Multistrike cones #310
Multistrike cones #310
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Self-assigning, discussed with @twiecki |
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| Returns | ||
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| ax : matplotlib.Axes |
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This confused me a bit, because it feels like we're returning both ax and fig, whereas what we're actually doing is returning axes if the caller passed them in, and if not, we're returning a new figure. Could we find a way to make that clearer in the docstring?
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@ahgnaw can we add a screenshot of what the multiple cones look like to the PR description? |
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| aggregate_returns.plot(ax=axes, | ||
| lw=3., | ||
| color='k', |
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This is a little(very, tbh!) nitpicky, but can we say 'black instead of k here? It's a little more obvious what's going on with the explicit name instead of the shorthand.
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Looks great! Just the one comment, then merge when travis is happy |
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no_strikes = 0 no_strikes = 3 |
| Number of standard devations to use in the boundaries of | ||
| the cone. If multiple values are passed, cone bounds will | ||
| be generated for each value. | ||
| random_seed : int | ||
| Seed for the pseudorandom number generator used by the pandas | ||
| sample method. | ||
| num_strikes : int | ||
| Upper limit for number of cones drawn. Can be anything from 0 to 3. |
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Minor nit on the docstring here - if num_strikes is 0, then we'll still have one cone drawn(even though we say in the docstring that the upper limit is 0). What do you think of rephrasing to something like:
num_strikes : int
Number of times to re-draw a cone if we fall outside the bounds of the previous one. Can be any int from 0 to 3.
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Multistrike cone chart of LinkedIn Stock with live start date of January 25, 2016 and num_strikes = 1 |
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Awesome work @ahgnaw and @abhijeetkalyan! |
New plot draws a green cone of expectation around the out-of-sample returns. When returns drop outside of a cone, a new cone is redrawn. Up to 4 cones are drawn, green, yellow, orange, and red.