Merge pull request #37 from hygarlic/PATCHES

Lumiwealth · Jun 12, 2024 · 62b3339 · 62b3339
2 parents 7263a71 + 6b597ad
commit 62b3339
Show file tree

Hide file tree

Showing 4 changed files with 8,273 additions and 8,256 deletions.
diff --git a/quantstats_lumi/_plotting/core.py b/quantstats_lumi/_plotting/core.py
@@ -354,6 +354,14 @@ def plot_timeseries(
 
     _plt.yscale("symlog" if log_scale else "linear")
 
+    # Set y-axis limits to avoid blank space at the bottom and top
+    min_val = returns.min()
+    max_val = returns.max()
+    if benchmark is not None:
+        min_val = min(min_val, benchmark.min())
+        max_val = max(max_val, benchmark.max())
+    ax.set_ylim(bottom=min_val, top=max_val)
+
     if percent:
         ax.yaxis.set_major_formatter(_FuncFormatter(format_pct_axis))
         # ax.yaxis.set_major_formatter(_plt.FuncFormatter(
@@ -940,6 +948,10 @@ def plot_longest_drawdowns(
 
     ax.axhline(0, ls="--", lw=1, color="#000000", zorder=2)
     _plt.yscale("symlog" if log_scale else "linear")
+
+    # Set y-axis limits to avoid blank space at the bottom and top
+    ax.set_ylim(bottom=series.min(), top=series.max())
+
     if ylabel:
         ax.set_ylabel(
             "Cumulative Returns",
@@ -994,6 +1006,7 @@ def plot_distribution(
     title=None,
     savefig=None,
     show=True,
+    log_scale=False,
 ):
     colors = _FLATUI_COLORS
     if grayscale:
@@ -1057,6 +1070,7 @@ def plot_distribution(
         },
     )
 
+    _plt.yscale("symlog" if log_scale else "linear")
     ax.yaxis.set_major_formatter(
         _plt.FuncFormatter(lambda x, loc: "{:,}%".format(int(x * 100)))
     )

diff --git a/quantstats_lumi/_plotting/wrappers.py b/quantstats_lumi/_plotting/wrappers.py
@@ -589,6 +589,7 @@ def distribution(
     show=True,
     title=None,
     prepare_returns=True,
+    log_scale=True,
 ):
     if prepare_returns:
         returns = _utils._prepare_returns(returns)
@@ -604,6 +605,7 @@ def distribution(
         compounded=compounded,
         savefig=savefig,
         show=show,
+        log_scale=log_scale,
     )
     if not show:
         return fig

diff --git a/quantstats_lumi/reports.py b/quantstats_lumi/reports.py
@@ -190,7 +190,7 @@ def html(
     tpl = tpl.replace("{{metrics}}", _html_table(mtrx))
 
     # Add all of the summary metrics
-    
+
     # CAGR #
     # Get the value of the "Strategy" column where the "Metric" column is "CAGR% (Annual Return)"
     cagr = mtrx.loc["CAGR% (Annual Return)", strategy_title]
@@ -209,7 +209,7 @@ def html(
     max_drawdown = mtrx.loc["Max Drawdown", strategy_title]
     # Add the max drawdown to the template
     tpl = tpl.replace("{{max_drawdown}}", max_drawdown)
-    
+
     # RoMaD #
     # Get the value of the "Strategy" column where the "Mteric" column is "RoMaD"
     romad = mtrx.loc["RoMaD", strategy_title]
@@ -331,7 +331,7 @@ def html(
 
     if benchmark is not None:
         figfile = _utils._file_stream()
-        _plots.returns(
+        _plots.log_returns(
             returns,
             benchmark,
             match_volatility=True,
@@ -464,6 +464,7 @@ def html(
             ylabel=False,
             compounded=compounded,
             prepare_returns=False,
+            log_scale=True,
         )
         tpl = tpl.replace("{{dd_periods}}", _embed_figure(figfile, figfmt))
     elif isinstance(returns, _pd.DataFrame):
@@ -831,7 +832,7 @@ def parameters_section(parameters):
         # Make sure that the value is something that can be displayed
         if not isinstance(value, (int, float, str)):
             value = str(value)
-            
+
         tpl += f"<tr><td>{key}</td><td>{value}</td></tr>"
     tpl += """
         </table>
@@ -960,7 +961,7 @@ def metrics(
 
     metrics["Sharpe"] = _stats.sharpe(df, rf, win_year, True)
     metrics["RoMaD"] = _stats.romad(df, win_year, True)
-    
+
     if benchmark is not None:
         metrics["Corr to Benchmark "] = _stats.benchmark_correlation(df, benchmark, True)
     metrics["Prob. Sharpe Ratio %"] = (