macrosynergy.visuals.timelines#

Function for visualising a facet grid of time line charts of one or more categories.

import macrosynergy.visuals as msv
...
msv.view.timelines(df, xcats=["FXXR","EQXR", "IR"], cids=["USD", "EUR", "GBP"] )
...
msv.FacetPlot(df).lineplot(cid_grid=True)
timelines(df, xcats=None, cids=None, intersect=False, val='value', cumsum=False, start='2000-01-01', end=None, ncol=3, square_grid=False, legend_ncol=1, same_y=True, all_xticks=False, xcat_grid=False, xcat_labels=None, cid_labels=None, single_chart=False, label_adj=0.05, title=None, title_adj=0.95, title_xadj=0.5, title_fontsize=22, cs_mean=False, size=(12, 7), aspect=1.7, height=3.0, legend_fontsize=12, blacklist=None, ax_hline=None)[source]#

Displays a facet grid of time line charts of one or more categories.

Parameters:

  • df (DataFrame) – standardized DataFrame with the necessary columns: ‘cid’, ‘xcat’, ‘real_date’ and at least one column with values of interest.

  • xcats (List[str]) – extended categories to plot. Default is all in DataFrame.

  • cids (List[str]) – cross sections to plot. Default is all in DataFrame. If this contains only one cross section a single line chart is created.

  • intersect (bool) – if True only retains cids that are available for all xcats. Default is False.

  • val (str) – name of column that contains the values of interest. Default is ‘value’.

  • cumsum (bool) – plot cumulative sum of the values over time. Default is False.

  • start (str) – earliest date in ISO format. Default is earliest date available.

  • end (str) – latest date in ISO format. Default is latest date available.

  • ncol (int) – number of columns in facet grid. Default is 3.

  • legend_ncol (int) – number of columns in legend. Default is 1.

  • same_y (bool) – if True (default) all plots in facet grid share same y axis.

  • all_xticks (bool) – if True x-axis tick labels are added to all plots in grid. Default is False, i.e only the lowest row displays the labels.

  • xcat_grid (bool) – if True, shows a facet grid of line charts for each xcat for given cross sections. Default is False.

  • xcat_labels (Union[Optional[List[str]], Dict]) – labels to be used for xcats. If not defined, the labels will be identical to extended categories.

  • cid_labels (Union[Optional[List[str]], Dict]) – labels to be used for cids. If not defined, the labels will be identical to cross-sections.

  • single_chart (bool) – if True, all lines are plotted in a single chart.

  • title (str) – chart heading. Default is no title.

  • title_adj (float) – parameter that sets top of figure to accommodate title. Default is 0.95.

  • title_xadj (float) – parameter that sets x position of title. Default is 0.5.

  • title_fontsize (int) – font size of title. Default is 16.

  • label_adj (float) – parameter that sets bottom of figure to fit the label. Default is 0.05.

  • cs_mean (bool) – if True this adds a line of cross-sectional averages to the line charts. This is only allowed for function calls with a single category. Default is False.

  • size (Tuple[Number, Number]) – two-element tuple setting width/height of single cross section plot. Default is (12, 7). This is irrelevant for facet grid.

  • aspect (Number) – width-height ratio for plots in facet. Default is 1.7.

  • height (Number) – height of plots in facet. Default is 3.

  • legend_fontsize (int) – font size of legend. Default is 12.

  • blacklist (dict) – cross-sections with date ranges that should be excluded from the dataframe.