Plots a grid of heatmaps, one for every pair of parameters in `heatmap`. See example in [the tutorial]. [the tutorial]: https://kernc.github.io/backtesting.py/doc/examples/Parameter%20Heatmap%20&%20Optimization.html#plot-heatmap # noqa: E501 `heatmap` is a Series as returned by
(heatmap: pd.Series,
agg: Union[str, Callable] = 'max',
*,
ncols: int = 3,
plot_width: int = 1200,
filename: str = '',
open_browser: bool = True)
| 116 | |
| 117 | |
| 118 | def plot_heatmaps(heatmap: pd.Series, |
| 119 | agg: Union[str, Callable] = 'max', |
| 120 | *, |
| 121 | ncols: int = 3, |
| 122 | plot_width: int = 1200, |
| 123 | filename: str = '', |
| 124 | open_browser: bool = True): |
| 125 | """ |
| 126 | Plots a grid of heatmaps, one for every pair of parameters in `heatmap`. |
| 127 | See example in [the tutorial]. |
| 128 | |
| 129 | [the tutorial]: https://kernc.github.io/backtesting.py/doc/examples/Parameter%20Heatmap%20&%20Optimization.html#plot-heatmap # noqa: E501 |
| 130 | |
| 131 | `heatmap` is a Series as returned by |
| 132 | `backtesting.backtesting.Backtest.optimize` when its parameter |
| 133 | `return_heatmap=True`. |
| 134 | |
| 135 | When projecting the n-dimensional (n > 2) heatmap onto 2D, the values are |
| 136 | aggregated by 'max' function by default. This can be tweaked |
| 137 | with `agg` parameter, which accepts any argument pandas knows |
| 138 | how to aggregate by. |
| 139 | |
| 140 | .. todo:: |
| 141 | Lay heatmaps out lower-triangular instead of in a simple grid. |
| 142 | Like [`sambo.plot.plot_objective()`][plot_objective] does. |
| 143 | |
| 144 | [plot_objective]: \ |
| 145 | https://sambo-optimization.github.io/doc/sambo/plot.html#sambo.plot.plot_objective |
| 146 | """ |
| 147 | return _plot_heatmaps(heatmap, agg, ncols, filename, plot_width, open_browser) |
| 148 | |
| 149 | |
| 150 | def quantile(series: Sequence, quantile: Union[None, float] = None): |
no outgoing calls