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