metric_per_segment_distribution_plot#

metric_per_segment_distribution_plot(metrics_df: DataFrame, metric_name: str, per_fold_aggregation_mode: str | None = None, plot_type: Literal['hist'] | Literal['box'] | Literal['violin'] = 'hist', seaborn_params: Dict[str, Any] | None = None, figsize: Tuple[int, int] = (10, 5))[source]#

Plot per-segment metrics distribution.

Parameters:

  • metrics_df (DataFrame) – dataframe with metrics calculated on the backtest

  • metric_name (str) – name of the metric to visualize

  • per_fold_aggregation_mode (str | None) –

    • If None, separate distributions for each fold will be drawn

    • If str, determines how to aggregate metrics over the folds if they aren’t already aggregated

    (see PerFoldAggregation)

  • plot_type (Literal['hist'] | ~typing.Literal['box'] | ~typing.Literal['violin']) – type of plot (see MetricPlotType)

  • seaborn_params (Dict[str, Any] | None) – dictionary with parameters for plotting

  • figsize (Tuple[int, int]) – size of the figure per subplot with one segment in inches

Raises:

  • ValueError: – if metric_name isn’t present in metrics_df

  • NotImplementedError: – unknown per_fold_aggregation_mode is given