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Enhancement and bugfix in report plots
Description
- allow input custom benchmark return series to compare with group1.
- fix stratifying bug: simply using
len(x) // N * i : len(x) // N * (i + 1)
misseslen(x) % N
names at end. - force colorbar in monthly ic heat map centers at 0.
Motivation and Context
- more convenient to group returns with index.
- bug fix.
- consider monthly ic series [0.1, -0.1, 0.1, -0.1, 0, 0.1] and [0.3, 0.1, 0.3, 0.1, 0.2, 0.3]. Apparently the former is bad strategy with unstable ic and the latter is good strategy, but if not forcing symmetric color bar, the two gives same heatmap look (except numbers in colour axis), which is not good visualisation.
How Has This Been Tested?
Generated plot locally.
Screenshots of Test Results (if appropriate):
- Pipeline test:
- Your own tests:
Types of changes
- [x] Fix bugs and enhancements
- [ ] Add new feature
- [ ] Update documentation
@you-n-g would you review please?
any further comments? @Fivele-Li