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feat: a plot

jorickdefraine
QuentinN42 8 months ago
parent
commit
6097c0cfd9
Signed by: number42 GPG Key ID: 2CD7D563712B3A50
  1. 12
      main.py

12
main.py

@ -1,9 +1,14 @@
import pandas as pd # type: ignore
from auto_trading.broker.backtest import Backtest
from auto_trading.strat.hold import Hold
from auto_trading.ptf.in_memory import InMemoryPortfolio
from auto_trading.bot import Bot
pd.options.plotting.backend = "plotly"
if __name__ == "__main__":
bt = Backtest("./data/NYSE_smallest.csv")
ptf = InMemoryPortfolio(
@ -19,3 +24,10 @@ if __name__ == "__main__":
print(order)
print(bot.ptf.total_balance(bot.broker.current_change))
ch_history: pd.DataFrame = bot.broker.change_rate_history # type: ignore
st_history = pd.DataFrame(
[s.stocks for s in bot.ptf.states_history],
index=ch_history.index,
)
(st_history * ch_history).fillna(0).plot.area().show()

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