# 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.
from typing import Tuple, Union, Any, Sequence
from scipy.stats import norm
from qf_lib.plotting.charts.chart import Chart
[docs]class HistogramChart(Chart):
"""
Constructs a new histogram based on the ``series`` specified.
Parameters
----------
series: Sequence
The series to plot in the histogram.
best_fit: boolean, default ``False``.
Whether a best fit line should be drawn.
bins: int, str
The amount of intervals to use for this histogram.
start_x: Any
The upper bound of the x-axis.
end_x: Any
The lower bound of the x-axis.
plot_settings
Options to pass to the ``hist`` function.
"""
def __init__(self, series: Sequence, best_fit: bool = False, bins: Union[int, str] = 20, start_x: Any = None,
end_x: Any = None, **plot_settings):
super().__init__(start_x=start_x, end_x=end_x)
self.series = series
self.plot_settings = plot_settings
self._num_of_bins = bins
self._best_fit = best_fit
[docs] def plot(self, figsize: Tuple[float, float] = None):
self._setup_axes_if_necessary(figsize)
# Plot the horizontal bar chart.
n, bins, patches = self.axes.hist(self.series, bins=self._num_of_bins, ec='white', **self.plot_settings)
if self._best_fit:
# Calculate the best fit for the data.
mu, sigma = norm.fit(self.series)
# Draw best fit line.
y = norm.pdf(bins, mu, sigma)
# Multiply by count of data and bin width to get unnormalised best fit line.
unnormalised_y = y * len(self.series) * abs(bins[0] - bins[1])
self.axes.plot(bins, unnormalised_y, "r--")
# Draw vertical line at x=0.
self.axes.axvline(0.0, color='black', linewidth=1)
self._apply_decorators()
self._adjust_style()