Document optimal strategy for project 6

manual_strategy/indicators.py

@@ -1,5 +1,6 @@
 import pandas as pd
 import datetime as dt
+import matplotlib.pyplot as plt
 import TheoreticallyOptimalStrategy as tos
 from util import plot_data, get_data
 from marketsim.marketsim import compute_portvals
@@ -14,7 +15,6 @@ def test_policy():
     symbol = "JPM"
     start_value = 100000
     sd = dt.datetime(2008, 1, 1)
-    # ed = dt.datetime(2008, 1, 30)
     ed = dt.datetime(2009, 12, 31)
 
     orders = tos.testPolicy(symbol=symbol, sd=sd, ed=ed, sv=start_value)
@@ -55,8 +55,9 @@ def test_policy():
     portvals["Bench"] = bench["Portval"]
     portvals.drop(columns=["Portval"], inplace=True)
 
-    #XXX: Save to file instead.
-    plot_data(portvals)
+    ax = portvals.plot(title="Optimal strategy versus 1000 shares of JPM")
+    plt.savefig('figure_5.png')
+
 
 def normalize(timeseries):
     return timeseries / timeseries.iloc[0]