generate_plot#
This script loads the updated reproduction decile returns DataFrame from the designated DATA_DIR
and uses the function plot_cumulative_returns from calc_metrics to plot the cumulative returns
for each decile portfolio. It also loads the merged bond data and uses plot_avg_yield_tr_ytm to
plot the average ‘yield’ and average ‘tr_ytm_match’ over time. The resulting plots are saved as PNG
files in OUTPUT_DIR.
Usage:
Run this script directly (e.g., via python plot_cumulative_returns_script.py)
to generate and save the cumulative returns and average yield/tr_ytm_match charts.
Module Contents#
Functions#
Data#
API#
- generate_plot.DATA_DIR#
‘Path(…)’
- generate_plot.OUTPUT_DIR#
‘Path(…)’
- generate_plot.main()#