diff options
Diffstat (limited to 'python/notebooks/Valuation Backtest.ipynb')
| -rw-r--r-- | python/notebooks/Valuation Backtest.ipynb | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb index ab912bab..92549418 100644 --- a/python/notebooks/Valuation Backtest.ipynb +++ b/python/notebooks/Valuation Backtest.ipynb @@ -6,7 +6,7 @@ "metadata": {}, "outputs": [], "source": [ - "from db import dbengine\n", + "from utils.db import dbengine\n", "\n", "import datetime\n", "import mark_backtest_underpar as mark\n", @@ -33,7 +33,7 @@ "outputs": [], "source": [ "#exclude sell price that are over 200\n", - "df_long = mark.back_test('2013-01-01', '2018-12-01', sell_price_threshold = 200)\n", + "df_long = mark.back_test('2013-01-01', date, sell_price_threshold = 200)\n", "df_long = df_long[df_long.source != 'PB']" ] }, @@ -44,7 +44,7 @@ "outputs": [], "source": [ "#%matplotlib nbagg\n", - "#%matplotlib inline\n", + "%matplotlib inline\n", "mark.pretty_plot(df_long)\n", "#file saved in serenitas shared drive/edwin/" ] @@ -224,7 +224,9 @@ "to_plot = ['mark_closest_all', 'mark_filtered_mean']\n", "nav_impact = nav_impact[to_plot].rename(columns={'mark_closest_all': 'mark to closest', \n", " 'mark_filtered_mean': 'mark to mean'})\n", - "nav_impact.plot()" + "ax = nav_impact.plot()\n", + "ax.figure.set_figheight(7)\n", + "ax.figure.savefig(\"/home/serenitas/edwin/PythonGraphs/Valuation_3.png\", bbox_extra_artists=(lgd,), bbox_inches='tight')" ] }, { @@ -296,9 +298,9 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.3" + "version": "3.7.4" } }, "nbformat": 4, - "nbformat_minor": 2 + "nbformat_minor": 4 } |