tsplot.py 文件源码

def draw(path, srv):
     filename = os.path.join(path, srv["preprocessed_filename"])
     df = pd.read_csv(filename, sep="\t", index_col='time', parse_dates=True)
     bins = defaultdict(list)
     for i, col in enumerate(df.columns):
         serie = df[col].dropna()
         if pd.algos.is_monotonic_float64(serie.values, False)[0]:
             serie = serie.diff()[1:]
         p_value = adfuller(serie, autolag='AIC')[1]
         if math.isnan(p_value): continue
         nearest = 0.05 * round(p_value/0.05)
         bins[nearest].append(serie)
     for bin, members in bins.items():
         series = [serie.name for serie in members]
         if len(members) <= 10:
             columns = series
         else:
             columns = random.sample(series, 10)

         subset = df[columns]
         name = "%s_adf_confidence_%.2f.png" % (srv["name"], bin)
         print(name)
         axes = subset.plot(subplots=True)
         plt.savefig(os.path.join(path, name))
         plt.close("all")