'i-~ddlmZmZmZmZddlZddlZddlm Z m Z ddl m Z m Z mZmZGddej Zy))absolute_importdivisionprint_functionunicode_literalsN)items iteritems) TimeReturnPositionsValue Transactions GrossLeveragecbeZdZdZdej j fdfZdZfdZ dZ xZ S)PyFolioa;This analyzer uses 4 children analyzers to collect data and transforms it in to a data set compatible with ``pyfolio`` Children Analyzer - ``TimeReturn`` Used to calculate the returns of the global portfolio value - ``PositionsValue`` Used to calculate the value of the positions per data. It sets the ``headers`` and ``cash`` parameters to ``True`` - ``Transactions`` Used to record each transaction on a data (size, price, value). Sets the ``headers`` parameter to ``True`` - ``GrossLeverage`` Keeps track of the gross leverage (how much the strategy is invested) Params: These are passed transparently to the children - timeframe (default: ``bt.TimeFrame.Days``) If ``None`` then the timeframe of the 1st data of the system will be used - compression (default: `1``) If ``None`` then the compression of the 1st data of the system will be used Both ``timeframe`` and ``compression`` are set following the default behavior of ``pyfolio`` which is working with *daily* data and upsample it to obtaine values like yearly returns. Methods: - get_analysis Returns a dictionary with returns as values and the datetime points for each return as keys timeframe) compressionr ct|jj|jj}t di||_t dd|_td|_ t|_ y)N)rrT)headerscash)r) dictprrr _returnsr _positionsr _transactionsr _gross_lev)selfdtfcomps Z/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/analyzers/pyfolio.py__init__zPyFolio.__init__VsZ!1!1#'66#5#57#-W- (DA)$7'/cbtt| |jj |j d<|j j |j d<|jj |j d<|jj |j d<y)Nreturns positions transactions gross_lev) superrstopr get_analysisretsrrr)r __class__s rr'z PyFolio.stop_s~ gt!##}}99; )!%!=!=!? +$($6$6$C$C$E .!!%!=!=!? +r cddl}ddlm}ddg}|jt|jd|d|}|j |j |_|j jd|_|d}|jd }t|Dcgc]\}}|g|d dz} }}| jd}|j| |d|} |j | j | _| j jd| _|jd } t} t| D]!\}}|D]} | j|g| z#| jd}|j| |d|}|j |j |_|j jd|_dd g}|jt|jd |d|}|j |j |_|j jd|_|d }|| ||fScc}}w) aReturns a tuple of 4 elements which can be used for further processing with ``pyfolio`` returns, positions, transactions, gross_leverage Because the objects are meant to be used as direct input to ``pyfolio`` this method makes a local import of ``pandas`` to convert the internal *backtrader* results to *pandas DataFrames* which is the expected input by, for example, ``pyfolio.create_full_tear_sheet`` The method will break if ``pandas`` is not installed rN) DataFrameindexreturnr")r-columnsUTCr#r$r%) pandasr, from_recordsrr) to_datetimer- tz_localizepoplistappend)rr2DFcolsr"r)psskvpsr#txsstxsv2r$r%glevs r get_pf_itemszPyFolio.get_pf_itemsfs2 *"//)DIIi,@"A(,Q"?**7==9  11%8 x ii $'0~ 6tq!qcAbcFl 6 6vvayOOBd1gtOD  ,,Y__= #//55e< yy(f dO %DAq % A38$ % %wwqzs$q'4H #// 0B0BC )//;;EB %OOIdii .D$E*.q'4$A !,,Y__= #//55e< %Y d22C7sI) __name__ __module__ __qualname____doc__bt TimeFrameDaysparamsrr'rC __classcell__)r*s@rrr!s7.` bll''(F *@=3r r) __future__rrrr collections backtraderrHbacktrader.utils.py3rrr r r r Analyzerrrr rrSs2***1EEB3bkkB3r