Compare commits
4 Commits
b246709603
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03a8045400
Author | SHA1 | Date | |
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03a8045400 | |||
625c9228e9 | |||
3ec5b06e83 | |||
e8dbc16157 |
359
fincal/core.py
359
fincal/core.py
@ -149,99 +149,72 @@ 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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return other
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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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def __ne__(self, other):
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eq = Series([i == other for i in self.data], "bool")
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other = self._comparison_validator(other)
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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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if isinstance(other, Series):
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return eq
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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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@Mapping.register
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@Mapping.register
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@ -362,9 +335,13 @@ class TimeSeriesCore:
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@date_parser(1)
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@date_parser(1)
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def _get_item_from_date(self, date: str | datetime.datetime):
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def _get_item_from_date(self, date: str | datetime.datetime):
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"""Helper function to retrieve item using a date"""
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return date, self.data[date]
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return date, self.data[date]
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def _get_item_from_key(self, key: str | datetime.datetime):
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def _get_item_from_key(self, key: str | datetime.datetime):
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"""Helper function to implement special keys"""
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if isinstance(key, int):
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if isinstance(key, int):
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raise KeyError(f"{key}. \nHint: use .iloc[{key}] for index based slicing.")
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raise KeyError(f"{key}. \nHint: use .iloc[{key}] for index based slicing.")
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@ -374,10 +351,17 @@ class TimeSeriesCore:
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return self._get_item_from_date(key)
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return self._get_item_from_date(key)
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def _get_item_from_list(self, date_list: Sequence[str | datetime.datetime]):
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def _get_item_from_list(self, date_list: Sequence[str | datetime.datetime]):
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"""Helper function to retrieve items using a list"""
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data_to_return = [self._get_item_from_key(key) for key in date_list]
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data_to_return = [self._get_item_from_key(key) for key in date_list]
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return self.__class__(data_to_return, frequency=self.frequency.symbol)
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return self.__class__(data_to_return, frequency=self.frequency.symbol)
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def _get_item_from_series(self, series: Series):
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def _get_item_from_series(self, series: Series):
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"""Helper function to retrieve item using a Series object
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A Series of type bool of equal length to the time series can be used.
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A Series of dates can be used to filter out a set of dates.
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"""
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if series.dtype == bool:
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if series.dtype == bool:
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if len(series) != len(self.dates):
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if len(series) != len(self.dates):
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raise ValueError(f"Length of Series: {len(series)} did not match length of object: {len(self.dates)}")
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raise ValueError(f"Length of Series: {len(series)} did not match length of object: {len(self.dates)}")
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@ -401,30 +385,6 @@ 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 +396,116 @@ 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 any(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 __ne__(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):
|
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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@ -455,6 +525,121 @@ class TimeSeriesCore:
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def __contains__(self, key: object) -> bool:
|
def __contains__(self, key: object) -> bool:
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return key in self.data
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return key in self.data
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def _arithmatic_validator(self, other):
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"""Validates input data before performing math operatios"""
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if not isinstance(other, (Number, Series, TimeSeriesCore)):
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raise TypeError(
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"Cannot perform mathematical operations between "
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f"'{self.__class__.__name__}' and '{other.__class__.__name__}'"
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)
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if isinstance(other, TimeSeriesCore):
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if len(other) != len(self):
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raise ValueError("Can only perform mathematical operations between objects of same length.")
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if any(self.dates != other.dates):
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raise ValueError("Can only perform mathematical operations between objects having same dates.")
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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(
|
||||||
|
"Cannot perform mathematical operations with "
|
||||||
|
f"'{other.__class__.__name__}' of type '{other.dtype}'"
|
||||||
|
)
|
||||||
|
if len(other) != len(self):
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||||||
|
raise ValueError("Can only perform mathematical operations between objects of same length.")
|
||||||
|
|
||||||
|
def __add__(self, other):
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||||||
|
self._arithmatic_validator(other)
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||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
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||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val + other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val + other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __sub__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val - other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val - other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __truediv__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val / other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val / other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __floordiv__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val // other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val // other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __mul__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val * other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val * other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __mod__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val % other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val % other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
|
def __pow__(self, other):
|
||||||
|
self._arithmatic_validator(other)
|
||||||
|
|
||||||
|
if isinstance(other, TimeSeriesCore):
|
||||||
|
other = other.values
|
||||||
|
|
||||||
|
if isinstance(other, Series):
|
||||||
|
data = {dt: val ** other[i] for i, (dt, val) in enumerate(self.data.items())}
|
||||||
|
elif isinstance(other, Number):
|
||||||
|
data = {dt: val**other for dt, val in self.data.items()}
|
||||||
|
|
||||||
|
return self.__class__(data, self.frequency.symbol)
|
||||||
|
|
||||||
@date_parser(1)
|
@date_parser(1)
|
||||||
def get(self, date: str | datetime.datetime, default=None, closest=None):
|
def get(self, date: str | datetime.datetime, default=None, closest=None):
|
||||||
|
|
||||||
|
@ -244,3 +244,93 @@ class TestTimeSeriesCoreHeadTail:
|
|||||||
assert isinstance(head_tail_ts, TimeSeriesCore)
|
assert isinstance(head_tail_ts, TimeSeriesCore)
|
||||||
assert "2021-07-01" in head_tail_ts
|
assert "2021-07-01" in head_tail_ts
|
||||||
assert head_tail_ts.iloc[1][1] == 290
|
assert head_tail_ts.iloc[1][1] == 290
|
||||||
|
|
||||||
|
|
||||||
|
class TestDelitem:
|
||||||
|
data = [
|
||||||
|
("2021-01-01", 220),
|
||||||
|
("2021-02-01", 230),
|
||||||
|
("2021-03-01", 240),
|
||||||
|
("2021-04-01", 250),
|
||||||
|
]
|
||||||
|
|
||||||
|
def test_deletion(self):
|
||||||
|
ts = TimeSeriesCore(self.data, "M")
|
||||||
|
assert len(ts) == 4
|
||||||
|
del ts["2021-03-01"]
|
||||||
|
assert len(ts) == 3
|
||||||
|
assert "2021-03-01" not in ts
|
||||||
|
|
||||||
|
with pytest.raises(KeyError):
|
||||||
|
del ts["2021-03-01"]
|
||||||
|
|
||||||
|
|
||||||
|
class TestTimeSeriesComparisons:
|
||||||
|
data1 = [
|
||||||
|
("2021-01-01", 220),
|
||||||
|
("2021-02-01", 230),
|
||||||
|
("2021-03-01", 240),
|
||||||
|
("2021-04-01", 250),
|
||||||
|
]
|
||||||
|
|
||||||
|
data2 = [
|
||||||
|
("2021-01-01", 240),
|
||||||
|
("2021-02-01", 210),
|
||||||
|
("2021-03-01", 240),
|
||||||
|
("2021-04-01", 270),
|
||||||
|
]
|
||||||
|
|
||||||
|
def test_number_comparison(self):
|
||||||
|
ts1 = TimeSeriesCore(self.data1, "M")
|
||||||
|
assert isinstance(ts1 > 23, TimeSeriesCore)
|
||||||
|
assert (ts1 > 230).values == Series([0.0, 0.0, 1.0, 1.0], "float")
|
||||||
|
assert (ts1 >= 230).values == Series([0.0, 1.0, 1.0, 1.0], "float")
|
||||||
|
assert (ts1 < 240).values == Series([1.0, 1.0, 0.0, 0.0], "float")
|
||||||
|
assert (ts1 <= 240).values == Series([1.0, 1.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 == 240).values == Series([0.0, 0.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 != 240).values == Series([1.0, 1.0, 0.0, 1.0], "float")
|
||||||
|
|
||||||
|
def test_series_comparison(self):
|
||||||
|
ts1 = TimeSeriesCore(self.data1, "M")
|
||||||
|
ser = Series([240, 210, 240, 270], data_type="int")
|
||||||
|
|
||||||
|
assert (ts1 > ser).values == Series([0.0, 1.0, 0.0, 0.0], "float")
|
||||||
|
assert (ts1 >= ser).values == Series([0.0, 1.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 < ser).values == Series([1.0, 0.0, 0.0, 1.0], "float")
|
||||||
|
assert (ts1 <= ser).values == Series([1.0, 0.0, 1.0, 1.0], "float")
|
||||||
|
assert (ts1 == ser).values == Series([0.0, 0.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 != ser).values == Series([1.0, 1.0, 0.0, 1.0], "float")
|
||||||
|
|
||||||
|
def test_tsc_comparison(self):
|
||||||
|
ts1 = TimeSeriesCore(self.data1, "M")
|
||||||
|
ts2 = TimeSeriesCore(self.data2, "M")
|
||||||
|
|
||||||
|
assert (ts1 > ts2).values == Series([0.0, 1.0, 0.0, 0.0], "float")
|
||||||
|
assert (ts1 >= ts2).values == Series([0.0, 1.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 < ts2).values == Series([1.0, 0.0, 0.0, 1.0], "float")
|
||||||
|
assert (ts1 <= ts2).values == Series([1.0, 0.0, 1.0, 1.0], "float")
|
||||||
|
assert (ts1 == ts2).values == Series([0.0, 0.0, 1.0, 0.0], "float")
|
||||||
|
assert (ts1 != ts2).values == Series([1.0, 1.0, 0.0, 1.0], "float")
|
||||||
|
|
||||||
|
def test_errors(self):
|
||||||
|
ts1 = TimeSeriesCore(self.data1, "M")
|
||||||
|
ts2 = TimeSeriesCore(self.data2, "M")
|
||||||
|
ser = Series([240, 210, 240], data_type="int")
|
||||||
|
ser2 = Series(["2021-01-01", "2021-02-01", "2021-03-01", "2021-04-01"], data_type="date")
|
||||||
|
|
||||||
|
del ts2["2021-04-01"]
|
||||||
|
|
||||||
|
with pytest.raises(TypeError):
|
||||||
|
ts1 == "a"
|
||||||
|
|
||||||
|
with pytest.raises(ValueError):
|
||||||
|
ts1 > ts2
|
||||||
|
|
||||||
|
with pytest.raises(TypeError):
|
||||||
|
ts1 == ser2
|
||||||
|
|
||||||
|
with pytest.raises(ValueError):
|
||||||
|
ts1 <= ser
|
||||||
|
|
||||||
|
with pytest.raises(TypeError):
|
||||||
|
ts2 < [23, 24, 25, 26]
|
||||||
|
Loading…
Reference in New Issue
Block a user