Created
June 14, 2020 00:29
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Results=Results[(Results['Combination']=='1.5, -1.5') & (Results['P(p)>']>0.47) & (Results['P(p)>']<0.72)] | |
from matplotlib import cm | |
from sklearn.preprocessing import MinMaxScaler | |
scaler = MinMaxScaler() | |
sns.set(font_scale=1.1) | |
sns.set_style('dark') | |
pastel=cm.get_cmap('Pastel1',len(Results)) | |
diverging=cm.get_cmap('RdYlGn',len(Results)) | |
plt.figure(figsize=(14,8)) | |
plt.bar(x=Results['P(p)>'], height=Results['Success rate'],width=0.005,color= pastel(np.linspace(0,1,len(Results)))) | |
plt.ylabel('Success Rate') | |
plt.xlabel('P(p)>') | |
for index, row in Results.iterrows(): | |
plt.text( | |
row['P(p)>'], | |
row["Success rate"], | |
int(row.Quantity), | |
fontsize=12, | |
color="black", | |
ha="center", | |
) | |
axes2 = plt.twinx() | |
axes2.scatter(Results['P(p)>'], Results['Return'], color=diverging(scaler.fit_transform(np.array(Results['Return']).reshape(-1,1)).reshape(len(Results),1)).reshape(len(Results),4),s=200) | |
axes2.plot(Results['P(p)>'], Results['Return'],lw=0.3,color='grey') | |
axes2.set_ylabel('Return',color='red') | |
plt.xticks(Results['P(p)>']) |
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