macrosynergy.visuals.proxy_pnl_visualisers#

transaction_cost_heatmap(df, title='', xlabel='', ylabel='', tcost_name='TCOST', figsize=(10, 6), exclude_cids=('GLB',), label_dict=None, title_fontsize=14)[source]#

Plot a heatmap of summed transaction costs by cross-section and category.

Transaction-cost categories are selected by matching the suffix of the xcat column, summed per (cid, xcat), and arranged into a grid with one row per category and one column per cross-section.

Parameters:

  • df (pd.DataFrame) – Transaction cost data in long format. Must contain cid, xcat, and value columns.

  • title (str) – Title of the heatmap. Defaults to an empty string.

  • xlabel (str) – Label for the x-axis. Defaults to an empty string.

  • ylabel (str) – Label for the y-axis. Defaults to an empty string.

  • tcost_name (str) – Suffix identifying transaction cost categories in xcat. Only categories whose name ends with this string are included. Defaults to “TCOST”.

  • figsize (Tuple[float, float]) – Size of the figure. Defaults to (10, 6).

  • exclude_cids (Tuple[str, ...]) – Cross-sections to exclude from the heatmap. Defaults to (“GLB”,).

  • label_dict (Dict[str, str]) – Optional mapping used to rename categories for display. Defaults to None, in which case the original category names are used.

  • title_fontsize (int) – Font size of the title. Defaults to 14.

Returns:

The axes containing the heatmap.

Return type:

plt.Axes

sensitivity_plot(x_values, y_values, labels, title='', xlabel='', ylabel='', figsize=(10, 6), ax=None, title_fontsize=14)[source]#

Plot one line per series in a sensitivity analysis.

Each row of y_values is drawn as a separate line against the shared x_values, labelled by the corresponding entry in labels.

Parameters:

  • x_values (np.ndarray) – Values for the x-axis, shared across all series. For example, a range of volatility targets.

  • y_values (np.ndarray) – Array of shape (n, len(x_values)) holding the sensitivity-analysis results, where n is the number of series to plot.

  • labels (List[str]) – Labels for the plotted series, one per row of y_values.

  • title (str) – Title of the plot. Defaults to an empty string.

  • xlabel (str) – Label for the x-axis. Defaults to an empty string.

  • ylabel (str) – Label for the y-axis. Defaults to an empty string.

  • figsize (Tuple[float, float]) – Size of the figure, used only when ax is not provided. Defaults to (10, 6).

  • ax (plt.Axes) – Optional existing axes to draw on. Defaults to None, in which case a new figure and axes are created.

  • title_fontsize (int) – Font size of the title. Defaults to 14.

Returns:

The axes containing the line plot.

Return type:

plt.Axes