imaging.py 文件源码

def save_qindex_heatmap(data, image_filename):
    try:
        monthly_ret = await aggregate_returns(returns=data, convert_to='monthly')
        monthly_ret = monthly_ret.unstack()
        monthly_ret = round(monthly_ret, 3)
        monthly_ret.rename(
            columns={1: 'Jan', 2: 'Feb', 3: 'Mar', 4: 'Apr',
                     5: 'May', 6: 'Jun', 7: 'Jul', 8: 'Aug',
                     9: 'Sep', 10: 'Oct', 11: 'Nov', 12: 'Dec'},
            inplace=True
        )
        ax = plt.gca()

        sns.heatmap(
            monthly_ret.fillna(0), # * 100.0,
            annot=True,
            fmt="0.1f",
            annot_kws={"size": 8},
            alpha=1.0,
            center=0.0,
            cbar=False,
            cmap=cm.RdYlGn,
            ax=ax)
        ax.set_title('A.I. Returns, %', fontweight='bold')

        plt.savefig(image_filename)
        plt.close()
        if settings.SHOW_DEBUG:
            print(colored.green("Wrote heatmap image for {}\n".format(image_filename)))
    except Exception as err:
        print(colored.red("At save_qindex_heatmap {}".format(err)))