Sistemato salvataggio grafici e tolta visualizzazione dall'esecuzione
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@@ -31,14 +31,16 @@ from shared_utils import (
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# PATH & OUTPUT
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# =============================================================================
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BASE_DIR = Path(__file__).resolve().parent
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AUDIT_LOG_CSV = BASE_DIR / "trades_audit_log.csv"
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OUTPUT_DIR = BASE_DIR / "output"
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PLOT_DIR = BASE_DIR / "plot"
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AUDIT_LOG_CSV = OUTPUT_DIR / "trades_audit_log.csv"
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CONNECTION_TXT = BASE_DIR / "connection.txt"
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OUT_DAILY_CSV = BASE_DIR / "daily_returns_by_strategy.csv"
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OUT_EQUITY_CSV = BASE_DIR / "equity_by_strategy.csv"
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OUT_DEBUG_CSV = BASE_DIR / "debug_daily_by_strategy.csv"
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PLOT_EQUITY = BASE_DIR / "equity_by_strategy.png"
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PLOT_DD = BASE_DIR / "drawdown_by_strategy.png"
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OUT_DAILY_CSV = OUTPUT_DIR / "daily_returns_by_strategy.csv"
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OUT_EQUITY_CSV = OUTPUT_DIR / "equity_by_strategy.csv"
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OUT_DEBUG_CSV = OUTPUT_DIR / "debug_daily_by_strategy.csv"
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PLOT_EQUITY = PLOT_DIR / "equity_by_strategy.png"
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PLOT_DD = PLOT_DIR / "drawdown_by_strategy.png"
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# Stored procedure
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SP_NAME_DEFAULT = "opt_RendimentoGiornaliero1_ALL"
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@@ -243,6 +245,8 @@ def rebuild_daily_from_log(audit: pd.DataFrame, returns_wide: pd.DataFrame) -> p
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# MAIN
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# =============================================================================
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def main():
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OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
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PLOT_DIR.mkdir(parents=True, exist_ok=True)
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if not AUDIT_LOG_CSV.exists():
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raise FileNotFoundError("Missing trades_audit_log.csv")
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@@ -295,7 +299,6 @@ def main():
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plt.legend()
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plt.tight_layout()
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plt.savefig(str(PLOT_EQUITY), dpi=150)
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plt.show()
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plt.close()
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# Drawdown
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@@ -308,7 +311,6 @@ def main():
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plt.legend()
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plt.tight_layout()
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plt.savefig(str(PLOT_DD), dpi=150)
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plt.show()
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plt.close()
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print("Salvati:")
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