fix(pdf): make montly-returns graph bigger

crunchdao · Sep 26, 2023 · 60e83ea · 60e83ea
1 parent 5188c01
commit 60e83ea
Showing 1 changed file with 9 additions and 8 deletions.
diff --git a/backtest/export/pdf.py b/backtest/export/pdf.py
@@ -55,7 +55,7 @@ def initialize(self) -> None:
     def finalize(self) -> None:
         df_returns = self.quantstats_exporter.returns if self.quantstats_exporter else None
         df_benchmark = self.quantstats_exporter.benchmark if self.quantstats_exporter else None
-        
+
         df_dump = None
         if self.dump_exporter and self.dump_exporter.dataframe is not None:
             df_dump = self.dump_exporter.dataframe.reset_index().sort_values(by='date')
@@ -65,15 +65,15 @@ def finalize(self) -> None:
             df_metrics = quantstats.reports.metrics(df_returns, benchmark=df_benchmark, display=False, mode="full")
             df_metrics.index = df_metrics.index.map(slugify.slugify)
             df_metrics.columns = df_metrics.columns.map(slugify.slugify)
-            
+
             df_drowdowns = quantstats.stats.to_drawdown_series(df_returns)
             if not df_drowdowns.empty:
                 details = quantstats.stats.drawdown_details(df_drowdowns)
                 df_drowdowns = details.sort_values(
                     by=details.columns[4],
-                    ascending = True
+                    ascending=True
                 )[:5]
-            
+
             if df_drowdowns.empty:
                 df_drowdowns = None
             else:
@@ -84,9 +84,11 @@ def finalize(self) -> None:
             "$date": datetime.date.today().isoformat(),
         })
 
+        figsize = (8, 5)
+
         if df_returns is not None:
             self.template.apply({
-                "$qs.montly-returns": lambda _: quantstats.plots.monthly_returns(df_returns, show=False, cbar=False),
+                "$qs.montly-returns": lambda _: quantstats.plots.monthly_returns(df_returns, show=False, cbar=False, figsize=(figsize[0], figsize[0]*.5)),
                 "$qs.cumulative-returns": lambda _: quantstats.plots.returns(df_returns, df_benchmark, show=False, subtitle=False),
                 "$qs.cumulative-returns-volatility": lambda _: quantstats.plots.returns(df_returns, df_benchmark, match_volatility=df_benchmark is not None, show=False),
                 "$qs.eoy-returns": lambda _: quantstats.plots.yearly_returns(df_returns, df_benchmark, show=False),
@@ -122,7 +124,7 @@ def get_drawdown(n: int, key: typing.Union[typing.Literal["dates"], typing.Liter
                     row = df_drowdowns.iloc[index]
                 else:
                     row = None
-                
+
                 if key == "dates":
                     if row is None:
                         return "----/--/-- - ----/--/--"
@@ -146,12 +148,11 @@ def get_drawdown(n: int, key: typing.Union[typing.Literal["dates"], typing.Liter
                 self.template.apply_re({
                     r"\$qs\.metric\.strategy\.(.+)": lambda _, metric: get_metric("strategy", metric),
                 })
-        
+
         self.template.apply_re({
             r"\$qs\.worst-drawdowns\.(\d+).(dates|value)": lambda _, n, key: get_drawdown(int(n), key),
         })
 
-
         self.template.apply(self.variables)
 
         for user_script in self.user_scripts: