plotting.py

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns

sns.set(style='whitegrid')


def plot_results(results: dict, metrics: dict):
    equity = results['equity']
    fills = results['fills']
    ob = results.get('data')

    fig, axes = plt.subplots(4, 1, figsize=(12, 14), sharex=False)

    # 1) Equity curve and drawdown
    eq = equity.copy()
    eq['cummax'] = eq['equity'].cummax()
    eq['drawdown'] = (eq['equity'] - eq['cummax']) / (eq['cummax'] + 1e-12)
    axes[0].plot(eq.index, eq['equity'], label='Equity')
    ax2 = axes[0].twinx()
    ax2.fill_between(eq.index, eq['drawdown'], 0, color='red', alpha=0.2, label='Drawdown')
    axes[0].set_title('Equity Curve & Drawdown')
    axes[0].legend(loc='upper left')

    # 2) Position exposure
    axes[1].plot(equity.index, equity['position'], color='orange', label='Position')
    axes[1].set_title('Position Exposure')
    axes[1].legend()

    # 3) Trade P&L distribution
    if len(fills) > 0 and 'pnl' in fills:
        axes[2].hist(fills['pnl'], bins=40, alpha=0.8)
        axes[2].set_title('Per-Fill Realized P&L Distribution')
    else:
        axes[2].text(0.5, 0.5, 'No trades', transform=axes[2].transAxes, ha='center')

    # 4) Basic order book statistics
    if ob is not None and len(ob) > 0 and {'bid','ask'}.issubset(ob.columns):
        spread = (ob['ask'] - ob['bid']).dropna()
        axes[3].plot(spread.index, spread, color='green')
        axes[3].set_title('Bid-Ask Spread over Time')
    else:
        axes[3].text(0.5, 0.5, 'No order book data', transform=axes[3].transAxes, ha='center')

    # Overall title with key metrics
    suptitle = (
        f"Strategy: {results['params']['strategy']} | "
        f"Sharpe: {metrics.get('sharpe_ratio',0):.2f} | "
        f"Max DD: {metrics.get('max_drawdown',0):.2%} | "
        f"Trades: {metrics.get('num_trades',0)}"
    )
    fig.suptitle(suptitle, fontsize=12, y=0.98)

    plt.tight_layout(rect=[0, 0, 1, 0.97])
    plt.show()