Merge pull request #391 from movy/patch-2

improve equity curve readability
jesse-ai · May 19, 2023 · 3fd5f00 · 3fd5f00
2 parents 955a86b + c856f4b
commit 3fd5f00
Showing 1 changed file with 5 additions and 1 deletion.
diff --git a/jesse/services/charts.py b/jesse/services/charts.py
@@ -47,7 +47,11 @@ def portfolio_vs_asset_returns(study_name: str = None) -> str:
         plt.title(f'Portfolio Daily Return - {study_name}')
     else:
         plt.title('Portfolio Daily Return')
-    plt.plot(date_list, store.app.daily_balance)
+
+    start_balance_arr = np.full(len(store.app.daily_balance), store.app.daily_balance[0])
+    plt.fill_between(date_list, store.app.daily_balance, start_balance_arr, where=start_balance_arr < store.app.daily_balance, color='green', alpha=0.5)
+    plt.fill_between(date_list, start_balance_arr, store.app.daily_balance, where=start_balance_arr > store.app.daily_balance, color='red', alpha=0.7)
+    plt.plot(date_list, store.app.daily_balance, linewidth='4')
 
     # price change%
     plt.subplot(2, 1, 2)