ENH Plot max and median long/short exposures #237
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A potentially misleading part of this plot is the fact that median takes the average two position concentrations when there are an even number of longs or shorts. |
| The positions that the strategy takes over time. | ||
| ax : matplotlib.Axes, optional | ||
| Axes upon which to plot. | ||
| **kwargs, optional |
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Still doesn't do anything with kwars below.
It should take the average between the two center values if there's an even number but that's fine and expected. Otherwise LGTM. |
| @@ -97,6 +97,37 @@ def get_top_long_short_abs(positions, top=10): | |||
| return df_top_long, df_top_short, df_top_abs | |||
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| def get_max_median_position_conc(positions): | |||
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get_max_median_position_concentration
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Should be good to go now. |
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ENH Plot max and median long/short exposures
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Issue: #218