Updates on the rolling correlation

[drlima]

@mindlessbrain v1.6.5 is available which includes the rolling correlation functionality. Will keep you posted on the other features I mentioned earlier.

Originally posted by @aschonfeld in #45 (comment)

[drlima]

Hi, @aschonfeld.

As mentioned earlier, I am testing the rolling correlation functionality from the release v1.6.5, and I have some suggestions. This is all linked to previous issues #43 and #45.

Scatter Plot - improvements

1. The scatter is showing the full dataset. It should display only the data on the selected window, e.g.:

   • date: '2019-12-01'
   • window: 4
   • range: ['2019-11-28' : '2019-12-01']

   This is similar to pandas' index.iloc[:-window] but you'd also have to apply a logic for querying the specified date.

2. The tooltip on the scatter should show the date, not the index number
   

3. The scatter plot title should also include the date range. This will be relevant once topic 1 is implemented.

Line Plot - bugs

1. I believe you are not only expecting a datetime like column but also a column named as 'date'.
   

2. It looks like it can't handle multi index
   

The same errors happens for str multi indexes

Code

import pandas as pd
import numpy as np
import dtale

ii = pd.date_range(start='2018-01-01', end='2019-12-01', freq='D')
ii = pd.Index(ii, name='date') 

n = ii.shape[0]
c = 5
data = np.random.random((n, c))

df = pd.DataFrame(data, index=ii)

d = dtale.show(df)

# change columns names
c = [(c, c) for c in df.columns]
df.columns = c
dtale.show(df)

# change columns with strings
c = [(str(c), str(c)) for c in range(5)]
df.columns = c
dtale.show(df)

# properly creating multi index
c = pd.MultiIndex.from_tuples(c)
df.columns = c
dtale.show(df)

[aschonfeld]

@mindlessbrain just finished work on a new version which includes stuff in the chart builder like:

• support for multi-column selection on the y-axis
• using rolling aggregations
• scatter charts

I will start working on these issues next, will keep you posted

[aschonfeld]

@mindlessbrain I have fixes coded for the line chart failures you were seeing. Good catch on your part! I'll work on re-working the scatter chart for the rolling correlations tomorrow morning.

[aschonfeld]

Fixed in v1.6.7