# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
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