Improved documentation
This commit is contained in:
parent
88e7b3994b
commit
30749382cf
@ -476,7 +476,7 @@ class TimeSeries(TimeSeriesCore):
|
|||||||
ValueError: If frequency string is outside valid values
|
ValueError: If frequency string is outside valid values
|
||||||
|
|
||||||
Also see:
|
Also see:
|
||||||
--------
|
---------
|
||||||
TimeSeries.calculate_rolling_returns()
|
TimeSeries.calculate_rolling_returns()
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -606,12 +606,28 @@ class TimeSeries(TimeSeriesCore):
|
|||||||
|
|
||||||
return output_ts
|
return output_ts
|
||||||
|
|
||||||
def sync(self, other: TimeSeries, fill_method: Literal["ffill", "bfill"] = "ffill"):
|
def sync(self, other: TimeSeries, fill_method: Literal["ffill", "bfill"] = "ffill") -> TimeSeries:
|
||||||
"""Synchronize two TimeSeries objects
|
"""Synchronize two TimeSeries objects
|
||||||
|
|
||||||
This will ensure that both time series have the same frequency and same set of dates.
|
This will ensure that both time series have the same frequency and same set of dates.
|
||||||
The frequency will be set to the higher of the two objects.
|
The frequency will be set to the higher of the two objects.
|
||||||
Dates will be taken from the class on which the method is called.
|
Dates will be taken from the class on which the method is called.
|
||||||
|
|
||||||
|
Parameters:
|
||||||
|
-----------
|
||||||
|
other: TimeSeries
|
||||||
|
Another object of TimeSeries class whose dates need to be syncronized
|
||||||
|
|
||||||
|
fill_method: ffill | bfill, default ffill
|
||||||
|
Method to use to fill missing values in time series when syncronizing
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
--------
|
||||||
|
Returns another object of TimeSeries class
|
||||||
|
|
||||||
|
Raises:
|
||||||
|
--------
|
||||||
|
Raises TypeError if the other object is not of TimeSeries class
|
||||||
"""
|
"""
|
||||||
|
|
||||||
if not isinstance(other, TimeSeries):
|
if not isinstance(other, TimeSeries):
|
||||||
@ -622,9 +638,9 @@ class TimeSeries(TimeSeriesCore):
|
|||||||
if self.frequency.days > other.frequency.days:
|
if self.frequency.days > other.frequency.days:
|
||||||
self = self.expand(to_frequency=other.frequency.symbol, method=fill_method)
|
self = self.expand(to_frequency=other.frequency.symbol, method=fill_method)
|
||||||
|
|
||||||
new_other = {}
|
new_other: dict = {}
|
||||||
|
closest = "previous" if fill_method == "ffill" else "next"
|
||||||
for dt in self.dates:
|
for dt in self.dates:
|
||||||
closest = "previous" if fill_method == "ffill" else "next"
|
|
||||||
if dt in other:
|
if dt in other:
|
||||||
new_other[dt] = other[dt][1]
|
new_other[dt] = other[dt][1]
|
||||||
else:
|
else:
|
||||||
|
@ -13,9 +13,29 @@ class FincalOptions:
|
|||||||
get_closest: str = "exact"
|
get_closest: str = "exact"
|
||||||
|
|
||||||
|
|
||||||
def _parse_date(date: str, date_format: str = None):
|
def _parse_date(date: str, date_format: str = None) -> datetime.datetime:
|
||||||
"""Parses date and handles errors"""
|
"""Parses date and handles errors
|
||||||
# print(date, date_format)
|
|
||||||
|
Parameters:
|
||||||
|
-----------
|
||||||
|
date: str | datetime.date
|
||||||
|
The date to be parsed.
|
||||||
|
If the date passed is already a datetime object, it will return it unprocessed.
|
||||||
|
|
||||||
|
date_format: str, default None
|
||||||
|
The format of the date string in datetime.strftime friendly format.
|
||||||
|
If format is None, format in FincalOptions.date_format will be used.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
--------
|
||||||
|
Returns a datetime.datetime object.
|
||||||
|
|
||||||
|
Raises:
|
||||||
|
-------
|
||||||
|
TypeError: If the is not a date-like string
|
||||||
|
ValueError: If the date could not be parsed with the given format
|
||||||
|
"""
|
||||||
|
|
||||||
if isinstance(date, (datetime.datetime, datetime.date)):
|
if isinstance(date, (datetime.datetime, datetime.date)):
|
||||||
return datetime.datetime.fromordinal(date.toordinal())
|
return datetime.datetime.fromordinal(date.toordinal())
|
||||||
|
|
||||||
@ -37,18 +57,53 @@ def _preprocess_timeseries(
|
|||||||
| Mapping[str | datetime.datetime, float],
|
| Mapping[str | datetime.datetime, float],
|
||||||
date_format: str,
|
date_format: str,
|
||||||
) -> List[Tuple[datetime.datetime, float]]:
|
) -> List[Tuple[datetime.datetime, float]]:
|
||||||
"""Converts any type of list to the correct type"""
|
"""Converts any type of list to the TimeSeries friendly format.
|
||||||
|
This function is internally called by the __init__ function of the TimeSeriesCore class
|
||||||
|
|
||||||
|
The TimeSeries class can internally process a list of Tuples.
|
||||||
|
However, users have the option of passing a variety of types.
|
||||||
|
This function preprocesses the data and converts it into the relevant format.
|
||||||
|
|
||||||
|
If the data is a dictionary, it will be converted using .items() iteration.
|
||||||
|
If the data is not a dictionary or a list, it will raise an error.
|
||||||
|
If the data is of list type:
|
||||||
|
* If the first item is also of list type, it will be parsed as a list of lists
|
||||||
|
* If the first item is a dictionary with one key, then key will be parsed as date
|
||||||
|
* If the first item is a dictionary with two keys, then first key will be date and second will be value
|
||||||
|
* If the first element is of another type, it will raise an error
|
||||||
|
|
||||||
|
The final return value is sorted by date
|
||||||
|
|
||||||
|
Parameters:
|
||||||
|
-----------
|
||||||
|
Data:
|
||||||
|
The data for the time series. Can be a dictionary, a list of tuples, or a list of dictionaries.
|
||||||
|
|
||||||
|
date_format: str
|
||||||
|
The format of the date in strftime friendly format.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
-----------
|
||||||
|
Returns a list of Tuples where the first element of each tuple is of datetime.datetime class
|
||||||
|
and the second element is of float class
|
||||||
|
|
||||||
|
Raises:
|
||||||
|
--------
|
||||||
|
TypeError: If the data is not in a format which can be parsed.
|
||||||
|
"""
|
||||||
|
|
||||||
if isinstance(data, Mapping):
|
if isinstance(data, Mapping):
|
||||||
current_data: List[tuple] = [(k, v) for k, v in data.items()]
|
current_data: List[tuple] = [(k, v) for k, v in data.items()]
|
||||||
return _preprocess_timeseries(current_data, date_format)
|
return _preprocess_timeseries(current_data, date_format)
|
||||||
|
|
||||||
|
# If data is not a dictionary or list, it cannot be parsed
|
||||||
if not isinstance(data, Sequence):
|
if not isinstance(data, Sequence):
|
||||||
raise TypeError("Could not parse the data")
|
raise TypeError("Could not parse the data")
|
||||||
|
|
||||||
if isinstance(data[0], Sequence):
|
if isinstance(data[0], Sequence):
|
||||||
return sorted([(_parse_date(i, date_format), j) for i, j in data])
|
return sorted([(_parse_date(i, date_format), j) for i, j in data])
|
||||||
|
|
||||||
|
# If first element is not a dictionary or tuple, it cannot be parsed
|
||||||
if not isinstance(data[0], Mapping):
|
if not isinstance(data[0], Mapping):
|
||||||
raise TypeError("Could not parse the data")
|
raise TypeError("Could not parse the data")
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user