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Q26 ALPHA-TRADING SYSTEM
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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... | |
This class is an heritage of the SIMULATION class so the member functions can be directly used on SIMULATION() objects.
| def showEquityCurve | ( | self, | |
index = [], |
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labels = list(), |
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xTime = False, |
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y_scale = "linear", |
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y_lim = None, |
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x_lim = None, |
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x_label = "# of transaction", |
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y_label = "Equity Curve", |
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x_rotation = 45, |
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subCurve = None, |
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linestyle = "-", |
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marker = None |
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| ) |
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