Q26 ALPHA-TRADING SYSTEM
Public Member Functions | List of all members
ANALYSIS Class Reference

Public Member Functions

def showEquityCurve (self, index=[], labels=list(), xTime=False, y_scale="linear", y_lim=None, x_lim=None, x_label="# of transaction", y_label="Equity Curve", x_rotation=45, subCurve=None, linestyle="-", marker=None)
 Description : More...
 

Detailed Description


Q26 - QuanTester module - ANALYSIS herited class

Description :

This class is an heritage of the SIMULATION class so the 
member functions can be directly used on SIMULATION() objects. 

Examples :

Planned developments :

Known bugs :

Member Function Documentation

◆ showEquityCurve()

def showEquityCurve (   self,
  index = [],
  labels = list(),
  xTime = False,
  y_scale = "linear",
  y_lim = None,
  x_lim = None,
  x_label = "# of transaction",
  y_label = "Equity Curve",
  x_rotation = 45,
  subCurve = None,
  linestyle = "-",
  marker = None 
)

Description :

This function allows to show the equity curves as a function of 
the trade number or the time. 

Parameters :

- index [list(int)] = list() : 
    List of index of portfolios one want to plot their equity curve 
- labels [list(int)] = list() : 
    List of labels associated to the indexes 
- xTime [bool] = False : 
    If True, the x-axis correspond to the time at which every position 
    have been closed. False correspond to the number of transaction. 
- y_scale [string] = "linear" : 
    See https://matplotlib.org/stable/api/_as_gen/matplotlib.pyplot.yscale.html for more 
- y_lim [list(float)] = None : 
    y_lim = [y_min, y_max] price axis limits 
- x_lim [list(float if !xTime else datetime)] = None : 
    x_lim = [x_min, x_max] time/#of transaction axis limits 
- x_label [str] = "# of transaction" 
- y_label [str] = "Equity curve" 
- x_rotation [int] = 45 : 
    x labels rotation in degrees 
- subCurve [list(int)] = None: 
    subCurve = [y_min, y_max] variable which allows to cut the y values. 
- linestyle [str] = "-" 
- marker [str] = None 

Returns :

- fig : The figure which can be saved. 
- ax 

The documentation for this class was generated from the following file: