implemented comparison in TSC, improved comparisons in Series
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parent
b246709603
commit
e8dbc16157
211
fincal/core.py
211
fincal/core.py
@ -149,99 +149,62 @@ class Series(UserList):
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else:
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else:
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return self.data[i]
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return self.data[i]
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def __gt__(self, other):
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def _comparison_validator(self, other):
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if self.dtype == bool:
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"""Validates other before making comparison"""
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raise TypeError("> not supported for boolean series")
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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other = _parse_date(other)
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other = _parse_date(other)
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return other
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if isinstance(other, Series):
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if self.dtype == bool:
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raise TypeError("Comparison operation not supported for boolean series")
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elif isinstance(other, Series):
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if len(self) != len(other):
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if len(self) != len(other):
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raise ValueError("Length of Series must be same for comparison")
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raise ValueError("Length of Series must be same for comparison")
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gt = Series([j > other[i] for i, j in enumerate(self)], "bool")
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elif (self.dtype != float and isinstance(other, Number)) or not isinstance(other, self.dtype):
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elif self.dtype == float and isinstance(other, Number) or isinstance(other, self.dtype):
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gt = Series([i > other for i in self.data], "bool")
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else:
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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return gt
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def __gt__(self, other):
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other = self._comparison_validator(other)
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if isinstance(other, Series):
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return Series([j > other[i] for i, j in enumerate(self)], "bool")
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return Series([i > other for i in self.data], "bool")
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def __ge__(self, other):
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def __ge__(self, other):
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if self.dtype == bool:
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other = self._comparison_validator(other)
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raise TypeError(">= not supported for boolean series")
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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other = _parse_date(other)
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if isinstance(other, Series):
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if isinstance(other, Series):
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if len(self) != len(other):
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return Series([j >= other[i] for i, j in enumerate(self)], "bool")
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raise ValueError("Length of Series must be same for comparison")
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ge = Series([j >= other[i] for i, j in enumerate(self)], "bool")
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return Series([i >= other for i in self.data], "bool")
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elif self.dtype == float and isinstance(other, Number) or isinstance(other, self.dtype):
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ge = Series([i >= other for i in self.data], "bool")
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else:
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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return ge
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def __lt__(self, other):
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def __lt__(self, other):
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if self.dtype == bool:
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other = self._comparison_validator(other)
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raise TypeError("< not supported for boolean series")
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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other = _parse_date(other)
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if isinstance(other, Series):
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if isinstance(other, Series):
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if len(self) != len(other):
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return Series([j < other[i] for i, j in enumerate(self)], "bool")
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raise ValueError("Length of Series must be same for comparison")
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lt = Series([j < other[i] for i, j in enumerate(self)], "bool")
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return Series([i < other for i in self.data], "bool")
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elif self.dtype == float and isinstance(other, Number) or isinstance(other, self.dtype):
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lt = Series([i < other for i in self.data], "bool")
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else:
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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return lt
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def __le__(self, other):
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def __le__(self, other):
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if self.dtype == bool:
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other = self._comparison_validator(other)
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raise TypeError("<= not supported for boolean series")
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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other = _parse_date(other)
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if isinstance(other, Series):
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if isinstance(other, Series):
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if len(self) != len(other):
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return Series([j <= other[i] for i, j in enumerate(self)], "bool")
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raise ValueError("Length of Series must be same for comparison")
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le = Series([j <= other[i] for i, j in enumerate(self)], "bool")
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return Series([i <= other for i in self.data], "bool")
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elif self.dtype == float and isinstance(other, Number) or isinstance(other, self.dtype):
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le = Series([i <= other for i in self.data], "bool")
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else:
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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return le
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def __eq__(self, other):
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def __eq__(self, other):
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if isinstance(other, (str, datetime.datetime, datetime.date)):
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other = self._comparison_validator(other)
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other = _parse_date(other)
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if isinstance(other, Series):
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if isinstance(other, Series):
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if len(self) != len(other):
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return Series([j == other[i] for i, j in enumerate(self)], "bool")
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raise ValueError("Length of Series must be same for comparison")
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eq = Series([j == other[i] for i, j in enumerate(self)], "bool")
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return Series([i == other for i in self.data], "bool")
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elif self.dtype == float and isinstance(other, Number) or isinstance(other, self.dtype):
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eq = Series([i == other for i in self.data], "bool")
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else:
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raise Exception(f"Cannot compare type {self.dtype.__name__} to {type(other).__name__}")
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return eq
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@Mapping.register
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@Mapping.register
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@ -401,30 +364,6 @@ class TimeSeriesCore:
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raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.")
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raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.")
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def __gt__(self, other):
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if isinstance(other, Number):
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data = {k: v > other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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if self.dates != other.dates:
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raise ValueError(
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"Only objects with same set of dates can be compared.\n"
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"Hint: use TimeSeries.sync() method to sync dates of two TimeSeries objects."
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)
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data = {dt: val > other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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if Series.dtype != float:
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raise TypeError("Only Series of type float can be used for comparison")
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if len(self) != len(other):
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raise ValueError("Length of series does not match length of object")
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data = {dt: val > other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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@date_parser(1)
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@date_parser(1)
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def __setitem__(self, key: str | datetime.datetime, value: Number) -> None:
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def __setitem__(self, key: str | datetime.datetime, value: Number) -> None:
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if not isinstance(value, Number):
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if not isinstance(value, Number):
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@ -436,6 +375,102 @@ class TimeSeriesCore:
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self.data.update({key: value})
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self.data.update({key: value})
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self.data = dict(sorted(self.data.items()))
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self.data = dict(sorted(self.data.items()))
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@date_parser(1)
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def __delitem__(self, key):
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del self.data[key]
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def _comparison_validator(self, other):
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"""Validates the data before comparison is performed"""
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if not isinstance(other, (Number, Series, TimeSeriesCore)):
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raise TypeError(
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f"Comparison cannot be performed between '{self.__class__.__name__}' and '{other.__class__.__name__}'"
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)
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if isinstance(other, TimeSeriesCore):
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if self.dates != other.dates:
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raise ValueError(
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"Only objects with same set of dates can be compared.\n"
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"Hint: use TimeSeries.sync() method to sync dates of two TimeSeries objects."
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)
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if isinstance(other, Series):
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if other.dtype != float:
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raise TypeError("Only Series of type float can be used for comparison")
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if len(self) != len(other):
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raise ValueError("Length of series does not match length of object")
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def __gt__(self, other):
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self._comparison_validator(other)
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if isinstance(other, Number):
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data = {k: v > other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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data = {dt: val > other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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data = {dt: val > other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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def __ge__(self, other):
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self._comparison_validator(other)
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if isinstance(other, Number):
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data = {k: v >= other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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data = {dt: val >= other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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data = {dt: val >= other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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def __lt__(self, other):
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self._comparison_validator(other)
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if isinstance(other, Number):
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data = {k: v < other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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data = {dt: val < other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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data = {dt: val < other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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def __le__(self, other):
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self._comparison_validator(other)
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if isinstance(other, Number):
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data = {k: v <= other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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data = {dt: val <= other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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data = {dt: val <= other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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def __eq__(self, other):
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self._comparison_validator(other)
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if isinstance(other, Number):
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data = {k: v == other for k, v in self.data.items()}
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if isinstance(other, TimeSeriesCore):
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data = {dt: val == other[dt][1] for dt, val in self.data.items()}
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if isinstance(other, Series):
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data = {dt: val == other[i] for i, (dt, val) in enumerate(self.data.items())}
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return self.__class__(data, frequency=self.frequency.symbol)
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def __iter__(self):
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def __iter__(self):
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self.n = 0
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self.n = 0
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return self
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return self
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