Skip to content

Introduce flexible height by proportially sizing elements #1302

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Introduce flexible height by proportially sizing elements #1302

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
33 changes: 26 additions & 7 deletions backtesting/_plotting.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -190,7 +190,7 @@ def f(s, new_index=pd.Index(df.index.astype(np.int64)), bars=trades[column]):
def plot(*, results: pd.Series,
df: pd.DataFrame,
indicators: List[_Indicator],
filename='', plot_width=None,
filename='', plot_width=None, plot_height=400,
plot_equity=True, plot_return=False, plot_pl=True,
plot_volume=True, plot_drawdown=False, plot_trades=True,
smooth_equity=False, relative_equity=True,
Expand All @@ -199,6 +199,15 @@ def plot(*, results: pd.Series,
show_legend=True, open_browser=True):
"""
Like much of GUI code everywhere, this is a mess.

Parameters:
-----------
plot_width : int, optional
Width of the plot in pixels. If None (default), the plot is made
to span 100% of browser width.
plot_height : int, optional
Height of the main OHLC chart in pixels. Other sections are sized
proportionally. Default is 400.
"""
# We need to reset global Bokeh state, otherwise subsequent runs of
# plot() contain some previous run's cruft data (was noticed when
Expand All @@ -207,6 +216,16 @@ def plot(*, results: pd.Series,
filename = _windos_safe_filename(str(results._strategy))
_bokeh_reset(filename)

# Calculate proportional heights based on original ratios
# Original OHLC height was 400px, use that as base ratio
base_height = plot_height
equity_height = int(base_height * 0.25) # was 100px
equity_height_with_dd = int(base_height * 0.2) # was 80px
drawdown_height = int(base_height * 0.2) # was 80px
pl_height = int(base_height * 0.2) # was 80px
volume_height = int(base_height * 0.175) # was 70px
indicator_height = int(base_height * 0.125) # was 50px

COLORS = [BEAR_COLOR, BULL_COLOR]
BAR_WIDTH = .8

Expand Down Expand Up @@ -240,7 +259,7 @@ def plot(*, results: pd.Series,
_figure,
x_axis_type='linear',
width=plot_width,
height=400,
height=base_height,
# TODO: xwheel_pan on horizontal after https://github.com/bokeh/bokeh/issues/14363
tools="xpan,xwheel_zoom,xwheel_pan,box_zoom,undo,redo,reset,save",
active_drag='xpan',
Expand Down Expand Up @@ -296,7 +315,7 @@ def plot(*, results: pd.Series,
('Volume', '@Volume{0,0}')]

def new_indicator_figure(**kwargs):
kwargs.setdefault('height', _INDICATOR_HEIGHT)
kwargs.setdefault('height', indicator_height)
fig = new_bokeh_figure(x_range=fig_ohlc.x_range,
active_scroll='xwheel_zoom',
active_drag='xpan',
Expand Down Expand Up @@ -362,7 +381,7 @@ def _plot_equity_section(is_return=False):
source.add(equity, source_key)
fig = new_indicator_figure(
y_axis_label=yaxis_label,
**(dict(height=80) if plot_drawdown else dict(height=100)))
**(dict(height=equity_height_with_dd) if plot_drawdown else dict(height=equity_height)))

# High-watermark drawdown dents
fig.patch('index', 'equity_dd',
Expand Down Expand Up @@ -413,7 +432,7 @@ def _plot_equity_section(is_return=False):

def _plot_drawdown_section():
"""Drawdown section"""
fig = new_indicator_figure(y_axis_label="Drawdown", height=80)
fig = new_indicator_figure(y_axis_label="Drawdown", height=drawdown_height)
drawdown = equity_data['DrawdownPct']
argmax = drawdown.idxmax()
source.add(drawdown, 'drawdown')
Expand All @@ -427,7 +446,7 @@ def _plot_drawdown_section():

def _plot_pl_section():
"""Profit/Loss markers section"""
fig = new_indicator_figure(y_axis_label="Profit / Loss", height=80)
fig = new_indicator_figure(y_axis_label="Profit / Loss", height=pl_height)
fig.add_layout(Span(location=0, dimension='width', line_color='#666666',
line_dash='dashed', level='underlay', line_width=1))
trade_source.add(trades['ReturnPct'], 'returns')
Expand All @@ -454,7 +473,7 @@ def _plot_pl_section():

def _plot_volume_section():
"""Volume section"""
fig = new_indicator_figure(height=70, y_axis_label="Volume")
fig = new_indicator_figure(height=volume_height, y_axis_label="Volume")
fig.yaxis.ticker.desired_num_ticks = 3
fig.xaxis.formatter = fig_ohlc.xaxis[0].formatter
fig.xaxis.visible = True
Expand Down
10 changes: 7 additions & 3 deletions backtesting/backtesting.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1640,7 +1640,8 @@ def _mp_task(arg):
for shmem in shm:
shmem.close()

def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
def plot(self, *, results: pd.Series = None, filename=None,
plot_width=None, plot_height=400,
plot_equity=True, plot_return=False, plot_pl=True,
plot_volume=True, plot_drawdown=False, plot_trades=True,
smooth_equity=False, relative_equity=True,
Expand All @@ -1661,8 +1662,10 @@ def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
current working directory.

`plot_width` is the width of the plot in pixels. If None (default),
the plot is made to span 100% of browser width. The height is
currently non-adjustable.
the plot is made to span 100% of browser width.

`plot_height` is the height of the main OHLC chart in pixels. Other
sections are sized proportionally. Default is 400.

If `plot_equity` is `True`, the resulting plot will contain
an equity (initial cash plus assets) graph section. This is the same
Expand Down Expand Up @@ -1737,6 +1740,7 @@ def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
indicators=results._strategy._indicators,
filename=filename,
plot_width=plot_width,
plot_height=plot_height,
plot_equity=plot_equity,
plot_return=plot_return,
plot_pl=plot_pl,
Expand Down