def check_for_nan_values(self, tickers='all', exclude_last_value=True,
*args, **kwargs):
#TODO: CODE THIS FUNCTION !
do_print = utils.parse_kwargs('do_print', kwargs, error_arg=True)
if tickers == 'all':
tickers = self.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=self.tickers,
do_print=True)
for ticker in tickers:
if exclude_last_value:
nan_indices = np.where(np.isnan(self.data[ticker][:-1]))[0]
valid_indices = np.where(np.isfinite(self.data[ticker][:-1]))[0]
valid_indices = np.hstack((valid_indices, self.data[ticker].shape[0] - 1))
filtered_data = self.data[ticker][valid_indices]
self.data[ticker] = filtered_data
else:
utils.print_issue('INFO', 'Last value is considered to be removed.',
do_print=do_print)
nan_indices = np.where(np.isnan(self.data[ticker]))[0]
if nan_indices.size > 0:
#print(self.data[ticker].dropna())#[~np.isnan(self.data[ticker][:last_value_index])])
return
input_message = 'Remove {} NaN values? '.format(nan_indices.size)
if self._get_answer(input_message=input_message):
self.data[ticker] = self.data[ticker][~nan_indices]
else:
utils.print_issue('INFO', 'No NaN values detected.',
do_print=do_print)
def show_possibilities(self, tickers='all', *args, **kwargs):
do_print = utils.parse_kwargs("do_print", kwargs, True)
if tickers == 'all':
tickers = self.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=self.tickers,
do_print=do_print)
for ticker in tickers:
utils.print_issue(None, '=' * 80, do_print=do_print)
utils.print_issue('INFO', 'Current ticker: {}'.format(ticker), do_print=do_print)
#check if last value is nan:
last_value_index = -1
if not np.isnan(self.data[ticker][last_value_index]):
utils.print_issue('WARNING', 'Last value of data set is not NaN!')
input_message = 'Proceed anyways? '
if not self._get_answer(input_message=input_message):
continue
else:
last_value_index = -2
if self.break_values[ticker] is None and generic_value is None:
utils.print_issue('ERROR', 'No break values computed for this ticker!')
continue
deviation = utils.parse_kwargs('deviation', kwargs, error_arg=.0125)
bottom_value, top_value = self.break_values[ticker]
middle_value = (top_value - bottom_value)*.5 + bottom_value
bottom_value *= (1 - deviation)
top_value *= (1 + deviation)
test_values = [bottom_value, middle_value, top_value]
for value in test_values:
utils.print_issue(None, '-' * 80, do_print=do_print)
utils.print_issue('INFO', 'Result for value: {}'.format(value),
do_print=do_print)
#create an imag_model:
test_model = self.copy_model()
#assign the value to the last entry:
test_model.data[ticker][-1] = value
#init model
test_model._init_model(do_print=False)
test_model.eval_model(do_print=False)
p_range = utils.parse_kwargs('plot_range', kwargs, None)
p_index = utils.parse_kwargs('plot_from_index', kwargs, None)
p_date = utils.parse_kwargs('plot_from_date', kwargs, None)
switch_axes = utils.parse_kwargs('switch_axes', kwargs, False)
return_plot = utils.parse_kwargs("return_plot", kwargs, False)
save_figures = utils.parse_kwargs("save_figures", kwargs, False)
fig_name = "{}_imag_value_{:.2f}".format(ticker, value)
output_folder = utils.parse_kwargs("output_folder", kwargs, None)
plotting.plot_model(model=test_model,
tickers=ticker,
plot_range=p_range,
plot_from_index=p_index,
plot_from_date=p_date,
plot_break_values=True,
switch_axes=switch_axes,
return_plot=return_plot,
output_folder=output_folder,
save_figures=save_figures,
fig_name=fig_name)
def __init__(self, tickers,
data=None,
buy_delay=1,
periods=(12, 26, 9)):
self.tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=None,
do_print=True)
self.data = data
self.local_min, self.local_max, self.grad = None, None, None
self.buy_delay = buy_delay
self.ticker_df = dict.fromkeys(self.tickers)
self.break_values = None
self.tolerances = None
self.z_values = dict.fromkeys(self.tickers)
self.periods = periods
def plot_model(model,
tickers='all',
plot_range=None,
plot_from_index=None,
plot_from_date=None,
plot_break_values=True,
switch_axes=False,
**kwargs):
'''
Function to plot a model.
Inputs:
- model: model of class MODEL
- tickers: tickers to plot
default: all, i.e. tickers in input class MODEL
- plot_range: range to plot of type pandas.date_range()
defualt: None, i.e. complete data set
- plot_break_values: if available, plot break_values of input class MODEL
default: True
'''
do_print = utils.parse_kwargs("do_print", kwargs, True)
if tickers == 'all':
tickers = model.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=model.tickers,
do_print=do_print)
for ticker in tickers:
if plot_range is not None:
x_axis = model.data[ticker][plot_range].index
indices = np.where(np.isin(model.data[ticker].index,
plot_range))[0]
elif plot_from_index is not None:
x_axis = model.data[ticker].index[plot_from_index:]
indices = np.arange(plot_from_index,
model.data[ticker].index.shape[0], 1)
elif plot_from_date is not None:
idx = model.data[ticker].index.get_loc(plot_from_date).start
x_axis = model.data[ticker].index[idx:]
indices = np.arange(idx, model.data[ticker].index.shape[0], 1)
else:
x_axis = model.data[ticker].index
indices = np.arange(0, x_axis.shape[0], 1)
grad = model.grad[ticker][indices]
min_arg = np.where(model.local_min[ticker] >= indices[0])
max_arg = np.where(model.local_max[ticker] >= indices[0])
try:
local_min = model.local_min[ticker][min_arg]
local_max = model.local_max[ticker][max_arg]
in_loop = False
except TypeError:
#loop over tickers:
in_loop = True
local_min = model.local_min[ticker][0][min_arg[1]]
local_max = model.local_max[ticker][0][max_arg[1]]
price = model.data[ticker][indices]
try:
buy_dates = model.ticker_df[ticker]['Buy Dates'].values[min_arg[0]]
if in_loop:
buy_dates = model.ticker_df[ticker]['Buy Dates'].values[
min_arg[1]]
except IndexError:
utils.print_issue(
'INFO',
'New buy signal was detected for last value: {}.'.format(
model.data[ticker][-1]),
do_print=do_print)
buy_dates = model.ticker_df[ticker]['Buy Dates'].values[min_arg[0]
[:-1]]
if in_loop:
buy_dates = model.ticker_df[ticker]['Buy Dates'].values[
min_arg[1][:-1]]
buy_dates = np.hstack(
(buy_dates,
model.data[ticker].index[local_min[-1] + 1].to_numpy()))
try:
sell_dates = model.ticker_df[ticker]['Sell Dates'].values[
max_arg[0]]
if in_loop:
sell_dates = model.ticker_df[ticker]['Sell Dates'].values[
max_arg[1]]
except IndexError:
utils.print_issue(
'INFO',
'New sell signal was detected for last value: {}.'.format(
model.data[ticker][-1]),
do_print=do_print)
sell_dates = model.ticker_df[ticker]['Sell Dates'].values[
max_arg[0][:-1]]
if in_loop:
sell_dates = model.ticker_df[ticker]['Sell Dates'].values[
max_arg[1][:-1]]
sell_dates = np.hstack(
(sell_dates,
model.data[ticker].index[local_max[-1] + 1].to_numpy()))
#Generating plots:
fig, axs = plt.subplots(2, 1, figsize=(16, 9), sharex=True)
if switch_axes:
ax_indices = [1, 0]
else:
ax_indices = [0, 1]
axs[ax_indices[0]].fill_between(x_axis,
0,
grad,
where=grad > 0,
facecolor='green',
interpolate=True,
label='Up Trend')
axs[ax_indices[0]].fill_between(x_axis,
0,
grad,
where=grad <= 0,
facecolor='red',
interpolate=True,
label='Down Trend')
axs[ax_indices[0]].vlines(model.data[ticker].index[local_min],
np.min(grad),
np.max(grad),
color='g',
label='Min Reached')
axs[ax_indices[0]].vlines(model.data[ticker].index[local_max],
np.min(grad),
np.max(grad),
color='r',
label='Peak Reached')
#layout:
axs[ax_indices[0]].set_title('{} - MODEL'.format(ticker),
fontsize='larger')
axs[ax_indices[0]].set_ylabel('Gradient [-]', fontsize='larger')
#subplot 2:
axs[ax_indices[1]].plot(x_axis, price, label='{}'.format(ticker))
axs[ax_indices[1]].vlines(buy_dates,
np.min(price),
np.max(price),
color='g',
label='Buy Dates')
axs[ax_indices[1]].vlines(sell_dates,
np.min(price),
np.max(price),
color='r',
linestyle='--',
label='Sell dates')
if plot_break_values:
if model.break_values is not None:
axs[ax_indices[1]].hlines(model.break_values[ticker][0],
x_axis[0],
x_axis[-1],
color='k',
label='Break value {:.5f}'.format(
model.break_values[ticker][0]))
axs[ax_indices[1]].hlines(model.break_values[ticker][1],
x_axis[0],
x_axis[-1],
color='c',
label='Break value {:.5f}'.format(
model.break_values[ticker][1]))
#layout:
axs[ax_indices[1]].set_title('{} - PRICE'.format(ticker),
fontsize='larger')
axs[ax_indices[1]].set_ylabel('Price', fontsize='larger')
#settings for all plots:
axs[np.sort(ax_indices)[-1]].set_xlabel('Date', fontsize='larger')
for n in ax_indices:
axs[ax_indices[n]].grid()
axs[ax_indices[n]].legend(loc='upper left')
save_figures = utils.parse_kwargs(key="save_figures",
kwargs=kwargs,
error_arg=False)
return_plot = utils.parse_kwargs(key="return_plot",
kwargs=kwargs,
error_arg=False)
output_folder = utils.parse_kwargs(key="output_folder",
kwargs=kwargs,
error_arg=False)
fig_name = utils.parse_kwargs(key="fig_name",
kwargs=kwargs,
error_arg="{}_evaluation".format(ticker))
if fig_name is not None:
plt.suptitle(fig_name)
if all([save_figures, output_folder, fig_name]):
fname = "{}/{}.pdf".format(output_folder, fig_name)
plt.savefig(fname=fname)
plt.close()
message = "Exported: %s" % fname
utils.print_issue("INFO", message, do_print=do_print)
#return
if return_plot:
return plt
def comp_break_values(self, tickers='all', refactor_step_size=1,
append_break_values=False, parallel_computing=True,\
*args, **kwargs):
do_print = utils.parse_kwargs('do_print', kwargs, error_arg=True)
if tickers == 'all':
tickers = self.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=self.tickers,
do_print=True)
imag_model = self.copy_model()
break_values_dict = dict.fromkeys(tickers)
current_values = dict.fromkeys(tickers, None)
tolerances = dict.fromkeys(tickers)
deviation = .3
utils.print_issue('INFO', 'Compute break values with {:.2%} deviation'.format(deviation),
do_print=do_print)
for ticker in tickers:
utils.print_issue('INFO', 'Current ticker: {}'.format(ticker),
do_print=do_print)
break_values = [None, None]
if np.isnan(self.data[ticker].values[-1]):
value_index = -2
else:
value_index = -1
current_values[ticker] = self.data[ticker].values[value_index]
#create range:
start_value = current_values[ticker] * (1 - deviation)
end_value = current_values[ticker] * (1 + deviation)
step_size = (current_values[ticker] / 5000) * refactor_step_size
rng = np.arange(start_value, end_value, step_size)
try:
import multiprocessing as mp
except ModuleNotFoundError:
utils.print_issue('ERROR', 'Multiprocessing module not available.',
do_print=do_print)
parallel_computing = False
if not parallel_computing:
break_values_dict[ticker] = np.sort(self._comp_bvs(model=imag_model,
rng=rng,
ticker=ticker))
else:
n_procs = cpu_count()
utils.print_issue('INFO', 'Using {} processes.'.format(n_procs),
do_print=do_print)
rng_list = self._do_array_split(rng, n_procs)
from functools import partial
inputs_partial = partial(self._comp_bvs, imag_model, ticker)
with mp.Pool(processes=n_procs) as pool:
bvs = pool.map(inputs_partial, rng_list)
bv_final = [None, None]
for bv_list in bvs:
for n, bv in enumerate(bv_list):
if bv is not None and bv_final[n] is None:
bv_final[n] = bv
if all(bv_final):
break
break_values_dict[ticker] = np.sort(bv_final)
#make sure to already have sort break_values_dict!
tolerances[ticker] = break_values_dict[ticker] - current_values[ticker]
self.tolerances = tolerances
self.break_values = break_values_dict
if append_break_values:
utils.print_issue('INFO', 'Appending break values to model data',
do_print=do_print)
for ticker in tickers:
smal_tol = np.argsort(tolerances[ticker])[0]
self.data[ticker][-1] = break_values_dict[ticker][smal_tol]
self._init_model(do_print=False)
else:
utils.print_issue('INFO', 'Current values: {}'.format(current_values),
do_print=do_print)
utils.print_issue('INFO', 'Break values: {}'.format(break_values_dict),
do_print=do_print)
utils.print_issue('INFO', 'Tolerances: {}'.format(tolerances),
do_print=do_print)
def eval_model(self, tickers='all', entry_money=200, fees=(1.0029, .9954), tax=.25, visualize=False, *args, **kwargs):
'''
Function to evaluate the price model predictions
Inputs:
- data: price data of asset
- locs: buy and sell locations, i.e. return from from function price_model()
- entry_money: initial investment
default = 100
- fees: fee for buying and selling prices, i.e. buy asset at broker for slightly higher price than actual asset prices, vice versa for sells
default = (1.005, .995), i.e. .5% higher buy price and .5% lower sell price
- tax: german tay payments for annual wins > 800€
default = .25, i.e. 25%
- df_return: return model evaluation as pandas DataFrame
default = True
Outputs:
- net_income: Net Income/win after entry_money (and possibly tax) subtracted
- df_return: model evaluation as pandas DataFrame
'''
do_print = utils.parse_kwargs('do_print', kwargs, error_arg=True)
if tickers == 'all':
valid_tickers = self.tickers
else:
valid_tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=self.tickers,
do_print=do_print)
utils.print_opening(ticker=valid_tickers,
start_date=self.data.index[0].strftime('%D'),
end_date=self.data.index[-1].strftime('%D'),
initial_investment_per_ticker=entry_money,
do_print=do_print)
if any([self.local_min is None, self.local_max is None, self.grad is None]):
self._init_model(do_print=do_print)
for ticker in valid_tickers:
utils.print_issue('TICKER', ticker, do_print=do_print)
buy_locs, sell_locs = self._get_locs(ticker=ticker,
do_print=do_print)
buy_prices = self.data[ticker][buy_locs]
buy_dates = self.data[ticker].index.values[buy_locs]
sell_prices = self.data[ticker][sell_locs]
sell_dates = self.data[ticker].index.values[sell_locs]
buy_prices *= fees[0]
sell_prices *= fees[1]
#check if nan in prices:
#TODO:
'''
nan_indices = np.isnan(sell_prices)
sell_prices = sell_prices[~nan_indices]
buy_prices = buy_prices[~nan_indices]
nan_indices = np.isnan(buy_prices)
sell_prices = sell_prices[~nan_indices]
buy_prices = buy_prices[~nan_indices]
'''
n_calls = sell_prices.shape[0]
if buy_prices.shape > sell_prices.shape:
#must use to_numpy() since the dates are still stored in prices as names
#-> pandas devides same dates, obviously buy and sell dates differ,
#hence pandas would return NaN all the time
ratios = sell_prices.to_numpy() / buy_prices.to_numpy()[:-1]
else:
ratios = sell_prices.to_numpy() / buy_prices.to_numpy()
trade_rewards = entry_money * np.cumprod(ratios)
#Calculate trade wins
trade_wins = np.diff(trade_rewards)
#Insert first win
try:
trade_wins = np.insert(trade_wins, 0, trade_rewards[0] - entry_money)
except IndexError:
#case where one has one buy but not yet selled.
pass
#Evaluate Calls
good_calls = np.where(trade_wins > 0)
bad_calls = np.where(trade_wins < 0)
try:
efficiency = good_calls[0].shape[0] / n_calls
except ZeroDivisionError:
efficiency = np.nan
#TODO: Error handling here:
win_loss = trade_wins / (trade_rewards - trade_wins)
average_win = np.mean(win_loss[np.where(win_loss > 0)])
average_loss = np.mean(win_loss[np.where(win_loss < 0)])
if np.sum(trade_wins) > 800:
tax_pays = np.sum(trade_wins) * tax
utils.print_issue('INFO', '{:.2f} tax was paid.'.format(tax_pays),
do_print=do_print)
net_income = (trade_rewards[-1] - entry_money) * (1 - tax)
else:
utils.print_issue('INFO', 'No tax paid.',
do_print=do_print)
net_income = np.sum(trade_wins)
#create final DataFrame
sell_grad = self.grad[ticker][sell_locs - self.buy_delay]
buy_grad = self.grad[ticker][buy_locs - self.buy_delay]
#be aware that buy_dates can be 1 entry longer then sell dates!
if buy_dates.shape[0] > sell_dates.shape[0]:
if sell_dates.shape[0] > 0:
utils.print_issue('INFO', 'Last entry of "Sell Dates" will \
be assigned equally as the penultimate one.', do_print=do_print)
sell_dates = np.append(sell_dates, sell_dates[-1])
else:
utils.print_issue('INFO', 'First entry of "Sell Dates" \
will be first entry of "Buy Dates".', do_print=do_print)
sell_dates = buy_dates[0]
try:
sell_prices.loc[pd.Timestamp.max] = np.nan
except: #OverflowError: --> NOT WORKING?
sell_prices.loc[buy_prices.index[-1]] = np.nan
trade_rewards = np.append(trade_rewards, np.nan)
trade_wins = np.append(trade_wins, np.nan)
win_loss = np.append(win_loss, np.nan)
sell_grad = np.append(sell_grad, np.nan)
grad_diff = sell_grad - buy_grad
final_df = pd.DataFrame(data = {'Buy Dates': buy_dates,
'Sell Dates': sell_dates,
'Buy Prices': buy_prices.to_numpy(),
'Sell Prices': sell_prices.to_numpy(),
'Trade Reward': trade_rewards,
'Trade Win': trade_wins,
'Trade Efficiency': win_loss,
'Grad at Buy': buy_grad,
'Grad at Sell': sell_grad,
'Grad Difference': grad_diff})
self.ticker_df[ticker] = final_df
utils.print_issue(None, '-' * 80, do_print=do_print)
utils.print_issue('SUMMARY',
'Average trade win: {:.10%}'.format(average_win),
do_print=do_print)
utils.print_issue('SUMMARY',
'Average trade loss: {:.10%}'.format(average_loss),
do_print=do_print)
utils.print_issue('SUMMARY',
'Efficiency: {:.2%}'.format(efficiency),
do_print=do_print)
utils.print_issue('SUMMARY',
'NET WIN: {:.2f}'.format(net_income),
do_print=do_print)
utils.print_issue(None, '=' * 80, do_print=do_print)
def calc_probs(model, time=None, tickers='all', stats_data=None, \
auto_update_tolerances=False, *args, **kwargs):
if tickers == 'all':
tickers = model.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers, \
tickers_avail=model.tickers)
try:
timezone = kwargs['timezone']
except KeyError:
timezone = None
try:
start = kwargs['start']
except KeyError:
start = None
for ticker in tickers:
utils.print_issue(None, '=' * 80)
utils.print_issue('INFO', 'Current ticker: {}'.format(ticker))
z_values, tols, means = _create_z_values(model=model, ticker=ticker, \
stats_data=stats_data, timezone=timezone, \
start=start, \
auto_update_tolerances=auto_update_tolerances)
freq_range, frequencies = _create_freq()
delta_t = model.data.index[-1].to_datetime64() - pd.Timestamp.now(
).to_datetime64()
delta_t = pd.Timedelta(delta_t).seconds / 3600
arg = np.argsort(tols)
value_arg = np.argsort(model.break_values[ticker])
probs = ss.norm.cdf(z_values) * 100
# do 1 - if:
flip_arg = np.where(z_values > 0)
probs[np.where(
z_values > 0)] = (1 - ss.norm.cdf(z_values[flip_arg])) * 100
poly_deg = 5
poly_probs = np.zeros(2)
fig, axs = plt.subplots(2,
1,
figsize=(16, 9),
sharex=True,
sharey=True)
for n, ax in enumerate(axs):
ax.plot(frequencies, probs[n], \
label='Probability')
ax.vlines(delta_t,
np.min(probs),
np.max(probs),
label='Time to deadline')
poly_line = np.poly1d(np.polyfit(freq_range, probs[n], poly_deg))
ax.plot(frequencies,
poly_line(freq_range),
'r',
label='Polyfit of deg {}'.format(poly_deg))
title = 'Ticker: {} - Break Value: {} - Tolerance: {}'.format(ticker, \
model.break_values[ticker][value_arg[n]], tols[arg[n]])
current_prob = poly_line(delta_t)
ax.text(x=delta_t - .25, y=(np.max(probs) + np.min(probs))*.5, \
s='{:.2f}%'.format(current_prob), fontsize='larger')
ax.set_title(title, fontsize='large')
ax.legend()
ax.grid()
ax.yaxis.get_label().set_fontsize('larger')
ax.xaxis.get_label().set_fontsize('larger')
poly_probs[n] = current_prob
ax.invert_xaxis()
plt.setp(axs[-1], xlabel='Time to break value [h]')
plt.setp(axs, ylabel='Probability [%]')
prob_between = np.abs(np.diff(poly_probs))[0]
for n, prob in enumerate(poly_probs):
utils.print_issue('STATS-EVAL', \
'Probability for tol={:.5f}: {:.2f}%'.format(tols[arg][n], prob))
utils.print_issue('STATS-EVAL', \
'Probability between: {:.2f}%'.format(prob_between))
plt.show()
def calc_probs(model, time=None, tickers='all', stats_data=None,
auto_update_tolerances=False, *args, **kwargs):
"""Function to calculate statistics."""
do_print = utils.parse_kwargs("do_print", kwargs, True)
if tickers == 'all':
tickers = model.tickers
else:
tickers = utils.check_ticker_input(tickers_input=tickers,
tickers_avail=model.tickers)
try:
timezone = kwargs['timezone']
except KeyError:
timezone = None
try:
start = kwargs['start']
except KeyError:
start = None
for ticker in tickers:
utils.print_issue(None, '=' * 80)
utils.print_issue('INFO', 'Current ticker: {}'.format(ticker))
z_values, tols, means = _create_z_values(model=model, ticker=ticker,
stats_data=stats_data, timezone=timezone,
start=start,
auto_update_tolerances=auto_update_tolerances)
freq_range, frequencies = _create_freq()
delta_t = model.data.index[-1].to_datetime64() - pd.Timestamp.now().to_datetime64()
delta_t = pd.Timedelta(delta_t).seconds / 3600
arg = np.argsort(tols)
value_arg = np.argsort(model.break_values[ticker])
probs = ss.norm.cdf(z_values) * 100
# do 1 - if:
flip_arg = np.where(z_values > 0)
probs[np.where(z_values > 0)] = (1 - ss.norm.cdf(z_values[flip_arg])) * 100
poly_deg = 5
poly_probs = np.zeros(2)
fig, axs = plt.subplots(2, 1, figsize=(16, 9), sharex=True, sharey=True)
for n, ax in enumerate(axs):
ax.plot(frequencies, probs[n],
label='Probability')
ax.vlines(delta_t, np.min(probs), np.max(probs), label='Time to deadline')
poly_line = np.poly1d(np.polyfit(freq_range, probs[n], poly_deg))
ax.plot(frequencies, poly_line(freq_range), 'r', label='Polyfit of deg {}'.format(poly_deg))
title = 'Ticker: {} - Break Value: {} - Tolerance: {}'.format(ticker,
model.break_values[ticker][value_arg[n]], tols[arg[n]])
current_prob = poly_line(delta_t)
ax.text(x=delta_t - .25, y=(np.max(probs) + np.min(probs))*.5,
s='{:.2f}%'.format(current_prob), fontsize='larger')
ax.set_title(title, fontsize='large')
ax.legend()
ax.grid()
ax.yaxis.get_label().set_fontsize('larger')
ax.xaxis.get_label().set_fontsize('larger')
poly_probs[n] = current_prob
ax.invert_xaxis()
plt.setp(axs[-1], xlabel='Time to break value [h]')
plt.setp(axs, ylabel='Probability [%]')
prob_between = np.abs(np.diff(poly_probs))[0]
for n, prob in enumerate(poly_probs):
utils.print_issue('STATS-EVAL',
'Probability for tol={:.5f}: {:.2f}%'.format(tols[arg][n], prob))
utils.print_issue('STATS-EVAL',
'Probability between: {:.2f}%'.format(prob_between))
save_figures = utils.parse_kwargs(key="save_figures",
kwargs=kwargs,
error_arg=False)
return_plot = utils.parse_kwargs(key="return_plot",
kwargs=kwargs,
error_arg=False)
output_folder = utils.parse_kwargs(key="output_folder",
kwargs=kwargs,
error_arg=False)
fig_name = "{}_statistics".format(ticker)
if fig_name is not None:
plt.suptitle(fig_name)
if all([save_figures, output_folder, fig_name]):
fname = "{}/{}.pdf".format(output_folder, fig_name)
plt.savefig(fname=fname)
plt.close()
message = "Exported: %s" %fname
utils.print_issue("INFO", message, do_print=do_print)
#return
if return_plot:
return plt