%matplotlib inline
import numpy as np
import pandas as pd 
import matplotlib.pyplot as plt 

#stock_data
df_1 = pd.read_csv('stock_data.csv')
df_1

#篩選出2021年度數據
df_1=df_1[df_1['TIME']>='2021-02-01']
df_1.reset_index(drop=True, inplace=True)
df_1

#計算stock_data日報酬
df_1['日報酬'] = ''
for i in range(1,len(df_1)):
  df_1['日報酬'][i] = df_1['CLOSE'][i]/df_1['CLOSE'][i-1]-1

df_1['1+日報酬'] = ''
for i in range(1,len(df_1)):
  df_1['1+日報酬'][i] = df_1['日報酬'][i]+1

df_1['相乘'] = ''
a = 1
for i in range(1,len(df_1)):  
  a *= df_1['1+日報酬'][i]
  df_1['相乘'][i] = a

def time(df):
  df['TIME'] = pd.to_datetime(df['TIME'])
  df=df.set_index(df.TIME)
  return df

df_1=time(df_1)

#相乘 累積報酬，畫圖畫出曲線變化
df_1

#匯入RL訓練出來的結果
rl_1 =pd.read_csv('1.csv')
rl_1

rl_2 = df_1.copy()
rl_2

#計算stock_data日報酬
rl_2['rl_reward'] = ''

for i in range(224):
  rl_2['rl_reward'][i] = rl_1.reward[i]

rl_2

rl_2['1+rl日報酬'] = ''
for i in range(0,len(rl_2)):
  rl_2['1+rl日報酬'][i] = rl_2['rl_reward'][i]+1

rl_2['rl相乘'] = ''
a = 1
for i in range(0,len(rl_2)):  
  a *= rl_2['1+rl日報酬'][i]
  rl_2['rl相乘'][i] = a

rl_2

import matplotlib.gridspec as gridspec

#某列更換成數值類型_使用pd.to_numeric
df_1['相乘']=pd.to_numeric(df_1['相乘'])
rl_2['rl相乘']=pd.to_numeric(rl_2['rl相乘'])

plt.figure(figsize = (10,6))
plt.title('', fontsize = 16)
df_1.相乘.plot(color = 'blue', linewidth = 1)
rl_2.rl相乘.plot(color = 'green', linewidth = 1)

plt.grid()
plt.xlabel('time', fontsize = 13) # X座標名稱
plt.ylabel('return(%)', fontsize = 14) # Y座標名稱
plt.legend(['buy&hold','RL_model'],  bbox_to_anchor=(1, 1));
plt.savefig('績效圖.png') # 儲存圖片;