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TimeSeriesCore is now a subclass of UserDict

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This commit is contained in:
Gourav Kumar 2022-02-21 15:23:20 +05:30
parent 2f0f1e0e47
commit 59c9c658ca
1 changed files with 26 additions and 26 deletions
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52
fincal/core.py
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@ -1,5 +1,5 @@
import datetime import datetime
from collections import UserList from collections import UserDict, UserList
from dataclasses import dataclass from dataclasses import dataclass
from numbers import Number from numbers import Number
from typing import Iterable, List, Literal, Mapping, Sequence, Tuple, Union from typing import Iterable, List, Literal, Mapping, Sequence, Tuple, Union
@ -192,7 +192,7 @@ class Series(UserList):
return eq return eq
class TimeSeriesCore: class TimeSeriesCore(UserDict):
"""Defines the core building blocks of a TimeSeries object""" """Defines the core building blocks of a TimeSeries object"""
def __init__( def __init__(
@ -219,8 +219,8 @@ class TimeSeriesCore:
data = _preprocess_timeseries(data, date_format=date_format) data = _preprocess_timeseries(data, date_format=date_format)
self.time_series = dict(data) self.data = dict(data)
if len(self.time_series) != len(data): if len(self.data) != len(data):
print("Warning: The input data contains duplicate dates which have been ignored.") print("Warning: The input data contains duplicate dates which have been ignored.")
self.frequency = getattr(AllFrequencies, frequency) self.frequency = getattr(AllFrequencies, frequency)
self.iter_num = -1 self.iter_num = -1
@ -231,15 +231,15 @@ class TimeSeriesCore:
@property @property
def dates(self): def dates(self):
if self._dates is None or len(self._dates) != len(self.time_series): if self._dates is None or len(self._dates) != len(self.data):
self._dates = list(self.time_series.keys()) self._dates = list(self.data.keys())
return Series(self._dates) return Series(self._dates)
@property @property
def values(self): def values(self):
if self._values is None or len(self._values) != len(self.time_series): if self._values is None or len(self._values) != len(self.data):
self._values = list(self.time_series.values()) self._values = list(self.data.values())
return Series(self._values) return Series(self._values)
@ -255,19 +255,19 @@ class TimeSeriesCore:
"""Returns a slice of the dataframe from beginning and end""" """Returns a slice of the dataframe from beginning and end"""
printable = {} printable = {}
iter_f = iter(self.time_series) iter_f = iter(self.data)
first_n = [next(iter_f) for i in range(n // 2)] first_n = [next(iter_f) for i in range(n // 2)]
iter_b = reversed(self.time_series) iter_b = reversed(self.data)
last_n = [next(iter_b) for i in range(n // 2)] last_n = [next(iter_b) for i in range(n // 2)]
last_n.sort() last_n.sort()
printable["start"] = [str((i, self.time_series[i])) for i in first_n] printable["start"] = [str((i, self.data[i])) for i in first_n]
printable["end"] = [str((i, self.time_series[i])) for i in last_n] printable["end"] = [str((i, self.data[i])) for i in last_n]
return printable return printable
def __repr__(self): def __repr__(self):
if len(self.time_series) > 6: if len(self.data) > 6:
printable = self._get_printable_slice(6) printable = self._get_printable_slice(6)
printable_str = "{}([{}\n\t ...\n\t {}], frequency={})".format( printable_str = "{}([{}\n\t ...\n\t {}], frequency={})".format(
self.__class__.__name__, self.__class__.__name__,
@ -278,20 +278,20 @@ class TimeSeriesCore:
else: else:
printable_str = "{}([{}], frequency={})".format( printable_str = "{}([{}], frequency={})".format(
self.__class__.__name__, self.__class__.__name__,
",\n\t".join([str(i) for i in self.time_series.items()]), ",\n\t".join([str(i) for i in self.data.items()]),
repr(self.frequency.symbol), repr(self.frequency.symbol),
) )
return printable_str return printable_str
def __str__(self): def __str__(self):
if len(self.time_series) > 6: if len(self.data) > 6:
printable = self._get_printable_slice(6) printable = self._get_printable_slice(6)
printable_str = "[{}\n ...\n {}]".format( printable_str = "[{}\n ...\n {}]".format(
",\n ".join(printable["start"]), ",\n ".join(printable["start"]),
",\n ".join(printable["end"]), ",\n ".join(printable["end"]),
) )
else: else:
printable_str = "[{}]".format(",\n ".join([str(i) for i in self.time_series.items()])) printable_str = "[{}]".format(",\n ".join([str(i) for i in self.data.items()]))
return printable_str return printable_str
def __getitem__(self, key): def __getitem__(self, key):
@ -302,14 +302,14 @@ class TimeSeriesCore:
raise Exception(f"Length of Series: {len(key)} did not match length of object: {len(self.dates)}") raise Exception(f"Length of Series: {len(key)} did not match length of object: {len(self.dates)}")
else: else:
dates_to_return = [self.dates[i] for i, j in enumerate(key) if j] dates_to_return = [self.dates[i] for i, j in enumerate(key) if j]
data_to_return = [(key, self.time_series[key]) for key in dates_to_return] data_to_return = [(key, self.data[key]) for key in dates_to_return]
return TimeSeriesCore(data_to_return, frequency=self.frequency.symbol) return TimeSeriesCore(data_to_return, frequency=self.frequency.symbol)
if isinstance(key, int): if isinstance(key, int):
raise KeyError(f"{key}. For index based slicing, use .iloc[{key}]") raise KeyError(f"{key}. For index based slicing, use .iloc[{key}]")
elif isinstance(key, (datetime.datetime, datetime.date)): elif isinstance(key, (datetime.datetime, datetime.date)):
key = _parse_date(key) key = _parse_date(key)
item = (key, self.time_series[key]) item = (key, self.data[key])
elif isinstance(key, str): elif isinstance(key, str):
if key == "dates": if key == "dates":
return self.dates return self.dates
@ -317,17 +317,17 @@ class TimeSeriesCore:
return self.values return self.values
dt_key = _parse_date(key) dt_key = _parse_date(key)
item = (dt_key, self.time_series[dt_key]) item = (dt_key, self.data[dt_key])
elif isinstance(key, Sequence): elif isinstance(key, Sequence):
keys = [_parse_date(i) for i in key] keys = [_parse_date(i) for i in key]
item = [(k, self.time_series[k]) for k in keys] item = [(k, self.data[k]) for k in keys]
else: else:
raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.") raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.")
return item return item
def __len__(self): def __len__(self):
return len(self.time_series) return len(self.data)
def __iter__(self): def __iter__(self):
self.n = 0 self.n = 0
@ -339,22 +339,22 @@ class TimeSeriesCore:
else: else:
key = self.dates[self.n] key = self.dates[self.n]
self.n += 1 self.n += 1
return key, self.time_series[key] return key, self.data[key]
def head(self, n: int = 6): def head(self, n: int = 6):
"""Returns the first n items of the TimeSeries object""" """Returns the first n items of the TimeSeries object"""
keys = list(self.time_series.keys()) keys = list(self.data.keys())
keys = keys[:n] keys = keys[:n]
result = [(key, self.time_series[key]) for key in keys] result = [(key, self.data[key]) for key in keys]
return result return result
def tail(self, n: int = 6): def tail(self, n: int = 6):
"""Returns the last n items of the TimeSeries object""" """Returns the last n items of the TimeSeries object"""
keys = list(self.time_series.keys()) keys = list(self.data.keys())
keys = keys[-n:] keys = keys[-n:]
result = [(key, self.time_series[key]) for key in keys] result = [(key, self.data[key]) for key in keys]
return result return result
@property @property