pyfolio/risk.py
def plot_volume_exposures_gross(grossed_threshold, percentile, ax=None):
    """
    Plots outputs of compute_volume_exposures as line graphs

    Parameters
    ----------
    grossed_threshold : pd.Series
        Series of grossed volume exposures (output of
        compute_volume_exposures).

    percentile : float
        Percentile to use when computing and plotting volume exposures
        - See full explanation in create_risk_tear_sheet
    """

    if ax is None:
        ax = plt.gca()

    ax.plot(grossed_threshold.index, grossed_threshold,
            color='b', label='gross')
    ax.axhline(0, color='k')
    ax.set(title='Gross exposure to illiquidity',
           ylabel='{}th percentile of \n proportion of volume (%)'
           .format(100 * percentile))
    ax.legend(frameon=True, framealpha=0.5)

    return ax
def plot_volume_exposures_gross(grossed_threshold, percentile, ax=None):
    """
    Plots outputs of compute_volume_exposures as line graphs

    Parameters
    ----------
    grossed_threshold : pd.Series
        Series of grossed volume exposures (output of
        compute_volume_exposures).

    percentile : float
        Percentile to use when computing and plotting volume exposures
        - See full explanation in create_risk_tear_sheet
    """

    if ax is None:
        ax = plt.gca()

    ax.plot(grossed_threshold.index, grossed_threshold,
            color='b', label='gross')
    ax.axhline(0, color='k')
    ax.set(title='Gross exposure to illiquidity',
           ylabel='{}th percentile of \n proportion of volume (%)'
           .format(100 * percentile))
    ax.legend(frameon=True, framealpha=0.5)

    return ax
def plot_volume_exposures_gross ( grossed_threshold , percentile , ax = None ) : if ax is None : ax = plt . gca ( ) ax . plot ( grossed_threshold . index , grossed_threshold , color = 'b' , label = 'gross' ) ax . axhline ( 0 , color = 'k' ) ax . set ( title = 'Gross exposure to illiquidity' , ylabel = '{}th percentile of \n proportion of volume (%)' . format ( 100 * percentile ) ) ax . legend ( frameon = True , framealpha = 0.5 ) return ax
Plots outputs of compute_volume_exposures as line graphs

    Parameters
    ----------
    grossed_threshold : pd.Series
        Series of grossed volume exposures (output of
        compute_volume_exposures).

    percentile : float
        Percentile to use when computing and plotting volume exposures
        - See full explanation in create_risk_tear_sheet
Plots outputs of compute_volume_exposures as line graphs