# 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
from matplotlib.cm import get_cmap
from matplotlib.dates import DateFormatter
from matplotlib.ticker import StrMethodFormatter
from qf_lib.documents_utils.document_exporting.pdf_exporter import PDFExporter
from qf_lib.plotting.charts.line_chart import LineChart
from qf_lib.analysis.common.abstract_document import AbstractDocument
from qf_lib.common.enums.matplotlib_location import AxisLocation
from qf_lib.common.utils.dateutils.date_format import DateFormat
from qf_lib.common.utils.error_handling import ErrorHandling
from qf_lib.containers.dataframe.qf_dataframe import QFDataFrame
from qf_lib.documents_utils.document_exporting.element.chart import ChartElement
from qf_lib.documents_utils.document_exporting.element.paragraph import ParagraphElement
from qf_lib.plotting.decorators.axes_formatter_decorator import AxesFormatterDecorator
from qf_lib.plotting.decorators.axes_position_decorator import AxesPositionDecorator
from qf_lib.plotting.decorators.data_element_decorator import DataElementDecorator
from qf_lib.plotting.decorators.legend_decorator_custom_position import LegendDecoratorCustomPosition
from qf_lib.plotting.decorators.title_decorator import TitleDecorator
from qf_lib.settings import Settings
import matplotlib as plt
from datetime import datetime
[docs]@ErrorHandling.class_error_logging()
class ExposureSheet(AbstractDocument):
"""
Creates an Exposure Sheet in PDF format
Parameters
----------
settings: Settings
settings of the project
pdf_exporter: PDFExporter
tool that creates the pdf with the result
title: str
title of the document. Default: Exposure Sheet
axis_position: Tuple[float, float, float, float]
position of the axes (the area of the chart) on the figure
"""
def __init__(self, settings: Settings, pdf_exporter: PDFExporter, title: str = "Exposure Sheet",
axis_position: Tuple[float, float, float, float] = (0.1125, 0.1, 0.850, 0.80)):
super().__init__(settings, pdf_exporter, title)
self._sector_data = None
self._factor_data = None
self.axis_position = axis_position
def build_document(self):
self._add_header()
self.document.add_element(ParagraphElement("\n"))
if self._sector_data is not None:
self._add_chart(self._sector_data, self._sector_data.name)
if self._factor_data is not None:
self._add_chart(self._factor_data, self._factor_data.name)
def save(self, report_dir: str = ""):
# Set the style for the report
plt.style.use(['tearsheet'])
filename = "%Y_%m_%d-%H%M {}.pdf".format("Exposure Sheet")
filename = datetime.now().strftime(filename)
return self.pdf_exporter.generate([self.document], report_dir, filename)
def set_sector_data(self, sector_data: QFDataFrame):
"""
Sets coefficients of sector-related regressors
Parameters
----------
sector_data: QFDataFrame
QFDataFrame that contains coefficients for sector-related regressors
"""
self._sector_data = sector_data
def set_factor_data(self, factor_data: QFDataFrame):
"""
Sets coefficients of factor-related regressors
Parameters
----------
factor_data: QFDataFrame
QFDataFrame that contains coefficients for factor-related regressors
"""
self._factor_data = factor_data
def _add_chart(self, df: QFDataFrame, title: str):
chart = self._create_chart(df, title)
self.document.add_element(
ChartElement(
chart=chart,
figsize=self.full_image_size,
dpi=self.dpi,
)
)
def _create_chart(self, df: QFDataFrame, title: str):
chart = LineChart()
# Place legend on bottom right corner of plot
legend = LegendDecoratorCustomPosition(legend_placement=AxisLocation.LOWER_LEFT)
cmap = get_cmap("tab10", len(df.columns))
# iterate columns
for column, label, color_index in zip(df.columns, df.columns.values, range(0, cmap.N)):
data = df.loc[:, column]
data_value_decorator = DataElementDecorator(data, color=cmap(color_index))
chart.add_decorator(data_value_decorator)
legend.add_entry(data_value_decorator, label)
chart.add_decorator(
AxesFormatterDecorator(
x_major=DateFormatter(fmt=str(DateFormat.YEAR_DOT_MONTH)),
y_major=StrMethodFormatter("{x:.2f}"),
)
)
chart.add_decorator(AxesPositionDecorator(*self.axis_position))
chart.add_decorator(TitleDecorator(title))
chart.add_decorator(legend)
return chart