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@@ -14,6 +14,24 @@ from qlib.contrib.report.utils import sub_fig_generator
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class FeaAnalyser:
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def __init__(self, dataset: pd.DataFrame):
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"""
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Parameters
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----------
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dataset : pd.DataFrame
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We often have multiple columns for dataset. Each column corresponds to one sub figure.
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There will be a datatime column in the index levels.
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Aggretation will be used for more summarized metrics overtime.
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Here is an example of data:
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.. code-block::
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return
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datetime instrument
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2007-02-06 equity_tpx 0.010087
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equity_spx 0.000786
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"""
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self._dataset = dataset
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with TimeInspector.logt("calc_stat_values"):
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self.calc_stat_values()
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