Add analyser example and finetune example

examples/data/monitor_analyser_demo.ipynb

@@ -0,0 +1,130 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "0e62a81e",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import numpy as np\n",
+    "import pandas as pd\n",
+    "import matplotlib.pyplot as plt\n",
+    "from tqdm.auto import tqdm\n",
+    "%matplotlib inline\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "c503217b",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from qlib.data.monitor.analyser import Analyser\n",
+    "import qlib\n",
+    "qlib.init()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "9c276470",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "class SimpleDFA(Analyser):\n",
+    "    \"\"\"Simple (D)ata(F)rame (A)nalyser\"\"\"\n",
+    "    def analyse(self, data: pd.DataFrame, *args, **kwargs):\n",
+    "        data.plot(*args, **kwargs)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "110262e4",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from monitor import get_data_df, AutoCM"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "0ea38c62",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# get data\n",
+    "factor_df = get_data_df([1], verbose=False)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "dbded6fe",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# metric extractor\n",
+    "acm = AutoCM()\n",
+    "mtrc = acm.extract(factor_df)\n",
+    "print(mtrc)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "65517c81",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Analyser\n",
+    "sa = SimpleDFA()\n",
+    "sa.analyse(mtrc, title='Auto Correlation')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "dab6fb2e",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
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+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3"
+  },
+  "toc": {
+   "base_numbering": 1,
+   "nav_menu": {},
+   "number_sections": true,
+   "sideBar": true,
+   "skip_h1_title": false,
+   "title_cell": "Table of Contents",
+   "title_sidebar": "Contents",
+   "toc_cell": false,
+   "toc_position": {},
+   "toc_section_display": true,
+   "toc_window_display": false
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}