1 files changed, 27 insertions, 9 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb
index 6326ec98..6a81dcd5 100644
--- a/python/notebooks/Valuation Backtest.ipynb
+++ b/python/notebooks/Valuation Backtest.ipynb
@@ -55,7 +55,7 @@
    "outputs": [],
    "source": [
     "#Regression Intercept\n",
-    "results[0]"
+    "round(results[0],1)"
    ]
   },
   {
@@ -65,7 +65,7 @@
    "outputs": [],
    "source": [
     "#Sale Difference\n",
-    "results[1]"
+    "round(results[1],2)"
    ]
   },
   {
@@ -97,10 +97,17 @@
     "#difference by source\n",
     "nav = ops.get_net_navs()['endbooknav']\n",
     "difference = mark.diff_by_source_percentage(df)\n",
-    "#difference.to_clipboard()\n",
-    "\n",
+    "#difference.to_clipboard()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "#plot\n",
-    "ax = difference.plot(kind = 'bar', legend = True)\n",
+    "ax = difference.plot(kind = 'bar', legend = True, figsize = [10, 3.5])\n",
     "\n",
     "visible = ax.xaxis.get_ticklabels()[::6]\n",
     "for label in ax.xaxis.get_ticklabels():\n",
@@ -110,7 +117,11 @@
     "ax.xaxis.set_major_formatter(plt.FixedFormatter(difference.index.to_series().dt.strftime(\"%b %Y\")))\n",
     "ax.set_ylabel('NAV Impact vs. Fund Policy (%)')\n",
     "vals = ax.get_yticks()\n",
-    "ax.set_yticklabels(['{:3.0f}%'.format(x*100) for x in vals])"
+    "ax.set_yticklabels(['{:3.0f}%'.format(x*100) for x in vals])\n",
+    "ax.set_xlabel('')\n",
+    "ax.grid(False, which='major',axis = 'x')\n",
+    "lgd = ax.legend(loc='upper center', bbox_to_anchor=(0.5, -.3),  shadow=True, ncol=5)\n",
+    "ax.figure.savefig(\"/home/serenitas/edwin/PythonGraphs/Valuation_2.png\", bbox_extra_artists=(lgd,), bbox_inches='tight')"
    ]
   },
   {
@@ -164,7 +175,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "mark.annual_performance(results[1])"
+    "round(mark.annual_performance(results[1])*100,2)"
    ]
   },
   {
@@ -174,7 +185,7 @@
    "outputs": [],
    "source": [
     "#A positive impact % means the alternative methodology results in a higher NAV than the fund's valuation policy.\n",
-    "pd.DataFrame(mark.alt_nav_impact())"
+    "round(pd.DataFrame(mark.alt_nav_impact())*100,2)"
    ]
   },
   {
@@ -213,7 +224,14 @@
    "execution_count": null,
    "metadata": {},
    "outputs": [],
-   "source": []
+   "source": [
+    "df = ops.trade_performance()\n",
+    "df = df.set_index('trade_date')\n",
+    "df.days_held = df.days_held.dt.days\n",
+    "winner = df[df.percent_gain > 0]\n",
+    "df[df.days_held.notnull()].groupby(pd.TimeGrouper(freq='A')).mean()\n",
+    "df"
+   ]
   }
  ],
  "metadata": {