/// <summary>
/// Generate the daily returns plot using the python libraries.
/// </summary>
public override string Render()
{
var backtestReturns = ResultsUtil.EquityPoints(_backtest);
var liveReturns = ResultsUtil.EquityPoints(_live);
var backtestSeries = new Series <DateTime, double>(backtestReturns.Keys, backtestReturns.Values);
var liveSeries = new Series <DateTime, double>(liveReturns.Keys, liveReturns.Values);
// The following two operations are equivalent to the Pandas `DataFrame.resample(...)` method
var backtestResampled = backtestSeries.PercentChange().ResampleEquivalence(date => date.Date, s => s.Sum()) * 100;
var liveResampled = liveSeries.PercentChange().ResampleEquivalence(date => date.Date, s => s.Sum()) * 100;
var base64 = "";
using (Py.GIL())
{
var backtestList = new PyList();
backtestList.Append(backtestResampled.Keys.ToList().ToPython());
backtestList.Append(backtestResampled.Values.ToList().ToPython());
var liveList = new PyList();
liveList.Append(liveResampled.Keys.ToList().ToPython());
liveList.Append(liveResampled.Values.ToList().ToPython());
base64 = Charting.GetDailyReturns(backtestList, liveList);
backtestList.Dispose();
liveList.Dispose();
}
return(base64);
}
