Source code for analysis_engine.scripts.plot_history_from_local_file

#!/usr/bin/env python

A tool for plotting an algorithm's ``Trading History`` from
a locally saved file from running the backtester with
the save to file option enabled:


import os
import argparse
import pandas as pd
import analysis_engine.consts as ae_consts
import analysis_engine.plot_trading_history as plot_trading_history
import spylunking.log.setup_logging as log_utils

log = log_utils.build_colorized_logger(

[docs]def plot_local_history_file(): """plot_local_history_file Run a derived algorithm with an algorithm config dictionary :param config_dict: algorithm config dictionary """ log.debug('start - plot') parser = argparse.ArgumentParser( description=( 'plot a local algorithm trading history file')) parser.add_argument( '-f', help=( 'plot this trading history dataframe ' 'saved in this file'), required=False, dest='history_json_file') parser.add_argument( '-d', help=( 'debug'), required=False, dest='debug', action='store_true') args = parser.parse_args() history_json_file = None debug = False if args.history_json_file: history_json_file = args.history_json_file if args.debug: debug = True if not history_json_file: log.error( 'usage error - please run with: ' '-f <path to local trading history file>') return elif not os.path.exists(history_json_file): log.error(f'did not find trading history file={history_json_file}') return # end of checking the file arg is set and exists on disk'plotting history to: {history_json_file}') history_df = pd.read_json( history_json_file, orient='records') history_df['date'] = pd.to_datetime( history_df['date']) history_df['minute'] = pd.to_datetime( history_df['minute']) ticker = history_df['ticker'].iloc[0]'plotting history') first_date = history_df['date'].iloc[0] end_date = history_df['date'].iloc[-1] title = ( f'Trading History {ticker}\n' f'Backtest dates from {first_date} to {end_date}') use_xcol = 'date' use_as_date_format = '%d\n%b' use_minute = False if 'minute' in history_df: found_valid_minute = history_df['minute'].iloc[0] if found_valid_minute: use_minute = True if use_minute: use_xcol = 'minute' use_as_date_format = '%d %H:%M:%S\n%b' xlabel = 'Dates vs Algo values' ylabel = 'Algo values' df_filter = (history_df['close'] > 1.00) # set default hloc columns: blue = None green = None orange = None red = 'close' blue = 'balance' if debug: for i, r in history_df.iterrows():'{r["minute"]} - {r["close"]}') # end of debug show_plot = True if show_plot: plot_trading_history.plot_trading_history( title=title, df=history_df, red=red, blue=blue, green=green, orange=orange, date_col=use_xcol, date_format=use_as_date_format, xlabel=xlabel, ylabel=ylabel, df_filter=df_filter, show_plot=True, dropna_for_all=True)
# end of plot_local_history_file if __name__ == '__main__': plot_local_history_file()