make legend transclucent

ricequant · Jul 26, 2016 · 2c86733 · 2c86733
1 parent 74ed3b2
commit 2c86733
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Showing 5 changed files with 14 additions and 11 deletions.
diff --git a/README.md b/README.md
@@ -68,13 +68,7 @@ rqalpha generate_examples -d ./
 ```
 
 ### 运行回测
-运行以下命令，将开始回测
-
-```
-rqalpha run -f examples/simple_macd.py -s 2014-01-04 -e 2015-01-05 -i 100000 -o /tmp/result.pkl
-```
-
-其运行的参数如下：
+回测脚本参数如下：
 
 ```
 Usage: rqalpha run [OPTIONS]
@@ -93,6 +87,15 @@ Options:
   --help                          Show this message and exit.
 ```
 
+运行以下命令，将开始回测
+
+```
+rqalpha run -f examples/multi_rsi.py -s 2014-01-01 -e 2016-01-01 -o /tmp/result.pkl --draw-result
+```
+
+等待回测结束后，将显示您的收益率和Risk。
+
+![backtest](https://raw.githubusercontent.com/ricequant/rqalpha/master/docs/multi_rsi.png)
 
 ### 分析结果
 RQAlpha可以输出一个DataFrame，其中包含了每天的Portfolio信息、Risk信息、Trades和Positions。

diff --git a/docs/multi_rsi.png b/docs/multi_rsi.png
diff --git a/rqalpha/__main__.py b/rqalpha/__main__.py
@@ -213,7 +213,9 @@ def show_draw_result(title, results_df):
     vals = ax.get_yticks()
     ax.set_yticklabels(['{:3.2f}%'.format(x*100) for x in vals])
 
-    plt.legend()
+    leg = plt.legend(loc="upper left")
+    leg.get_frame().set_alpha(0.5)
+
     plt.show()
 
 

diff --git a/rqalpha/analyser/risk_cal.py b/rqalpha/analyser/risk_cal.py
@@ -143,7 +143,6 @@ def cal_sharpe(self):
 
     def cal_sortino(self):
         strategy_rets = self.strategy_current_daily_returns.sum() / len(self.strategy_current_daily_returns) * const.DAYS_CNT.TRADING_DAYS_A_YEAR
-        # strategy_rets = self.strategy_current_annualized_returns[-1]
         downside_risk = self.risk.downside_risk
 
         sortino = (strategy_rets - self.riskfree_total_returns) / downside_risk
@@ -156,7 +155,6 @@ def cal_downside_risk(self):
             return 0.
 
         return ((diff * diff).sum() / len(diff)) ** 0.5 * const.DAYS_CNT.TRADING_DAYS_A_YEAR ** 0.5
-        # return const.DAYS_CNT.TRADING_DAYS_A_YEAR ** 0.5 * np.std(diff, ddof=1)
 
     def __repr__(self):
         return "RiskCal({0})".format(self.__dict__)
diff --git a/setup.py b/setup.py
@@ -7,7 +7,7 @@
 
 setup(
     name='rqalpha',
-    version='0.0.53',
+    version='0.0.54',
     description='Ricequant Backtest Engine',
     packages=find_packages(exclude=[]),
     author='ricequant',