From e99138f5b96b4b266394357d3f9f640bc410c795 Mon Sep 17 00:00:00 2001
From: Quanliang Liu <quanliangliu1@163.com>
Date: Fri, 7 Nov 2025 08:53:46 -0600
Subject: [PATCH] Visualization added

---
 evaluation/run_evaluation.py | 27 ++++++++++++
 evaluation/visualize.py      | 79 ++++++++++++++++++++++++++++++++++++
 2 files changed, 106 insertions(+)

diff --git a/evaluation/run_evaluation.py b/evaluation/run_evaluation.py
index 7e579bbe..b0d9e3fd 100644
--- a/evaluation/run_evaluation.py
+++ b/evaluation/run_evaluation.py
@@ -16,6 +16,7 @@ sys.path.insert(0, str(Path(__file__).parent.parent))
 from evaluation.baseline_strategies import get_all_baseline_strategies
 from evaluation.backtest import BacktestEngine, TradingAgentsBacktester, load_stock_data, standardize_single_ticker
 from evaluation.metrics import calculate_all_metrics, create_comparison_table, print_metrics
+from evaluation.visualize import plot_cumulative_returns_from_results
 
 from tradingagents.graph.trading_graph import TradingAgentsGraph
 from tradingagents.default_config import DEFAULT_CONFIG
@@ -178,6 +179,32 @@ def run_evaluation(
         all_metrics[name] = metrics
         print_metrics(metrics, name)
 
+    # Generate cumulative returns comparison plot
+    print("\n" + "="*80)
+    print("STEP 5: Generating Comparison Plot")
+    print("="*80)
+    try:
+        comparison_plot_path = str(out / ticker / "strategy_comparison.png")
+        plot_cumulative_returns_from_results(
+            results_dir=str(out / ticker),
+            ticker=ticker,
+            output_path=comparison_plot_path
+        )
+        # Also save as PDF
+        pdf_path = comparison_plot_path.replace('.png', '.pdf')
+        plot_cumulative_returns_from_results(
+            results_dir=str(out / ticker),
+            ticker=ticker,
+            output_path=pdf_path
+        )
+        print(f"\n✓ Comparison plot saved to:")
+        print(f"  - {comparison_plot_path}")
+        print(f"  - {pdf_path}")
+    except Exception as e:
+        print(f"\n✗ Failed to generate comparison plot: {e}")
+        import traceback
+        traceback.print_exc()
+
     print("\n" + "="*80)
     print("EVALUATION COMPLETE")
     print("="*80)
diff --git a/evaluation/visualize.py b/evaluation/visualize.py
index c8b55162..416fa89a 100644
--- a/evaluation/visualize.py
+++ b/evaluation/visualize.py
@@ -9,6 +9,7 @@ import matplotlib.pyplot as plt
 from pathlib import Path
 from typing import Dict
 import warnings
+import json
 
 warnings.filterwarnings('ignore')
 
@@ -388,11 +389,89 @@ def create_summary_report(
     print(f"\n✓ All visualizations saved to: {output_dir}")
 
 
+def plot_cumulative_returns_from_results(
+    results_dir: str,
+    ticker: str,
+    output_path: str = None,
+    figsize: tuple = (12, 7)
+) -> plt.Figure:
+    """
+    Plot cumulative returns comparison from saved JSON results.
+    
+    Args:
+        results_dir: Directory containing strategy result folders
+        ticker: Stock ticker symbol
+        output_path: Path to save the figure (optional)
+        figsize: Figure size (width, height)
+        
+    Returns:
+        matplotlib Figure object
+    """
+    results_path = Path(results_dir)
+    
+    # Define strategies to load
+    strategies = {
+        'BuyAndHold': 'BuyAndHoldStrategy',
+        'MACD': 'MACDStrategy',
+        'KDJ&RSI': 'KDJRSIStrategy',
+        'ZMR': 'ZMRStrategy',
+        'SMA': 'SMAStrategy',
+        'TradingAgents': 'TradingAgents'
+    }
+    
+    fig, ax = plt.subplots(figsize=figsize)
+    
+    # Load and plot each strategy
+    for folder_name, display_name in strategies.items():
+        strategy_dir = results_path / folder_name
+        if not strategy_dir.exists():
+            continue
+            
+        # Find actions JSON file
+        action_files = list(strategy_dir.glob("actions_*.json"))
+        if not action_files:
+            continue
+        
+        try:
+            # Load data
+            with open(action_files[0], 'r') as f:
+                data = json.load(f)
+            
+            # Extract date and cumulative_return
+            dates = pd.to_datetime([action['date'] for action in data['actions']])
+            cumulative_returns = [action['cumulative_return'] for action in data['actions']]
+            
+            # Plot
+            linewidth = 2.5 if display_name == 'TradingAgents' else 1.5
+            ax.plot(dates, cumulative_returns, label=display_name, 
+                   linewidth=linewidth, alpha=0.9)
+            
+        except Exception as e:
+            print(f"Warning: Failed to load {display_name}: {e}")
+    
+    ax.set_xlabel('Date', fontsize=12)
+    ax.set_ylabel('Cumulative Return', fontsize=12)
+    ax.set_title(f'Strategy Comparison - Cumulative Returns for {ticker}', 
+                 fontsize=14, fontweight='bold')
+    ax.legend(title='Strategies', loc='best', fontsize=10, framealpha=0.9)
+    ax.grid(True, alpha=0.3, linestyle='--')
+    ax.axhline(y=1.0, color='black', linestyle='--', linewidth=1, alpha=0.5)
+    
+    plt.tight_layout()
+    
+    if output_path:
+        fig.savefig(output_path, dpi=300, bbox_inches='tight')
+        print(f"✓ Saved cumulative returns comparison to: {output_path}")
+    
+    return fig
+
+
 if __name__ == "__main__":
     # Example usage / testing
     print("Visualization module loaded successfully!")
     print("\nAvailable functions:")
     print("  - plot_cumulative_returns")
+    print("  - plot_cumulative_returns_from_results")
     print("  - plot_transaction_history")
     print("  - plot_metrics_comparison")
     print("  - plot_drawdown")