fmt

tests/test_portfolio.py

@@ -143,7 +143,6 @@ def test_metrics(portfolio):
 
     pd.testing.assert_series_equal(pd.Series(portfolio.metrics()), target)
 
-from tinycta.plot import plot
 
 def test_plot(portfolio):
     fig = portfolio.plot()

tinycta/port.py

@@ -6,13 +6,13 @@
 import numpy as np
 import pandas as pd
 
-pd.options.plotting.backend = "plotly"
-
 from plotly.subplots import make_subplots
 import plotly.graph_objects as go
 
 from tinycta.month import monthlytable, Aggregate
 
+pd.options.plotting.backend = "plotly"
+
 
 def build_portfolio(prices, cashposition=None, aum=1e6):
     """
@@ -167,10 +167,24 @@ def metrics(self, days=252):
     def plot(self, com=100, **kwargs):
         fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.02)
 
-        #fig.append_trace(
-        fig.add_trace(go.Scatter(x=self.nav_accum.index, y=self.nav_accum, name="NAV accumulated"), row=1, col=1)
-        fig.add_trace(go.Scatter(x=self.nav_accum.index, y=self.returns.ewm(com=com).std(), name="Volatility"), row=2, col=1)
-            #portfolio.nav_accum.plot(), row=1, col=1)
+        # fig.append_trace(
+        fig.add_trace(
+            go.Scatter(
+                x=self.nav_accum.index, y=self.nav_accum, name="NAV accumulated"
+            ),
+            row=1,
+            col=1,
+        )
+        fig.add_trace(
+            go.Scatter(
+                x=self.nav_accum.index,
+                y=self.returns.ewm(com=com).std(),
+                name="Volatility",
+            ),
+            row=2,
+            col=1,
+        )
+        # portfolio.nav_accum.plot(), row=1, col=1)
 
         fig.update_layout(
             {
@@ -181,4 +195,4 @@ def plot(self, com=100, **kwargs):
             }
         )
 
-        return fig
+        return fig