dycw-utilities 0.109.14__py3-none-any.whl → 0.109.15__py3-none-any.whl

{dycw_utilities-0.109.14.dist-info → dycw_utilities-0.109.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dycw-utilities
-Version: 0.109.14
+Version: 0.109.15
 Author-email: Derek Wan <d.wan@icloud.com>
 License-File: LICENSE
 Requires-Python: >=3.12

{dycw_utilities-0.109.14.dist-info → dycw_utilities-0.109.15.dist-info}/RECORD

@@ -1,4 +1,4 @@
-utilities/__init__.py,sha256=9sl1XiZAUQGAGfCyJEHhTC7Kfmx8TtcYJHtVOZdUugw,61
+utilities/__init__.py,sha256=qZyUzwQ2zZu6ZkKszEeJGs10nbVWvqm_izEvqG8MgXM,61
 utilities/altair.py,sha256=Gpja-flOo-Db0PIPJLJsgzAlXWoKUjPU1qY-DQ829ek,9156
 utilities/astor.py,sha256=xuDUkjq0-b6fhtwjhbnebzbqQZAjMSHR1IIS5uOodVg,777
 utilities/asyncio.py,sha256=41oQUurWMvadFK5gFnaG21hMM0Vmfn2WS6OpC0R9mas,14757
@@ -47,7 +47,7 @@ utilities/period.py,sha256=ikHXsWtDLr553cfH6p9mMaiCnIAP69B7q84ckWV3HaA,10884
 utilities/pickle.py,sha256=Bhvd7cZl-zQKQDFjUerqGuSKlHvnW1K2QXeU5UZibtg,657
 utilities/platform.py,sha256=NU7ycTvAXAG-fdYmDXaM1m4EOml2cGiaYwaUzfzSqyU,1767
 utilities/polars.py,sha256=aOQNVyV04qYZjg7Exi6zYERhSQoCMzBP74oufxqANFY,52167
-utilities/polars_ols.py,sha256=AQe3RFOMv8CEI_ZCoscb_-PxB4JWjO0TAEmk8DKLeaI,2138
+utilities/polars_ols.py,sha256=Uc9V5kvlWZ5cU93lKZ-cfAKdVFFw81tqwLW9PxtUvMs,5618
 utilities/pqdm.py,sha256=foRytQybmOQ05pjt5LF7ANyzrIa--4ScDE3T2wd31a4,3118
 utilities/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 utilities/pydantic.py,sha256=f6qtR5mO2YMuyvNmbaEj5YeD9eGA4YYfb7Bjzh9jUs0,1845
@@ -86,7 +86,7 @@ utilities/warnings.py,sha256=yUgjnmkCRf6QhdyAXzl7u0qQFejhQG3PrjoSwxpbHrs,1819
 utilities/whenever.py,sha256=TjoTAJ1R27-rKXiXzdE4GzPidmYqm0W58XydDXp-QZM,17786
 utilities/zipfile.py,sha256=24lQc9ATcJxHXBPc_tBDiJk48pWyRrlxO2fIsFxU0A8,699
 utilities/zoneinfo.py,sha256=-DQz5a0Ikw9jfSZtL0BEQkXOMC9yGn_xiJYNCLMiqEc,1989
-dycw_utilities-0.109.14.dist-info/METADATA,sha256=sjPmXifZcBMY4js2lgCXzweOgdeXLZ1qihJdZ8lFsTA,13005
-dycw_utilities-0.109.14.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-dycw_utilities-0.109.14.dist-info/licenses/LICENSE,sha256=gppZp16M6nSVpBbUBrNL6JuYfvKwZiKgV7XoKKsHzqo,1066
-dycw_utilities-0.109.14.dist-info/RECORD,,
+dycw_utilities-0.109.15.dist-info/METADATA,sha256=sqk1b4cCCM8V737VBkLkTToWlAJ5Mb7Co4LmlynJ4Tg,13005
+dycw_utilities-0.109.15.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+dycw_utilities-0.109.15.dist-info/licenses/LICENSE,sha256=gppZp16M6nSVpBbUBrNL6JuYfvKwZiKgV7XoKKsHzqo,1066
+dycw_utilities-0.109.15.dist-info/RECORD,,

utilities/__init__.py

@@ -1,3 +1,3 @@
 from __future__ import annotations
 
-__version__ = "0.109.14"
+__version__ = "0.109.15"

utilities/polars_ols.py

@@ -1,19 +1,22 @@
 from __future__ import annotations
 
-from typing import TYPE_CHECKING
+from typing import TYPE_CHECKING, overload
 
-from polars import struct
+from polars import Expr, Series, struct
 from polars_ols import RollingKwargs, compute_rolling_least_squares
 
-from utilities.polars import ensure_expr_or_series
+from utilities.errors import ImpossibleCaseError
+from utilities.functions import is_sequence_of
+from utilities.polars import concat_series, ensure_expr_or_series
 
 if TYPE_CHECKING:
-    from polars import Expr
+    from polars._typing import IntoExprColumn
     from polars_ols import NullPolicy
 
     from utilities.polars import ExprLike
 
 
+@overload
 def compute_rolling_ols(
     target: ExprLike,
     *features: ExprLike,
@@ -24,9 +27,106 @@ def compute_rolling_ols(
     min_periods: int | None = None,
     use_woodbury: bool | None = None,
     alpha: float | None = None,
+) -> Expr: ...
+@overload
+def compute_rolling_ols(
+    target: Series,
+    *features: Series,
+    sample_weights: Series | None = None,
+    add_intercept: bool = False,
+    null_policy: NullPolicy = "drop_window",
+    window_size: int = 1000000,
+    min_periods: int | None = None,
+    use_woodbury: bool | None = None,
+    alpha: float | None = None,
+) -> Series: ...
+@overload
+def compute_rolling_ols(
+    target: IntoExprColumn,
+    *features: IntoExprColumn,
+    sample_weights: IntoExprColumn | None = None,
+    add_intercept: bool = False,
+    null_policy: NullPolicy = "drop_window",
+    window_size: int = 1000000,
+    min_periods: int | None = None,
+    use_woodbury: bool | None = None,
+    alpha: float | None = None,
+) -> Expr | Series: ...
+def compute_rolling_ols(
+    target: IntoExprColumn,
+    *features: IntoExprColumn,
+    sample_weights: IntoExprColumn | None = None,
+    add_intercept: bool = False,
+    null_policy: NullPolicy = "drop_window",
+    window_size: int = 1000000,
+    min_periods: int | None = None,
+    use_woodbury: bool | None = None,
+    alpha: float | None = None,
+) -> Expr | Series:
+    """Compute a rolling OLS."""
+    target = ensure_expr_or_series(target)
+    features2 = tuple(map(ensure_expr_or_series, features))
+    sample_weights = (
+        None if sample_weights is None else ensure_expr_or_series(sample_weights)
+    )
+    if (
+        isinstance(target, Expr)
+        and is_sequence_of(features2, Expr)
+        and ((sample_weights is None) or isinstance(sample_weights, Expr))
+    ):
+        return _compute_rolling_ols_expr(
+            target,
+            *features2,
+            sample_weights=sample_weights,
+            add_intercept=add_intercept,
+            null_policy=null_policy,
+            window_size=window_size,
+            min_periods=min_periods,
+            use_woodbury=use_woodbury,
+            alpha=alpha,
+        )
+    if (
+        isinstance(target, Series)
+        and is_sequence_of(features2, Series)
+        and ((sample_weights is None) or isinstance(sample_weights, Series))
+    ):
+        return concat_series(
+            target, *features2, *([] if sample_weights is None else [sample_weights])
+        ).with_columns(
+            _compute_rolling_ols_expr(
+                target.name,
+                *(f.name for f in features2),
+                sample_weights=None if sample_weights is None else sample_weights.name,
+                add_intercept=add_intercept,
+                null_policy=null_policy,
+                window_size=window_size,
+                min_periods=min_periods,
+                use_woodbury=use_woodbury,
+                alpha=alpha,
+            )
+        )["ols"]
+    raise ImpossibleCaseError(  # pragma: no cover
+        case=[f"{target=}", f"{features2=}", f"{sample_weights=}"]
+    )
+
+
+def _compute_rolling_ols_expr(
+    target: ExprLike,
+    *features: ExprLike,
+    sample_weights: ExprLike | None = None,
+    add_intercept: bool = False,
+    null_policy: NullPolicy = "drop_window",
+    window_size: int = 1000000,
+    min_periods: int | None = None,
+    use_woodbury: bool | None = None,
+    alpha: float | None = None,
 ) -> Expr:
     """Compute a rolling OLS."""
     target = ensure_expr_or_series(target)
+    features2 = tuple(map(ensure_expr_or_series, features))
+    sample_weights = (
+        None if sample_weights is None else ensure_expr_or_series(sample_weights)
+    )
     rolling_kwargs = RollingKwargs(
         null_policy=null_policy,
         window_size=window_size,
@@ -36,7 +136,7 @@ def compute_rolling_ols(
     )
     coefficients = compute_rolling_least_squares(
         target,
-        *features,
+        *features2,
         sample_weights=sample_weights,
         add_intercept=add_intercept,
         mode="coefficients",
@@ -44,7 +144,7 @@ def compute_rolling_ols(
     ).alias("coefficients")
     predictions = compute_rolling_least_squares(
         target,
-        *features,
+        *features2,
         sample_weights=sample_weights,
         add_intercept=add_intercept,
         mode="predictions",
@@ -52,7 +152,7 @@ def compute_rolling_ols(
     ).alias("predictions")
     residuals = compute_rolling_least_squares(
         target,
-        *features,
+        *features2,
         sample_weights=sample_weights,
         add_intercept=add_intercept,
         mode="residuals",