expr-codegen 0.13.5__tar.gz → 0.14.0__tar.gz

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: expr_codegen
-Version: 0.13.5
+Version: 0.14.0
 Summary: symbol expression to polars expression tool
 Author-email: wukan <wu-kan@163.com>
 License: BSD 3-Clause License

expr_codegen-0.14.0/expr_codegen/_version.py

@@ -0,0 +1 @@
+__version__ = "0.14.0"

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/expr_codegen/pandas/code.py

@@ -95,15 +95,15 @@ def codegen(exprs_ldl: ListDictList, exprs_src, syms_dst,
 
     syms1 = symbols_to_code(syms_dst)
     syms2 = symbols_to_code(syms_out)
-    if filter_last:
-        _groupbys = {'sort': groupbys['sort']}
-        if ts_func_name is None:
-            _groupbys['_filter_last'] = "df = filter_last(df.sort_values(by=[_DATE_]))"
-        for k, v in groupbys.items():
-            _groupbys[k] = v
-            if k == ts_func_name:
-                _groupbys[k + '_filter_last'] = "df = filter_last(df)"
-        groupbys = _groupbys
+    # filter_last处理
+    _groupbys = {'sort': groupbys['sort']}
+    if ts_func_name is None:
+        _groupbys['_filter_last'] = "df = _filter_last(df.sort_values(by=[_DATE_]), filter_last)"
+    for k, v in groupbys.items():
+        _groupbys[k] = v
+        if k == ts_func_name:
+            _groupbys[k + '_filter_last'] = "df = _filter_last(df, filter_last)"
+    groupbys = _groupbys
 
     try:
         env = jinja2.Environment(loader=FileSystemLoader(os.path.dirname(__file__)))

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/expr_codegen/pandas/template.py.j2

@@ -51,12 +51,15 @@ def {{ key }}(df: pd.DataFrame) -> pd.DataFrame:
 """
 
 
-def filter_last(df: pd.DataFrame) -> pd.DataFrame:
+def _filter_last(df: pd.DataFrame, filter_last: bool) -> pd.DataFrame:
     """过滤数据，只取最后一天。实盘时可用于减少计算量"""
-    return df[df[_DATE_] >= df[_DATE_].iloc[-1]]
+    if filter_last:
+        return df[df[_DATE_] >= df[_DATE_].iloc[-1]]
+    else:
+        return df
 
 
-def main(df: pd.DataFrame) -> pd.DataFrame:
+def main(df: pd.DataFrame, filter_last: bool) -> pd.DataFrame:
     {% for key, value in groupbys.items() %}
     {{ value-}}
     {% endfor %}

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/expr_codegen/polars/code.py

@@ -120,15 +120,15 @@ def codegen(exprs_ldl: ListDictList, exprs_src, syms_dst,
 
     syms1 = symbols_to_code(syms_dst)
     syms2 = symbols_to_code(syms_out)
-    if filter_last:
-        _groupbys = {'sort': groupbys['sort']}
-        if ts_func_name is None:
-            _groupbys['_filter_last'] = "df = filter_last(df.sort(_DATE_))"
-        for k, v in groupbys.items():
-            _groupbys[k] = v
-            if k == ts_func_name:
-                _groupbys[k + '_filter_last'] = "df = filter_last(df)"
-        groupbys = _groupbys
+    # filter_last处理
+    _groupbys = {'sort': groupbys['sort']}
+    if ts_func_name is None:
+        _groupbys['_filter_last'] = "df = _filter_last(df.sort(_DATE_), filter_last)"
+    for k, v in groupbys.items():
+        _groupbys[k] = v
+        if k == ts_func_name:
+            _groupbys[k + '_filter_last'] = "df = _filter_last(df, filter_last)"
+    groupbys = _groupbys
 
     try:
         env = jinja2.Environment(loader=FileSystemLoader(os.path.dirname(__file__)))

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/expr_codegen/polars/template.py.j2

@@ -62,17 +62,20 @@ def {{ key }}(df: DataFrame) -> DataFrame:
 """
 
 
-def filter_last(df: DataFrame) -> DataFrame:
+def _filter_last(df: DataFrame, filter_last: bool) -> DataFrame:
     """过滤数据，只取最后一天。实盘时可用于减少计算量
     前一个调用的ts,这里可以直接调用，可以认为已经排序好
         `df = filter_last(df)`
     反之
         `df = filter_last(df.sort(_DATE_))`
     """
-    return df.filter(pl.col(_DATE_) >= df.select(pl.last(_DATE_))[0, 0])
+    if filter_last:
+        return df.filter(pl.col(_DATE_) >= df.select(pl.last(_DATE_))[0, 0])
+    else:
+        return df
 
 
-def main(df: DataFrame) -> DataFrame:
+def main(df: DataFrame, filter_last: bool) -> DataFrame:
     {% for key, value in groupbys.items() %}
     {{ value-}}
     {% endfor %}

{expr_codegen-0.13.5 → expr_codegen-0.14.0}/expr_codegen/tool.py

@@ -451,12 +451,12 @@ def codegen_exec(df: Union[DataFrame, None],
 
         if input_file is not None:
             if input_file.endswith('.py'):
-                return _get_func_from_file_py(input_file)(df)
+                return _get_func_from_file_py(input_file)(df, filter_last)
             elif input_file.endswith('.sql'):
                 with pl.SQLContext(frames={table_name: df}) as ctx:
                     return ctx.execute(_get_code_from_file(input_file), eager=isinstance(df, _pl_DataFrame))
             else:
-                return _get_func_from_module(input_file)(df)  # 可断点调试
+                return _get_func_from_module(input_file)(df, filter_last)  # 可断点调试
     else:
         pass
 
@@ -489,4 +489,4 @@ def codegen_exec(df: Union[DataFrame, None],
             return ctx.execute(code, eager=isinstance(df, _pl_DataFrame))
     else:
         # 代码一样时就从缓存中取出函数
-        return _get_func_from_code_py(code)(df)
+        return _get_func_from_code_py(code)(df, filter_last)

expr_codegen-0.13.5/expr_codegen/_version.py

@@ -1 +0,0 @@
-__version__ = "0.13.5"