Plot object module

Objects to plot backtest or analysis of financial strategies and models.

fynance.backtest.PlotBackTest([fig, ax, …])	Plot backtest object.
fynance.backtest.DynaPlotBackTest([fig, ax, …])	Dynamic plot backtest object.

Static object

class fynance.backtest.PlotBackTest(fig=None, ax=None, size=(9, 6), dynamic=False, **kwargs)

Bases: object

Plot backtest object.

See also

DynaPlotBackTest, display_perf, set_text_stats

Attributes:

fig : matplotlib.figure.Figure

Figure to display backtest.

ax : matplotlib.axes

Axe(s) to display a part of backtest.

Methods

plot(y, x=None, names=None, col=’Blues’, lw=1., **kwargs)

Plot performances.

__init__(self, fig=None, ax=None, size=(9, 6), dynamic=False, **kwargs)

Initialize method.

Sets size of training and predicting period, inital value to backtest, a target filter and training parameters.

Parameters:

fig : matplotlib.figure.Figure, optional

Figure to display backtest.

ax : matplotlib.axes, optional

Axe(s) to display a part of backtest.

size : tuple, optional

Size of figure, default is (9, 6)

dynamic : bool, optional

If True set on interactive plot.

kwargs : dict, optional

Axes configuration, cf matplotlib documentation [1]. Default is {‘yscale’: ‘linear’, ‘xscale’: ‘linear’, ‘ylabel’: ‘’, ‘xlabel’: ‘’, ‘title’: ‘’, ‘tick_params’: {}}

References

[1]	https://matplotlib.org/api/axes_api.html#matplotlib.axes.Axes

__weakref__

list of weak references to the object (if defined)

plot(self, y, x=None, names=None, col='Blues', lw=1.0, unit='raw', **kwargs)

Plot performances.

Parameters:

y : np.ndarray[np.float64, ndim=2], with shape (T, N)

Returns or indexes.

x : np.ndarray[ndim=2], with shape (T, 1), optional

x-axis, can be series of int or dates or string.

names : str, optional

Names y lines for legend.

col : str, optional

Color of palette, cf seaborn documentation [2]. Default is ‘Blues’.

lw : float, optional

Line width of lines.

kwargs : dict, optional

Parameters for ax.legend method, cf matplotlib documentation [3].

Returns:

pbt : PlotBackTest

Self object.

References

[2]	https://seaborn.pydata.org/api.html

[3]	https://matplotlib.org/api/axes_api.html#matplotlib.axes.Axes

Dynamic object

class fynance.backtest.DynaPlotBackTest(fig=None, ax=None, size=(9, 6), dynamic=False, **kwargs)

Bases: fynance.backtest.plot_backtest.PlotBackTest

Dynamic plot backtest object.

See also

PlotBackTest, display_perf, set_text_stats

Attributes:

fig : matplotlib.figure.Figure

Figure to display backtest.

ax : matplotlib.axes

Axe(s) to display a part of backtest.

Methods

plot(y, x=None, names=None, col=’Blues’, lw=1., **kwargs)

Plot performances.

plot(self, y, x=None, names=None, col='Blues', lw=1.0, unit='raw', **kwargs)

Dynamic plot performances.

Parameters:

y : np.ndarray[np.float64, ndim=2], with shape (T, N)

Returns or indexes.

x : np.ndarray[ndim=2], with shape (T, 1), optional

x-axis, can be series of int or dates or string.

names : str, optional

Names y lines for legend.

col : str, optional

Color of palette, cf seaborn documentation [2]. Default is ‘Blues’.

lw : float, optional

Line width of lines.

kwargs : dict, optional

Parameters for ax.legend method, cf matplotlib documentation [3].

Returns:

pbt : PlotBackTest

Self object.

References

[2]	https://seaborn.pydata.org/api.html

[3]	https://matplotlib.org/api/axes_api.html#matplotlib.axes.Axes