finol.evaluation_layer.ResultVisualizer¶

class finol.evaluation_layer.ResultVisualizer(load_benchmark_output)[source]¶

Class to visualize the results of proposed data-driven OLPS method.

Param:: load_benchmark_output: Dictionary containing output from function load_benchmark().
Parameters:: load_benchmark_output (Dict) –

Methods

`plot_daily_cumulative_wealth`()	Visualize the daily cumulative wealth comparison between the model and the top baselines.
`plot_daily_drawdown`()	Visualize the daily drawdown comparison between the model and the top baselines.
`plot_daily_maximum_drawdown`()	Visualize the daily maximum drawdown comparison between the model and the top baselines.
`plot_radar_chart`()	Visualize the radar chart comparison between the model and the top baselines.
`plot_transaction_costs_adjusted_wealth`()	Visualize the transaction costs adjusted wealth comparison between the model and the top baselines.
`visualize_result`()	Visualize the result using appropriate plotting methods.

plot_daily_cumulative_wealth()[source]¶

Visualize the daily cumulative wealth comparison between the model and the top baselines.

plot_daily_drawdown()[source]¶

Visualize the daily drawdown comparison between the model and the top baselines.

plot_daily_maximum_drawdown()[source]¶

Visualize the daily maximum drawdown comparison between the model and the top baselines.

plot_radar_chart()[source]¶

Visualize the radar chart comparison between the model and the top baselines.

plot_transaction_costs_adjusted_wealth()[source]¶

Visualize the transaction costs adjusted wealth comparison between the model and the top baselines.

visualize_result()[source]¶

Visualize the result using appropriate plotting methods.