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

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()[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

plot_transaction_costs_adjusted_wealth()[源代码]

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

返回:

None

返回类型:

None

visualize_result()[源代码]

Visualize the result using appropriate plotting methods.

返回:

None

返回类型:

None