Updates on the rolling correlation about dtale HOT 4 CLOSED

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)

from dtale.

@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

from dtale.

@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.

from dtale.

Fixed in v1.6.7

from dtale.