From 608ded3d363fd4ce2a76c7bfad4798454372d4bf Mon Sep 17 00:00:00 2001 From: David Brazda Date: Wed, 23 Oct 2024 17:24:23 +0200 Subject: [PATCH] fix --- setup.py | 2 +- ttools/vbtutils.py | 12 ++++++++++-- 2 files changed, 11 insertions(+), 3 deletions(-) diff --git a/setup.py b/setup.py index 135fb2d..19a8fac 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages setup( name='ttools', - version='0.3.8', + version='0.3.9', packages=find_packages(), install_requires=[ 'vectorbtpro', diff --git a/ttools/vbtutils.py b/ttools/vbtutils.py index 44449ab..1ae2655 100644 --- a/ttools/vbtutils.py +++ b/ttools/vbtutils.py @@ -5,14 +5,17 @@ from typing import Any import datetime -def trades2entries_exits(pf): +def trades2entries_exits(pf, notext=False): """ Convert trades from Portfolio to entries and exits DataFrame for use in lw plot - For each trade exit type is fetched from orders. + For each trade exit type is fetched from orders and transformed for markers to use. + + Args: pf Portfolio object: trades and orders + notext (bool): if True, no text is added Returns: tuple: (entries DataFrame, exits DataFrame) @@ -20,6 +23,11 @@ def trades2entries_exits(pf): trades = pf.trades.readable orders = pf.orders.readable + if notext: + trade_entries = pd.Series(index=trades["Entry Index"], dtype=bool, data=True) + trade_exits = pd.Series(index=trades["Exit Index"], dtype=bool, data=True) + return trade_entries, trade_exits + # Merge the dataframes on 'order_id' trades = trades.merge(orders[['Order Id', 'Stop Type']], left_on='Exit Order Id', right_on='Order Id', how='left').drop(columns=['Order Id'])