.py

# Concat all trades
trades_all = pd.DataFrame()
for x in results:
    trades = pd.DataFrame(x['trades'])
    trades['sym'] = x['ticker']
    trades_all = pd.concat([
        trades_all,
        trades
    ], axis=0)
trades_all = trades_all[trades_all['change'] != 0].dropna()

print('sharpe:', sharpe(trades_all['change']))

trades_all['change'].sort_index().cumsum().plot();