From 9d5cd73115149ab6b048c6fc3ddd14a704ecb5b7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Sebastian=20M=C3=BCller?= <mueller.seb@posteo.de>
Date: Tue, 29 Aug 2023 13:39:04 +0200
Subject: [PATCH] data: add tools for masked arrays
---
src/finam/data/__init__.py | 8 +++++
src/finam/data/tools.py | 66 ++++++++++++++++++++++++++++++++++++++
2 files changed, 74 insertions(+)
diff --git a/src/finam/data/__init__.py b/src/finam/data/__init__.py
index 9edf5a82..836f98ea 100644
--- a/src/finam/data/__init__.py
+++ b/src/finam/data/__init__.py
@@ -88,12 +88,15 @@ from .tools import (
assert_type,
check,
check_quantified,
+ filled,
full,
full_like,
get_dimensionality,
get_magnitude,
get_units,
+ has_masked_values,
has_time_axis,
+ is_masked_array,
is_quantified,
prepare,
quantify,
@@ -141,3 +144,8 @@ __all__ += [
"to_datetime",
"to_units",
]
+__all__ += [
+ "is_masked_array",
+ "has_masked_values",
+ "filled",
+]
diff --git a/src/finam/data/tools.py b/src/finam/data/tools.py
index 9aee2a61..9484f685 100644
--- a/src/finam/data/tools.py
+++ b/src/finam/data/tools.py
@@ -433,6 +433,72 @@ def is_quantified(xdata):
return isinstance(xdata, pint.Quantity)
+def is_masked_array(xdata):
+ """
+ Check if data is a masked array.
+
+ Parameters
+ ----------
+ xdata : Any
+ The given data array.
+
+ Returns
+ -------
+ bool
+ Whether the data is a MaskedArray.
+ """
+ if is_quantified(xdata):
+ return np.ma.isMaskedArray(xdata.magnitude)
+ return np.ma.isMaskedArray(xdata)
+
+
+def has_masked_values(xdata):
+ """
+ Determine whether the data has masked values.
+
+ Parameters
+ ----------
+ xdata : Any
+ The given data array.
+
+ Returns
+ -------
+ bool
+ Whether the data is a MaskedArray and has any masked values.
+ """
+ if is_quantified(xdata):
+ return np.ma.is_masked(xdata.magnitude)
+ return np.ma.is_masked(xdata)
+
+
+def filled(xdata, fill_value=None):
+ """
+ Return a filled array if the data is masked.
+
+ Parameters
+ ----------
+ xdata : :class:`pint.Quantity` or :class:`numpy.ndarray` or :class:`numpy.ma.MaskedArray`
+ The reference object input.
+ fill_value : array_like, optional
+ The value to use for invalid entries. Can be scalar or non-scalar.
+ If non-scalar, the resulting ndarray must be broadcastable over
+ input array. Default is None, in which case, the `fill_value`
+ attribute of the array is used instead.
+
+ Returns
+ -------
+ pint.Quantity or numpy.ndarray
+ New object with the same shape and type as other,
+ with the data filled with fill_value.
+ Units will be taken from the input if present.
+ """
+ if not is_masked_array(xdata):
+ return xdata
+ if is_quantified(xdata):
+ return UNITS.Quantity(xdata.magnitude.filled(fill_value), xdata.units)
+ return xdata.filled(fill_value)
+
+
def quantify(xdata, units=None):
"""
Quantifies data.
--
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