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Diffstat (limited to 'python/mark_backtest_underpar.py')
| -rw-r--r-- | python/mark_backtest_underpar.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/mark_backtest_underpar.py b/python/mark_backtest_underpar.py index 56e1a2b7..307a1f9a 100644 --- a/python/mark_backtest_underpar.py +++ b/python/mark_backtest_underpar.py @@ -22,7 +22,7 @@ def get_mark_df(asset_class = 'Subprime'): df = df_trades.merge(df_external_marks).dropna() return df.set_index(['date','identifier']) -def calc_mark_diff(df, sources= ['PRICESERVE', 'PRICINGDIRECT','BVAL','MARKIT','BROKER', 'REUTERS', 'S&P', 'PB', 'IDC']): +def calc_mark_diff(df, sources= ['PRICESERVE', 'PRICINGDIRECT','BVAL','MARKIT','BROKER', 'REUTERS', 'S&P', 'IDC']): #All Sources (including manager...?!) - average, manager mark only, median, closest g = df.groupby(level = ['date','identifier']) @@ -147,7 +147,7 @@ def pretty_plot(df_long): sb.set_style("whitegrid") sb.set_context("notebook") - order = ['LMCG','BROKER','BVAL','IDC','MARKIT','PB','PRICESERVE','PRICINGDIRECT','REUTERS','S&P'] + order = ['LMCG','BROKER','BVAL','IDC','MARKIT','PRICESERVE','PRICINGDIRECT','REUTERS','S&P'] sb.set_palette(sb.hls_palette(10, l=.4, s=.8)) grid = sb.FacetGrid(df_long, hue='source', hue_kws={'s':[50] + [20]*9, 'marker': ["o"]+["s"]*9, 'alpha': [1]+[.4]*9}, legend_out=True, aspect = 2.1, size = 4, hue_order = order) |