diff --git a/research/robustness/eval_robustness.ipynb b/research/robustness/eval_robustness.ipynb index 80cee01..4448c91 100644 --- a/research/robustness/eval_robustness.ipynb +++ b/research/robustness/eval_robustness.ipynb @@ -2144,13 +2144,13 @@ }, { "cell_type": "code", - "execution_count": 15, + "execution_count": 16, "metadata": {}, "outputs": [ { "data": { "text/html": [ - "" + "window.puqelgdu.chart.timeScale().fitContent()</script></body></html>\">" ], "text/plain": [ "" @@ -2529,37 +2529,15 @@ }, "metadata": {}, "output_type": "display_data" - }, - { - "data": { - "text/plain": [ - "time\n", - "2024-08-01 09:30:00-04:00 NaN\n", - "2024-08-01 09:31:00-04:00 NaN\n", - "2024-08-01 09:32:00-04:00 NaN\n", - "2024-08-01 09:33:00-04:00 NaN\n", - "2024-08-01 09:34:00-04:00 NaN\n", - " ... \n", - "2024-08-02 15:55:00-04:00 0.1200\n", - "2024-08-02 15:56:00-04:00 0.0850\n", - "2024-08-02 15:57:00-04:00 0.1300\n", - "2024-08-02 15:58:00-04:00 0.1151\n", - "2024-08-02 15:59:00-04:00 0.2050\n", - "Name: (20, 1T), Length: 780, dtype: float64" - ] - }, - "execution_count": 15, - "metadata": {}, - "output_type": "execute_result" } ], "source": [ "t1mom_tt = vbt.indicator(\"talib:MOM\").run(t1data.data[\"BAC\"].close, timeperiod=20, timeframe=[\"1T\",\"5T\"])\n", "t1mom = vbt.indicator(\"talib:MOM\").run(t1data.data[\"BAC\"].close, timeperiod=20, timeframe=\"1T\")\n", - "t1data.ohlcv.data[\"BAC\"].lw.plot(left=[(t1mom,\"mom\"),(t1mom_tt.mom.loc[:, (20,\"1T\")],),(t1mom_tt.mom.loc[:, (20,\"5T\")],)]) #right=[(s1close, \"1ms\"),(t1close_realigned, \"1min_realigned\")]\n", + "t1data.ohlcv.data[\"BAC\"].lw.plot(left=[(t1mom,\"mom\"),(t1mom_tt.mom.loc[:, (20,\"1T\")],),(t1mom_tt.mom.loc[:, (20,\"5T\")],)], size=\"m\") #right=[(s1close, \"1ms\"),(t1close_realigned, \"1min_realigned\")]\n", "\n", - "t1mom.mom[t1mom.mom.notna()]\n", - "t1mom_tt.mom.loc[:, (20,\"1T\")]\n", + "#t1mom.mom[t1mom.mom.notna()]\n", + "#t1mom_tt.mom.loc[:, (20,\"1T\")]\n", "\n", "\n", "#t1data.ohlcv.data[\"BAC\"].lw.plot(left=[(t1mom,\"mom\"),(t1mom_tt.mom,),(t1mom_tt.mom,)]) #right=[(s1close, \"1ms\"),(t1close_realigned, \"1min_realigned\")]\n",