fix: resolve visualization helper regressions#19
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Pull request overview
Fixes two visualization helper regressions: plot_rolling_sharpe now honors externally supplied rolling result windows and fails loudly when no series match, with reference labels repositioned to fit narrow layouts. plot_cost_waterfall uses adaptive currency/percent formatting so small costs render with appropriate precision. Adds regression tests and bumps version to 0.1.0b21.
Changes:
plot_rolling_sharpe: derivewindowsfromrolling_result.sharpe.keys()when not specified; raiseValueErrorif no series match; move reference annotations totop rightwith right margin.- New
_formatting.pyhelpers (format_currency_adaptive,format_percent_adaptive) used inplot_cost_waterfall. - Regression tests + CHANGELOG/version bump.
Reviewed changes
Copilot reviewed 7 out of 7 changed files in this pull request and generated no comments.
Show a summary per file
| File | Description |
|---|---|
| src/ml4t/diagnostic/visualization/portfolio/risk_plots.py | Fix window selection and annotation positioning for plot_rolling_sharpe. |
| src/ml4t/diagnostic/visualization/backtest/cost_attribution.py | Use adaptive formatters for waterfall labels. |
| src/ml4t/diagnostic/visualization/backtest/_formatting.py | New shared adaptive currency/percent formatters. |
| tests/test_visualization/test_portfolio_plots.py | New regression tests for rolling Sharpe behavior. |
| tests/test_visualization/test_backtest.py | New regression test for small-cost waterfall labels. |
| src/ml4t/diagnostic/init.py | Bump version to 0.1.0b21. |
| CHANGELOG.md | Document fixes under 0.1.0b21. |
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Summary
hBc0 (0.0%)Validation
Full suite result: 5226 passed, 21 skipped