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Auto-scale Y-axis for indicators when zooming #356 #357

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Auto-scale Y-axis for indicators when zooming #356 #357

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0581c55
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
7792588
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
4ff1fe8
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
c0dcbbe
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
6b1c436
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
bf03b63
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
5ca9a59
Auto-scale Y-axis for Profit/Loss chart when zooming kernc#356
zlpatel Jun 13, 2021
ab17cbf
Auto-scale Y-axis for PL chart when zooming kernc#356
zlpatel Jun 13, 2021
44a0200
Add auto scaling of y-axis for PL chart kernc#356
zlpatel Jun 13, 2021
307e4ff
Add whitespace after , to fix lint issue kernc#356
zlpatel Jun 13, 2021
97712c7
Fixing build error by adding [:] kernc#356
zlpatel Jun 13, 2021
1494396
Remove y-axis scaling logic for PnL graph kernc#356
zlpatel Jun 13, 2021
95e03f8
Remove y-axis scaling logic for PnL graph kernc#356
zlpatel Jun 13, 2021
50fd012
Auto-scale Y-axis for indicators when zooming #356
zlpatel May 23, 2021
8386f9e
Merge branch 'kernc#356' of https://github.com/zlpatel/backtesting.py…
zlpatel Jun 15, 2021
420c259
Fix indicator index mapping kernc#356
zlpatel Jun 17, 2021
453dd7b
Fix lint issues kernc#356
zlpatel Jun 17, 2021
9baed4e
Fix flake8 formatting issue kernc#356
zlpatel Jun 17, 2021
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Fixing build error by adding [:] #356
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@zlpatel
zlpatel authored Jun 13, 2021
commit 97712c7b91ab5fe9520010a669b5e1aabe9e62fc
2 changes: 1 addition & 1 deletion backtesting/_plotting.py
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Expand Up @@ -392,7 +392,7 @@ def _plot_pl_section():
size = trades['Size'].abs()
size = np.interp(size, (size.min(), size.max()), (8, 20))
ohlcv_index_trade_close_arr = np.empty(source.data['index'][-1]+1, dtype=float)
ohlcv_index_trade_close_arr[trade_source.data['index']] = trades['ReturnPct']
ohlcv_index_trade_close_arr[trade_source.data['index'][:]] = trades['ReturnPct']
source.add(ohlcv_index_trade_close_arr, 'return_pct')
trade_source.add(returns_long, 'returns_long')
trade_source.add(returns_short, 'returns_short')
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