From 0b414cb25399efb6b7cc408bb0802d35f6678e1a Mon Sep 17 00:00:00 2001
From: Peter Luenenschloss <peter.luenenschloss@ufz.de>
Date: Thu, 24 Sep 2020 12:15:47 +0200
Subject: [PATCH] added indexer for forward facing windows to custom rllling
mechanics
---
saqc/lib/tools.py | 21 ++++++++++++++++++---
1 file changed, 18 insertions(+), 3 deletions(-)
diff --git a/saqc/lib/tools.py b/saqc/lib/tools.py
index 8d21d8dcd..d650113f1 100644
--- a/saqc/lib/tools.py
+++ b/saqc/lib/tools.py
@@ -361,15 +361,25 @@ def mutateIndex(index, old_name, new_name):
class FreqIndexer(BaseIndexer):
+# indexer class capable of generating indices for frequency determined windows,
+# arbitrary window skips and forward facing windows (meant to be used by pd.rolling)
def get_window_bounds(self, num_values, min_periods, center, closed):
+ i_dir = 1
+ if self.forward:
+ i_dir = -1
+
start, end = calculate_variable_window_bounds(num_values, self.window_size, min_periods, center, closed,
- self.index_array)
+ self.index_array[::i_dir])
+ if self.forward:
+ start, end = (num_values - end)[::-1], (num_values - start)[::-1]
end[~self.win_points] = 0
start[~self.win_points] = 0
return start, end
class PeriodsIndexer(BaseIndexer):
+# indexer class capable of generating periods-number determined windows and
+# arbitrary window skips (meant to be used by pd.rolling)
def get_window_bounds(self, num_values, min_periods, center, closed):
start_s = np.zeros(self.window_size, dtype="int64")
start_e = (
@@ -387,7 +397,8 @@ class PeriodsIndexer(BaseIndexer):
return start, end
-def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False, closed=None, raw=True, engine=None):
+def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False, closed=None, raw=True, engine=None,
+ forward=False):
"""
A wrapper around pandas.rolling.apply(), that allows for skipping func application on
arbitrary selections of windows.
@@ -418,6 +429,9 @@ def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False,
Gets passed on to the raw parameter of pandas.Rolling.apply.
engine : {None, 'numba'}, default None
Gets passed on to the engine parameter of pandas.Rolling.apply.
+ forward : bool, default False
+ If true, roll with forward facing windows. (not yet implemented for
+ integer defined windows.)
Returns
-------
@@ -433,7 +447,8 @@ def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False,
win_points=roll_mask,
index_array=to_roll.index.to_numpy(int),
center=center,
- closed=closed)
+ closed=closed,
+ forward=forward)
elif isinstance(winsz, int):
indexer = PeriodsIndexer(window_size=winsz,
--
GitLab