from dateutil.relativedelta import relativedelta
import glob
import numpy as np
import pandas as pd
import os
import plotly.offline; import cufflinks

import pafx.oanda
import pafx.vex

plotly.offline.init_notebook_mode(connected=False)
cufflinks.go_offline()

%load_ext autoreload
%autoreload 2

def plot_pnl(base_dir, desc):
    pnl_vecs = []
    for path in sorted(glob.glob(base_dir)):
        pnl_df = pd.read_csv(path, index_col='TIME', parse_dates=True)
        pnl_vec = pnl_df.sum(axis=1)
        pnl_vec.name = path.split('_')[-1][:-4]  # also remove the .csv
        pnl_vecs.append(pnl_vec)

    pnl_df = pd.concat(pnl_vecs, axis=1)
    pnl_df.sum().cumsum().iplot(title=desc)
    return pnl_df['0.9500']

best_pnl_vec_map = {}
for pnl_dir in sorted(glob.glob(pafx.get_data_dir() + '/vex_*')):
    desc = pnl_dir.split('/')[-1]
    best_pnl_vec = plot_pnl(pnl_dir + '/test_pnl*.csv', desc)
    best_pnl_vec_map[desc] = best_pnl_vec
pd.DataFrame(best_pnl_vec_map).cumsum().iplot(title='Best')

print("Done!")

Done!