Quick Start

Install and Generation

To install Xenarix, simply use pip :

$ pip install xenarix

Import Xenarix Library :

import xenarix as xen
import xenarix.sample as xen_s

Make new scenario set and scenario:

scenSet = xen.ScenarioSet(set_name='set1')

Make scenario and Add Model to scenario:

scen1 = xen.Scenario(scen_id='scen_id1', result_id='result_id1')

scen1.add_model(xen_s.gbm('kospi200'))
scen1.add_model(xen_s.hw1f('irskrw'))

Add scenario to scenario set and Generate it:

scenSet.add_scenario(scen1)
scenSet.generate()

We have two methods for checking result data.

Create ResultObj :

import xenarix.results as xen_r

res = xen_r.ResultObj('set1', 'scen_id1', 'result_id1')

Time 't' iterating in TimeGrid :

for t in res.timegrid:
    print (t)  # Pandas(INDEX=16L, DATE='2015-09-18', T=0.043835616438356005, DT=0.0027397260273970005)

Get Multipath of specific scenario count :

multipath = res.get_multipath(scen_count=1)
print (multipath)  # pandas table shape(t_count, model_count)

Get Modelpath of specific model :

modelpath = res.get_modelpath(model_count=1)
print (modelpath)  # ndarray : shape(scenarioNum, t_count)