Plotting trades with portfolio with multiple assets and multiple strategies

[andreas-vester]

I am struggling to plot portfolio trades or p&l when the portfolio consists of multiple assets (grouped together) and multiple strategies.

Let's say, I wanted to plot the trades of the DAX Index for roc_window==3. I was thinking a long then following lines:

Apparently, I am getting the indexing wrong. What's the correct way to do it?

When plotting the P&L, I am wondering if I can use all assets (=columns) of one particular strategy at once?

[polakowo]

Pass group_by=False.

[andreas-vester]

Hmm, can you please elaborate? Where exactly do I have to pass it?
Also, when plotting the pure P&L, can't I plot the trades from all securities within a portfolio without setting group_by=False? I am talking about this chart:

[polakowo]

To plot function. You can't currently plot all columns at once because it would require aggregation, although I think it would be worth implementing some day.

[andreas-vester]

Sorry, I still don't get where to pass group_by=False. The plot function at vectorbt/portfolio/trades doesn't support this keyword argument, as far as I can see.

vectorbt/vectorbt/portfolio/trades.py

Lines 1100 to 1115 in f67c502

	def plot(self,
	column: tp.Optional[tp.Label] = None,
	plot_zones: bool = True,
	close_trace_kwargs: tp.KwargsLike = None,
	entry_trace_kwargs: tp.KwargsLike = None,
	exit_trace_kwargs: tp.KwargsLike = None,
	exit_profit_trace_kwargs: tp.KwargsLike = None,
	exit_loss_trace_kwargs: tp.KwargsLike = None,
	active_trace_kwargs: tp.KwargsLike = None,
	profit_shape_kwargs: tp.KwargsLike = None,
	loss_shape_kwargs: tp.KwargsLike = None,
	add_trace_kwargs: tp.KwargsLike = None,
	xref: str = 'x',
	yref: str = 'y',
	fig: tp.Optional[tp.BaseFigure] = None,
	**layout_kwargs) -> tp.BaseFigure: # pragma: no cover

Am I missing something here?

[polakowo]

@andreas-vester my bad, grouping is already disabled in that function. Usually I give the possibility of providing group_by but here it wouldn't make sense since groups cannot be plotted at all.

Then your error means that this column simply not exists. Check trades.wrapper.columns if the column is there.

Edit: you probably want to pass column=(0.5, 3, "DAX Index") or similar because your column hierarchy includes more than one level.

[andreas-vester]

Edit: you probably want to pass column=(0.5, 3, "DAX Index") or similar because your column hierarchy includes more than one level.

That did the trick. Thanks.