def performance()

in 2_Strategies/model/algo_base.py [0:0]

• 36 lines of code
• 3 McCabe index (conditional complexity)

    def performance(self):
        analyzer=self.thestrat.analyzers.ta.get_analysis()
        dd_analyzer=self.thestrat.analyzers.dd.get_analysis()
      
        #Get the results we are interested in
        total_open = analyzer.total.open
        total_closed = analyzer.total.closed
        total_won = analyzer.won.total
        total_lost = analyzer.lost.total
        win_streak = analyzer.streak.won.longest
        lose_streak = analyzer.streak.lost.longest
        pnl_net = round(analyzer.pnl.net.total,2)
        strike_rate = (total_won / total_closed) * 100
        #Designate the rows
        h1 = ['Total Open', 'Total Closed', 'Total Won', 'Total Lost']
        h2 = ['Strike Rate','Win Streak', 'Losing Streak', 'PnL Net']
        h3 = ['DrawDown Pct','MoneyDown', '', '']
        self.total_closed=total_closed
        self.strike_rate=strike_rate
        self.max_drawdown=dd_analyzer.max.drawdown
        r1 = [total_open, total_closed,total_won,total_lost]
        r2 = [('%.2f%%' %(strike_rate)), win_streak, lose_streak, pnl_net]
        r3 = [('%.2f%%' %(dd_analyzer.max.drawdown)), dd_analyzer.max.moneydown, '', '']
        #Check which set of headers is the longest.
        header_length = max(len(h1),len(h2),len(h3))
        #Print the rows
        print_list = [h1,r1,h2,r2,h3,r3]
        row_format ="{:<15}" * (header_length + 1)
        print("Trade Analysis Results:")
        for row in print_list:
            print(row_format.format('',*row))

        analyzer=self.thestrat.analyzers.sqn.get_analysis()
        sharpe_analyzer=self.thestrat.analyzers.sharpe.get_analysis()
        self.sqn = analyzer.sqn
        self.sharpe_ratio = sharpe_analyzer['sharperatio']
        if self.sharpe_ratio is None:
            self.sharpe_ratio=0
        self.pnl = self.cerebro.broker.getvalue()-self.portfolioStartValue
        print('[SQN:%.2f, Sharpe Ratio:%.2f, Final Portfolio:%.2f, Total PnL:%.2f]' % (self.sqn,self.sharpe_ratio,self.cerebro.broker.getvalue(),self.pnl))
        
        # plot
        fig=self.cerebro.plot()
        plt.savefig(os.path.join(StrategyTemplate.MODEL_PATH, 'chart.png'))