cryptodatapy 0.2.26__py3-none-any.whl → 0.2.28__py3-none-any.whl

cryptodatapy/util/utils.py

@@ -1,4 +1,53 @@
 import pandas as pd
+from typing import List
+
+
+def compute_reference_price(dfs: List[pd.DataFrame],
+                            method: str = 'median',
+                            trim_pct: float = 0.25,
+                            ) -> pd.DataFrame:
+    """
+    Computes the consensus price from a list of dataframes.
+
+    Parameters
+    ----------
+    dfs: pd.DataFrame
+        List of dataframes containing price data.
+    method: str, optional
+        Method to compute the consensus price. Options are 'median' or 'trimmed_mean'.
+        Default is 'median'.
+    trim_pct: float, optional
+        Percentage of data to trim from both ends for 'trimmed_mean' method.
+        Default is 0.25 (25%).
+    Returns
+    -------
+    pd.DataFrame
+        Dataframe with the consensus price.
+    """
+    if not List:
+        raise ValueError("The input list is empty.")
+
+    # Concatenate all dataframes in the list
+    stacked_df = pd.concat(dfs)
+
+    # Compute consensus price based on the specified method
+    if method == 'median':
+        consensus_price = stacked_df.groupby(['date', 'ticker']).median()
+
+    elif method == 'trimmed_mean':
+        # Calculate trimmed mean with specified bounds
+        lower_bound = stacked_df.groupby(level=[0, 1]).quantile(trim_pct)
+        upper_bound = stacked_df.groupby(level=[0, 1]).quantile(1 - trim_pct)
+
+        # Filter out values outside the bounds
+        filtered_df = stacked_df[(stacked_df >= lower_bound.reindex(stacked_df.index)) &
+                                 (stacked_df <= upper_bound.reindex(stacked_df.index))]
+
+        consensus_price = filtered_df.groupby(level=[0, 1]).mean()
+    else:
+        raise ValueError("Method must be either 'median' or 'trimmed_mean'.")
+
+    return consensus_price.sort_index()
 
 
 def stitch_dataframes(df1: pd.DataFrame, df2: pd.DataFrame) -> pd.DataFrame:
@@ -53,7 +102,6 @@ def rebase_fx_to_foreign_vs_usd(df) -> pd.DataFrame:
             raise ValueError(f"Unexpected ticker format: {ticker}")
 
     if isinstance(df.index, pd.MultiIndex):
-        # MultiIndex: (date, ticker)
         tickers = df.index.get_level_values(1)
         inverted = tickers.str.startswith("USD")
 

{cryptodatapy-0.2.26.dist-info → cryptodatapy-0.2.28.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: cryptodatapy
-Version: 0.2.26
+Version: 0.2.28
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental

{cryptodatapy-0.2.26.dist-info → cryptodatapy-0.2.28.dist-info}/RECORD

@@ -57,8 +57,8 @@ cryptodatapy/transform/wrangle.py,sha256=cQOkPoiOmQtC7d2G15jMbMJSbinMmLYxM6Or7Ff
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
 cryptodatapy/util/datacredentials.py,sha256=BnoQlUchbP0vfXqXRuhCOOsHyUTMuH5T4RAKBbHzMyo,3140
-cryptodatapy/util/utils.py,sha256=e71wm9F-6lXwODcdcHlxwR6t3RS582ibLM047rvcTO8,2434
-cryptodatapy-0.2.26.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.26.dist-info/METADATA,sha256=hhVFvFVTNwP3PTKIV4fUKFB_Od2imABceznnVDiSRMw,6473
-cryptodatapy-0.2.26.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-cryptodatapy-0.2.26.dist-info/RECORD,,
+cryptodatapy/util/utils.py,sha256=zXDPnqLNaeWVGgUDVG70q-WcaIuxbAVbYeinKchdlL4,4146
+cryptodatapy-0.2.28.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.28.dist-info/METADATA,sha256=or2VOUWh0yvQGwJ-v3NPPWqNJpWR1Di7tDiSQ-5rTIo,6473
+cryptodatapy-0.2.28.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+cryptodatapy-0.2.28.dist-info/RECORD,,