qis.LegendStats¶

class qis.LegendStats(*values)[source]¶

Bases: Enum

which summary statistics the legend prints beside each series name.

The members are compositional and the name reads left to right in the order the statistics appear in the legend, so AVG_STD_LAST prints the mean, the standard deviation and the final value in that order. Rather than restate twenty-nine names, the vocabulary:

AVG mean, STD standard deviation with ddof=1, MEDIAN median, MAD median absolute deviation scaled to be comparable with a standard deviation, SKEW and KURT the third and fourth moments, TSTAT mean over standard error, TOTAL the sum, FIRST and LAST the endpoints, MIN and MAX the extremes.

Three modifiers change what the statistics are computed on:

NONNAN takes the last observed value rather than the value at the last index, which differs when a series ends with gaps. NONZERO excludes zeros, for a series where zero means “no position” rather than “a return of zero”. MISSING prefixes the count of NaN observations, which is how a ragged panel shows its own coverage in the legend. SCORE appends the percentile rank of the last value within its own history.

NONE prints the column name alone. Formatting of every value follows the var_format argument of the plotting function, so the enum chooses the statistics and not their display.

A member documented here is computed in get_legend_lines, which is the single place the legend text is built for every plot in the package.

__init__(*args, **kwds)¶

Attributes

`NONE`
`LAST`
`AVG`
`AVG_LAST`
`AVG_STD`
`AVG_STD_SKEW_KURT`
`AVG_STD_LAST`
`AVG_NONNAN_LAST`
`NONZERO_AVG_LAST`
`NONZERO_AVG_STD_LAST`
`MEDIAN_NONNAN_LAST`
`AVG_MEDIAN_STD_NONNAN_LAST`
`AVG_LAST_SCORE`
`AVG_STD_LAST_SCORE`
`FIRST_LAST`
`FIRST_LAST_NON_ZERO`
`FIRST_AVG_LAST`
`FIRST_MEDIAN_LAST`
`FIRST_AVG_LAST_SHORT`
`AVG_STD_MISSING_ZERO`
`MISSING_AVG_LAST`
`TOTAL`
`MEDIAN`
`MEDIAN_MAD`
`TSTAT`
`AVG_STD_TSTAT`
`LAST_NONNAN`
`AVG_MIN_MAX_LAST`
`FIRST_MIN_MAX_LAST`

NONE = 1¶

LAST = 2¶

AVG = 3¶

AVG_LAST = 4¶

AVG_STD = 5¶

AVG_STD_SKEW_KURT = 6¶

AVG_STD_LAST = 7¶

AVG_NONNAN_LAST = 8¶

NONZERO_AVG_LAST = 81¶

NONZERO_AVG_STD_LAST = 82¶

MEDIAN_NONNAN_LAST = 9¶

AVG_MEDIAN_STD_NONNAN_LAST = 10¶

AVG_LAST_SCORE = 11¶

AVG_STD_LAST_SCORE = 12¶

FIRST_LAST = 13¶

FIRST_LAST_NON_ZERO = 14¶

FIRST_AVG_LAST = 15¶

FIRST_MEDIAN_LAST = 16¶

FIRST_AVG_LAST_SHORT = 17¶

AVG_STD_MISSING_ZERO = 18¶

MISSING_AVG_LAST = 19¶

TOTAL = 20¶

MEDIAN = 21¶

MEDIAN_MAD = 22¶

TSTAT = 23¶

AVG_STD_TSTAT = 24¶

LAST_NONNAN = 25¶

AVG_MIN_MAX_LAST = 26¶

FIRST_MIN_MAX_LAST = 27¶