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Atualiza gráficos para usar plotly #25

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merged 3 commits into from
Oct 13, 2020
Merged

Atualiza gráficos para usar plotly #25

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e344a11
atualiza readme
anor4k Oct 5, 2020
4c103ef
atualiza gráfico para plotly
anor4k Oct 12, 2020
9401790
Revert "atualiza readme"
anor4k Oct 13, 2020
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16 changes: 10 additions & 6 deletions turingquant/benchmark.py
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Original file line number Diff line number Diff line change
@@ -1,7 +1,6 @@
import pandas as pd
import matplotlib.pyplot as plt
import plotly.express as px
from datetime import datetime
from matplotlib.ticker import PercentFormatter
from pandas_datareader import data


Expand All @@ -20,11 +19,16 @@ def benchmark(ticker, start: datetime, end: datetime, source='yahoo', plot=True)
"""

asset = data.DataReader(ticker, data_source=source, start=start, end=end)
returns_daily = asset['Close'].pct_change().fillna(0)
cumulative = pd.DataFrame.cumprod(1 + returns_daily) - 1
asset['Returns'] = asset['Close'].pct_change().fillna(0)
asset['Cumulative Returns'] = pd.DataFrame.cumprod(1 + asset['Returns']) - 1

if plot:
cumulative.plot()
return cumulative
fig = px.line(asset, x=asset.index, y='Cumulative Returns', title='Retorno cumulativo ' + ticker)
fig.update_xaxes(title_text='Tempo')
fig.update_yaxes(title_text='Retorno cumulativo')
fig.show()

return asset['Cumulative Returns']


def benchmark_ibov(start: datetime, end: datetime, source='yahoo', plot=True):
Expand Down