Ejemplo n.º 1
0
def find_hourly_deck_usage(parking_data):
    # List of lots you want to look at
    parking_deck_names = ["Lot 10", "PARK", "Science & Tech Garage"]

    # A list of the average # of available spots, in each parking deck, in our dataset.
    hourly_averages = []

    for time, hourly_parking_data in parking_data.groupby(TimeGrouper("5min")):
        df = hourly_parking_data.groupby('deck').mean()

        # Metadata about this hour
        hour_average = {
            'hour': time.hour + (time.minute / 60),
            'weekday': time.weekday(),
            'weekday_name': time.weekday_name,
            'entered': time
        }
        # Add in all of the decks
        hour_average.update({
            name: df[df.index == name].available.mean()
            for name in parking_deck_names
        })

        hourly_averages.append(hour_average)

    return DataFrame(hourly_averages)
Ejemplo n.º 2
0
    def YearlyLinePlot(self):
        self.floored_data.plot()
        groups = self.floored_data.groupby(TimeGrouper('A'))
        years = DataFrame()
        iter = 1
        for name, group in groups:
            extendedValues = group.values

            #fill zeros for the sentiment of months of the first analyzed year
            if iter == 1:
                extendedValues = np.append(np.zeros(12 - len(group.values)),
                                           group.values)
            # fill zeros for the sentiment of months of the last analyzed year
            if iter == len(groups):
                extendedValues = np.append(group.values,
                                           np.zeros(12 - len(group.values)))

            years[name.year] = extendedValues
            pyplot.ylabel(name.year)
            iter += 1

        years.plot(subplots=True, legend=False)
        pyplot.xlabel("Month")
        pyplot.ylabel("Year")
        pyplot.savefig(self.savePath + "/yearlyLinechart.png")
        pyplot.close()
Ejemplo n.º 3
0
    def HeatMapBlurry(self):
        self.floored_data.plot()
        groups = self.floored_data.groupby(TimeGrouper('A'))
        yearLabels = []
        for key, value in groups.groups.iteritems():
            yearLabels.append(str(key.year))
        yearLabels.sort()

        years = DataFrame()
        iter = 1
        for name, group in groups:
            extendedValues = group.values

            # fill zeros for the sentiment of months of the first analyzed year
            if iter == 1:
                extendedValues = np.append(np.zeros(12 - len(group.values)),
                                           group.values)
            # fill zeros for the sentiment of months of the last analyzed year
            if iter == len(groups):
                extendedValues = np.append(group.values,
                                           np.zeros(12 - len(group.values)))

            years[name.year] = extendedValues
            pyplot.ylabel(name.year)
            iter += 1
        years = years.T
        pyplot.matshow(years, interpolation=None, aspect='auto')
        #pyplot.colorbar(heatmap)
        pyplot.savefig(self.savePath + "/heatMap.png")
        pyplot.close()
Ejemplo n.º 4
0
    def HeatMap(self):
        groups = self.floored_data.groupby(TimeGrouper('A'))

        finalData = []
        years = []
        iter = 1
        hadToAddZeros = False
        for name, group in groups:
            extendedValues = group.values

            #if there are some months missing in a year
            if (12 - len(group.values) > 0):
                # fill zeros for the sentiment of months of the first analyzed year
                if iter == 1:
                    extendedValues = np.append(
                        np.zeros(12 - len(group.values)), group.values)
                    hadToAddZeros = True
                # fill zeros for the sentiment of months of the last analyzed year
                if iter == len(groups):
                    extendedValues = np.append(
                        group.values, np.zeros(12 - len(group.values)))
                    hadToAddZeros = True

            finalData.append(extendedValues)
            years.append(str(name.year))
            iter += 1

        data = np.array(finalData)
        fig, axis = pyplot.subplots()

        #if I added zeroes, color scheme needs to be adjusted
        if hadToAddZeros:
            heatmap = axis.pcolor(data)
        else:
            heatmap = axis.pcolor(data, cmap=pyplot.cm.Reds)

        axis.set_yticks(np.arange(data.shape[0]) + 0.6, minor=False)
        axis.set_xticks(np.arange(data.shape[1]) + 0.6, minor=False)
        axis.invert_yaxis()
        column_labels = [
            "Jan", "Feb", "Mar", "Apr", "Mai", "Jun", "Jul", "Aug", "Sept",
            "Oct", "Nov", "Dec"
        ]
        axis.set_yticklabels(years, minor=False)
        axis.set_xticklabels(column_labels, minor=False)

        figureHeight = len(years) * 0.5
        fig.set_size_inches(11, figureHeight)
        pyplot.colorbar(heatmap)
        pyplot.savefig(self.savePath + "/heatMap.png", dpi=100)

        #once plotted, replace placeholders in the post
        with open(self.reportFileName) as f:
            newText = f.read().replace(
                '<HEATMAP_MONTHLY_HIGHEST>',
                "{0:.2f}".format(round(np.max(data), 2)))
            newText = newText.replace('<HEATMAP_MONTHLY_LOWEST>',
                                      "{0:.2f}".format(round(np.min(data), 2)))
        with open(self.reportFileName, "w") as f:
            f.write(newText)
def getBoxWhiskerPlot():
    X = validate.getdatafile()
    X.astype('float32')
    groepen = X['1964':'1970'].groupby(TimeGrouper('A'))
    jaren = DataFrame()
    for name, groep in groepen:
       jaren[name.year] = groep.values
    jaren.boxplot()
    pyplot.show()
def plot_seasonal_graph():
    series = Series.from_csv('dataset_training.csv')
    groups = series['2010':'2016'].groupby(TimeGrouper('A'))
    years = DataFrame()
    pyplot.figure()
    i = 1
    n_groups = len(groups)
    for name, group in groups:
        pyplot.subplot((n_groups * 100) + 10 + i)
        i += 1
        pyplot.plot(group)
    pyplot.show()
Ejemplo n.º 7
0
def getSeasonalLine():
    X = validate.getdataset()
    X.astype('float32')
    groepen = X['1964':'1970'].groupby(TimeGrouper('A'))
    jaren = DataFrame()
    pyplot.figure()
    i = 1
    n_groep = len(groepen)
    for name, groep in groepen:
        pyplot.subplot((n_groep * 100) + 10 + i)
        i += 1 
        pyplot.plot(groep)
    pyplot.show()
Ejemplo n.º 8
0
def time_grouper_plot(series,plot_file):
    plt.clf()
    plt.figure(figsize=(10,7))
    groups = series['2007':'2017'].groupby(TimeGrouper('A'))
    print(type(groups))
    years = DataFrame()
    for name, group in groups:
        years[name.year] = group.values
    years.boxplot()
    plt.xticks(rotation=45)
    plt.xlabel('Year')
    plt.ylabel('Temperature [°C]')
    plt.title('Temperature changes box and whisker plots')
    plt.savefig(plot_file)
Ejemplo n.º 9
0
def mainpower_data(start, end=None):
    """
    Endpoint for get main power raw data from enerPI.

    :param start: start time of data interval
    :param end: end time of data interval

    """
    data = _get_enerpi_data(start, end, is_consumption=False)
    if (data is not None) and not data.empty:
        daily_sum = request.args.get('daily', 'False').lower() == 'true'
        round_prec = int(request.args.get('round', '4'))
        data.index = data.index.tz_localize(SENSORS.TZ)
        if daily_sum:
            data = data.groupby(TimeGrouper('D')).sum()
        return jsonify(json.loads(data.to_json(double_precision=round_prec)))
    return abort(500)
Ejemplo n.º 10
0
def seasonal_plot(series, plot_file):
    groups = series['2007':'2017'].groupby(TimeGrouper('A'))
    n_groups = len(groups)
    plt.clf(
    )  #automatically removed inner labels on the grid to make the plot cleaner.
    plt.figure(figsize=(10, 10))
    plt.title('Seasonal per year line plots')
    #fig, ax = plt.subplots(n_groups,1, sharex='col', sharey='row')
    #fig.subplots_adjust(hspace=0.3, wspace=0.2)                                 #specify the spacing along the height and width of the figure
    i = 1  #helpful for subplot
    for name, group in groups:
        plt.subplot(n_groups, 1, i)
        i += 1
        group.plot()
        plt.xticks([])  #in order to gain readability of data
        plt.xlabel('')

    plt.savefig(plot_file)
def hello():
    form = ReusableForm(request.form)
 
    print (form.errors)
    if request.method == 'POST':
        name=request.form['name']

        series = Series.from_csv('dataset.csv')
        #print(name,"kaam ki jagah")
        nb=name
        groups = series[name].groupby(TimeGrouper('A'))
        #years = DataFrame()
        pyplot.figure()
        pyplot.xlabel('Month  --------->')
        pyplot.ylabel('rainfall(mm)  --------->')
        pyplot.title('rainfall ')
        i = 1
        n_groups = len(groups)
        #print("p ngroup",n_groups)
        for name, group in groups:
            pyplot.subplot((n_groups*100) + 10 + i)
            i += 1
            #print("p group",name)
            pyplot.plot(group)
            
            pyplot.savefig('E:/minor/4-FlaskForms/static/pj.jpg')


        #print (name, " in hello")
    
        
        if form.validate():
            
            
            # Save the comment here.
            flash('this is the graph of the rainfall for the year '+nb )

            
        else:
            flash('Error: Enter some value ')
 
    return render_template('hello.html', form=form)
Ejemplo n.º 12
0
ax.grid()

ax.plot(series["Open"])


fig.show()

# ## Split the time series into years (57 series)
# and plot normalized time series

# In[ ]:


from pandas import TimeGrouper
from pandas import DataFrame
groups = series.groupby(TimeGrouper('Y'))

pd.Grouper()

df.groupby(Grouper(key = ))

df.index = pd.to_datetime(df.index)
out = df.groupby(df.index.year)

out.get_group(2000)

(out)


out.max()
Ejemplo n.º 13
0
# -*- coding: utf-8 -*-
"""
Created on Sat Jun 17 02:25:33 2017

@author: user
"""

# create a boxplot of monthly data
from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
from pandas import concat
series = Series.from_csv('TSData2.csv', header=0)
one_year = series['2017']
groups = one_year.groupby(TimeGrouper('M'))
months = concat([DataFrame(x[1].values) for x in groups], axis=1)
months = DataFrame(months)
months.columns = range(1, 6)
months.boxplot()
pyplot.show()
Ejemplo n.º 14
0
 def time_dt_timegrouper_size(self):
     self.df.groupby(TimeGrouper(key='dates', freq='M')).size()
Ejemplo n.º 15
0
def grid_interp_ts(df,
                   time_col,
                   x_col,
                   y_col,
                   data_col,
                   grid_res,
                   from_crs=None,
                   to_crs=2193,
                   interp_fun='cubic',
                   agg_ts_fun=None,
                   period=None,
                   digits=2):
    """
    Function to take a dataframe of z values and interate through and resample both in time and space. Returns a DataFrame structured like df.

    df -- DataFrame containing four columns as shown in the below parameters.\n
    time_col -- The time column name.\n
    x_col -- The x column name.\n
    y_col -- The y column name.\n
    data_col -- The data column name.\n
    grid_res -- The resulting grid resolution in meters (or the unit of the final projection).\n
    from_crs -- The projection info for the input data if the result should be reprojected to the to_crs projection (either a proj4 str or epsg int).\n
    to_crs -- The projection for the output data similar to from_crs.\n
    interp_fun -- The scipy Rbf interpolation function to be applied (see https://docs.scipy.org/doc/scipy-0.16.1/reference/generated/scipy.interpolate.Rbf.html).\n
    agg_ts_fun -- The pandas time series resampling function to resample the data in time (either 'mean' or 'sum'). If None, then no time resampling.\n
    period -- The pandas time series code to resample the data in time (i.e. '2H' for two hours).\n
    digits -- the number of digits to round to (int).
    """

    #### Create the grids
    df1 = df.copy()

    #### Resample the time series data
    if agg_ts_fun is not None:
        df1a = df1.set_index(time_col)
        if agg_ts_fun == 'sum':
            df2 = df1a.groupby(
                [TimeGrouper(period),
                 Grouper(y_col),
                 Grouper(x_col)])[data_col].sum().reset_index()
        elif agg_ts_fun == 'mean':
            df2 = df1a.groupby(
                [TimeGrouper(period),
                 Grouper(y_col),
                 Grouper(x_col)])[data_col].mean().reset_index()
        else:
            raise ValueError("agg_ts_fun should be either 'sum' or 'mean'.")
        time = df2[time_col].unique()
    else:
        df2 = df1

    time = df2[time_col].sort_values().unique()

    if from_crs is None:
        x = df2.loc[df2[time_col] == time[0], x_col].values
        y = df2.loc[df2[time_col] == time[0], y_col].values
    else:
        data1 = df2.loc[df2[time_col] == time[0]]
        from_crs1 = convert_crs(from_crs, pass_str=True)
        to_crs1 = convert_crs(to_crs, pass_str=True)
        geometry = [Point(xy) for xy in zip(data1[x_col], data1[y_col])]
        gpd = GeoDataFrame(data1.index, geometry=geometry, crs=from_crs1)
        gpd1 = gpd.to_crs(crs=to_crs1)
        x = gpd1.geometry.apply(lambda p: p.x).round(digits).values
        y = gpd1.geometry.apply(lambda p: p.y).round(digits).values

    xy = column_stack((x, y))

    max_x = x.max()
    min_x = x.min()

    max_y = y.max()
    min_y = y.min()

    new_x = arange(min_x, max_x, grid_res)
    new_y = arange(min_y, max_y, grid_res)
    x_int, y_int = meshgrid(new_x, new_y)

    #### Create new df
    x_int2 = x_int.flatten()
    y_int2 = y_int.flatten()
    xy_int = column_stack((x_int2, y_int2))
    time_df = repeat(time, len(x_int2))
    x_df = tile(x_int2, len(time))
    y_df = tile(y_int2, len(time))
    new_df = DataFrame({
        'time': time_df,
        'x': x_df,
        'y': y_df,
        data_col: repeat(0,
                         len(time) * len(x_int2))
    })

    new_lst = []
    for t in to_datetime(time):
        set1 = df2.loc[df2[time_col] == t, data_col]
        #        index = new_df[new_df['time'] == t].index
        new_z = griddata(xy, set1.values, xy_int,
                         method=interp_fun).round(digits)
        new_z[new_z < 0] = 0
        new_lst.extend(new_z.tolist())


#        print(t)
    new_df.loc[:, data_col] = new_lst

    #### Export results
    return (new_df[new_df[data_col].notnull()])
from pandas import Series
from matplotlib import pyplot
from pandas import DataFrame
from pandas import TimeGrouper
from pandas import concat
from pandas.plotting import lag_plot
from pandas.plotting import autocorrelation_plot

series = Series.from_csv(
    "/Users/richardcollins/Desktop/Time_Series/daily-min-temperatures.csv",
    header=0)
print(series.head())
print(len(series))

# Group data by years and by months (in 1990)
groups = series.groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
    years[name.year] = group.values
series_1990 = series['1990']
groups_1990 = series_1990.groupby(TimeGrouper('M'))
months = concat([DataFrame(x[1].values) for x in groups_1990], axis=1)
months = DataFrame(months)
months.columns = range(1, 13)

# Line plot
series.plot(linewidth=0.2)
pyplot.show()

# Line plot per year
years.plot(subplots=True, legend=False)
Ejemplo n.º 17
0
# boxplots of time series
from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
series = Series.from_csv('dataset.csv')
groups = series['1964':'1970'].groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
    years[name.year] = group.values
years.boxplot()
pyplot.show()
Ejemplo n.º 18
0
    def HeatMapWeekly(self):
        groups = self.data.groupby(TimeGrouper('A'))
        finalData = []
        years = []
        iter = 1
        hadToAddZeros = False

        for name, group in groups:
            extendedValues = group.values

            # if there are some weeks missing in a year
            if (52 - len(group.values) > 0):
                # fill zeros for the sentiment of months of the first analyzed year
                if iter == 1:
                    extendedValues = np.append(
                        np.zeros(52 - len(group.values)), group.values)
                    hadToAddZeros = True
                # fill zeros for the sentiment of months of the last analyzed year
                if iter == len(groups):
                    extendedValues = np.append(
                        group.values, np.zeros(52 - len(group.values)))
                    hadToAddZeros = True

            #remove extra weeks if one week somehow jumps from year to year in December/January
            if len(extendedValues) > 52:
                extendedValues = extendedValues[:52]

            finalData.append(extendedValues)
            years.append(str(name.year))
            iter += 1

        data = np.array(finalData)
        fig, axis = pyplot.subplots()

        # if I added zeroes, color scheme needs to be adjusted
        if hadToAddZeros:
            heatmap = axis.pcolor(data)
        else:
            heatmap = axis.pcolor(data, cmap=pyplot.cm.Reds)

        axis.set_yticks(np.arange(data.shape[0]) + 0.6, minor=False)
        axis.set_xticks(np.arange(data.shape[1]) + 0.6, minor=False)
        axis.invert_yaxis()
        column_labels = ["{:02d}".format(x) for x in range(1, 53)]
        axis.set_yticklabels(years, minor=False)
        axis.set_xticklabels(column_labels, minor=False)
        axis.set_xlim(0, len(column_labels))
        figureHeight = len(years) * 0.5
        fig.set_size_inches(11, figureHeight)

        pyplot.colorbar(heatmap)
        pyplot.xticks(fontsize=7)
        pyplot.savefig(self.savePath + "/heatMapWeekly.png", dpi=100)

        # once plotted, replace placeholders in the post
        with open(self.reportFileName) as f:
            newText = f.read().replace(
                '<HEATMAP_WEEKLY_HIGHEST>',
                "{0:.2f}".format(round(np.max(data), 2)))
            newText = newText.replace('<HEATMAP_WEEKLY_LOWEST>',
                                      "{0:.2f}".format(round(np.min(data), 2)))
        with open(self.reportFileName, "w") as f:
            f.write(newText)
Ejemplo n.º 19
0
pyplot.figure(1)
pyplot.subplot(211)
series_train.hist()
pyplot.subplot(212)
series_train.plot(kind='kde')

pyplot.show()

# In[39]:

from pandas import DataFrame
from pandas import TimeGrouper

groups = series_train['2017-12-19 23:10:00':'2017-12-19 23:17:35'].groupby(
    TimeGrouper('S'))

seconds = DataFrame()

pyplot.figure()

i = 1
n_groups = len(groups)

for name, group in groups:
    pyplot.subplot((n_groups * 100) + 10 + i)
    i += 1
    pyplot.plot(group)

pyplot.show()
Ejemplo n.º 20
0
# eop


## 
import matplotlib as plt
from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot

# series = Series.from_csv('daily-minimum-temperatures.csv', header=0)

plt.rcParams["figure.figsize"] = (16,4)


groups = series.groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
	years[name.year] = group.values
years.plot(subplots=True, legend=False)
pyplot.show()
 

### python

from datetime import date
d = date.fromordinal(730920) # 730920th day after 1. 1. 0001

d # datetime.date(2002, 3, 11)

t = d.timetuple()
Ejemplo n.º 21
0
#%%
        
    
#%%
  #Monthly median box and whisker      

from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
from pandas import concat


series = pd.read_csv('daily-minimum-temperatures.csv', delimiter=',', header=0)
one_year = series['1990']
groups = arsi.groupby(TimeGrouper('M'))
months = concat([DataFrame(x[1].values) for x in groups], axis=1)
months = DataFrame(months)
months.columns = range(1,13)
months.boxplot()
pyplot.show()
  


#%% 

#Lag plot

from pandas import Series
from pandas import DataFrame
from pandas import concat
Ejemplo n.º 22
0
    obs = test[i]
    history.append(obs)
    print('>Predicted=%.3f, Expected=%3.f' % (yhat, obs))
# report performance
mse = mean_squared_error(test, predictions)
rmse = sqrt(mse)
print('RMSE: %.3f' % rmse)



print(series.describe())
series.plot()
plt.show()


groups = series['2017-07':'2017-12'].groupby(TimeGrouper('M'))
months = DataFrame()
plt.figure(figsize=(36, 36))
i = 1
n_groups = len(groups)
for name, group in groups:
    plt.subplot((n_groups*100) + 10 + i)
    i += 1
    plt.plot(group)
plt.show()


plt.figure(1)
plt.subplot(211)
series.hist()
plt.subplot(212)
Ejemplo n.º 23
0
def describe_and_plot(series):
    series = pd.read_csv('data/daily-total-female-births-in-cal.csv',
                         header=0,
                         index_col=0,
                         parse_dates=True,
                         squeeze=True)
    series.index = pd.to_datetime(series.index)

    # ### Inspect the data and print some basic information
    print("\n")
    print("#### Daily total female births ####\n")
    print(series.head())
    print("\n")
    print('Size = %d \n' % series.size)

    interest_date = "1959-06-21"
    print("Nr of births on %s = %d \n" %
          (interest_date, series[interest_date]))

    print("Stats:")
    print(series.describe())
    print("-" * 50)

    print("\n")

    # Time series plots

    # We group the data per month
    series_groups = series.groupby(TimeGrouper('M'))
    months = pd.DataFrame()
    for name, group in series_groups:
        # pd.Series to fix difference in columns length
        months[name.month] = pd.Series(group.values)

    # Prepare the figure where the plots will be placed
    fig, ((ax1, ax2), (ax3, ax4), (ax5, ax6)) = plt.subplots(3,
                                                             2,
                                                             figsize=(16, 28))

    # Line plots
    ax1.plot(series)
    ax1.set(xlabel="Date", ylabel="Daily Births", title="Line plot")

    # Histograms and density plot
    sns.distplot(series, rug=True, bins=20, ax=ax2)
    ax2.set(xlabel="Sales",
            ylabel="Counts",
            title="Histogram and density plot")

    # Box and whisker plot
    months.boxplot(ax=ax3)
    ax3.set(xlabel="Months",
            ylabel="Daily Births",
            title="Box and whisker plot")

    # Heatmap plot
    img4 = ax4.matshow(months, interpolation=None, aspect='auto')
    xaxis = range(-1, 13, 2)
    yaxis = range(-4, 33, 5)
    ax4.set(xlabel="Month",
            ylabel="Day",
            xticklabels=xaxis,
            yticklabels=yaxis,
            title="Heatmap plot")
    ax4.xaxis.tick_bottom()
    fig.colorbar(img4, ax=ax4, aspect=5)

    # Lag plot
    lag_plot(series, ax=ax5)
    diagonal = range(int(series.min()), int(series.max()))
    ax5.plot(diagonal, diagonal, '--k')
    ax5.set(xlabel="Births(t)", ylabel="Births(t+1)", title="Lag plot")

    # Autocorrelation plot
    autocorrelation_plot(series, ax=ax6)
    ax6.set(title="Autocorrelation plot", ylim=(-0.5, 0.5))

    fig.subplots_adjust(hspace=0.6)
    plt.show()
Ejemplo n.º 24
0
from pandas.plotting import autocorrelation_plot

series = read_csv('daily-minimum-temperatures.csv', parse_dates=[0], 
                  index_col=0, squeeze=True)
print(series.head())

# basic line plot
series.plot()
pyplot.show()
 
# dot plot
series.plot(style='k.')
pyplot.show()
 
# group line plot by years
groups = series.groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
    years[name.year] = group.values
years.plot(subplots=True, legend=False)
pyplot.show()
 
# histogram plot
series.hist()
pyplot.show()

# density plot
series.plot(kind='kde')
pyplot.show()

# box plot group by year
Ejemplo n.º 25
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 def time_dt_timegrouper_size(self):
     with warnings.catch_warnings(record=True):
         self.df.groupby(TimeGrouper(key='dates', freq='M')).size()
Ejemplo n.º 26
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# boxplots of time series
from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
series = Series.from_csv('dataset.csv')
groups = series['1885':'1944'].groupby(TimeGrouper('10AS'))
decades = DataFrame()
for name, group in groups:
	decades[name.year] = group.values
decades.boxplot()
pyplot.show()
Ejemplo n.º 27
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    date = day.index.date[0]
    pdown = feat.loc[date]['probdown']
    startprice = day.iloc[0]['open'] 
    # we always pay the spread
    dr = - leverage_ig * 0.5
    for index, row in day.iterrows():
        if (
               (pdown < 0.5 and (row['low'] < startprice - ig_stop_limit)) or
               (pdown >= 0.5 and (row['high'] > startprice + ig_stop_limit))
        ):
            print('stoploss', index, pdown, row['low'], startprice)
            loss = dr - leverage_ig * (ig_stop_limit + 0.8)
            # keep on betting
            return loss + dayReturn(day[day.index > index]) 
        if (
            (pdown < 0.5 and row['open'] > startprice + ig_win_limit) or
            (pdown >= 0.5 and row['open'] < startprice - ig_win_limit)
        ):
            win = dr + leverage_ig * ig_win_limit
            return win + dayReturn(day[day.index > index]) 
    sign = 1 if pdown > 0.5 else -1
    return dr + (startprice - day.iloc[-1]['open']) * leverage_ig * sign

returns = (quote
           .groupby(TimeGrouper('D'))
           .apply(dayReturn))

print(returns)
print(returns.sum())
print(returns.max())
Ejemplo n.º 28
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from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot

import numpy as np
import pandas as pd

pdf = engineSample50cycleWindow.values


# COMMAND ----------



series = Series.from_array(pdf)
groups = series.groupby(TimeGrouper(1))
years = DataFrame()

for name, group in groups:
	years[name.year] = group.values
years = years.T
pyplot.matshow(years, interpolation=None, aspect='auto')
pyplot.show()

# COMMAND ----------

import matplotlib.pyplot as plt
dataSet = renamed_df.toPandas()

fig, ax = plt.subplots()
ax.scatter(dataSet['SPEED'], dataSet['LABEL1']) #scatterplot
Ejemplo n.º 29
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                             parse_dates=[0],
                             nrows=36,
                             squeeze=True,
                             date_parser=parser)
print(series_shampoo.head(10))
print("\n")
print('Size = %d \n' % series_shampoo.size)
print("\n")
print("Stats:")
print(series_shampoo.describe())
print("Nr of NaNs = %d" % series_shampoo.isnull().sum())

# ### Time series plots

# We group the data per year
series_shampoo_groups = series_shampoo.groupby(TimeGrouper('A'))
years = pd.DataFrame()
for name, group in series_shampoo_groups:
    years[name.year] = group.values

years.columns = ["2001", "2002", "2003"]

# Prepare the figure where the plots will be placed
fig, ((ax1, ax2), (ax3, ax4), (ax5, ax6),
      (ax7, ax8)) = plt.subplots(4,
                                 2,
                                 sharex=False,
                                 sharey=False,
                                 figsize=(16, 28))

# Line plots
Ejemplo n.º 30
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def chunkize_df_years(df, freq='Y'):
    ''' Slice DataFrame into years. '''
    df = df.set_index('Time')
    return df.groupby(TimeGrouper(freq=freq))