# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#
# http://www.apache.org/licenses/LICENSE-2.0
#
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from qf_lib.containers.series.qf_series import QFSeries
from qf_lib.plotting.charts.line_chart import LineChart
from qf_lib.plotting.decorators.axes_label_decorator import AxesLabelDecorator
from qf_lib.plotting.decorators.data_element_decorator import DataElementDecorator
from qf_lib.plotting.decorators.line_decorators import HorizontalLineDecorator
from qf_lib.plotting.decorators.title_decorator import TitleDecorator
[docs]def create_gross_leverage_chart(gross_lev: QFSeries) -> LineChart:
"""
Creates a line chart showing gross leverage based on the specified gross leverage values.
Parameters
----------
gross_lev: QFSeries
Gross leverage as returned by the extract_rets_pos_txn_from_zipline function.
Returns
-------
LineChart
Created line chart
"""
result = LineChart()
result.add_decorator(DataElementDecorator(gross_lev, linewidth=0.5, color="g"))
result.add_decorator(HorizontalLineDecorator(gross_lev.mean(), color="g", linestyle="--", linewidth=3))
result.add_decorator(TitleDecorator("Gross leverage"))
result.add_decorator(AxesLabelDecorator(y_label="Gross leverage"))
return result