dycw-utilities 0.109.16__py3-none-any.whl → 0.109.18__py3-none-any.whl

{dycw_utilities-0.109.16.dist-info → dycw_utilities-0.109.18.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dycw-utilities
-Version: 0.109.16
+Version: 0.109.18
 Author-email: Derek Wan <d.wan@icloud.com>
 License-File: LICENSE
 Requires-Python: >=3.12

{dycw_utilities-0.109.16.dist-info → dycw_utilities-0.109.18.dist-info}/RECORD

@@ -1,4 +1,4 @@
-utilities/__init__.py,sha256=4AFXsQvJMy-nibpq-XnsnHXbkRajpf73GAF_okhFQgY,61
+utilities/__init__.py,sha256=oi6A9do1IFvsNef8qyo7k6dU87Y8HcM7SGeQWrtR5w0,61
 utilities/altair.py,sha256=Gpja-flOo-Db0PIPJLJsgzAlXWoKUjPU1qY-DQ829ek,9156
 utilities/astor.py,sha256=xuDUkjq0-b6fhtwjhbnebzbqQZAjMSHR1IIS5uOodVg,777
 utilities/asyncio.py,sha256=41oQUurWMvadFK5gFnaG21hMM0Vmfn2WS6OpC0R9mas,14757
@@ -36,7 +36,7 @@ utilities/math.py,sha256=TexfvLCI12d9Sw5_W4pKVBZ3nRr3zk2iPkcEU7xdEWU,26771
 utilities/memory_profiler.py,sha256=tf2C51P2lCujPGvRt2Rfc7VEw5LDXmVPCG3z_AvBmbU,962
 utilities/modules.py,sha256=SnhsRHRUS1po_acejrINauihGQpPvVsp8RDNCei1OLQ,3173
 utilities/more_itertools.py,sha256=CPUxrMAcTwRxbzbhiqPKi3Xx9hxqI0t6gkWjutaibGk,5534
-utilities/numpy.py,sha256=-VCZZBUs9GaLxcPOHGVc_iLkVP_SEKKRL7YjV05jrS4,22961
+utilities/numpy.py,sha256=cBgCBet8YfZP_rb4nkCJHZx9_03qPEinVENMk1dGVYQ,25683
 utilities/operator.py,sha256=0M2yZJ0PODH47ogFEnkGMBe_cfxwZR02T_92LZVZvHo,3715
 utilities/optuna.py,sha256=loyJGWTzljgdJaoLhP09PT8Jz6o_pwBOwehY33lHkhw,1923
 utilities/orjson.py,sha256=Wj5pzG_VdgoAy14a7Luhem-BgYrRtRFvvl_POiszRd0,36930
@@ -46,7 +46,7 @@ utilities/pathlib.py,sha256=31WPMXdLIyXgYOMMl_HOI2wlo66MGSE-cgeelk-Lias,1410
 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.py,sha256=tagkPZ-LlyyC9Mx-iCmLmCl3FlblKUVxWSXAaTh-G_M,53164
 utilities/polars_ols.py,sha256=Uc9V5kvlWZ5cU93lKZ-cfAKdVFFw81tqwLW9PxtUvMs,5618
 utilities/pqdm.py,sha256=foRytQybmOQ05pjt5LF7ANyzrIa--4ScDE3T2wd31a4,3118
 utilities/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -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-0.109.16.dist-info/METADATA,sha256=u1Fl275S55bRfV6fTrMT8qHsS8_bu4aispHkIR6QNz8,13005
-dycw_utilities-0.109.16.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-dycw_utilities-0.109.16.dist-info/licenses/LICENSE,sha256=gppZp16M6nSVpBbUBrNL6JuYfvKwZiKgV7XoKKsHzqo,1066
-dycw_utilities-0.109.16.dist-info/RECORD,,
+dycw_utilities-0.109.18.dist-info/METADATA,sha256=QCV1ccFqiVe1zuFNo1eiBrkw5_X9YtyA409swR54OPM,13005
+dycw_utilities-0.109.18.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+dycw_utilities-0.109.18.dist-info/licenses/LICENSE,sha256=gppZp16M6nSVpBbUBrNL6JuYfvKwZiKgV7XoKKsHzqo,1066
+dycw_utilities-0.109.18.dist-info/RECORD,,

utilities/__init__.py

@@ -1,3 +1,3 @@
 from __future__ import annotations
 
-__version__ = "0.109.16"
+__version__ = "0.109.18"

utilities/numpy.py

@@ -14,12 +14,12 @@ from numpy import (
     digitize,
     dtype,
     errstate,
+    exp,
     flatnonzero,
-    float64,
     floating,
     full_like,
     inf,
-    int64,
+    integer,
     isclose,
     isfinite,
     isinf,
@@ -38,11 +38,13 @@ from numpy.linalg import det, eig
 from numpy.random import default_rng
 from numpy.typing import NDArray
 
-from utilities.iterables import is_iterable_not_str
+from utilities.iterables import always_iterable, is_iterable_not_str
 
 if TYPE_CHECKING:
     from collections.abc import Callable, Iterable
 
+    from utilities.types import MaybeIterable
+
 
 ##
 
@@ -88,8 +90,9 @@ timedelta64as = dtype("timedelta64[as]")
 
 NDArrayA = NDArray[Any]
 NDArrayB = NDArray[bool_]
-NDArrayF = NDArray[float64]
-NDArrayI = NDArray[int64]
+NDArrayC128 = NDArray[complex128]
+NDArrayF = NDArray[floating[Any]]
+NDArrayI = NDArray[integer[Any]]
 NDArrayO = NDArray[object_]
 
 
@@ -133,6 +136,65 @@ class AsIntError(Exception): ...
 ##
 
 
+def boxcar(
+    array: NDArrayF,
+    /,
+    *,
+    loc_low: float = -1.0,
+    slope_low: float = 1.0,
+    loc_high: float = 1.0,
+    slope_high: float = 1.0,
+    rtol: float | None = None,
+    atol: float | None = None,
+) -> NDArrayF:
+    """Construct a boxcar function."""
+    if not is_at_most(loc_low, loc_high, rtol=rtol, atol=atol):
+        raise _BoxCarLocationsError(low=loc_low, high=loc_high)
+    if not is_positive(slope_low, rtol=rtol, atol=atol):
+        raise _BoxCarLowerBoundSlopeError(slope=slope_low)
+    if not is_positive(slope_high, rtol=rtol, atol=atol):
+        raise _BoxCarUpperBoundSlopeError(slope=slope_high)
+    return (
+        sigmoid(array, loc=loc_low, slope=slope_low)
+        + sigmoid(array, loc=loc_high, slope=-slope_high)
+    ) / 2
+
+
+@dataclass(kw_only=True, slots=True)
+class BoxCarError(Exception): ...
+
+
+@dataclass(kw_only=True, slots=True)
+class _BoxCarLocationsError(BoxCarError):
+    low: float
+    high: float
+
+    @override
+    def __str__(self) -> str:
+        return f"Location parameters must be consistent; got {self.low} and {self.high}"
+
+
+@dataclass(kw_only=True, slots=True)
+class _BoxCarLowerBoundSlopeError(BoxCarError):
+    slope: float
+
+    @override
+    def __str__(self) -> str:
+        return f"Lower-bound slope parameter must be positive; got {self.slope}"
+
+
+@dataclass(kw_only=True, slots=True)
+class _BoxCarUpperBoundSlopeError(BoxCarError):
+    slope: float
+
+    @override
+    def __str__(self) -> str:
+        return f"Upper-bound slope parameter must be positive; got {self.slope}"
+
+
+##
+
+
 def discretize(x: NDArrayF, bins: int | Iterable[float], /) -> NDArrayF:
     """Discretize an array of floats.
 
@@ -164,28 +226,43 @@ def fillna(array: NDArrayF, /, *, value: float = 0.0) -> NDArrayF:
 ##
 
 
-def filter_frequencies(
+def adjust_frequencies(
     array: NDArrayF,
     /,
-    *filters: Callable[[NDArray[floating[Any]]], NDArrayB],
+    *,
+    filters: MaybeIterable[Callable[[NDArrayF], NDArrayB]] | None = None,
+    weights: MaybeIterable[Callable[[NDArrayF], NDArrayF]] | None = None,
     d: int = 1,
 ) -> NDArrayF:
-    """Filter an array by the frequencies of its FFT."""
+    """Adjust an array via its FFT frequencies."""
     (n,) = array.shape
-    fft_vals = fft(array)
+    amplitudes = fft(array)
     freqs = fftfreq(n, d=d)
-    reduced = reduce(partial(_filter_frequencies_one, freqs=freqs), filters, fft_vals)
-    return ifft(reduced).real
+    if filters is not None:
+        amplitudes = reduce(
+            partial(_adjust_frequencies_filter_one, freqs=freqs),
+            always_iterable(filters),
+            amplitudes,
+        )
+    if weights is not None:
+        amplitudes = reduce(
+            partial(_adjust_frequencies_weight_one, freqs=freqs),
+            always_iterable(weights),
+            amplitudes,
+        )
+    return ifft(amplitudes).real
+
+
+def _adjust_frequencies_filter_one(
+    acc: NDArrayC128, el: Callable[[NDArrayF], NDArrayB], /, *, freqs: NDArrayF
+) -> NDArrayC128:
+    return where(el(freqs), acc, 0.0)
 
 
-def _filter_frequencies_one(
-    acc: NDArray[complex128],
-    el: Callable[[NDArray[floating[Any]]], NDArrayB],
-    /,
-    *,
-    freqs: NDArray[floating[Any]],
-) -> NDArray[complex128]:
-    return where(el(freqs), acc, 0.0)
+def _adjust_frequencies_weight_one(
+    acc: NDArrayC128, el: Callable[[NDArrayF], NDArrayF], /, *, freqs: NDArrayF
+) -> NDArrayC128:
+    return acc * el(freqs)
 
 
 ##
@@ -224,12 +301,12 @@ class FlatN0MultipleError(FlatN0Error):
 ##
 
 
-def get_frequency_spectrum(array: NDArrayF, /, *, d: int = 1) -> NDArray[floating[Any]]:
+def get_frequency_spectrum(array: NDArrayF, /, *, d: int = 1) -> NDArrayF:
     """Get the frequency spectrum."""
     (n,) = array.shape
-    fft_vals = fft(array)
+    amplitudes = fft(array)
     freqs = fftfreq(n, d=d)
-    amplitudes = np.abs(fft_vals)
+    amplitudes = np.abs(amplitudes)
     data = np.hstack([freqs.reshape(-1, 1), amplitudes.reshape(-1, 1)])
     return data[argsort(data[:, 0])]
 
@@ -847,6 +924,31 @@ def shift_bool(
 ##
 
 
+def sigmoid(
+    array: NDArrayF,
+    /,
+    *,
+    loc: float = 0.0,
+    slope: float = 1.0,
+    rtol: float | None = None,
+    atol: float | None = None,
+) -> NDArrayF:
+    """Construct a sigmoid function."""
+    if is_zero(slope, rtol=rtol, atol=atol):
+        raise SigmoidError
+    return 1 / (1 + exp(-slope * (array - loc)))
+
+
+@dataclass(kw_only=True, slots=True)
+class SigmoidError(Exception):
+    @override
+    def __str__(self) -> str:
+        return "Slope must be non-zero"
+
+
+##
+
+
 def _is_close(
     x: Any,
     y: Any,
@@ -869,6 +971,7 @@ def _is_close(
 __all__ = [
     "DEFAULT_RNG",
     "AsIntError",
+    "BoxCarError",
     "FlatN0EmptyError",
     "FlatN0Error",
     "FlatN0MultipleError",
@@ -878,8 +981,11 @@ __all__ = [
     "NDArrayI",
     "NDArrayO",
     "ShiftError",
+    "SigmoidError",
+    "adjust_frequencies",
     "array_indexer",
     "as_int",
+    "boxcar",
     "datetime64D",
     "datetime64M",
     "datetime64W",
@@ -895,7 +1001,6 @@ __all__ = [
     "datetime64us",
     "discretize",
     "fillna",
-    "filter_frequencies",
     "flatn0",
     "get_frequency_spectrum",
     "has_dtype",
@@ -948,4 +1053,5 @@ __all__ = [
     "maximum",
     "minimum",
     "shift_bool",
+    "sigmoid",
 ]

utilities/polars.py

@@ -119,6 +119,7 @@ if TYPE_CHECKING:
         TimeUnit,  # pyright: ignore[reportPrivateImportUsage]
     )
 
+    from utilities.numpy import NDArrayB, NDArrayF
     from utilities.types import (
         Dataclass,
         MaybeIterable,
@@ -141,6 +142,27 @@ _FINITE_EWM_MIN_WEIGHT = 0.9999
 ##
 
 
+def adjust_frequencies(
+    series: Series,
+    /,
+    *,
+    filters: MaybeIterable[Callable[[NDArrayF], NDArrayB]] | None = None,
+    weights: MaybeIterable[Callable[[NDArrayF], NDArrayF]] | None = None,
+    d: int = 1,
+) -> Series:
+    """Adjust a Series via its FFT frequencies."""
+    import utilities.numpy
+
+    array = series.to_numpy()
+    adjusted = utilities.numpy.adjust_frequencies(
+        array, filters=filters, weights=weights, d=d
+    )
+    return Series(name=series.name, values=adjusted, dtype=Float64)
+
+
+##
+
+
 def append_dataclass(df: DataFrame, obj: Dataclass, /) -> DataFrame:
     """Append a dataclass object to a DataFrame."""
     non_null_fields = {k: v for k, v in asdict(obj).items() if v is not None}
@@ -1027,6 +1049,20 @@ class _GetDataTypeOrSeriesTimeZoneNotZonedError(GetDataTypeOrSeriesTimeZoneError
 ##
 
 
+def get_frequency_spectrum(series: Series, /, *, d: int = 1) -> DataFrame:
+    """Get the frequency spectrum."""
+    import utilities.numpy
+
+    array = series.to_numpy()
+    spectrum = utilities.numpy.get_frequency_spectrum(array, d=d)
+    return DataFrame(
+        data=spectrum, schema={"frequency": Float64, "amplitude": Float64}, orient="row"
+    )
+
+
+##
+
+
 @overload
 def get_series_number_of_decimals(
     series: Series, /, *, nullable: Literal[True]
@@ -1736,6 +1772,7 @@ __all__ = [
     "SetFirstRowAsColumnsError",
     "StructFromDataClassError",
     "YieldStructSeriesElementsError",
+    "adjust_frequencies",
     "append_dataclass",
     "are_frames_equal",
     "ceil_datetime",
@@ -1753,6 +1790,7 @@ __all__ = [
     "finite_ewm_mean",
     "floor_datetime",
     "get_data_type_or_series_time_zone",
+    "get_frequency_spectrum",
     "get_series_number_of_decimals",
     "insert_after",
     "insert_before",