create separate file for plotting

Author: Gianluca

plotting.py

@@ -0,0 +1,238 @@
+import os
+import numpy as np
+import matplotlib.pyplot as plt
+
+def compute_uncertainty_bounds(est: np.array, std: np.array):
+    return np.maximum(0, est - 2 * std), est + 2 * std
+
+def plot_market_estimates(data: dict, est: np.array, std: np.array):
+    """
+    It makes a market estimation plot with prices, trends, uncertainties and volumes.
+
+    Parameters
+    ----------
+    data: dict
+        Downloaded data.
+    est: np.array
+        Price trend estimate at market-level.
+    std: np.array
+        Standard deviation estimate of price trend at market-level.
+    """
+    print('\nPlotting market estimation...')
+    fig = plt.figure(figsize=(10, 3))
+    logp = np.log(data['price'])
+    t = logp.shape[1]
+    lb, ub = compute_uncertainty_bounds(est, std)
+
+    plt.grid(axis='both')
+    plt.title("Market", fontsize=15)
+    avg_price = np.exp(logp.mean(0))
+    l1 = plt.plot(data["dates"], avg_price, label="avg. price in {}".format(data['default_currency']), color="C0")
+    l2 = plt.plot(data["dates"], est[0], label="trend", color="C1")
+    l3 = plt.fill_between(data["dates"], lb[0], ub[0], alpha=0.2, label="+/- 2 st. dev.", color="C0")
+    plt.ylabel("avg. price in {}".format(data['default_currency']), fontsize=12)
+    plt.twinx()
+    l4 = plt.bar(data["dates"], data['volume'].mean(0), width=1, color='g', alpha=0.2, label='avg. volume')
+    l4[0].set_edgecolor('r')
+    for d in range(1, t):
+        if avg_price[d] - avg_price[d - 1] < 0:
+            l4[d].set_color('r')
+    plt.ylabel("avg. volume", fontsize=12)
+    ll = l1 + l2 + [l3] + [l4]
+    labels = [l.get_label() for l in ll]
+    plt.legend(ll, labels, loc="upper left")
+    fig_name = 'market_estimation.png'
+    fig.savefig(fig_name, dpi=fig.dpi)
+    print('Market estimation plot has been saved to {}/{}.'.format(os.getcwd(), fig_name))
+
+def plot_sector_estimates(data: dict, info: dict, est: np.array, std: np.array):
+    """
+    It makes a plot for each sector with prices, trends, uncertainties and volumes.
+
+    Parameters
+    ----------
+    data: dict
+        Downloaded data.
+    info: dict
+        Model hierarchy information.
+    est: np.array
+        Price trend estimate at sector-level.
+    std: np.array
+        Standard deviation estimate of price trend at sector-level.
+    """
+    print('\nPlotting sector estimation...')
+    num_columns = 3
+    logp = np.log(data['price'])
+    t = logp.shape[1]
+    lb, ub = compute_uncertainty_bounds(est, std)
+
+    NA_sectors = np.where(np.array([sec[:2] for sec in info['unique_sectors']]) == "NA")[0]
+    num_NA_sectors = len(NA_sectors)
+    
+    fig = plt.figure(figsize=(20, max(info['num_sectors'] - num_NA_sectors, 5)))
+    j = 0
+    for i in range(info['num_sectors']):
+        if i not in NA_sectors:
+            j += 1
+            plt.subplot(int(np.ceil((info['num_sectors'] - num_NA_sectors) / num_columns)), num_columns, j)
+            plt.grid(axis='both')
+            plt.title(info['unique_sectors'][i], fontsize=15)
+            idx_sectors = np.where(np.array(info['sectors_id']) == i)[0]
+            avg_price = np.exp(logp[idx_sectors].reshape(-1, t).mean(0))
+            l1 = plt.plot(data["dates"], avg_price,
+                          label="avg. price in {}".format(data['default_currency']), color="C0")
+            l2 = plt.plot(data["dates"], est[i], label="trend", color="C1")
+            l3 = plt.fill_between(data["dates"], lb[i], ub[i], alpha=0.2, label="+/- 2 st. dev.",
+                                  color="C0")
+            plt.ylabel("avg. price in {}".format(data['default_currency']), fontsize=12)
+            plt.xticks(rotation=45)
+            plt.twinx()
+            l4 = plt.bar(data["dates"],
+                         data['volume'][np.where(np.array(info['sectors_id']) == i)[0]].reshape(-1, t).mean(0),
+                         width=1, color='g', alpha=0.2, label='avg. volume')
+            for d in range(1, t):
+                if avg_price[d] - avg_price[d - 1] < 0:
+                    l4[d].set_color('r')
+            l4[0].set_edgecolor('r')
+            plt.ylabel("avg. volume", fontsize=12)
+            ll = l1 + l2 + [l3] + [l4]
+            labels = [l.get_label() for l in ll]
+            plt.legend(ll, labels, loc="upper left")
+    
+    plt.tight_layout()
+    fig_name = 'sector_estimation.png'
+    fig.savefig(fig_name, dpi=fig.dpi)
+    print('Sector estimation plot has been saved to {}/{}.'.format(os.getcwd(), fig_name))
+
+def plot_industry_estimates(data: dict, info: dict, est: np.array, std: np.array):
+    """
+    It makes a plot for each industry with prices, trends, uncertainties and volumes.
+
+    Parameters
+    ----------
+    data: dict
+        Downloaded data.
+    info: dict
+        Model hierarchy information.
+    est: np.array
+        Price trend estimate at industry-level.
+    std: np.array
+        Standard deviation estimate of price trend at industry-level.
+    """
+    print('\nPlotting industry estimation...')
+    num_columns = 3
+    logp = np.log(data['price'])
+    t = logp.shape[1]
+    lb, ub = compute_uncertainty_bounds(est, std)
+
+    NA_industries = np.where(np.array([ind[:2] for ind in info['unique_industries']]) == "NA")[0]
+    num_NA_industries = len(NA_industries)
+
+    fig = plt.figure(figsize=(20, max(info['num_industries'] - num_NA_industries, 5)))
+    j = 0
+    for i in range(info['num_industries']):
+        if i not in NA_industries:
+            j += 1
+            plt.subplot(int(np.ceil((info['num_industries'] - num_NA_industries) / num_columns)), num_columns, j)
+            plt.grid(axis='both')
+            plt.title(info['unique_industries'][i], fontsize=15)
+            idx_industries = np.where(np.array(info['industries_id']) == i)[0]
+            plt.title(info['unique_industries'][i], fontsize=15)
+            avg_price = np.exp(logp[idx_industries].reshape(-1, t).mean(0))
+            l1 = plt.plot(data["dates"], avg_price,
+                          label="avg. price in {}".format(data['default_currency']), color="C0")
+            l2 = plt.plot(data["dates"], est[i], label="trend", color="C1")
+            l3 = plt.fill_between(data["dates"], lb[i], ub[i], alpha=0.2, label="+/- 2 st. dev.",
+                                  color="C0")
+            plt.ylabel("avg. price in {}".format(data['default_currency']), fontsize=12)
+            plt.xticks(rotation=45)
+            plt.twinx()
+            l4 = plt.bar(data["dates"],
+                         data['volume'][np.where(np.array(info['industries_id']) == i)[0]].reshape(-1, t).mean(0),
+                         width=1, color='g', alpha=0.2, label='avg. volume')
+            for d in range(1, t):
+                if avg_price[d] - avg_price[d - 1] < 0:
+                    l4[d].set_color('r')
+            l4[0].set_edgecolor('r')
+            plt.ylabel("avg. volume", fontsize=12)
+            ll = l1 + l2 + [l3] + [l4]
+            labels = [l.get_label() for l in ll]
+            plt.legend(ll, labels, loc="upper left")
+    plt.tight_layout()
+    fig_name = 'industry_estimation.png'
+    fig.savefig(fig_name, dpi=fig.dpi)
+    print('Industry estimation plot has been saved to {}/{}.'.format(os.getcwd(), fig_name))
+
+def plot_stock_estimates(data: dict, est: np.array, std: np.array, rank_type: str, rank: list, ranked_rates: np.array):
+    """
+    It makes a plot for each stock with prices, trends, uncertainties and volumes.
+
+    Parameters
+    ----------
+    data: dict
+        Downloaded data.
+    est: np.array
+        Price trend estimate at stock-level.
+    std: np.array
+        Standard deviation estimate of price trend at stock-level.
+    rank_type: str
+        Type of rank. It can be either `rate` or `growth`.
+    rank: list
+        List of integers at stock-level indicating the rank specified in `rank_type`.
+    ranked_rates: np.array
+        Array of rates at stock-level ranked according to `rank`.
+    """
+    num_stocks, t = data['price'].shape
+
+    # determine which stocks are along trend to avoid plotting them
+    if rank_type == "rate":
+        to_plot = np.where(np.array(ranked_rates) != "ALONG TREND")[0]
+    else:
+        to_plot = np.where(np.array(ranked_rates) == "ALONG TREND")[0][:99]
+    dont_plot = [x for x in np.arange(num_stocks) if x not in to_plot]
+    num_to_plot = len(to_plot)
+    if num_to_plot > 0:
+        print('\nPlotting stock estimation...')
+        num_columns = 3
+
+        ranked_tickers = np.array(data['tickers'])[rank]
+        ranked_p = data['price'][rank]
+        ranked_volume = data['volume'][rank]
+        ranked_currencies = np.array(data['currencies'])[rank]
+        ranked_est = est[rank]
+        ranked_std = std[rank]
+
+        ranked_lb, ranked_ub = compute_uncertainty_bounds(ranked_est, ranked_std)
+
+        j = 0
+        fig = plt.figure(figsize=(20, max(num_to_plot, 5)))
+        for i in range(num_stocks):
+            if i not in dont_plot:
+                j += 1
+                plt.subplot(int(np.ceil(num_to_plot / num_columns)), num_columns, j)
+                plt.grid(axis='both')
+                plt.title(ranked_tickers[i], fontsize=15)
+                l1 = plt.plot(data["dates"], ranked_p[i], label="price in {}".format(ranked_currencies[i]))
+                l2 = plt.plot(data["dates"], ranked_est[i], label="trend")
+                l3 = plt.fill_between(data["dates"], ranked_lb[i], ranked_ub[i], alpha=0.2,
+                                      label="+/- 2 st. dev.")
+                plt.yticks(fontsize=12)
+                plt.xticks(rotation=45)
+                plt.ylabel("price in {}".format(ranked_currencies[i]), fontsize=12)
+                plt.twinx()
+                l4 = plt.bar(data["dates"], ranked_volume[i], width=1, color='g', alpha=0.2, label='volume')
+                for d in range(1, t):
+                    if ranked_p[i, d] - ranked_p[i, d - 1] < 0:
+                        l4[d].set_color('r')
+                l4[0].set_edgecolor('r')
+                plt.ylabel("volume", fontsize=12)
+                ll = l1 + l2 + [l3] + [l4]
+                labels = [l.get_label() for l in ll]
+                plt.legend(ll, labels, loc="upper left")
+        plt.tight_layout()
+        fig_name = 'stock_estimation.png'
+        fig.savefig(fig_name, dpi=fig.dpi)
+        print('Stock estimation plot has been saved to {}/{}.'.format(os.getcwd(), fig_name))
+
+    elif os.path.exists('stock_estimation.png'):
+        os.remove('stock_estimation.png')