{
 "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": []
  }
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