Working with large data using datashader¶

import datashader as ds
import numpy as np
import holoviews as hv

from holoviews import opts
from holoviews.operation.datashader import datashade, shade, dynspread, spread, rasterize
from holoviews.operation import decimate

hv.extension('bokeh','matplotlib')

decimate.max_samples=1000
dynspread.max_px=20
dynspread.threshold=0.5

def random_walk(n, f=5000):
    """Random walk in a 2D space, smoothed with a filter of length f"""
    xs = np.convolve(np.random.normal(0, 0.1, size=n), np.ones(f)/f).cumsum()
    ys = np.convolve(np.random.normal(0, 0.1, size=n), np.ones(f)/f).cumsum()
    xs += 0.1*np.sin(0.1*np.array(range(n-1+f))) # add wobble on x axis
    xs += np.random.normal(0, 0.005, size=n-1+f) # add measurement noise
    ys += np.random.normal(0, 0.005, size=n-1+f)
    return np.column_stack([xs, ys])

def random_cov():
    """Random covariance for use in generating 2D Gaussian distributions"""
    A = np.random.randn(2,2)
    return np.dot(A, A.T)

def time_series(T = 1, N = 100, mu = 0.1, sigma = 0.1, S0 = 20):  
    """Parameterized noisy time series"""
    dt = float(T)/N
    t = np.linspace(0, T, N)
    W = np.random.standard_normal(size = N) 
    W = np.cumsum(W)*np.sqrt(dt) # standard brownian motion
    X = (mu-0.5*sigma**2)*t + sigma*W 
    S = S0*np.exp(X) # geometric brownian motion
    return S