Fix plot look when using eval and add query to choices (#3881)

* convert index to datetime and update choices

* uncomment economy integration test

* fix treasury concat bug

* fix datasets concat on duplciates
This commit is contained in:
montezdesousa
2023-01-06 21:34:39 +00:00
committed by GitHub
parent 7a5b82f817
commit 80dfd9a7ee
3 changed files with 110 additions and 94 deletions

View File

@@ -587,12 +587,19 @@ class EconomyController(BaseController):
)
if not df.empty:
df.columns = ["_".join(column) for column in df.columns]
if ns_parser.transform:
df.columns = [df.columns[0] + f"_{ns_parser.transform}"]
self.DATASETS["macro"] = pd.concat([self.DATASETS["macro"], df])
for column in df.columns:
if column in self.DATASETS["macro"].columns:
self.DATASETS["macro"].drop(column, axis=1, inplace=True)
self.DATASETS["macro"] = pd.concat(
[self.DATASETS["macro"], df], axis=1
)
# update units dict
for country, data in units.items():
@@ -851,6 +858,7 @@ class EconomyController(BaseController):
)
if not df.empty:
self.DATASETS["index"][index] = df
self.stored_datasets = (
@@ -961,20 +969,26 @@ class EconomyController(BaseController):
)
if not df.empty:
self.DATASETS["treasury"] = pd.concat(
[
self.DATASETS["treasury"],
df,
]
)
cols = []
for column in self.DATASETS["treasury"].columns:
for column in df.columns:
if isinstance(column, tuple):
cols.append("_".join(column))
else:
cols.append(column)
self.DATASETS["treasury"].columns = cols
df.columns = cols
for column in df.columns:
if column in self.DATASETS["treasury"].columns:
self.DATASETS["treasury"].drop(column, axis=1, inplace=True)
self.DATASETS["treasury"] = pd.concat(
[
self.DATASETS["treasury"],
df,
],
axis=1,
)
self.stored_datasets = (
economy_helpers.update_stored_datasets_string(self.DATASETS)
@@ -1562,7 +1576,7 @@ class EconomyController(BaseController):
self.stored_datasets = economy_helpers.update_stored_datasets_string(
self.DATASETS
)
console.print()
self.update_runtime_choices()
@log_start_end(log=logger)
def call_qa(self, _):

View File

@@ -48,6 +48,7 @@ def show_plot(
ax_2_coloring = -1
dataset_yaxis_1 = dataset_yaxis_1.dropna()
dataset_yaxis_1.index = pd.to_datetime(dataset_yaxis_1.index)
for column in dataset_yaxis_1:
ax1.plot(
@@ -72,6 +73,7 @@ def show_plot(
ax2 = ax1.twinx()
dataset_yaxis_2 = dataset_yaxis_2.dropna()
dataset_yaxis_2.index = pd.to_datetime(dataset_yaxis_2.index)
for column in dataset_yaxis_2:
ax2.plot(

View File

@@ -1,86 +1,86 @@
economy
# overview
# overview -t indices
# overview -t usbonds
# overview -t glbonds
# overview -t currencies
# futures
# futures -c energy --source Finviz
# futures -c metals --source Finviz
# futures -c meats --source Finviz
# futures -c grains --source Finviz
# futures -c softs --source Finviz
# futures -c energy
# futures -c metals
# futures -c meats
# futures -c grains
# futures -c softs
# futures -c energy -s ticker --reverse --source Finviz
# map
# map -p 1w -t world
# bigmac
# bigmac -c USA,ESP,LVA,DEU,FRA,FIN
# ycrv
# ycrv --source FRED --date 2022-10-03 --raw
# ycrv -c united_states --source Investing
# events
# events --country united_states -i high --cat employment -s 2022-07-07 -e 2022-07-08
# events -c spain --source Investing
# edebt --limit 10
# spread
# spread --group PIIGS --color binary
# spread --countries portugal,spain,italy,united states --maturity 5Y --change=True --color openbb
# rtps
# valuation
# valuation --group sector --sortby MarketCap --reverse
# performance
# performance -g basic_materials -s Month -a
# spectrum
# spectrum --group consumer_defensive
# macro
# macro -p RGDP,CPI
# macro -p URATE -c Netherlands,Germany
# macro -p URATE -c United_States --start 2008-01-01
# macro -p GDP --countries Portugal,France,United_Kingdom,Spain,Italy,Poland --start 2000-01-10
# treasury
# treasury --maturity 20y --type nominal
# treasury --raw
# treasury --type inflation --start 2020-01-01 --limit 10
# fred T10Y2Y,DFII10 -s 2019-01-01 -e 2022-01-01
# fred -q treasury
# fred -p T10Y2Y,FII10 -s 2005-01-01
# fred T5YIEM,T10YIEM,T20YIEM,T30YIEM
# index -i nasdaq,dowjones,sp500 -s 2005-01-01
# macro -p URATE -c Netherlands,Germany -s 2005-01-01
# index -i sp500 -s 2005-01-01
# plot --y1 T10Y2Y --y2 T5YIEM
# plot --y1 T10Y2Y,T20YIEM
# rtps
# valuation
# performance
# spectrum
# fred DGS2,DGS5
# eval spread = DGS2 - DGS5
# qa
# summary
# normality
# unitroot --fuller_reg c --kps_reg ct
# line
# line --log
# hist
# hist -b 10
# cdf
# bw
# bw --yearly
# acf --lags 5
# qqplot
# rolling
# rolling -w 5
# spread -w 10
# quantile --window 5 --quantile 0.01
# skew --window 5
# kurtosis --window 9
# raw --limit 2 --reverse
# cusum --threshold 10 --drift 10
# decompose
overview
overview -t indices
overview -t usbonds
overview -t glbonds
overview -t currencies
futures
futures -c energy --source Finviz
futures -c metals --source Finviz
futures -c meats --source Finviz
futures -c grains --source Finviz
futures -c softs --source Finviz
futures -c energy
futures -c metals
futures -c meats
futures -c grains
futures -c softs
futures -c energy -s ticker --reverse --source Finviz
map
map -p 1w -t world
bigmac
bigmac -c USA,ESP,LVA,DEU,FRA,FIN
ycrv
ycrv --source FRED --date 2022-10-03 --raw
ycrv -c united_states --source Investing
events
events --country united_states -i high --cat employment -s 2022-07-07 -e 2022-07-08
events -c spain --source Investing
edebt --limit 10
spread
spread --group PIIGS --color binary
spread --countries portugal,spain,italy,united states --maturity 5Y --change=True --color openbb
rtps
valuation
valuation --group sector --sortby MarketCap --reverse
performance
performance -g basic_materials -s Month -a
spectrum
spectrum --group consumer_defensive
macro
macro -p RGDP,CPI
macro -p URATE -c Netherlands,Germany
macro -p URATE -c United_States --start 2008-01-01
macro -p GDP --countries Portugal,France,United_Kingdom,Spain,Italy,Poland --start 2000-01-10
treasury
treasury --maturity 20y --type nominal
treasury --raw
treasury --type inflation --start 2020-01-01 --limit 10
fred T10Y2Y,DFII10 -s 2019-01-01 -e 2022-01-01
fred -q treasury
fred -p T10Y2Y,FII10 -s 2005-01-01
fred T5YIEM,T10YIEM,T20YIEM,T30YIEM
index -i nasdaq,dowjones,sp500 -s 2005-01-01
macro -p URATE -c Netherlands,Germany -s 2005-01-01
index -i sp500 -s 2005-01-01
plot --y1 T10Y2Y --y2 T5YIEM
plot --y1 T10Y2Y,T20YIEM
rtps
valuation
performance
spectrum
fred DGS2,DGS5
eval spread = DGS2 - DGS5
qa
summary
normality
unitroot --fuller_reg c --kps_reg ct
line
line --log
hist
hist -b 10
cdf
bw
bw --yearly
acf --lags 5
qqplot
rolling
rolling -w 5
spread -w 10
quantile --window 5 --quantile 0.01
skew --window 5
kurtosis --window 9
raw --limit 2 --reverse
cusum --threshold 10 --drift 10
decompose
exit