Improve ca NaN handling + update pre-commit (#980)

This commit is contained in:
jmaslek
2021-11-25 12:36:04 -05:00
committed by GitHub
parent a1cba7378a
commit 0eb14a3054
3 changed files with 16 additions and 8 deletions

View File

@@ -27,11 +27,13 @@ repos:
hooks:
- id: mypy
args: [ --ignore-missing-imports ]
- repo: https://github.com/pre-commit/mirrors-pylint
rev: 'v3.0.0a4'
- repo: local
hooks:
- id: pylint
entry: pylint terminal.py gamestonk_terminal tests
- id: pylint
name: pylint
entry: pylint terminal.py gamestonk_terminal tests discordbot
language: system
types: [python]
- repo: https://github.com/Yelp/detect-secrets
rev: v1.1.0
hooks:

View File

@@ -52,7 +52,7 @@ def get_historical(
# where all tickers are columns.
return yf.download(all_tickers, start=start, progress=False, threads=False)[
d_candle_types[candle_type]
].dropna(axis=1)
]
def get_1y_sp500() -> pd.DataFrame:
@@ -120,7 +120,7 @@ def get_sp500_comps_tsne(
if company != ticker:
ax.annotate(company, (x, y), fontsize=9, alpha=0.75)
else:
ax.scatter(x, y, s=20, c="r")
ax.scatter(x, y, s=50, c="r")
ax.annotate(company, (x, y), fontsize=9, alpha=1)
fig.tight_layout()
plt.show()

View File

@@ -60,7 +60,10 @@ def display_historical(
)
# To plot with ticker first
df_similar = df_similar[ordered_tickers]
if np.any(df_similar.isna()):
nan_tickers = df_similar.columns[df_similar.isna().sum() >= 1].to_list()
print(f"NaN values found in: {', '.join(nan_tickers)}. Replacing with zeros.")
df_similar = df_similar.fillna(0)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
# This puts everything on 0-1 scale for visualizing
if normalize:
@@ -170,7 +173,10 @@ def display_correlation(
)
# To plot with ticker first
df_similar = df_similar[ordered_tickers]
if np.any(df_similar.isna()):
nan_tickers = df_similar.columns[df_similar.isna().sum() >= 1].to_list()
print(f"NaN values found in: {', '.join(nan_tickers)}. Backfilling data")
df_similar = df_similar.fillna(method="bfill")
mask = np.zeros((df_similar.shape[1], df_similar.shape[1]), dtype=bool)
mask[np.triu_indices(len(mask))] = True