renko_trend_following_catalyst_analyze

def analyze(context, perf):
    # Summary output
    print('Total return: ' + str(perf.algorithm_period_return[-1]))
    print('Sortino coef: ' + str(perf.sortino[-1]))
    print('Max drawdown: ' + str(np.min(perf.max_drawdown)))
    print('Alpha: ' + str(perf.alpha[-1]))
    print('Beta: ' + str(perf.beta[-1]))
    perf.to_csv('perf_' + str(context.asset) + '.csv')
    
    f = plt.figure(figsize = (7.2, 7.2))

    # Plot performance
    ax1 = f.add_subplot(611)
    ax1.plot(perf.algorithm_period_return, 'blue')
    ax1.plot(perf.benchmark_period_return, 'red')
    ax1.set_title('Performance')
    ax1.set_xlabel('Time')
    ax1.set_ylabel('Return')

    # Plot price and renko price
    ax2 = f.add_subplot(612, sharex = ax1)
    ax2.plot(perf.price, 'grey')
    ax2.plot(perf.renko_price, 'yellow')
    ax2.set_title(context.asset)
    ax2.set_xlabel('Time')
    ax2.set_ylabel('Price')

    # Plot brick size
    ax3 = f.add_subplot(613, sharex = ax1)
    ax3.plot(perf.brick_size, 'blue')
    xcoords = perf.index[perf.rebuilding_status == 1]
    for xc in xcoords:
        ax3.axvline(x = xc, color = 'red')
    ax3.set_title('Brick size and rebuilding status')
    ax3.set_xlabel('Time')
    ax3.set_ylabel('Size and Status')

    # Plot renko_price
    ax4 = f.add_subplot(614, sharex = ax1)
    ax4.plot(perf.num_created_bars, 'green')
    ax4.set_title('Number of created Renko bars')
    ax4.set_xlabel('Time')
    ax4.set_ylabel('Amount')

    # Plot amount of asset in portfolio
    ax5 = f.add_subplot(615, sharex = ax1)
    ax5.plot(perf.amount, 'black')
    ax5.set_title('Asset amount in portfolio')
    ax5.set_xlabel('Time')
    ax5.set_ylabel('Amount')

    # Plot drawdown
    ax6 = f.add_subplot(616, sharex = ax1)
    ax6.plot(perf.max_drawdown, 'yellow')
    ax6.set_title('Max drawdown')
    ax6.set_xlabel('Time')
    ax6.set_ylabel('Drawdown')

    plt.show()