanup empty positions
self.account.purge_positions()
self.account.purge_positions()
# ------------------------------------------------------------

# For pyfolio
Expand All @@ -84,16 +84,16 @@ def start(self, initial_capital, logic):
del df['date']
return df

def results(self):
"""Print results"""
def results(self):
"""Print results"""
print("-------------- Results ----------------\n")
being_price = self.data.iloc[0]['open']
final_price = self.data.iloc[-1]['close']

pc = helpers.percent_change(being_price, final_price)
print("Buy and Hold : {0}%".format(round(pc*100, 2)))
print("Net Profit : {0}".format(round(helpers.profit(self.account.initial_capital, pc), 2)))

pc = helpers.percent_change(self.account.initial_capital, self.account.total_value(final_price))
print("Strategy : {0}%".format(round(pc*100, 2)))
print("Net Profit : {0}".format(round(helpers.profit(self.account.initial_capital, pc), 2)))
Expand All @@ -110,24 +110,24 @@ def results(self):
print("--------------------")
print("Total Trades : {0}".format(longs + sells + shorts + covers))
print("\n---------------------------------------")

def chart(self, show_trades=False, title="Equity Curve"):
"""Chart results.

:param show_trades: Show trades on plot
:type show_trades: bool
:param title: Plot title
:type title: str
"""
"""
bokeh.plotting.output_file("chart.html", title=title)
p = bokeh.plotting.figure(x_axis_type="datetime", plot_width=1000, plot_height=400, title=title)
p.grid.grid_line_alpha = 0.3
p.xaxis.axis_label = 'Date'
p.yaxis.axis_label = 'Equity'
shares = self.account.initial_capital/self.data.iloc[0]['open']
base_equity = [price*shares for price in self.data['open']]
p.line(self.data['date'], base_equity, color='#CAD8DE', legend='Buy and Hold')
p.line(self.data['date'], self.account.equity, color='#49516F', legend='Strategy')
base_equity = [price*shares for price in self.data['open']]
p.line(pd.to_datetime(self.data['date']), base_equity, color='#CAD8DE', legend='Buy and Hold')
p.line(pd.to_datetime(self.data['date']), self.account.equity, color='#49516F', legend='Strategy')
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@11 11 Dec 17, 2020 •
edited
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@anfederico I removed some unwanted whitespace in this file -- but line 129 & 130 is the main hack I used to get your example data to work

p.legend.location = "top_left"

if show_trades:
Expand All @@ -148,5 +148,5 @@ def chart(self, show_trades=False, title="Equity Curve"):
elif trade.type == 'short': p.circle(x, y, size=6, color='orange', alpha=0.5)
except:
pass

bokeh.plotting.show(p)