dycw-utilities 0.109.18__tar.gz → 0.109.19__tar.gz

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dycw-utilities
-Version: 0.109.18
+Version: 0.109.19
 Author-email: Derek Wan <d.wan@icloud.com>
 License-File: LICENSE
 Requires-Python: >=3.12

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/pyproject.toml

@@ -92,7 +92,7 @@ dependencies = [
 name = "dycw-utilities"
 readme = "README.md"
 requires-python = ">= 3.12"
-version = "0.109.18"
+version = "0.109.19"
 
 [project.optional-dependencies]
 test = [
@@ -335,7 +335,7 @@ zzz-test-zoneinfo = [
 # bump-my-version
 [tool.bumpversion]
 allow_dirty = true
-current_version = "0.109.18"
+current_version = "0.109.19"
 
 [[tool.bumpversion.files]]
 filename = "src/utilities/__init__.py"

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/src/tests/test_polars.py

@@ -117,6 +117,7 @@ from utilities.polars import (
     concat_series,
     convert_time_zone,
     cross,
+    cross_rolling_quantile,
     dataclass_to_dataframe,
     dataclass_to_schema,
     drop_null_struct_series,
@@ -676,6 +677,45 @@ class TestCrossOrTouch:
         assert_series_equal(result, expected)
 
 
+class TestCrossRollingQuantile:
+    def test_main(self) -> None:
+        df = DataFrame(
+            data=[
+                (4, None, None),
+                (5, None, None),
+                (7, None, None),
+                (9, None, None),
+                (0, 5.0, False),
+                (1, 5.0, False),
+                (8, 7.0, True),
+                (9, 8.0, False),
+                (2, 2.0, False),
+                (3, 3.0, False),
+            ],
+            schema={"x": Int64, "median": Float64, "cross": Boolean},
+            orient="row",
+        )
+        assert_series_equal(
+            df["x"].rolling_quantile(0.5, window_size=5),
+            df["median"],
+            check_names=False,
+        )
+        assert_series_equal(
+            cross_rolling_quantile(df["x"], "up", 0.5, window_size=5),
+            df["cross"],
+            check_names=False,
+        )
+
+    def test_example(self) -> None:
+        close = Series(name="close", values=[8, 7, 8, 5, 0], dtype=Int64)
+        mid = Series(name="mid", values=[1, 2, 3, 4, 6], dtype=Int64)
+        result = cross(close, "down", mid).alias("result")
+        expected = Series(
+            name="result", values=[None, False, False, False, True], dtype=Boolean
+        )
+        assert_series_equal(result, expected)
+
+
 class TestDataClassToDataFrame:
     @given(data=data())
     def test_basic_type(self, *, data: DataObject) -> None:

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/src/utilities/__init__.py

@@ -1,3 +1,3 @@
 from __future__ import annotations
 
-__version__ = "0.109.18"
+__version__ = "0.109.19"

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/src/utilities/polars.py

@@ -115,6 +115,7 @@ if TYPE_CHECKING:
         JoinStrategy,  # pyright: ignore[reportPrivateImportUsage]
         JoinValidation,  # pyright: ignore[reportPrivateImportUsage]
         PolarsDataType,  # pyright: ignore[reportPrivateImportUsage]
+        RollingInterpolationMethod,  # pyright: ignore[reportPrivateImportUsage]
         SchemaDict,  # pyright: ignore[reportPrivateImportUsage]
         TimeUnit,  # pyright: ignore[reportPrivateImportUsage]
     )
@@ -680,6 +681,73 @@ def _cross_or_touch(
 ##
 
 
+@overload
+def cross_rolling_quantile(
+    expr: ExprLike,
+    up_or_down: Literal["up", "down"],
+    quantile: float,
+    /,
+    *,
+    interpolation: RollingInterpolationMethod = "nearest",
+    window_size: int = 2,
+    weights: list[float] | None = None,
+    min_samples: int | None = None,
+    center: bool = False,
+) -> Expr: ...
+@overload
+def cross_rolling_quantile(
+    expr: Series,
+    up_or_down: Literal["up", "down"],
+    quantile: float,
+    /,
+    *,
+    interpolation: RollingInterpolationMethod = "nearest",
+    window_size: int = 2,
+    weights: list[float] | None = None,
+    min_samples: int | None = None,
+    center: bool = False,
+) -> Series: ...
+@overload
+def cross_rolling_quantile(
+    expr: IntoExprColumn,
+    up_or_down: Literal["up", "down"],
+    quantile: float,
+    /,
+    *,
+    interpolation: RollingInterpolationMethod = "nearest",
+    window_size: int = 2,
+    weights: list[float] | None = None,
+    min_samples: int | None = None,
+    center: bool = False,
+) -> Expr | Series: ...
+def cross_rolling_quantile(
+    expr: IntoExprColumn,
+    up_or_down: Literal["up", "down"],
+    quantile: float,
+    /,
+    *,
+    interpolation: RollingInterpolationMethod = "nearest",
+    window_size: int = 2,
+    weights: list[float] | None = None,
+    min_samples: int | None = None,
+    center: bool = False,
+) -> Expr | Series:
+    """Compute when a column crosses its rolling quantile."""
+    expr = ensure_expr_or_series(expr)
+    rolling = expr.rolling_quantile(
+        quantile,
+        interpolation=interpolation,
+        window_size=window_size,
+        weights=weights,
+        min_samples=min_samples,
+        center=center,
+    )
+    return cross(expr, up_or_down, rolling)
+
+
+##
+
+
 def dataclass_to_dataframe(
     objs: MaybeIterable[Dataclass],
     /,

{dycw_utilities-0.109.18 → dycw_utilities-0.109.19}/src/utilities/polars_ols.py

@@ -10,7 +10,9 @@ from utilities.functions import is_sequence_of
 from utilities.polars import concat_series, ensure_expr_or_series
 
 if TYPE_CHECKING:
-    from polars._typing import IntoExprColumn
+    from polars._typing import (
+        IntoExprColumn,  # pyright: ignore[reportPrivateImportUsage]
+    )
     from polars_ols import NullPolicy
 
     from utilities.polars import ExprLike