cryptodatapy 0.2.3__py3-none-any.whl → 0.2.4__py3-none-any.whl

cryptodatapy/transform/filter.py

@@ -88,7 +88,8 @@ class Filter:
 
         # add excl cols
         if self.excl_cols is not None:
-            self.filtered_df = pd.concat([self.filtered_df, self.raw_df[self.excl_cols]], join="outer", axis=1)
+            self.filtered_df = pd.concat([self.filtered_df,
+                                          self.raw_df[self.excl_cols].reindex(self.filtered_df.index)], axis=1)
 
         return self.filtered_df
 
@@ -132,7 +133,8 @@ class Filter:
 
         # add excl cols
         if self.excl_cols is not None:
-            self.filtered_df = pd.concat([self.df, self.raw_df[self.excl_cols]], join="outer", axis=1)
+            self.filtered_df = pd.concat([self.df,
+                                          self.raw_df[self.excl_cols].reindex(self.df)], axis=1)
         else:
             self.filtered_df = self.df
 
@@ -164,8 +166,34 @@ class Filter:
         # drop tickers with nobs < cs_obs
         obs = self.filtered_df.groupby(level=0).count().min(axis=1)
         idx_start = obs[obs > cs_obs].index[0]
-        # self.filtered_df = self.filtered_df.unstack()[self.filtered_df.unstack().index > idx_start].stack()
         self.filtered_df = self.filtered_df.loc[idx_start:]
+
+        return self.filtered_df
+
+    def remove_delisted(self, field: str = 'close', n_unch_vals: int = 30) -> pd.DataFrame:
+        """
+        Removes delisted tickers from dataframe.
+
+        Parameters
+        ----------
+        field: str, default 'close'
+            Field/column to use for detecting delisted tickers.
+        n_unch_vals: int, default 30
+            Number of consecutive unchanged values to consider a ticker as delisted.
+
+        Returns
+        -------
+        filtered_df: pd.DataFrame - MultiIndex
+            Filtered dataFrame with DatetimeIndex (level 0), tickers (level 1) and fields (cols).
+        """
+        # delisted tickers
+        delisted_tickers = self.df[field].unstack()[self.df[field].unstack().pct_change().iloc[-n_unch_vals:] == 0].\
+            dropna(how='all', axis=0).dropna(thresh=n_unch_vals, axis=1).columns
+        print(delisted_tickers)
+
+        # drop delisted tickers
+        self.filtered_df = self.df.drop(delisted_tickers, level=1)
+
         return self.filtered_df
 
     def tickers(self, tickers_list) -> pd.DataFrame:
@@ -188,7 +216,7 @@ class Filter:
             tickers_list = [tickers_list]
 
         # drop tickers
-        self.filtered_df = self.df.drop(tickers_list, level=1, axis=0)
+        self.filtered_df = self.df.drop(tickers_list, level=1)
 
         return self.filtered_df
 

{cryptodatapy-0.2.3.dist-info → cryptodatapy-0.2.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cryptodatapy
-Version: 0.2.3
+Version: 0.2.4
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental
@@ -13,6 +13,7 @@ Classifier: Programming Language :: Python :: 3.9
 Requires-Dist: DBnomics (>=1.2.3)
 Requires-Dist: ccxt (>=1.91.52)
 Requires-Dist: coinmetrics-api-client (>=2022.6.17); python_version >= "3.7"
+Requires-Dist: fsspec (>=2024.6.1)
 Requires-Dist: investpy (>=1.0.8)
 Requires-Dist: matplotlib (>=3.5.2)
 Requires-Dist: numpy (>=1.23.2)
@@ -20,8 +21,10 @@ Requires-Dist: openpyxl (>=3.1.2)
 Requires-Dist: pandas (>=1.4.4)
 Requires-Dist: pandas-datareader (>=0.10.0)
 Requires-Dist: prophet (>=1.1); python_version >= "3.7"
+Requires-Dist: pyarrow (>=17.0.0)
 Requires-Dist: requests (>=2.28.0); python_version >= "3.7"
 Requires-Dist: responses (>=0.21.0)
+Requires-Dist: s3fs (>=2024.6.1,<2025.0.0)
 Requires-Dist: selenium (>=4.4.3)
 Requires-Dist: statsmodels (>=0.13.2)
 Requires-Dist: webdriver-manager (>=3.8.3)

{cryptodatapy-0.2.3.dist-info → cryptodatapy-0.2.4.dist-info}/RECORD

@@ -54,17 +54,17 @@ cryptodatapy/extract/web/__init__.py,sha256=8i0fweCeqSpdiPf-47jT240I4ca6SizCu9aD
 cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
 cryptodatapy/extract/web/web.py,sha256=27cAzlIyYn6R29726J7p9NhSwHypas9EQSjHLILtcjk,9748
 cryptodatapy/transform/__init__.py,sha256=Spb5cGJ3V_o8hgSWOSrF8J_vsSZpFk0uzW7RpkgfbFE,131
-cryptodatapy/transform/clean.py,sha256=rWxEnNIGs28k8x5Hmvo1VcDRtu1-ys0p6M8AO0hDikE,11493
-cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=9UNGJCgDZrpPbcoGh2kol_Mt20bf572IHgcPKxzqJ5M,52671
+cryptodatapy/transform/clean.py,sha256=uWz9qO55o3-TZGZPPsr0tXAhg2QLMElQ6EkNy-pV96Q,12660
+cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=AsO1JMiKKnpRPDU7PT5y8eigNqu0hwkXxVjApt9H9JM,40056
 cryptodatapy/transform/convertparams.py,sha256=WuQuPxKkjBy85F4NCYdSLWIls-1Avltu6EoaSIu7AYc,44285
-cryptodatapy/transform/filter.py,sha256=AArjX0ccYs6NVwoTSrj7G3RvBlqSseQcSDT5B9eXmCY,8030
+cryptodatapy/transform/filter.py,sha256=0-Yz8tfOpHUBULiIVKRlih6lzBj9W9kVzWz1ojYBtSI,9014
 cryptodatapy/transform/impute.py,sha256=c7qdgFg0qs_xuQnX0jazpt0wgASC0KElLZRuxTkeVKY,5519
 cryptodatapy/transform/od.py,sha256=LHCzs-Q1hWHixWaQLhnHRacI-sVNlLX_EFv4jOpp4Zk,31008
 cryptodatapy/transform/wrangle.py,sha256=cBPV2Ub4RmVCdFdx3UlOlI2s4Rc_zzoMAXWcJvqbehs,40157
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
 cryptodatapy/util/datacredentials.py,sha256=KkfJJqDr1jvzdlvpKNqrPwDvWyfbA5GDY87ZG3PHpIA,1510
-cryptodatapy-0.2.3.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.3.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
-cryptodatapy-0.2.3.dist-info/METADATA,sha256=Z4P3NafpxStnr3crVtpMYJ2ZtPuOpcgqvSwrV2ka4oU,6188
-cryptodatapy-0.2.3.dist-info/RECORD,,
+cryptodatapy-0.2.4.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.4.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
+cryptodatapy-0.2.4.dist-info/METADATA,sha256=SXI76NY-jFrgBFebNE3ZcYhSa-7rCPqB9NNPxwer5HY,6300
+cryptodatapy-0.2.4.dist-info/RECORD,,