finol.evaluation_layer.ResultVisualizer¶
- class finol.evaluation_layer.ResultVisualizer(load_benchmark_output)[源代码]¶
Class to visualize the results of proposed data-driven OLPS method.
- Param:
load_benchmark_output: Dictionary containing output from function
load_benchmark().- 参数:
load_benchmark_output (Dict) –
Methods
Visualize the daily cumulative wealth comparison between the model and the top baselines.
Visualize the daily drawdown comparison between the model and the top baselines.
Visualize the daily maximum drawdown comparison between the model and the top baselines.
Visualize the radar chart comparison between the model and the top baselines.
Visualize the transaction costs adjusted wealth comparison between the model and the top baselines.
Visualize the result using appropriate plotting methods.
- plot_daily_cumulative_wealth()[源代码]¶
Visualize the daily cumulative wealth comparison between the model and the top baselines.
- 返回:
None
- 返回类型:
None
- plot_daily_drawdown()[源代码]¶
Visualize the daily drawdown comparison between the model and the top baselines.
- 返回:
None
- 返回类型:
None
- plot_daily_maximum_drawdown()[源代码]¶
Visualize the daily maximum drawdown comparison between the model and the top baselines.
- 返回:
None
- 返回类型:
None
- plot_radar_chart()[源代码]¶
Visualize the radar chart comparison between the model and the top baselines.
- 返回:
None
- 返回类型:
None