From 77458ce112f62cf7a068d931b94aa3d1b70a9107 Mon Sep 17 00:00:00 2001
From: Anh-Khoa Ngo-Ho <angoho@quantmetry.com>
Date: Wed, 10 Jan 2024 13:31:31 +0000
Subject: [PATCH] fix: problem of dcor, cannot process >20K rows of dataframe

---
 qolmat/benchmark/metrics.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/qolmat/benchmark/metrics.py b/qolmat/benchmark/metrics.py
index a646d713..c0b0048d 100644
--- a/qolmat/benchmark/metrics.py
+++ b/qolmat/benchmark/metrics.py
@@ -1117,6 +1117,11 @@ def distance_anticorr(df1: pd.DataFrame, df2: pd.DataFrame, df_mask: pd.DataFram
 
     df1 = df1[df_mask.any(axis=1)]
     df2 = df2[df_mask.any(axis=1)]
+
+    if len(df1) > 30000:
+        df1 = df1.sample(20000)
+        df2 = df2.sample(20000)
+
     return (1 - dcor.distance_correlation(df1.values, df2.values)) / 2