From 1b146a84d6d56e84a3b60cbd9e48186e40f149e0 Mon Sep 17 00:00:00 2001
From: David Brazda <davidbrazda61@gmail.com>
Date: Wed, 23 Oct 2024 16:54:17 +0200
Subject: [PATCH] daily fix

---
 setup.py           |  2 +-
 ttools/__init__.py |  2 +-
 ttools/vbtutils.py | 56 ++++++++++++++++++++++++++++++++++++++++++++++
 3 files changed, 58 insertions(+), 2 deletions(-)

diff --git a/setup.py b/setup.py
index 2cdbc1d..42c1869 100644
--- a/setup.py
+++ b/setup.py
@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
     name='ttools',
-    version='0.3.6',
+    version='0.3.7',
     packages=find_packages(),
     install_requires=[
         'vectorbtpro',
diff --git a/ttools/__init__.py b/ttools/__init__.py
index d946c3a..120c6ea 100644
--- a/ttools/__init__.py
+++ b/ttools/__init__.py
@@ -1,2 +1,2 @@
-from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling, isrisingc, isfallingc
+from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling, isrisingc, isfallingc, trades2entries_exits
 from .vbtindicators import register_custom_inds
\ No newline at end of file
diff --git a/ttools/vbtutils.py b/ttools/vbtutils.py
index 7eda9c6..101f0aa 100644
--- a/ttools/vbtutils.py
+++ b/ttools/vbtutils.py
@@ -4,6 +4,62 @@ import pandas_market_calendars as mcal
 from typing import Any
 import datetime
 
+
+def trades2entries_exits(trades: pd.DataFrame):
+    """
+    Convert trades DataFrame to entries and exits DataFrame for use in lw plot
+
+    Args:
+        trades (pd.DataFrame): Trades DataFrame from pf.trades.readable.
+
+    Returns:
+        tuple: (entries DataFrame, exits DataFrame)
+    """
+    # Create the entries DataFrame with 'Entry Index' as the datetime index
+    trade_entries = trades.set_index('Entry Index')
+
+    # Create the exits DataFrame with 'Exit Index' as the datetime index
+    trade_exits = trades.set_index('Exit Index')
+
+    cols_to_entries =  {
+            # 'Size': '',
+            'Direction': '',
+            'Avg Entry Price': ''
+        }
+
+    cols_to_exits =  {
+            # 'Size': '',
+            # 'Direction': '',
+            'PnL': 'c',
+            'Avg Entry Price': '',
+            'Return': 'r:'
+        }
+
+    # Function to handle rounding and concatenation with labels
+    def format_row(row, columns_with_labels):
+        formatted_values = []
+        for col, label in columns_with_labels.items():
+            value = row[col]
+            # Check if the value is a float and round it to 4 decimals
+            if isinstance(value, float):
+                formatted_values.append(f"{label}{round(value, 3)}")
+            else:
+                formatted_values.append(f"{label}{value}")
+        return ', '.join(formatted_values)
+
+    # Add concatenated column to entries DataFrame
+    trade_entries['text'] = trade_entries.apply(lambda row: format_row(row, cols_to_entries), axis=1)
+
+    # Add concatenated column to exits DataFrame
+    trade_exits['text'] = trade_exits.apply(lambda row: format_row(row, cols_to_exits), axis=1)
+
+    trade_exits["value"] = True
+    trade_entries["value"] = True
+    trade_entries["price"] = trade_entries["Avg Entry Price"]
+    trade_exits["price"] = trade_exits["Avg Exit Price"]
+    return trade_entries, trade_exits
+
+
 #TBD create NUMBA alternatives
 def isrising(series: pd.Series, n: int) -> pd.Series:
     """