emrpy.visualization
- emrpy.visualization.plot_multiple_log_returns(df, timestamp_col='timestamp', price_col='close', segment_col='Symbol', segment_values=None, figsize=(12, 8))
Plot multiple time series as cumulative log returns for comparison.
Converts price data to log returns and plots them on the same graph, making it easy to compare performance across different assets.
- Return type:
None
Parameters:
- dfpd.DataFrame
DataFrame containing the time series data
- timestamp_colstr, default ‘timestamp’
Name of the timestamp column
- price_colstr, default ‘close’
Name of the price column
- segment_colstr, default ‘Symbol’
Column name that identifies different assets
- segment_valueslist, optional
List of assets to plot. If None, plots all unique values
- figsizetuple, default (12, 8)
Figure size as (width, height)
Examples:
>>> # Plot specific stocks >>> plot_multiple_log_returns( ... df=stock_data, ... segment_values=['AAPL', 'GOOGL', 'MSFT'] ... )
>>> # Plot all assets in the dataset >>> plot_multiple_log_returns(df=stock_data)
- emrpy.visualization.plot_timeseries(df, timestamp_col='timestamp', value_col='close', segment_col=None, segment_value=None, tick_every=100, figsize=(12, 6))
Plot time series data with continuous bar numbering to avoid trading gaps.
This function creates a continuous plot by using bar numbers instead of timestamps, which eliminates gaps from weekends and holidays in financial data.
- Return type:
None
Parameters:
- dfpd.DataFrame
DataFrame containing the time series data
- timestamp_colstr, default ‘timestamp’
Name of the timestamp column
- value_colstr, default ‘close’
Name of the column containing values to plot
- segment_colstr, optional
Column name to filter by (e.g., ‘Symbol’ for stock tickers)
- segment_valuestr, optional
Value to filter on in segment_col (e.g., ‘AAPL’)
- tick_everyint, default 100
Show timestamp labels every N bars
- figsizetuple, default (12, 6)
Figure size as (width, height)
Examples:
>>> # Plot AAPL data >>> plot_timeseries( ... df=stock_data, ... segment_col='Symbol', ... segment_value='AAPL' ... )
>>> # Plot all data without filtering >>> plot_timeseries(df=price_data)
Modules
Time Series Visualization Utilities |