notebook

femtotrader · Apr 27, 2024 · a1dceee · a1dceee
1 parent a27bfda
commit a1dceee
Showing 1 changed file with 23 additions and 4 deletions.
diff --git a/examples/notebooks/teardown.jl b/examples/notebooks/teardown.jl
@@ -21,7 +21,7 @@ end
 
 # ╔═╡ accbd5bc-4976-48cf-91c1-e12b62a94edf
 function random_data(rng::AbstractRNG = Random.GLOBAL_RNG;
-	start = Dates.Date(2020, 1, 1),
+	start = Dates.Date(2010, 1, 1),
 	step = Dates.Day(1),
 	stop = Dates.Date(2023, 1, 1) - Dates.Day(1),
 	price_init = nothing,
@@ -61,15 +61,31 @@ end
 cum_returns = CumulativeReturn(returns)
 
 # ╔═╡ a208fb00-cfe1-46d9-9751-e9e5f423f8fb
-plot(cum_returns, title="Cumulative returns")
+begin
+	plot(cum_returns, title="Cumulative returns", color=:green)
+	hline!([1.0], color=:green, linestyle=:dashdot, label="")
+end
 
-# ╔═╡ ac56bb3d-0732-4536-bb81-594643c31935
+# ╔═╡ 2d92945c-1ad5-4ef6-8c6e-1d77b23698f6
 begin
 	dd = DrawDowns(returns)
 	dd.coredata.STOCK1 = dd.coredata.STOCK1 .* 100.0
-	plot(dd, title="Drawdowns (%)")
 end
 
+# ╔═╡ ac56bb3d-0732-4536-bb81-594643c31935
+begin
+	plot(dd, title="Drawdowns (%)", color=:red, fillcolor=:red, fillrange=0, fillalpha=0.35)
+end
+
+# ╔═╡ c61cb98d-b0ea-4bf5-a0b4-11b925b18e0d
+begin
+	returns.coredata[!, :Year] = map(dt -> year(dt), returns.coredata[!, :Index])
+	returns.coredata[!, :Month] = map(dt -> Dates.Date(year(dt), month(dt), 1), returns.coredata[!, :Index])
+end
+
+# ╔═╡ 04894092-b9c4-42d8-87b2-b530de95736c
+returns
+
 # ╔═╡ Cell order:
 # ╠═a1861f50-046e-11ef-348b-cb9f60ea0d1b
 # ╠═accbd5bc-4976-48cf-91c1-e12b62a94edf
@@ -78,4 +94,7 @@ end
 # ╠═c0fd125c-70d3-4e42-a0a5-4daff44a2c96
 # ╠═b0e1d632-1b86-4259-8f28-464e0af0c3e0
 # ╠═a208fb00-cfe1-46d9-9751-e9e5f423f8fb
+# ╠═2d92945c-1ad5-4ef6-8c6e-1d77b23698f6
 # ╠═ac56bb3d-0732-4536-bb81-594643c31935
+# ╠═c61cb98d-b0ea-4bf5-a0b4-11b925b18e0d
+# ╠═04894092-b9c4-42d8-87b2-b530de95736c