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applicate rifiniture in output

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fredmaloggia
2025-12-29 22:21:55 +01:00
parent f5c668f70f
commit 5f668cbb6d
5 changed files with 39 additions and 24 deletions
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19
Trading Pattern Recon w Hurst - Forex.py
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@@ -153,8 +153,10 @@ DENOISE_THRESHOLD_MODE = "soft"
DAYS_PER_YEAR = 252
OUT_DIR = Path("./out_shared_utils_url_forex")
OUT_DIR = Path("./out_forex")
PLOT_DIR = Path("./plot_forex")
OUT_DIR.mkdir(parents=True, exist_ok=True)
PLOT_DIR.mkdir(parents=True, exist_ok=True)
# ============================================================
@@ -812,17 +814,20 @@ def main():
plt.figure(figsize=(10, 5))
plt.plot(eq_eq, label=f"Equal Weight (Top{TOP_N}, fee {FEE_BPS}bp)")
plt.plot(eq_rp, label=f"Risk Parity (Top{TOP_N}, cap {RP_MAX_WEIGHT:.4f}, fee {FEE_BPS}bp)")
plt.title(f"Equity line portafogli FX (base 100) – Top{TOP_N} (shared_utils + URL)")
plt.title(f"Equity line portafogli FX (base 100) - Top{TOP_N} (shared_utils + URL)")
plt.grid(True)
plt.legend()
plt.tight_layout()
plt.show()
plt.savefig(PLOT_DIR / "equity_line.png", dpi=150)
plt.close()
plot_heatmap_monthly(ret_eq, f"Heatmap mensile – Equal Weight FX (Top{TOP_N})")
plt.show()
fig_eq = plot_heatmap_monthly(ret_eq, f"Heatmap mensile - Equal Weight FX (Top{TOP_N})")
fig_eq.savefig(PLOT_DIR / "heatmap_eqw.png", dpi=150)
plt.close(fig_eq)
plot_heatmap_monthly(ret_rp, f"Heatmap mensile – Risk Parity FX (Top{TOP_N})")
plt.show()
fig_rp = plot_heatmap_monthly(ret_rp, f"Heatmap mensile - Risk Parity FX (Top{TOP_N})")
fig_rp.savefig(PLOT_DIR / "heatmap_rp.png", dpi=150)
plt.close(fig_rp)
# 7) Export
hurst_df.to_csv(OUT_DIR / "hurst.csv", index=False)