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Plotting for HF data

Open flipdazed opened this issue 3 years ago • 1 comments

Matplotlib is extremely slow at handling lots of data.

Suggest resampling kwarg for plotting to resample on a new time horizon

flipdazed avatar Nov 02 '20 20:11 flipdazed

Thanks @flipdazed! For the TradingModel class, lots of the plotting methods already have resample parameter. So if for example your strategy is an intraday strategy the plots by default only plot for every business day. You can also change the plotting engine to Plotly from Matplotlib too.

eg def plot_strategy_pnl(self, strip=None, silent_plot=False, reduce_plot=True, resample='B')

Or do you do you mean more generally, it would be good to have this functionality for chartpy, which is a dependency that is used here?

saeedamen avatar Nov 02 '20 23:11 saeedamen