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import matplotlib.pyplot as plt
%matplotlib inline
import seaborn as sns
sns.set_context('talk')
from matplotlib.ticker import FuncFormatter
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import pandas as pd
import os
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NU = 6
dir_sim_ = './simulations'
dir_tr_input_ = './transformed_input'
udl_distrib = pd.read_csv(os.path.join(dir_sim_,'nu_eq_%i.csv' % NU), header=0, index_col=0)
members_pos = pd.read_csv(os.path.join(dir_tr_input_, 'positions.csv'), header=0, index_col=0)
loss_and_profit = members_pos.dot(udl_distrib).T
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labelsize = 15
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labels = udl_distrib.T.columns
def label_chooser(index):
if index == 0:
return True
if (i + 1) % 10 == 0:
return True
return False
labels = [r'$\rm{%s}$' % lab if label_chooser(i) else '' for i, lab in enumerate(labels)]
corr = udl_distrib.T.corr()
f, ax = plt.subplots()
def cbar_fmt(x, pos):
return r'$%s$' % x
sns.heatmap(corr, ax=ax, linewidths=.1,
cbar_kws={'format': FuncFormatter(cbar_fmt)})
cbar = ax.collections[0].colorbar
cbar.ax.tick_params(labelsize=labelsize)
ax.set_xticklabels(labels)
ax.xaxis.set_tick_params(length=4)
ax.xaxis.set_ticks_position('bottom')
for label in ax.get_xticklabels():
label.set_rotation(0)
ax.yaxis.set_tick_params(length=4)
ax.set_yticklabels(labels[::-1])
plt.tick_params(axis='both', which='major', labelsize=labelsize)
plt.show()
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labels = loss_and_profit.columns
def label_chooser(index):
if index == 0:
return True
if (i + 1) % 10 == 0:
return True
return False
labels = [r'$\rm{%s}$' % lab if label_chooser(i) else '' for i, lab in enumerate(labels)]
corr = loss_and_profit.corr()
f, ax = plt.subplots()
def cbar_fmt(x, pos):
return r'$%s$' % x
sns.heatmap(corr, ax=ax, linewidths=.1,
cbar_kws={'format': FuncFormatter(cbar_fmt)})
cbar = ax.collections[0].colorbar
cbar.ax.tick_params(labelsize=labelsize)
ax.set_xticklabels(labels)
ax.xaxis.set_tick_params(length=4)
ax.xaxis.set_ticks_position('bottom')
for label in ax.get_xticklabels():
label.set_rotation(0)
ax.yaxis.set_tick_params(length=4)
ax.set_yticklabels(labels[::-1])
plt.tick_params(axis='both', which='major', labelsize=labelsize)
plt.show()
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