For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Preventing subplots



  • Hello,
    I am interested in having separate plots for equity line and drawdown lines. How does one go about doing this?
    I have set cerebro = bt.Cerebro(stdstats=False) and then added an observer for drawdown like this:
    cerebro.addobserver(bt.observers.DrawDown,plot=True, subplot=False)
    but cerebro.plot() only plots datafeed and the indicators.(i.e. doesn't plot newly added drawdown observer).


  • administrators

    @emin-ozkan said in Preventing subplots:

    I am interested in having separate plots for equity line and drawdown lines

    Don't really know what you mean. The "equity line" (known as "value" in backtrader) is not plotted in the same subplot as the `DrawDown´ observer (for starters, the latter is not part of the standard observers included in a non-customized plot)

    They do for sure plot separately.

    @emin-ozkan said in Preventing subplots:

    cerebro.addobserver(bt.observers.DrawDown,plot=True, subplot=False)
    

    This seems like a strange move. Why would you plot the DrawDown observer along with the data feed? The values are completely unrelated and the values of the observer are possible the chart, but cannot be seen due to the huge difference with the data.

    Because you don't show a chart (strange since you talk about charting), the bet is that the label for the DrawDown is there in the subplot of the data.



  • I am sorry that I wasn't clear. I have attached an image to see what I get currently:
    0_1546348809827_Figure_0.jpeg
    What I want to get is
    0_1546348964707_Figure_1.jpg.
    I think this is called Broker observer? But the relevant part is I want an observer such as Value or Broker in its own independent plot without including datafeed and indicators etc. (rather than a subplot). Is this possible? Thanks,


  • administrators

    A subplot is a different plot within a figure (a chart) and not an independent figure (chart).

    You are looking for a tear sheet, which implements independent figures (charts).

    No, that's not implemented. The implemented charting facility is a meant as visual aid and not as a reporting tool.

    You may try disabling the plotting of the data feed with plotinfo=False and see what happens (unknown if someone has tried that and succeeded)



  • @backtrader Thanks actually I got what I need by adding plot=False to datafeed and the indicators. 0_1546349852787_Figure_100.jpeg



  • Here is another way to plot an independent equity curve based on bokeh. I apologize for shitty code. This way, I don't have to turn off cerebro's built in
    pretty plotting such as buysell observers.

    0_1546364337821_Capture.JPG

    cerebro.run()
    # This assumes that you have added a strategy
    # the value observer 
    plot_observer(cerebro.runstrats[0][0])
    
    from mpl_toolkits.mplot3d import axes3d
    import matplotlib.pyplot as plt
    from matplotlib import cm
    import numpy as np
    from matplotlib.ticker import LinearLocator, FormatStrFormatter
    from matplotlib.dates import num2date
    import seaborn as sns
    from bokeh.io import show
    from bokeh.layouts import column
    from bokeh.models import ColumnDataSource, RangeTool
    from bokeh.plotting import figure, output_file
    
    def plot_observer(strategy,alias='value'):
        for observer in strategy.getobservers():
            linealias = observer.lines._getlinealias(0)
            if linealias ==alias:
                dates = np.array(strategy.datetime.plot())
                ydata = np.array(observer.line.plot())
                dates = num2date(dates)
                plot_bokeh(dates=dates,values=ydata)
    
        return
    
    def plot_bokeh(dates,values):
    
        output_file("equity.html", title="equity line")
    
        TOOLS = "pan,wheel_zoom,box_zoom,reset,save"
    
        source = ColumnDataSource(data=dict(date=dates, value=values))
    
        p = figure(plot_height=300, plot_width=600, tools=TOOLS,
                   x_axis_type="datetime", x_axis_location="above",
                   background_fill_color="#efefef", x_range=(dates[0], dates[-1]))
    
        p.line('date', 'value', source=source)
        p.yaxis.axis_label = 'value'
    
        select = figure(title="Drag the middle and edges of the selection box to change the range above",
                        plot_height=130, plot_width=600, y_range=p.y_range,
                        x_axis_type="datetime", y_axis_type=None,
                        tools="", toolbar_location=None, background_fill_color="#efefef")
    
        range_rool = RangeTool(x_range=p.x_range)
        range_rool.overlay.fill_color = "navy"
        range_rool.overlay.fill_alpha = 0.2
    
        select.line('date', 'value', source=source)
        select.ygrid.grid_line_color = None
        select.add_tools(range_rool)
        select.toolbar.active_multi = range_rool
    
        show(column(p, select))