REF: Plot: Simplify PL section, circle markers

Author: kernc

backtesting/_plotting.py

@@ -23,6 +23,7 @@
     CrosshairTool,
     CustomJS,
     ColumnDataSource,
+    CustomJSTransform,
     Label, NumeralTickFormatter,
     Span,
     HoverTool,
@@ -39,7 +40,7 @@
 from bokeh.io.state import curstate
 from bokeh.layouts import gridplot
 from bokeh.palettes import Category10
-from bokeh.transform import factor_cmap
+from bokeh.transform import factor_cmap, transform
 
 from backtesting._util import _data_period, _as_list, _Indicator, try_
 
@@ -258,7 +259,6 @@ def plot(*, results: pd.Series,
     trade_source = ColumnDataSource(dict(
         index=trades['ExitBar'],
         datetime=trades['ExitTime'],
-        exit_price=trades['ExitPrice'],
         size=trades['Size'],
         returns_positive=(trades['ReturnPct'] > 0).astype(int).astype(str),
     ))
@@ -426,31 +426,24 @@ def _plot_pl_section():
         """Profit/Loss markers section"""
         fig = new_indicator_figure(y_axis_label="Profit / Loss")
         fig.add_layout(Span(location=0, dimension='width', line_color='#666666',
-                            line_dash='dashed', line_width=1))
-        returns_long = np.where(trades['Size'] > 0, trades['ReturnPct'], np.nan)
-        returns_short = np.where(trades['Size'] < 0, trades['ReturnPct'], np.nan)
+                            line_dash='dashed', level='underlay', line_width=1))
+        trade_source.add(trades['ReturnPct'], 'returns')
         size = trades['Size'].abs()
         size = np.interp(size, (size.min(), size.max()), (8, 20))
-        trade_source.add(returns_long, 'returns_long')
-        trade_source.add(returns_short, 'returns_short')
         trade_source.add(size, 'marker_size')
         if 'count' in trades:
             trade_source.add(trades['count'], 'count')
         trade_source.add(trades[['EntryBar', 'ExitBar']].values.tolist(), 'lines')
-        trade_source.add([[0, r] for r in trades['ReturnPct'].values], 'returns_both')
-        fig.multi_line(xs='lines', ys='returns_both',
-                       source=trade_source, color='#bbb', line_width=1)
-        r1 = fig.scatter('index', 'returns_long', source=trade_source, fill_color=cmap,
-                         marker='triangle', line_color='black', size='marker_size')
-        r2 = fig.scatter('index', 'returns_short', source=trade_source, fill_color=cmap,
-                         marker='inverted_triangle', line_color='black', size='marker_size')
+        fig.multi_line(xs='lines',
+                       ys=transform('returns', CustomJSTransform(v_func='return [...xs].map(i => [0, i]);')),
+                       source=trade_source, color='#999', line_width=1)
+        r1 = fig.scatter('index', 'returns', source=trade_source, fill_color=cmap,
+                         marker='circle', line_color='black', size='marker_size')
         tooltips = [("Size", "@size{0,0}")]
         if 'count' in trades:
             tooltips.append(("Count", "@count{0,0}"))
-        set_tooltips(fig, tooltips + [("P/L", "@returns_long{+0.[000]%}")],
+        set_tooltips(fig, tooltips + [("P/L", "@returns{+0.[000]%}")],
                      vline=False, renderers=[r1])
-        set_tooltips(fig, tooltips + [("P/L", "@returns_short{+0.[000]%}")],
-                     vline=False, renderers=[r2])
         fig.yaxis.formatter = NumeralTickFormatter(format="0.[00]%")
         return fig
 
@@ -619,7 +612,7 @@ def __eq__(self, other):
                                                round(abs(mean), -1) in (50, 100, 200)):
                         fig.add_layout(Span(location=float(mean), dimension='width',
                                             line_color='#666666', line_dash='dashed',
-                                            line_width=.5))
+                                            level='underlay', line_width=.5))
             if is_overlay:
                 ohlc_tooltips.append((tooltip_label, NBSP.join(tooltips)))
             else: