Add boxplot functionality to Analyzer #20
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Pull Request Overview
This PR adds boxplot functionality to the Analyzer class to visualize rolling returns distribution for portfolio analysis. The implementation calculates total returns over specified periods and creates box plots to compare portfolio performance with optional benchmark data.
- Adds
plot_rolling_returns_distributionmethod to generate box plots of rolling returns - Makes trading parameters configurable through constructor arguments
- Updates integration tests to cover the new boxplot functionality
Reviewed Changes
Copilot reviewed 3 out of 4 changed files in this pull request and generated 2 comments.
| File | Description |
|---|---|
| kissbt/analyzer.py | Adds boxplot method and makes trading hours/days configurable parameters |
| tests/test_integration.py | Adds test coverage for the new boxplot functionality |
| .devcontainer/devcontainer.json | Removes strict type checking mode configuration |
Comments suppressed due to low confidence (2)
kissbt/analyzer.py:42
- [nitpick] The variable name 'bar_unit' is inconsistent with the original 'unit' variable name. Consider keeping 'unit' for consistency or updating all related variable references to use 'bar_unit'.
bar_unit = bar_size[-1]
tests/test_integration.py:107
- The test only verifies that the method doesn't raise an exception but doesn't test edge cases like window size validation, benchmark inclusion/exclusion, or verify the actual box plot output.
analyzer.plot_rolling_returns_distribution(252)
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
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Note, that we decided against the geometric mean and when for the total return of each possible period as foundation for the box plot. This makes things easier and interpretative.