Skip to content

Instantly share code, notes, and snippets.

@MauricioLetelier

MauricioLetelier/best_five_cases.py

Created June 14, 2020 00:28
Show Gist options
  • Save MauricioLetelier/81aa8b69f7a12d0ec34e89564613d1cc to your computer and use it in GitHub Desktop.
Save MauricioLetelier/81aa8b69f7a12d0ec34e89564613d1cc to your computer and use it in GitHub Desktop.
Download ZIP
Raw
best_five_cases.py
Results=pd.DataFrame([])
sns.set(font_scale=1.2)
for i in matrix:
results1=pd.read_csv('Results'+str(i)+'.csv')
Positive_Fees=(i[0]+100)*0.00075+100*0.00075
Negative_Fees=(i[1]+100)*0.00075+100*0.00075
No_Outcome_Fees=200*0.00075
results1['Return']=(i[0]-Positive_Fees)*results1['Success rate']*results1['Quantity']+(i[1]-Positive_Fees)*(results1['Quantity']-results1['Success rate']*results1['Quantity'])+((i[0]+i[1])/7-No_Outcome_Fees)*results1['Quantity']*results1['no_outcome']
results1['Combination']=str(i[0])+', '+str(i[1])
results1.drop(results1.columns[0],inplace=True,axis=1)
Results=Results.append(results1,ignore_index=True)
selected_lines=Results.sort_values(by='Return',ascending=False)['Combination'].unique()[0:5]
from celluloid import Camera
camera = Camera(plt.figure(figsize=(11,7)))
plt.title('Models Return')
plt.xlabel('Models Return')
plt.ylabel('Models Return')
for i in range(75):
print(i)
line=Results[(Results['Combination'].isin(selected_lines)) & (Results['P(p)>']<0.16+i/100)]
if(i==1):
sns.lineplot(data=line,x='P(p)>',y='Return',hue='Combination')
else:
sns.lineplot(data=line,x='P(p)>',y='Return',hue='Combination',legend=False,lw=0.5)
sns.scatterplot(data=line,x='P(p)>',y='Return',hue='Combination',legend=False)
#plt.plot('P(p)>','Return',data=line[line['Combination']==j],lw=0.5)
camera.snap()
print('a')
anim = camera.animate(blit=True,interval=100)
print('a')
anim.save('scatter'+str(i)+'.gif')
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment