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Code Issues Packages Projects Releases Wiki Activity

Fix Some Econometrics Bugs (#3210)

Browse Source 
* Added suggestions for load

* Fixed a command

* Fixed panel

Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt>
Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
Colin Delahunty
2022-11-01 01:45:54 +01:00
committed by GitHub
parent 58d2799ac7
commit 3d0a032a76
2 changed files with 33 additions and 9 deletions
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40
openbb_terminal/econometrics/econometrics_controller.py
View File

@@ -174,7 +174,14 @@ class EconometricsController(BaseController):
if session and obbff.USE_PROMPT_TOOLKIT:
choices: dict = {c: {} for c in self.controller_choices}
choices["load"]["-f"] = {c: {} for c in self.DATA_FILES.keys()}
choices["load"] = {
"--file": {c: {} for c in self.DATA_FILES.keys()},
"-f": "--file",
"-alias": None,
"-a": "-alias",
"--examples": None,
"-e": "--examples",
}
for feature in ["export", "show", "desc", "clear", "index"]:
choices[feature] = {c: {} for c in self.files}
@@ -351,6 +358,7 @@ class EconometricsController(BaseController):
and "-e" not in other_args
and "-f" not in other_args
and "-h" not in other_args
and "--file" not in other_args
):
other_args.insert(0, "-f")
@@ -1283,12 +1291,12 @@ class EconometricsController(BaseController):
)
if ns_parser and ns_parser.column:
column, dataset = self.choices["norm"][ns_parser.column].keys()
dataset, column = ns_parser.column.split(".")
if isinstance(self.datasets[dataset][column].index, pd.MultiIndex):
return console.print(
f"The column '{column}' from the dataset '{dataset}' is a MultiIndex. To test for normality in a "
"timeseries, make sure to set a singular time index.\n"
f"The column '{column}' in '{dataset}' is a MultiIndex. To test for normality"
", make sure to set a singular time index.\n"
)
if dataset in self.datasets:
@@ -1352,7 +1360,12 @@ class EconometricsController(BaseController):
)
if ns_parser and ns_parser.column:
column, dataset = self.choices["root"][ns_parser.column].keys()
if "." in ns_parser.column:
dataset, column = ns_parser.column.split(".")
else:
console.print(
"[red]Column must be formatted as 'dataset.column'[/red]\n"
)
if isinstance(self.datasets[dataset][column].index, pd.MultiIndex):
console.print(
@@ -1464,7 +1477,12 @@ class EconometricsController(BaseController):
if regression_vars and len(regression_vars) > 1:
for variable in regression_vars:
column, dataset = self.choices["regressions"][variable].keys()
if "." not in variable:
console.print(
"[red]Please follow the format 'dataset.column'[/red]\n"
)
continue
dataset, column = variable.split(".")
if not isinstance(
self.datasets[dataset][column].index, pd.MultiIndex
):
@@ -1732,8 +1750,14 @@ class EconometricsController(BaseController):
if len(ns_parser.ts) > 1:
datasets = {}
for stock in ns_parser.ts:
column, dataset = self.choices["coint"][stock].keys()
datasets[stock] = self.datasets[dataset][column]
if "." not in stock:
console.print(
"[red]Invalid time series format. Should be dataset.column, "
"e.g. historical.open[/red]\n"
)
else:
dataset, column = stock.split(".")
datasets[stock] = self.datasets[dataset][column]
econometrics_view.display_cointegration_test(
datasets,

2
website/content/terminal/econometrics/coint/_index.md vendored
View File

@@ -21,7 +21,7 @@ optional arguments:
Example:
```
2022 Feb 24, 06:03 (✨) /econometrics/ $ coint msft.adj_close aapl.adj_close tsla.adj_close googl.adj_close -p
2022 Feb 24, 06:03 (✨) /econometrics/ $ coint msft.adj_close,aapl.adj_close,tsla.adj_close,googl.adj_close -p
Cointegration Tests
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━┓
┃ Pairs ┃ Constant ┃ Gamma ┃ Alpha ┃ Dickey-Fuller ┃ P Value ┃