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new plot
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@femtotrader
femtotrader committed Apr 28, 2024
1 parent 357189c commit 5017030
Showing 1 changed file with 80 additions and 11 deletions.
91 changes: 80 additions & 11 deletions examples/notebooks/teardown.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,8 @@ end
# ╔═╡ da790f5a-874b-4c65-9c7d-4243d3852859
begin
Random.seed!(123)
year_min, year_max = 2010, 2022
years = year_min:year_max
ts = random_data()
end

Expand Down Expand Up @@ -107,8 +109,7 @@ begin
fit!(_return, row[:STOCK1])
push!(cum_return, value(_return))
end
years = 13
xticks = [Dates.Date(2010 - 1 + year, 1, 1) for year in 1:years+1]
xticks = [Dates.Date(year, 1, 1) for year in years]
#plot(dt, cum_return)
plot(dt, cum_return, xticks=xticks, xrotation=-45, xformatter = x -> Dates.format(x, "yyyy"))
end
Expand Down Expand Up @@ -147,8 +148,8 @@ begin
year_offset = 0 # 0.5
ts_yearly_pos = ts_yearly[ts_yearly.STOCK1_sum .>= 0, :]
ts_yearly_neg = ts_yearly[ts_yearly.STOCK1_sum .< 0, :]
bar(ts_yearly_pos.Year .+ year_offset , ts_yearly_pos.STOCK1_sum, color=:lightgreen, label="positive ret", legend=:topright, bar_width=bar_width)
bar!(ts_yearly_neg.Year .+ year_offset, ts_yearly_neg.STOCK1_sum, color=:red, label="negative ret", bar_width=bar_width)
bar(ts_yearly_pos.Year .+ year_offset , ts_yearly_pos.STOCK1_sum, color=:lightgreen, label="positive return", legend=:topright, bar_width=bar_width)
bar!(ts_yearly_neg.Year .+ year_offset, ts_yearly_neg.STOCK1_sum, color=:red, label="negative return", bar_width=bar_width)
end
plot_yearly_bar()
end
Expand Down Expand Up @@ -187,15 +188,82 @@ end

# ╔═╡ c2095548-0103-4ad1-b086-9744256ab9d1
begin
plt = heatmap(unique(return_year_month.Month), unique(return_year_month.Year), Matrix(return_year_month_unstacked[!, Not(:Year)]) .* 100.0, c=:redgreensplit, clims=(-ret_monthly_max, ret_monthly_max), xticks=1:12) # :redgreensplit ou :RdYlGn_5
for year in unique(return_year_month.Year)
for month in unique(return_year_month.Month)
val = return_year_month[return_year_month.Year .== year .&& return_year_month.Month .== month, :STOCK1_sum][1]
val = @sprintf("%.1f", val * 100.0)
annotate!(month, year, val, c=:color, annotationfontsize=8)
function plot_heatmap()
plt = heatmap(unique(return_year_month.Month), unique(return_year_month.Year), Matrix(return_year_month_unstacked[!, Not(:Year)]) .* 100.0, c=:redgreensplit, clims=(-ret_monthly_max, ret_monthly_max), xticks=1:12) # :redgreensplit ou :RdYlGn_5
for year in unique(return_year_month.Year)
for month in unique(return_year_month.Month)
val = return_year_month[return_year_month.Year .== year .&& return_year_month.Month .== month, :STOCK1_sum][1]
val = @sprintf("%.1f", val * 100.0)
annotate!(month, year, val, c=:color, annotationfontsize=8)
end
end
plt
end
plot_heatmap()
end

# ╔═╡ 183712bb-d8f0-44b8-ade2-eac1fdb38222
begin
function plot_spiral()
xmin, xmax = -300, 300
ymin, ymax = xmin, xmax
plt = heatmap(xlims=(xmin, xmax), ylims=(ymin, ymax), aspect_ratio=1, grid=false, axis=false)
R = 190.0
for month in 1:12
θ = (90 - month * 30.0) * π / 180.0
x_txt = R * cos(θ)
y_txt = R * sin(θ)
annotate!(x_txt, y_txt, month)
end
annotationfontsize = 10
for year in year_min:2:year_max
x_txt = 250
y_txt = (year_max - year_min) * (year - year_min) + 10
annotate!(x_txt, y_txt, year, annotationfontsize=annotationfontsize, annotationrotation=0)
annotate!(x_txt, -y_txt, year, annotationfontsize=annotationfontsize, annotationrotation=0)
annotate!(-x_txt, y_txt, year, annotationfontsize=annotationfontsize, annotationrotation=0)
annotate!(-x_txt, -y_txt, year, annotationfontsize=annotationfontsize, annotationrotation=0)
annotate!(y_txt, x_txt, year, annotationfontsize=annotationfontsize, annotationrotation=90)
annotate!(-y_txt, x_txt, year, annotationfontsize=annotationfontsize, annotationrotation=90)
annotate!(y_txt, -x_txt, year, annotationfontsize=annotationfontsize, annotationrotation=270)
annotate!(-y_txt, -x_txt, year, annotationfontsize=annotationfontsize, annotationrotation=270)
end
v_x = Float64[]
v_y = Float64[]
for year in years
for month in 1:12
θ = (90 - month * 30.0) * π / 180.0
t = year + (month - 1) / 12.0
Ryear = (year_max - year_min) * (t - year_min) + 10
x = Ryear * cos(θ)
y = Ryear * sin(θ)
val = return_year_month[return_year_month.Year .== year .&& return_year_month.Month .== month, :STOCK1_sum][1]
val *= 100.0
plot!([x], [y], label="", c=:grey)
markersize = clamp(Ryear / 30.0, 2.5, 5)
scatter!([x], [y], zcolor=val, label="", markercolor=:redgreensplit, markersize=markersize, markeralpha=0.8, legend=:bottomleft, clims=(-ret_monthly_max, ret_monthly_max))
end
end

for year in years
for month in 1:12
for day in 1:5:30
if (year != year_max) || (month != 12)
θ = (90 - (month + day / 30.0) * 30.0) * π / 180.0
t = year + (month - 1) / 12.0
Ryear = (year_max - year_min) * (t - year_min) + 10
x = Ryear * cos(θ)
y = Ryear * sin(θ)
push!(v_x, x)
push!(v_y, y)
end
end
end
end
plot!(v_x, v_y, label="", color=:grey)
plt
end
plt
plot_spiral()
end

# ╔═╡ Cell order:
Expand All @@ -218,3 +286,4 @@ end
# ╠═fef0e57c-581b-4b41-b5fb-41c972b12fed
# ╠═92e0d8c6-12ca-46b0-8910-f14dcf10ebb6
# ╠═c2095548-0103-4ad1-b086-9744256ab9d1
# ╠═183712bb-d8f0-44b8-ade2-eac1fdb38222

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