Source code for qf_lib.plotting.decorators.span_decorator

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import warnings
from datetime import datetime
from typing import Tuple, Sequence, Any

from qf_lib.containers.series.qf_series import QFSeries
from qf_lib.plotting.decorators.chart_decorator import ChartDecorator
from qf_lib.plotting.decorators.simple_legend_item import SimpleLegendItem


[docs]class SpanDecorator(ChartDecorator, SimpleLegendItem): """ Uses a series of periods (tuples containing start date and end date of each period) to draw vertical spans (rectangles). Parameters ---------- shadowed_periods: Sequence[Tuple[datetime, datetime]] sequence of tuples, where each tuple indicates a period that should be shadowed Example: [("2017-01-01", "2017-02-03"), ("2017-03-05", "2017-03-10")] key: str see ChartDecorator.key.__init__#key plot_settings additional plot settings for matplotlib """ def __init__(self, shadowed_periods: Sequence[Tuple[datetime, datetime]], key: str = None, **plot_settings: Any): super().__init__(key) assert shadowed_periods # check if list is not None and is not empty self._shadowed_periods = shadowed_periods self.plot_settings = plot_settings @classmethod def from_int_list(cls, series: QFSeries, key: str = None, **plot_settings: Any): warnings.warn("This method is deprecated. Use SpanDecorator.__init__() instead.") periods = cls._periods_from_int_series(series) return SpanDecorator(periods, key, **plot_settings)
[docs] def decorate(self, chart: "Chart") -> None: axes = chart.axes self.plot_settings.setdefault('alpha', 0.3) self.plot_settings.setdefault('color', 'grey') for start_date, end_date in self._shadowed_periods: self.legend_artist = axes.axvspan(start_date, end_date, **self.plot_settings)
@classmethod def _periods_from_int_series(cls, series: QFSeries) -> Sequence[Tuple[datetime, datetime]]: """ Converts a time series with multiple 1/0 values into a condensed list of date ranges specifying where the rectangles should begin and end. For example: 1920-03-31 0.0 1920-06-30 1.0 1920-09-30 1.0 1920-12-31 0.0 For this series, the area from 1920-06-30 to 1920-09-30 will be highlighted. """ result = [] # List[Tuple[start_date, end_date]] start_date = None for index, value in series.items(): if value < 1.0 and start_date is not None: result.append((start_date, index)) start_date = None if value >= 1.0 and start_date is None: start_date = index return result