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Plot enhancement #1390

Merged
merged 16 commits into from Dec 30, 2022
Merged

Plot enhancement #1390

merged 16 commits into from Dec 30, 2022

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qianyun210603
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Description

  1. Use rangebreaks parameter in plotly to handle gaps in datetime axises. (Fix # FIXME: support HIGH-FREQ)
  2. Able to plot both IC and RankIC in model_performance_graph.
  3. Horizontally layout the bar plots in risk_analysis_graph for better looking.
    New style
    image
    v.s. Old style
    image
  4. Some improvement in plot style

Motivation and Context

Improve the report graphs.

How Has This Been Tested?

Create a simple fake pred_label df

from pandas.tseries.offsets import CustomBusinessHour
import pandas as pd
import numpy as np
from qlib.contrib.report import analysis_model, analysis_position

cbh = CustomBusinessHour(start=["09:30", "13:00"], end=["11:30", "15:00"])
dt_idx = pd.date_range("2022-12-01", "2022-12-10", freq=cbh)
fake_label_df = pd.DataFrame(np.random.randn(392, 2)*0.01, index=pd.MultiIndex.from_product([dt_idx.to_list(), list("abcdefghigklmn")], names=['datetime', 'instrument']), columns=['label', 'score'])
analysis_model.model_performance_graph(fake_label_df, show_nature_day=False)

see the result as expected
image

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs Enhancement
  • Add new feature
  • Update documentation

@qianyun210603
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@you-n-g do you mind review please?

you-n-g
you-n-g reviewed Dec 19, 2022
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Thanks.
The new feature and graph look really nice :)

qlib/contrib/report/utils.py Show resolved Hide resolved
qlib/contrib/report/analysis_model/analysis_model_performance.py Show resolved Hide resolved
qlib/contrib/report/analysis_model/analysis_model_performance.py Outdated Show resolved Hide resolved
@qianyun210603 @you-n-g
Update qlib/contrib/report/analysis_model/analysis_model_performance.py
2949057 
More detailed description

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Dec 20, 2022
@qianyun210603
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@you-n-g
pytest fails in rl module which looks weird since my change should have nothing to do with it.

@you-n-g you-n-g merged commit 2f5ce3d into microsoft:main Dec 30, 2022
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you-n-g commented Dec 30, 2022

Thanks!
It looks great!

@qianyun210603 qianyun210603 deleted the plot_enhancement branch January 2, 2023 07:46
@you-n-g you-n-g added enhancement New feature or request and removed waiting for triage Cannot auto-triage, wait for triage. labels Jan 29, 2023
qianyun210603 added a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@qianyun210603 @you-n-g
Plot enhancement (microsoft#1390)
4527d44 
* horizontally put the bar figures

* 1) use rangebreaks to handle gaps in datetime axis instead of make them string; 2) allow simultaneously plot rankic in ic_figure

* pylint improvement

* fix black lint

* better axis formatting

* default not show gaps

* resolve doc built error

* fix pylint

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

More detailed description

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

for Python backward compatibility

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* add doc string

* fix black

* 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest.

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
qianyun210603 added a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@qianyun210603 @you-n-g
Plot enhancement (microsoft#1390)
b2a76f6 
* horizontally put the bar figures

* 1) use rangebreaks to handle gaps in datetime axis instead of make them string; 2) allow simultaneously plot rankic in ic_figure

* pylint improvement

* fix black lint

* better axis formatting

* default not show gaps

* resolve doc built error

* fix pylint

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

More detailed description

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

for Python backward compatibility

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* add doc string

* fix black

* 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest.

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
qianyun210603 added a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@qianyun210603 @you-n-g
Plot enhancement (microsoft#1390)
ba5d6e0 
* horizontally put the bar figures

* 1) use rangebreaks to handle gaps in datetime axis instead of make them string; 2) allow simultaneously plot rankic in ic_figure

* pylint improvement

* fix black lint

* better axis formatting

* default not show gaps

* resolve doc built error

* fix pylint

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

More detailed description

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update qlib/contrib/report/analysis_model/analysis_model_performance.py

for Python backward compatibility

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* add doc string

* fix black

* 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest.

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
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