How to use detrend classes#

 1import pandas as pd
 2
 3from src.functions.detrend import (
 4    BSplinesDetrend,
 5    ExponentialMADetrend,
 6    LinearMADetrend,
 7    LinearRegressionDetrend,
 8    PolynomialRegressionDetrend,
 9)
10from src.utils import init_notebook

1init_notebook()

1# Lecture des données
2data_folder = "data/raw_data/"
3stock_name = "AAPL"
4df = pd.read_csv(
5    f"{data_folder}/{stock_name}.csv", parse_dates=["Date"], index_col="Date"
6)
7y = df["Close"]

1models = [
2    LinearRegressionDetrend(),
3    PolynomialRegressionDetrend(order=5, n_segments=15),
4    LinearMADetrend(window=500),
5    ExponentialMADetrend(alpha=0.9),
6    BSplinesDetrend(interval_length=50, degree=3),
7]

1for detrend_model in models:
2    y_fitted = detrend_model.fit(y)
3    y_detrend = detrend_model.predict(y)
4    detrend_model.fancy_plot(xticklabels=df.index.strftime("%Y-%m-%d"))

/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:43: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[0].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:51: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[1].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:43: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[0].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:51: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[1].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:43: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[0].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:51: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[1].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:43: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[0].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:51: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[1].set_xticklabels(xticklabels)
/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:43: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[0].set_xticklabels(xticklabels)

/home/runner/work/stock-analysis/stock-analysis/src/functions/detrend_fancy_plot.py:51: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
  axs[1].set_xticklabels(xticklabels)
../_images/4e9b9acfc8df918f2e1ff05a63e57e5e925f98bef4413ad4b0831bdda9c2d5e9.png ../_images/d7d679342deb10605a1f3a08bc9d70b7b56b7c507ceec0438d1742127c09458a.png ../_images/8b74975e70e441c77c862555f89b25556693ded33738e72d618aa633d6055b15.png ../_images/87632a0c07f56501419bbf2997a9467ec17937e8cbf136f234c69aebabbb4272.png ../_images/21b117b6ce2d3258ad2f71a287ce1d5cf4d637929a473992a56abc71f90cc05b.png