def register_gps_scale(scale_class):
"""Register a new GPS scale.
``scale_class`` must be a subclass of `GPSScale`.
"""
register_scale(scale_class)
GPS_SCALES[scale_class.name] = scale_class
def PlotSetScale():
mscale.register_scale(RRYScale)
pyplot.grid(b=True,which='major',axis='y')
pyplot.grid(b=True,which='both',axis='x')
pyplot.gca().set_yscale('rry')
pyplot.gca().set_xscale('log')
pyplot.gca().invert_yaxis()
def addPluginMethod(descriptor):
"""
Adds a transform method to the list of available methods.
:@type descriptor: tuple
:@param descriptor: Each tuple contains the following information in order:
- ID (str)
- ID (int)
- name (string)
- description (string)
- transform method
- scale class (if applicable)
"""
global methods
descriptor = list(descriptor)
descriptor.append(True)
methods[descriptor[0]] = tuple(descriptor)
# custom scales are available, see:
# http://matplotlib.sourceforge.net/examples/api/custom_scale_example.html
if descriptor[-2] is not None:
mscale.register_scale(descriptor[-2])
super(GPSScale, self).__init__(unit=unit, epoch=epoch)
self._transform = self.GPSTransform(unit=self.unit, epoch=self.epoch)
def get_transform(self):
return self._transform
def set_default_locators_and_formatters(self, axis):
axis.set_major_locator(GPSAutoLocator(unit=self.unit,
epoch=self.epoch))
axis.set_major_formatter(GPSFormatter(unit=self.unit,
epoch=self.epoch))
axis.set_minor_locator(GPSAutoMinorLocator(epoch=self.epoch))
axis.set_minor_formatter(ticker.NullFormatter())
register_scale(GPSScale)
class AutoGPSScale(GPSScale):
"""Automagic GPS scaling based on visible data
"""
name = 'auto-gps'
register_scale(AutoGPSScale)
# register all the astropy time units that have sensible long names
def gps_scale_factory(unit):
class FixedGPSScale(GPSScale):
name = str('%ss' % unit.long_names[0])
def limit_range_for_scale(self, vmin, vmax, minpos):
return max(0., vmin), vmax
class SquareTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def transform_non_affine(self, a):
return np.array(a)**2
def inverted(self):
return SquareScale.InvertedSquareTransform()
class InvertedSquareTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def transform(self, a):
return np.array(a)**.5
def inverted(self):
return SquareScale.SquareTransform()
def get_transform(self):
return self.SquareTransform()
mscale.register_scale(SquareRootScale)
mscale.register_scale(SquareScale)
return self.tick_values(vmin, vmax)
def tick_values(self, vmin, vmax):
if vmax < vmin:
vmin, vmax = vmax, vmin
tmin = math.copysign(math.sqrt(abs(vmin)), vmin)
tmax = math.copysign(math.sqrt(abs(vmax)), vmax)
delta = (tmax - tmin) / self._nbins
locs = numpy.arange(tmin, tmax, self._base.ge(delta))
if self._symmetric and numpy.sign(tmin) != numpy.sign(tmax):
locs -= locs[numpy.argmin(numpy.abs(locs))]
locs = numpy.sign(locs) * locs**2
return self.raise_if_exceeds(locs)
def view_limits(self, dmin, dmax):
"""
Set the view limits to the nearest multiples of base that
contain the data
"""
vmin = self._base.le(math.copysign(math.sqrt(abs(dmin)), dmin))
vmax = self._base.ge(math.sqrt(dmax))
if vmin == vmax:
vmin -= 1
vmax += 1
return mtransforms.nonsingular(math.copysign(vmin**2, vmin), vmax**2)
# register new scale to matplotlib
mscale.register_scale(SqrtAllowNegScale)
"""Format major and minor ticks with a single `Formatter`.
This is just a swap between the `MinorLogFormatterMathtext` and
the GWpyLogFormatterMathtext` depending on whether the tick in
question is a decade (0.1, 1, 10, 100, ...) or not.
This is useful for things like colorbars, which use a single formatter
for all ticks.
"""
def __call__(self, x, pos=None):
if is_decade(x, self._base):
# pylint: disable=bad-super-call
return super(MinorLogFormatterMathtext, self).__call__(x, pos=pos)
return super(CombinedLogFormatterMathtext, self).__call__(x, pos=pos)
class GWpyLogScale(LogScale):
"""GWpy version of the matplotlib `LogScale`.
This scale overrides the default to use the new GWpy formatters
for major and minor ticks.
"""
def set_default_locators_and_formatters(self, axis):
axis.set_major_locator(LogLocator(self.base))
axis.set_major_formatter(GWpyLogFormatterMathtext(self.base))
axis.set_minor_locator(LogLocator(self.base, self.subs))
axis.set_minor_formatter(MinorLogFormatterMathtext(self.base))
register_scale(GWpyLogScale)
# These are used by the transformation framework to do some
# error checking and prevent incompatible transformations from
# being connected together. When defining transforms for a
# scale, which are, by definition, separable and have only one
# dimension, these members should always be set to 1.
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, power):
mtransforms.Transform.__init__(self)
self.power = power
def transform_non_affine(self, a):
"""
This transform takes an Nx1 ``numpy`` array and returns a
transformed copy.
"""
return a**self.power
def inverted(self):
"""
Override this method so matplotlib knows how to get the
inverse transform for this transform.
"""
return PowerScale.PowerTransform(1./self.power)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(PowerScale)
def plot(self):
# general plot settings
mscale.register_scale(SquareRootScale)
sns.set_style("white")
sns.set_style("ticks")
# figure generation
fig, ax = plt.subplots(figsize=self.size)
ax.set_xscale('log', basex=10)
ax.set_yscale('squareroot')
### figure variables ###
# data
if self.dat:
self.data.plot(ax=ax, drawstyle='steps-post', color='black', lw=3)
self.calc[0].plot(ax=ax, color='black', lw=3)
self.calc[-1].plot(ax=ax, color='grey', lw=3, style='--')
for series in sch_hist.calc[1:-1]:
series.plot(ax=ax, color='black', lw=1)
# x-axis
xmax = int(np.log10(
self.mxtime)) # magic again, 'last before' base 10 log
xmin = int(np.log10(self.mntime)) # magic again, first base 10 log
if self.xrange:
ax.set_xlim(self.xrange)
else:
ax.set_xlim([10**xmin, 10**(xmax + 1)])
# y-axis
ymax = int(self.meven**
0.5) # magic need 'last before' power function argument
if ymax % 2 == 1: ymax += 1
if self.yrange:
ax.set_ylim(self.yrange)
else:
ax.set_ylim([0, (ymax + 2)**2])
ys = [(x * 2)**2 for x in range(0, int(ymax / 2 + 2))
] # magick scale if +2 so w need /2 and +2 for additional entry
yms = [x**2 for x in np.arange(0, ymax + 2, 0.5)
] # magick scale is not divided so only +2 for additional entry
if self.yrange:
ys = [y for y in ys if y < self.yrange[1]]
yms = [ym for ym in yms if ym < self.yrange[1]]
last = ys[-1] if len(
ys) % 2 == 1 else 0 # too many ys? reduce, but preserve last
lastm = yms[-1] if len(yms) % 2 == 1 else 0
if len(ys) > 10:
ys = ys[0:-1:4]
yms = yms[0:-1:4]
if len(ys) > 5:
ys = ys[0:-1:2]
yms = yms[0:-1:2]
if last != 0: ys.append(last)
if lastm != 0: yms.append(lastm)
ax.set_yticks(ys)
ax.set_yticks(yms, minor=True)
if self.ticks:
plt.locator_params(axis='x', numticks=self.ticks)
ax.tick_params(labelsize=self.fontsize[0])
# overwrite labels and legend
ax.set_xlabel('apparent open time [ms] (log scale)',
fontsize=self.fontsize[1])
ax.set_ylabel('frequency density (square root scale)',
fontsize=self.fontsize[1])
if self.legend:
ax.legend([
'observed', 'fit', 'missed event correction', 'components fits'
],
loc='best',
fontsize=self.fontsize[1])
else:
ax.legend_.remove()
sns.despine()
plt.tight_layout()
plt.show()
fig.savefig(self.fname.split('.')[0] + ".png")
class InvertedTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, nines):
mtransforms.Transform.__init__(self)
self.nines = nines
def transform_non_affine(self, a):
return 1. - 10**(-a)
def inverted(self):
return CloseToOne.Transform(self.nines)
mscale.register_scale(CloseToOne)
matplotlib.rcParams['ps.fonttype'] = 42
matplotlib.rcParams['pdf.fonttype'] = 42
nodeKind = ['-', '--', '-.', '^:', 'X-', 'V--', '>-.', '<:']
def parse (f):
infile = open (f, "r")
started = False
data = []
for line in infile.readlines ():
if not started:
if line.strip().startswith("Value"):
started = True
else:
def __init__(self, a, b, n, name, pa=0.1, pb=0.9, lognormal=False, Plot=True):
mscale.register_scale(ProbitScale)
if Plot:
fig = plt.figure(facecolor="white")
ax1 = fig.add_subplot(121, axisbelow=True)
ax2 = fig.add_subplot(122, axisbelow=True)
ax1.set_xlabel(name)
ax1.set_ylabel("ECDF and Best Fit CDF")
prop = matplotlib.font_manager.FontProperties(size=8)
if lognormal:
sigma = (log(b) - log(a)) / ((erfinv(2 * pb - 1) - erfinv(2 * pa - 1)) * (2 ** 0.5))
mu = log(a) - erfinv(2 * pa - 1) * sigma * (2 ** 0.5)
cdf = arange(0.001, 1.000, 0.001)
ppf = map(lambda v: lognorm.ppf(v, sigma, scale=exp(mu)), cdf)
x = lognorm.rvs(sigma, scale=exp(mu), size=n)
x.sort()
print "generating lognormal %s, p50 %0.3f, size %s" % (name, exp(mu), n)
x_s, ecdf_x = ecdf(x)
best_fit = lognorm.cdf(x, sigma, scale=exp(mu))
if Plot:
ax1.set_xscale("log")
ax2.set_xscale("log")
hist_y = lognorm.pdf(x_s, std(log(x)), scale=exp(mu))
else:
sigma = (b - a) / ((erfinv(2 * pb - 1) - erfinv(2 * pa - 1)) * (2 ** 0.5))
mu = a - erfinv(2 * pa - 1) * sigma * (2 ** 0.5)
cdf = arange(0.001, 1.000, 0.001)
ppf = map(lambda v: norm.ppf(v, mu, scale=sigma), cdf)
print "generating normal %s, p50 %0.3f, size %s" % (name, mu, n)
x = norm.rvs(mu, scale=sigma, size=n)
x.sort()
x_s, ecdf_x = ecdf(x)
best_fit = norm.cdf((x - mean(x)) / std(x))
hist_y = norm.pdf(x_s, loc=mean(x), scale=std(x))
pass
if Plot:
ax1.plot(ppf, cdf, "r-", linewidth=2)
ax1.set_yscale("probit")
ax1.plot(x_s, ecdf_x, "o")
ax1.plot(x, best_fit, "r--", linewidth=2)
n, bins, patches = ax2.hist(x, normed=1, facecolor="green", alpha=0.75)
bincenters = 0.5 * (bins[1:] + bins[:-1])
ax2.plot(x_s, hist_y, "r--", linewidth=2)
ax2.set_xlabel(name)
ax2.set_ylabel("Histogram and Best Fit PDF")
ax1.grid(b=True, which="both", color="black", linestyle="-", linewidth=1)
# ax1.grid(b=True, which='major', color='black', linestyle='--')
ax2.grid(True)
return
self.cofactor = cofactor
# To use the symmetricalLog style formatters, we need these properties
self.base = base
self.linthresh = linthresh
self.linscale = linscale
def transform_non_affine(self, a):
return np.arcsinh(self.cofactor * a)
def inverted(self):
return ArcsinhScale.InvertedArcsinhTransform(self.cofactor)
class InvertedArcsinhTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, cofactor):
mtransforms.Transform.__init__(self)
self.cofactor = cofactor
def transform_non_affine(self, a):
return np.sinh(a / self.cofactor)
def inverted(self):
return ArcsinhScale.ArcsinhTransform(self.cofactor)
mscale.register_scale(ArcsinhScale)
for x, y in major_tick_pairs
]
minor_ticks = [item for sublist in minor_ticks_lol for item in sublist]
return (minor_ticks)
def view_limits(self, data_min, data_max):
'Try to choose the view limits intelligently'
if data_max < data_min:
data_min, data_max = data_max, data_min
# get the nearest tenth-decade that contains the data
if data_max > 0:
logs = np.ceil(np.log10(data_max))
vmax = np.ceil(data_max / (10**(logs - 1))) * (10**(logs - 1))
else:
vmax = 100
if data_min >= 0:
vmin = 0
else:
logs = np.ceil(np.log10(-1.0 * data_min))
vmin = np.floor(data_min / (10**(logs - 1))) * (10**(logs - 1))
return mtransforms.nonsingular(vmin, vmax)
mscale.register_scale(LogicleScale)
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, nines):
mtransforms.Transform.__init__(self)
self.nines = nines
def transform_non_affine(self, a):
return 1. - 10**(-a)
def inverted(self):
return TailLog.Transform(self.nines)
mscale.register_scale(TailLog)
def __get_error_factor(k, confidence):
return t.ppf(confidence / 2 + 0.5, k - 1) / sqrt(k - 1)
def __compute_sample_mean_and_error(bucket_list, confidence):
means, mins, maxs = [], [], []
z_cache = {}
for i, bucket in enumerate(bucket_list):
# get the error factor from the student's t distribution
# and cache the result to minimize the number of ppf lookups
k = len(bucket)
z = z_cache.setdefault(k, __get_error_factor(k, confidence))
def register():
mscale.register_scale(ResponseScale)
self.cofactor = cofactor
# To use the symmetricalLog style formatters, we need these properties
self.base = base
self.linthresh = linthresh
self.linscale = linscale
def transform_non_affine(self, a):
return np.arcsinh(self.cofactor*a)
def inverted(self):
return ArcsinhScale.InvertedArcsinhTransform(self.cofactor)
class InvertedArcsinhTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, cofactor):
mtransforms.Transform.__init__(self)
self.cofactor = cofactor
def transform_non_affine(self, a):
return np.sinh(a / self.cofactor)
def inverted(self):
return ArcsinhScale.ArcsinhTransform(self.cofactor)
mscale.register_scale(ArcsinhScale)
class CombinedLogFormatterMathtext(MinorLogFormatterMathtext):
"""Format major and minor ticks with a single `Formatter`.
This is just a swap between the `MinorLogFormatterMathtext` and
the GWpyLogFormatterMathtext` depending on whether the tick in
question is a decade (0.1, 1, 10, 100, ...) or not.
"""
def __call__(self, x, pos=None):
if is_decade(x, self._base):
return super(MinorLogFormatterMathtext, self).__call__(x, pos=pos)
else:
return super(CombinedLogFormatterMathtext, self).__call__(x,
pos=pos)
class GWpyLogScale(LogScale):
"""GWpy version of the matplotlib `LogScale`.
This scale overrides the default to use the new GWpy formatters
for major and minor ticks.
"""
def set_default_locators_and_formatters(self, axis):
if isinstance(axis, XAxis):
axis.set_tick_params(which='both', pad=7)
axis.labelpad = 8
axis.set_major_locator(LogLocator(self.base))
axis.set_major_formatter(GWpyLogFormatterMathtext(self.base))
axis.set_minor_locator(LogLocator(self.base, self.subs))
axis.set_minor_formatter(MinorLogFormatterMathtext(self.base))
register_scale(GWpyLogScale)
input_dims = 1
output_dims = 1
is_separable = True
has_inverse = True
def __init__(self):
mtransforms.Transform.__init__(self)
def transform_non_affine(self,a):
return unit_convert.mel2hz(a)
def inverted(self):
return MelScale.MelTransform()
mscale.register_scale(MelScale)
def example():
"""Example
import numpy as np
import matplotlib.pyplot as plt
x = np.arange(100,2000,100)
y = x
fig,ax = plt.subplots(1,1)
ax.plot(x,y)
ax.set_yscale('mel')
ax.set_xlabel('Frequency(hz)')
ax.set_ylabel('Mel scale(Hz)')
ax.grid(True)
savefig.savefig(fig,fig_name='mel_scale',fig_dir='./images')
def limit_range_for_scale(self, vmin, vmax, minpos):
return vmin, vmax
class BandTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
has_inverse = False
def __init__(self):
mtransforms.Transform.__init__(self)
def transform_non_affine(self, a):
return np.log10(a+1)
mscale.register_scale(OctaveBandScale)
class ThirdBandScale(mscale.ScaleBase):
"""
Third-octave band scale.
"""
name = 'third'
def __init__(self, axis, **kwargs):
mscale.ScaleBase.__init__(self)
def get_transform(self):
return self.BandTransform()
def set_default_locators_and_formatters(self, axis):
return vmin, vmax
class BandTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
has_inverse = False
def __init__(self):
mtransforms.Transform.__init__(self)
def transform_non_affine(self, a):
return np.log10(a + 1)
mscale.register_scale(OctaveBandScale)
class ThirdBandScale(mscale.ScaleBase):
"""
Third-octave band scale.
"""
name = 'third'
def __init__(self, axis, **kwargs):
mscale.ScaleBase.__init__(self)
def get_transform(self):
return self.BandTransform()
def set_default_locators_and_formatters(self, axis):
def transform(self, a):
return sqrt(a)
def inverted(self):
return SquaredScale.SquaredTransform()
def get_transform(self):
"""Set the actual transform for the axis coordinates.
"""
return self.SquaredTransform()
mscale.register_scale(SquaredScale)
###################################################
#
# Definition of data fitting models
#
###################################################
def guinier(q,param):
"""Function that returns a Guinier model
The parameter set list should contain i0, Rg, and background in that
has_inverse = True
def __init__(self):
Transform.__init__(self)
def transform_non_affine(self, a):
return np.sqrt(np.abs(a)) * np.sign(a)
def inverted(self):
return QuadTransform()
class QuadTransform(Transform):
input_dims = 1
output_dims = 1
is_separable = True
has_inverse = True
def __init__(self):
Transform.__init__(self)
def transform_non_affine(self, a):
return a**2 * np.sign(a)
def inverted(self):
return SqrtTransform()
register_scale(SqrtScale)
from matplotlib.scale import register_scale from .misc import * from .probscale import ProbScale from . import figutils from wqio.testing import NoseWrapper test = NoseWrapper().test register_scale(ProbScale)
else:
return np.log10((a - self.zero) * self.sign) / np.log10 (self.base)
def inverted(self):
"""
Override this method so matplotlib knows how to get the
inverse transform for this transform.
"""
return ShiftLogScale.InvertedShiftLogTransform(self.base, self.sign, self.zero)
class InvertedShiftLogTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, base, sign, zero):
mtransforms.Transform.__init__(self)
self.base = base
self.sign = sign
self.zero = zero
def transform_non_affine(self, a):
return np.power(self.base, a) * self.sign + self.zero
def inverted(self):
return ShiftLogScale.ShiftLogTransform(self.base, self.sign, self.zero)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(ShiftLogScale)
has_inverse = True
def __init__(self):
Transform.__init__(self)
def transform_non_affine(self, a):
return np.sqrt(np.abs(a))*np.sign(a)
def inverted(self):
return QuadTransform()
class QuadTransform(Transform):
input_dims = 1
output_dims = 1
is_separable = True
has_inverse = True
def __init__(self):
Transform.__init__(self)
def transform_non_affine(self, a):
return a**2*np.sign(a)
def inverted(self):
return SqrtTransform()
register_scale(SqrtScale)
self.L = L
self.k = k
self.x0 = x0
self.upper_bound = upper_bound
def transform_non_affine(self, a):
return self.L / (1 + np.exp(-self.k * (a - self.x0)))
def inverted(self):
return ProbabilityScale.ProbabilityTransform(
self.lower_bound, self.upper_bound, self.L, self.k, self.x0)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(ProbabilityScale)
# if __name__ == '__main__':
# import matplotlib.pyplot as plt
# x = np.linspace(.1, 100, 1000)
# points = np.array([.2,.5,1,2,5,10,20,30,40,50,60,70,80,90,95,98])
# plt.plot(x, x)
# plt.gca().set_xscale('probability', points = points, vmin = .01)
# plt.grid(True)
# plt.show()
import numpy as np
from matplotlib import scale as mscale
from matplotlib import transforms as mtransforms
"""Package for fast and efficient plotting of scientific data on a world map.""" __author__ = "Eric Jansen" __email__ = "*****@*****.**" from matplotlib.scale import register_scale from matplotlib.projections import register_projection from .scale import MercatorScale from .axes import MercatorAxes from .marker import pin register_projection(MercatorAxes) register_scale(MercatorScale)
def graph_performance(graph_type='histogram',
tickers=[],
start='2012-01-01',
end='2020-01-01',
performance_test_period=24,
data_type='price',
early_stop=False,
min_recommendations=21,
convert_type='simple',
verbose=False):
if early_stop and graph_type == 'histogram':
raise ValueError(
'Can only suppot graph type histogram when early stop is false')
if graph_type != '1d' and graph_type != 'histogram' and graph_type != '2d' and graph_type != 'cdf':
raise ValueError('Invalid graph_type')
convert_keys = get_convert_type_keys(convert_type=convert_type)
if isinstance(min_recommendations, dict):
if convert_type == 'normal' and len(min_recommendations) != 5:
raise ValueError(
'Normal recommendation convertion has 5 types need min recommendation dictionary to have 5 integer values'
)
if convert_type == 'reduced' and len(min_recommendations) != 5:
raise ValueError(
'Reduced recommendation convertion has 5 types need min recommendation dictionary to have 5 integer values'
)
if convert_type == 'simple' and len(min_recommendations) != 3:
raise ValueError(
'Simple recommendation convertion has 3 types need min recommendation dictionary to have 3 integer values'
)
if set(min_recommendations.keys()) != set(convert_keys):
raise ValueError('Invalid value for some min_recommendation key')
if (not isinstance(performance_test_period,
int)) or performance_test_period <= 0:
raise ValueError('Invalid performance_test_period')
df_firm_perf, df_time_total = get_recommendations_performance(
tickers=tickers,
start=start,
end=end,
performance_test_period=performance_test_period,
early_stop=early_stop,
data_type=data_type,
convert_type=convert_type,
verbose=verbose)
df_new_firm_perf = df_firm_perf.copy()
if graph_type == 'histogram':
plt.style.use('seaborn-deep')
for firm_name, firm_perf in df_firm_perf.iterrows():
#count number of recommendations
found = False
if isinstance(min_recommendations, dict):
for rec in min_recommendations:
if not isinstance(firm_perf[rec], np.ndarray):
if min_recommendations[rec] > 0:
df_new_firm_perf.drop([firm_name], inplace=True)
found = True
break
elif len(firm_perf[rec]) < min_recommendations[rec]:
df_new_firm_perf.drop([firm_name], inplace=True)
found = True
break
if isinstance(min_recommendations, int):
total_recommendations = 0
for rec in convert_keys:
if isinstance(firm_perf[rec], np.ndarray):
total_recommendations = total_recommendations + len(
firm_perf[rec])
if total_recommendations < min_recommendations:
df_new_firm_perf.drop([firm_name], inplace=True)
found = True
if found:
continue
if graph_type == '2d':
plt.figure(figsize=(10, 6))
plt.title(firm_name)
colors = {}
if len(convert_keys) == 5:
colors = {
'Strong Sell': 'darkred',
'Sell': 'red',
'Hold': 'gold',
'Buy': 'lightgreen',
'Strong Buy': 'green'
}
if len(convert_keys) == 3:
colors = {'Sell': 'red', 'Hold': 'gold', 'Buy': 'green'}
inc = 0
patches = []
for rec in convert_keys:
if isinstance(firm_perf[rec], np.ndarray):
price_sum_log_values = np.array([0.0])
time_sum_values = np.array([0.0])
#array of performances based on recommendation
perf_array = firm_perf[rec]
time_array = df_time_total.at[firm_name, rec]
#get total time in seconds
time_of_investments = np.sum(df_time_total.at[firm_name,
rec])
derivative_array = np.array([])
for perf, time in zip(perf_array, time_array):
if time == 0.0:
derivative_array = np.append(derivative_array, 0.1)
else:
derivative_array = np.append(
derivative_array, perf / time)
zipped = zip(perf_array, time_array, derivative_array)
res = sorted(zipped, key=lambda x: x[2], reverse=True)
last_value = 1
for perf, time, der in res:
price_sum_log_values = np.append(
price_sum_log_values,
price_sum_log_values[-1] + np.log(perf + 1))
time_sum_values = np.append(
time_sum_values,
time_sum_values[-1] + time / time_of_investments)
if last_value >= 0.0 and np.log(perf + 1) < 0.0:
plt.axvline(x=time_sum_values[-2],
color=colors[rec],
linestyle='--',
linewidth=.5)
last_value = np.log(perf + 1)
seconds_in_year = 31622400.0
price_geo_avg_log_values = price_sum_log_values * seconds_in_year / time_of_investments
price_geo_avg_values = np.exp(price_geo_avg_log_values)
#price_geo_avg_values = price_geo_avg_values-1.0
#plot data
patch = mpatches.Patch(color=colors[rec], label=rec)
patches.append(patch)
plt.plot(time_sum_values,
price_geo_avg_values,
color=colors[rec]) # Draw a horizontal line
inc = inc + 1
plt.yscale('log')
plt.gca().yaxis.set_minor_formatter(
matplotlib.ticker.ScalarFormatter())
plt.legend(handles=patches)
plt.show()
elif graph_type == 'cdf':
plt.figure(figsize=(10, 6))
plt.title(firm_name)
mscale.register_scale(CustomScale)
colors = {}
if len(convert_keys) == 5:
colors = {
'Strong Sell': 'darkred',
'Sell': 'red',
'Hold': 'gold',
'Buy': 'lightgreen',
'Strong Buy': 'green'
}
if len(convert_keys) == 3:
colors = {'Sell': 'red', 'Hold': 'gold', 'Buy': 'green'}
inc = 0
patches = []
min_x = 1.0
max_x = -1.0
for rec in convert_keys:
if isinstance(firm_perf[rec], np.ndarray):
cdf_values = np.array([])
time_sum_values = np.array([])
#array of performances based on recommendation
perf_array = firm_perf[rec]
time_array = df_time_total.at[firm_name, rec]
#get total time in seconds
time_of_investments = np.sum(df_time_total.at[firm_name,
rec])
derivative_array = np.array([])
seconds_in_year = 31622400.0
for perf, time in zip(perf_array, time_array):
if time == 0.0:
derivative_array = np.append(derivative_array, 1.0)
else:
derivative_array = np.append(
derivative_array,
np.exp(
np.log(perf + 1) * time / seconds_in_year)
- 1)
zipped = zip(time_array, derivative_array)
res = sorted(zipped, key=lambda x: x[1])
for time, der in res:
if der < min_x:
min_x = der
if der > max_x:
max_x = der
if len(cdf_values) == 0:
cdf_values = np.append(cdf_values, der)
time_sum_values = np.append(time_sum_values, 0)
cdf_values = np.append(cdf_values, der)
time_sum_values = np.append(
time_sum_values, time / time_of_investments)
else:
cdf_values = np.append(cdf_values, der)
time_sum_values = np.append(
time_sum_values, time_sum_values[-1])
cdf_values = np.append(cdf_values, der)
time_sum_values = np.append(
time_sum_values, time_sum_values[-1] +
time / time_of_investments)
#price_geo_avg_values = price_geo_avg_values-1.0
#plot data
patch = mpatches.Patch(color=colors[rec], label=rec)
patches.append(patch)
plt.plot(cdf_values, time_sum_values,
color=colors[rec]) # Draw a horizontal line
inc = inc + 1
plt.ylabel("Fraction of the Total Time of All Investments")
plt.xlabel("Annualize Rate of Return")
plt.gca().set_xscale('custom')
axes = plt.gca()
axes.set_xlim([min_x, max_x])
axes.set_ylim([0.0, 1.0])
plt.minorticks_on()
plt.grid(True)
plt.legend(handles=patches)
plt.show()
elif graph_type == '1d':
plt.figure()
plt.title(firm_name)
colors = {}
if len(convert_keys) == 5:
colors = {
'Strong Sell': 'darkred',
'Sell': 'red',
'Hold': 'gold',
'Buy': 'lightgreen',
'Strong Buy': 'green'
}
if len(convert_keys) == 3:
colors = {'Sell': 'red', 'Hold': 'gold', 'Buy': 'green'}
inc = 0
patches = []
for rec in convert_keys:
if isinstance(firm_perf[rec], np.ndarray):
#array of performances based on recommendation
perf_array = firm_perf[rec]
#calculate average rate of return needs
arr = np.array([])
#get yearly rate of return
for perf in perf_array:
ret = np.power(perf + 1.0,
12.0 / performance_test_period) - 1.0
arr = np.append(arr, ret)
patch = mpatches.Patch(color=colors[rec], label=rec)
patches.append(patch)
plt.vlines(arr, 0, 5 - inc,
colors=colors[rec]) # Draw a horizontal line
inc = inc + 1
plt.legend(handles=patches)
plt.xlim(-1, 2)
frame1 = plt.gca()
frame1.axes.get_yaxis().set_visible(False)
plt.show()
elif graph_type == 'histogram':
color_dict = {}
plots = None
fig = None
if len(convert_keys) == 5:
color_dict = {
'Strong Sell': '#8b0000',
'Sell': '#ff0000',
'Hold': '#daa520',
'Buy': '#90ee2c',
'Strong Buy': '#00ff00'
}
fig, (ax1, ax2, ax3, ax4, ax5) = plt.subplots(1,
5,
figsize=(25, 7))
plots = (ax1, ax2, ax3, ax4, ax5)
elif len(convert_keys) == 3:
color_dict = {
'Sell': '#ff0000',
'Hold': '#daa520',
'Buy': '#00ff00'
}
fig, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(25, 7))
plots = (ax1, ax2, ax3)
inc = 0
patches = []
rec_values = []
weights = []
fig.suptitle(firm_name)
inc = 0
for rec in convert_keys:
if isinstance(firm_perf[rec], np.ndarray):
#array of performances based on recommendation
perf_array = firm_perf[rec]
patch = mpatches.Patch(color=color_dict[rec], label=rec)
patches.append(patch)
#calculate average rate of return needs
x = np.array([])
#get yearly rate of return
for perf in perf_array:
ret = np.power(perf + 1.0,
12.0 / performance_test_period) - 1.0
x = np.append(x, ret)
#get weight
x_w = np.empty(x.shape)
x_w.fill(1 / x.shape[0])
#get mean
me = np.mean(x)
#set sub plot title
plots[inc].set(xlabel=rec + " Avg: " + str(me))
#graph histogram
plots[inc].hist(x, 60, weights=x_w, color=color_dict[rec])
inc = inc + 1
#plt.legend(handles=patches)
plt.show()
def __init__(self, nines):
mtransforms.Transform.__init__(self)
self.nines = nines
def transform_non_affine(self, a):
masked = ma.masked_where(a > 1-10**(-1-self.nines), a)
if masked.mask.any():
return -ma.log10(1-a)
else:
return -np.log10(1-a)
def inverted(self):
return CloseToOne.InvertedTransform(self.nines)
class InvertedTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, nines):
mtransforms.Transform.__init__(self)
self.nines = nines
def transform_non_affine(self, a):
return 1. - 10**(-a)
def inverted(self):
return CloseToOne.Transform(self.nines)
mscale.register_scale(CloseToOne)
self.base = base
self.subs = subs
def set_default_locators_and_formatters(self, axis):
"""
Set the locators and formatters to specialized versions for
log scaling.
"""
axis.set_major_locator(AutoLocator())
axis.set_major_formatter(ScalarFormatter())
axis.set_minor_locator(NullLocator())
axis.set_minor_formatter(NullFormatter())
def get_transform(self):
"""
Return a :class:`~matplotlib.transforms.Transform` instance
appropriate for the given logarithm base.
"""
return self._transform
def limit_range_for_scale(self, vmin, vmax, minpos):
"""
Limit the domain to positive values.
"""
return (vmin <= -1.0 and minpos or vmin, vmax <= -1.0 and minpos
or vmax)
register_scale(Log1pScale)
is_separable = True
has_inverse = True
def __init__(self,thresh,exp):
mtransforms.Transform.__init__(self)
self.thresh = thresh
self.exp = exp
def transform_non_affine(self, a):
return np.power(a,self.exp)
def inverted(self):
return SqrtScale.SqrtTransform(self.thresh,self.exp)
if __name__ == "__main__":
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(SqrtScale)
import matplotlib.pyplot as plt
import numpy as np
x = np.linspace(0,100,100)
plt.plot(x, 2*x, '-', lw=2)
plt.gca().set_xscale('sqrt')
plt.gca().grid(True)
plt.show()
def __init__(self, zval, zfrac):
mtransforms.Transform.__init__(self)
self.zval = zval
self.zfrac = zfrac
def transform_non_affine(self, a):
#return np.arctan(np.sinh(a))
#return 0.5*(np.array(a)-1000.)
return np.interp(a, self.zfrac, -self.zval)
def inverted(self):
return VerticalSplitScale.VerticalSplitScaleTransform(self.zval, self.zfrac)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(VerticalSplitScale)
if __name__ == '__main__':
import matplotlib.pyplot as plt
z = np.linspace(-6500., 0., 43)
s = -1. * z
plt.plot(s, z, '.-', lw=2)
plt.axhline(-1000.)
plt.gca().set_yscale('splitscale', zval=[0.,-1000.,-9000.])
plt.xlabel('Depth')
plt.ylabel('Z')
plt.grid(True)
is_separable = True
def __init__(self, thresh):
mtransforms.Transform.__init__(self)
self.thresh = thresh
def transform_non_affine(self, a):
return 10**(a*1.5)
def inverted(self):
return ExpScale.InvertedCustomTransform(self.thresh)
class InvertedCustomTransform(mtransforms.Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, thresh):
mtransforms.Transform.__init__(self)
self.thresh = thresh
def transform_non_affine(self, a):
return log10(a)
def inverted(self):
return ExpScale.CustomTransform(self.thresh)
mscale.register_scale(ExpScale)
import numpy
from matplotlib import pyplot
from matplotlib import scale
from scipy import stats
from .probscale import ProbScale, _minimal_norm
scale.register_scale(ProbScale)
def _check_ax_obj(ax):
""" Checks if a value if an Axes. If None, a new one is created.
"""
if ax is None:
fig, ax = pyplot.subplots()
elif isinstance(ax, pyplot.Axes):
fig = ax.figure
else:
msg = "`ax` must be a matplotlib Axes instance or None"
raise ValueError(msg)
return fig, ax
def _check_fit_arg(arg, argname):
valid_args = ['x', 'y', 'both', None]
if arg not in valid_args:
msg = 'Invalid value for {} ({}). Must be on of {}.'
raise ValueError(msg.format(argname, arg, valid_args))
return vmax, vmin
else:
return vmin, vmax
class BoundedScale(mscale.LinearScale):
"""
Linear scale with set bounds that can't be exceeded. Gives a "stretchy"
panning effect.
"""
name = 'bounded'
def __init__(self, axis, vmin=None, vmax=None):
self.vmin = vmin
self.vmax = vmax
mscale.LinearScale.__init__(self, axis)
def limit_range_for_scale(self, vmin, vmax, minpos):
inverted = vmin > vmax
if inverted:
vmax, vmin = vmin, vmax
vmin = max(vmin, self.vmin)
vmax = min(vmax, self.vmax)
if inverted:
return vmax, vmin
else:
return vmin, vmax
mscale.register_scale(PiecewiseLinearScale)
mscale.register_scale(BoundedScale)
def finalize():
'''Finalize the module by registering its components import matplotlib'''
mscale.register_scale(LogitScale)
from matplotlib import scale from .viz import * from .probscale import ProbScale from .tests import test scale.register_scale(ProbScale)
is_separable = True
has_inverse = True
def transform_non_affine(self, a):
lower = a[np.where(a <= factor * np.log10(change))]
greater = a[np.where(a > factor * np.log10(change))]
if lower.size:
if isinstance(lower, ma.MaskedArray):
lower = ma.power(10.0, lower / float(factor))
else:
lower = np.power(10.0, lower / float(factor))
if greater.size:
greater = (greater + change - factor * np.log10(change))
# Only low
if not (greater.size):
return lower
# Only high
if not (lower.size):
return greater
return np.concatenate((lower, greater))
def inverted(self):
return PlanckTransform()
# Finished. Register the scale!
mscale.register_scale(PlanckScale)
if __name__ == '__main__':
sys.exit(main())
output_dims = 1
is_separable = True
has_inverse = True
def transform_non_affine(self, a):
lower = a[np.where(a<=factor*np.log10(change))]
greater = a[np.where(a> factor*np.log10(change))]
if lower.size:
if isinstance(lower, ma.MaskedArray):
lower = ma.power(10.0, lower/float(factor))
else:
lower = np.power(10.0, lower/float(factor))
if greater.size:
greater = (greater + change - factor*np.log10(change))
# Only low
if not(greater.size):
return lower
# Only high
if not(lower.size):
return greater
return np.concatenate((lower, greater))
def inverted(self):
return PlanckTransform()
# Finished. Register the scale!
mscale.register_scale(PlanckScale)
if __name__ == '__main__':
sys.exit(main())
is_separable = True
has_inverse = True
def __init__(self, thresh):
mtransforms.Transform.__init__(self)
self.thresh = thresh
def transform_non_affine(self, a):
return np.arctan(np.sinh(a))
def inverted(self):
return MercatorLatitudeScale.MercatorLatitudeTransform(self.thresh)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(MercatorLatitudeScale)
if __name__ == '__main__':
import matplotlib.pyplot as plt
t = np.arange(-180.0, 180.0, 0.1)
s = np.radians(t)/2.
plt.plot(t, s, '-', lw=2)
plt.gca().set_yscale('mercator')
plt.xlabel('Longitude')
plt.ylabel('Latitude')
plt.title('Mercator: Projection of the Oppressor')
plt.grid(True)
break
super(GPSScale, self).__init__(unit=unit, epoch=epoch)
self._transform = self.GPSTransform(unit=self.unit, epoch=self.epoch)
def get_transform(self):
return self._transform
def set_default_locators_and_formatters(self, axis):
axis.set_major_locator(GPSAutoLocator(unit=self.unit,
epoch=self.epoch))
axis.set_major_formatter(GPSFormatter(unit=self.unit,
epoch=self.epoch))
axis.set_minor_locator(GPSAutoMinorLocator(epoch=self.epoch))
axis.set_minor_formatter(ticker.NullFormatter())
register_scale(GPSScale)
class AutoGPSScale(GPSScale):
"""Automagic GPS scaling based on visible data
"""
name = 'auto-gps'
register_scale(AutoGPSScale)
# register all the astropy time units that have sensible long names
def gps_scale_factory(unit):
class FixedGPSScale(GPSScale):
name = str('%ss' % unit.long_names[0])
def __init__(self, mu, sigma):
mtransforms.Transform.__init__(self)
self.mu = mu
self.sigma = sigma
def transform_non_affine(self, a):
inverseCumLogLaplaceVectorized = np.vectorize(inversefunc(cumLogLaplaceMaker(self.mu, \
self.sigma), domain=[1e-5, float("Inf")]))
return inverseCumLogLaplaceVectorized(a)
def inverted(self):
return LogLaplaceScale.LogLaplaceTransform(self.mu, self.sigma)
"""
old debugging code
mscale.register_scale(LogLaplaceScale)
p.plot(xRange, xRange)
ax = p.gca()
ax.set_ylim(0.01, 10)
ax.set_xlim(0.01, 10)
ax.set_yscale("log_laplace", mu=0, sigma=0.04)
p.yticks([0.5, 0.9, 0.99, 1.01, 1.1, 2])
p.show()
is_separable = True
has_inverse = True
def __init__(self, thresh):
mtransforms.Transform.__init__(self)
self.thresh = thresh
def transform_non_affine(self, a):
return np.arctan(np.sinh(a))
def inverted(self):
return MercatorLatitudeScale.MercatorLatitudeTransform(self.thresh)
# Now that the Scale class has been defined, it must be registered so
# that ``matplotlib`` can find it.
mscale.register_scale(MercatorLatitudeScale)
if __name__ == '__main__':
import matplotlib.pyplot as plt
t = np.arange(-180.0, 180.0, 0.1)
s = np.radians(t)/2.
plt.plot(t, s, '-', lw=2)
plt.gca().set_yscale('mercator')
plt.xlabel('Longitude')
plt.ylabel('Latitude')
plt.title('Mercator: Projection of the Oppressor')
plt.grid(True)
# Mantid Repository : https://github.com/mantidproject/mantid # # Copyright © 2017 ISIS Rutherford Appleton Laboratory UKRI, # NScD Oak Ridge National Laboratory, European Spallation Source, # Institut Laue - Langevin & CSNS, Institute of High Energy Physics, CAS # SPDX - License - Identifier: GPL - 3.0 + # This file is part of the mantid package # # """ Functionality for unpacking mantid objects for plotting with matplotlib. """ # This file should be left free of PyQt imports to allow quick importing # of the main package. from collections.abc import Iterable # noqa: F401 from matplotlib.projections import register_projection from matplotlib.scale import register_scale from mantid.plots import datafunctions, axesfunctions, axesfunctions3D # noqa: F401 from mantid.plots.legend import LegendProperties # noqa: F401 from mantid.plots.datafunctions import get_normalize_by_bin_width # noqa: F401 from mantid.plots.scales import PowerScale, SquareScale # noqa: F401 from mantid.plots.mantidaxes import MantidAxes, MantidAxes3D, WATERFALL_XOFFSET_DEFAULT, WATERFALL_YOFFSET_DEFAULT # noqa: F401 from mantid.plots.utility import artists_hidden, autoscale_on_update, convert_color_to_hex, legend_set_draggable, MantidAxType # noqa: F401 register_projection(MantidAxes) register_projection(MantidAxes3D) register_scale(PowerScale) register_scale(SquareScale)
def __init__(self, exponent):
self.exponent = exponent
def __call__(self, x, pos=None):
return '%.3g' % x
class PowerTransform(Transform):
input_dims = 1
output_dims = 1
is_separable = True
def __init__(self, exponent):
Transform.__init__(self)
self.exponent = exponent
def transform(self, a):
return a ** self.exponent
def inverted(self):
return PowerTransform(1.0 / self.exponent)
register_scale(PowerScale)
if __name__ == '__main__':
from pylab import *
import numpy as np
tau = 20
beta = 0.5
x = np.linspace(0,100, num=10)
y = np.exp(-(x / tau) ** beta)
plot(x, y, 'o ', mfc='none', mew=2)
xscale('power', exponent=beta)
yscale('log', basey=10)
show()
for d in target_dists:
f.write("1 {} {}\n".format(func(d, *target_params),
func(d, *nontarget_params)))
for d in nontarget_dists:
f.write("2 {} {}\n".format(func(d, *target_params),
func(d, *nontarget_params)))
# ============================================================================
if __name__ == '__main__':
import matplotlib.pyplot as plt
import matplotlib.scale as mscale
from tools.ProbitScale import ProbitScale
mscale.register_scale(ProbitScale)
data_path = sys.argv[1]
data = pickle.load(open(data_path, 'rb'))
# data = {'0000': data['0000'], '0000_f': data['0000_f']}
# ============================================================================
target_dists = genuine_genuine_dists(data, AVG)
target_dists = np.concatenate(
[target_dists[k].ravel() for k in target_dists.keys()])
nontarget_dists = genuine_forgeries_dists(data, AVG)
nontarget_dists = np.concatenate(
[nontarget_dists[k].ravel() for k in nontarget_dists.keys()])
return self.tick_values(vmin, vmax)
def tick_values(self, vmin, vmax):
if vmax < vmin:
vmin, vmax = vmax, vmin
tmin = math.copysign(math.sqrt(abs(vmin)), vmin)
tmax = math.copysign(math.sqrt(abs(vmax)), vmax)
delta = (tmax - tmin) / self._nbins
locs = numpy.arange(tmin, tmax, self._base.ge(delta))
if self._symmetric and numpy.sign(tmin) != numpy.sign(tmax):
locs -= locs[numpy.argmin(numpy.abs(locs))]
locs = numpy.sign(locs) * locs**2
return self.raise_if_exceeds(locs)
def view_limits(self, dmin, dmax):
"""
Set the view limits to the nearest multiples of base that
contain the data
"""
vmin = self._base.le(math.copysign(math.sqrt(abs(dmin)), dmin))
vmax = self._base.ge(math.sqrt(dmax))
if vmin == vmax:
vmin -= 1
vmax += 1
return mtransforms.nonsingular(math.copysign(vmin**2, vmin), vmax**2)
# register new scale to matplotlib
mscale.register_scale(SqrtAllowNegScale)
self._transform = self.Log1pTransform(base, nonpos)
self.base = base
self.subs = subs
def set_default_locators_and_formatters(self, axis):
"""
Set the locators and formatters to specialized versions for
log scaling.
"""
axis.set_major_locator(AutoLocator())
axis.set_major_formatter(ScalarFormatter())
axis.set_minor_locator(NullLocator())
axis.set_minor_formatter(NullFormatter())
def get_transform(self):
"""
Return a :class:`~matplotlib.transforms.Transform` instance
appropriate for the given logarithm base.
"""
return self._transform
def limit_range_for_scale(self, vmin, vmax, minpos):
"""
Limit the domain to positive values.
"""
return (vmin <= -1.0 and minpos or vmin,
vmax <= -1.0 and minpos or vmax)
register_scale(Log1pScale)
