alihan/backtesting.py
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REF: Replace bokeh legend_label parameter to avoid deprecation warning

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Kernc
2019-12-02 04:03:43 +01:00
parent 6c5b0c5a17
commit f415e7a591
1 changed files with 13 additions and 12 deletions
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21
backtesting/_plotting.py
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@@ -263,11 +263,11 @@ return this.labels[index] || "";
# Peaks # Peaks
argmax = equity.idxmax() argmax = equity.idxmax()
fig.scatter(argmax, equity[argmax], fig.scatter(argmax, equity[argmax],
legend='Peak ({})'.format( legend_label='Peak ({})'.format(
legend_format.format(equity[argmax] * (100 if relative_equity else 1))), legend_format.format(equity[argmax] * (100 if relative_equity else 1))),
color='cyan', size=8) color='cyan', size=8)
fig.scatter(index[-1], equity.values[-1], fig.scatter(index[-1], equity.values[-1],
legend='Final ({})'.format( legend_label='Final ({})'.format(
legend_format.format(equity.iloc[-1] * (100 if relative_equity else 1))), legend_format.format(equity.iloc[-1] * (100 if relative_equity else 1))),
color='blue', size=8) color='blue', size=8)
@@ -275,11 +275,11 @@ return this.labels[index] || "";
drawdown = trade_data['Drawdown'] drawdown = trade_data['Drawdown']
argmax = drawdown.idxmax() argmax = drawdown.idxmax()
fig.scatter(argmax, equity[argmax], fig.scatter(argmax, equity[argmax],
legend='Max Drawdown (-{:.1f}%)'.format(100 * drawdown[argmax]), legend_label='Max Drawdown (-{:.1f}%)'.format(100 * drawdown[argmax]),
color='red', size=8) color='red', size=8)
fig.line([dd_start, dd_end], equity[dd_start], fig.line([dd_start, dd_end], equity[dd_start],
line_color='red', line_width=2, line_color='red', line_width=2,
legend='Max Dd Dur. ({})'.format(timedelta) legend_label='Max Dd Dur. ({})'.format(timedelta)
.replace(' 00:00:00', '') .replace(' 00:00:00', '')
.replace('(0 days ', '(')) .replace('(0 days ', '('))
@@ -293,7 +293,7 @@ return this.labels[index] || "";
source.add(drawdown, 'drawdown') source.add(drawdown, 'drawdown')
r = fig.line('index', 'drawdown', source=source, line_width=1.3) r = fig.line('index', 'drawdown', source=source, line_width=1.3)
fig.scatter(argmax, drawdown[argmax], fig.scatter(argmax, drawdown[argmax],
legend='Peak (-{:.1f}%)'.format(100 * drawdown[argmax]), legend_label='Peak (-{:.1f}%)'.format(100 * drawdown[argmax]),
color='red', size=8) color='red', size=8)
set_tooltips(fig, [('Drawdown', '@drawdown{-0.[0]%}')], renderers=[r]) set_tooltips(fig, [('Drawdown', '@drawdown{-0.[0]%}')], renderers=[r])
fig.yaxis.formatter = NumeralTickFormatter(format="-0.[0]%") fig.yaxis.formatter = NumeralTickFormatter(format="-0.[0]%")
@@ -402,7 +402,7 @@ return this.labels[index] || "";
'position_lines_ys') 'position_lines_ys')
fig_ohlc.multi_line(xs='position_lines_xs', ys='position_lines_ys', fig_ohlc.multi_line(xs='position_lines_xs', ys='position_lines_ys',
source=trade_source, line_color=trades_cmap, source=trade_source, line_color=trades_cmap,
legend='Trades', legend_label='Trades',
line_width=8, line_alpha=1, line_dash='dotted') line_width=8, line_alpha=1, line_dash='dotted')
def _plot_indicators(): def _plot_indicators():
@@ -452,11 +452,11 @@ return this.labels[index] || "";
fig_ohlc.scatter( fig_ohlc.scatter(
'index', source_name, source=source, 'index', source_name, source=source,
color=color, line_color='black', fill_alpha=.8, color=color, line_color='black', fill_alpha=.8,
marker='circle', radius=bar_width / 2 * 1.5, legend=legend) marker='circle', radius=bar_width / 2 * 1.5, legend_label=legend)
else: else:
fig_ohlc.line( fig_ohlc.line(
'index', source_name, source=source, 'index', source_name, source=source,
line_width=1.3, line_color=color, legend=legend) line_width=1.3, line_color=color, legend_label=legend)
ohlc_extreme_values[source_name] = arr ohlc_extreme_values[source_name] = arr
tooltips.append('@{{{}}}{{0,0.0[0000]}}'.format(source_name)) tooltips.append('@{{{}}}{{0,0.0[0000]}}'.format(source_name))
ohlc_tooltips.append((value.name, NBSP.join(tooltips))) ohlc_tooltips.append((value.name, NBSP.join(tooltips)))
@@ -473,11 +473,12 @@ return this.labels[index] || "";
if value._opts.get('scatter'): if value._opts.get('scatter'):
r = fig.scatter( r = fig.scatter(
'index', name, source=source, color=next(color), 'index', name, source=source, color=next(color),
marker='circle', radius=bar_width / 2 * .9, legend=LegendStr(legend)) marker='circle', radius=bar_width / 2 * .9,
legend_label=LegendStr(legend))
else: else:
r = fig.line( r = fig.line(
'index', name, source=source, line_color=next(color), 'index', name, source=source, line_color=next(color),
line_width=1.3, legend=LegendStr(legend)) line_width=1.3, legend_label=LegendStr(legend))
# Add dashed centerline just because # Add dashed centerline just because
mean = float(pd.Series(arr).mean()) mean = float(pd.Series(arr).mean())