def make_score(df_list, output):
"""
Make global plot long short profit.
:param df_list: list of pd dfs
:param output: output path
:return: None
"""
logger.info("in score plots")
for item in df_list:
df = item[0]
df_name = item[1]
if pc['prediction'] in df_name:
score_ens_df = pd.DataFrame(columns=['model', 'r2', 'mse'])
score_single_df = pd.DataFrame(columns=['model', 'r2', 'mse'])
for i in df.columns.to_list():
if pc['prediction'] in i:
scr_r2 = r2_score(df[mc["label"]], df[i])
scr_mse = mean_squared_error(df[mc["label"]], df[i])
score_single_df = score_single_df.append(
{'model': i,
'r2': scr_r2,
'mse': scr_mse},
ignore_index=True
)
if 'ens' in i:
ens_scr_r2 = r2_score(df[mc["label"]], df[i])
ens_scr_mse = mean_squared_error(df[mc["label"]], df[i])
score_ens_df = score_ens_df.append(
{'model': i,
'r2': ens_scr_r2,
'mse': ens_scr_mse},
ignore_index=True
)
logger.info("df name: {}, single score df shape: {} ".format(df_name, score_single_df.shape))
logger.info("df name: {}, ens score df shape: {} ".format(df_name, score_ens_df.shape))
# single_name = str(df_name) + "_single"
# ens_name = str(df_name) + "_ens"
# score_ens_df = score_ens_df.sort_values(by=['r2'], ascending=False)
# score_single_df = score_single_df.sort_values(by=['r2'], ascending=False)
# plotter_sng = Plotter(score_single_df, single_name, output)
# plotter_sng.plot_score_table()
# plotter_ens = Plotter(score_ens_df, ens_name, output)
# plotter_ens.plot_ens_score_table()
plotter_sng = Plotter(score_single_df.sort_values(by=['r2'], ascending=False),
str(df_name) + "_single",
output)
plotter_sng.plot_score_table()
plotter_ens = Plotter(score_ens_df.sort_values(by=['r2'], ascending=False),
str(df_name) + "_ens",
output)
plotter_ens.plot_ens_score_table()
