diff --git a/research/notebooks/pair_select_hist.ipynb b/research/notebooks/pair_select_hist.ipynb index 64cef3d..50e80b4 100644 --- a/research/notebooks/pair_select_hist.ipynb +++ b/research/notebooks/pair_select_hist.ipynb @@ -60,7 +60,7 @@ { "data": { "application/vnd.jupyter.widget-view+json": { - "model_id": "a0582ba92c744e08b9267176f463701a", + "model_id": "e0b30b1abd1b440b832fdaaa6cce8f76", "version_major": 2, "version_minor": 0 }, @@ -74,7 +74,7 @@ { "data": { "application/vnd.jupyter.widget-view+json": { - "model_id": "eeaaaf780af64a278b0948c0c787cf33", + "model_id": "15679f9015854d5fa7119210094fbbc8", "version_major": 2, "version_minor": 0 }, @@ -135,7 +135,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": null, "id": "2c710f51", "metadata": {}, "outputs": [], @@ -173,17 +173,10 @@ " try:\n", " with _connect(db_path.value) as conn:\n", " rows = conn.execute(\n", - " \"WITH first_rows AS (\"\n", - " \" SELECT pair_name, MIN(tstamp) AS tmin \"\n", - " \" FROM pair_selection_history \"\n", - " \" GROUP BY pair_name\"\n", - " \" ) \"\n", - " \"SELECT p.pair_name \"\n", - " \"FROM pair_selection_history p \"\n", - " \"JOIN first_rows f \"\n", - " \" ON p.pair_name = f.pair_name AND p.tstamp = f.tmin \"\n", - " \"GROUP BY p.pair_name \"\n", - " \"ORDER BY MIN(p.composite_rank), p.pair_name\"\n", + " \"SELECT pair_name \"\n", + " \"FROM pair_selection_history \"\n", + " \"GROUP BY pair_name \"\n", + " \"ORDER BY SUM(composite_rank), pair_name\"\n", " ).fetchall()\n", " options = [r[0] for r in rows]\n", " pair_name.options = options\n", @@ -236,17 +229,7 @@ " fig_p.update_layout(legend_title_text='metric')\n", " _style_fig(fig_p, tmin, tmax)\n", "\n", - " # fig_r = px.line(\n", - " # df,\n", - " # x='tstamp',\n", - " # y=['rank_eg', 'rank_adf'],\n", - " # title=f'Ranks Over Time: {pair_name.value}',\n", - " # labels={'value': 'rank', 'variable': 'metric', 'tstamp': 'timestamp'}\n", - " # )\n", - " # fig_r.update_layout(legend_title_text='metric')\n", - " # _style_fig(fig_r, tmin, tmax)\n", - "\n", - " md_query = (\n", + " md_query = (\n", " 'SELECT tstamp, close FROM md_1min_bars '\n", " 'WHERE exchange_id = ? AND instrument_id = ? '\n", " 'ORDER BY tstamp'\n", @@ -294,7 +277,6 @@ "\n", " with output:\n", " display(fig_p)\n", - " # display(fig_r)\n", " display(fig_m)\n", " except Exception as exc:\n", " status.value = f\"Error: {exc}\"\n",