polars-ta 0.5.1__py3-none-any.whl → 0.5.3__py3-none-any.whl

polars_ta/_version.py

@@ -1 +1 @@
-__version__ = "0.5.1"
+__version__ = "0.5.3"

polars_ta/wq/_nb.py

@@ -181,18 +181,20 @@ def roll_triple_corr(x1, x2, x3, window, min_periods):
 
 @jit(nopython=True, nogil=True, fastmath=True, cache=True)
 def _cum_prod_by(r, by):
+    out = by.copy()
     for i in range(1, r.shape[0]):
-        if isnan(by[i]):
-            by[i] = r[i] * by[i - 1]
-    return by
+        if isnan(out[i]):
+            out[i] = r[i] * out[i - 1]
+    return out
 
 
 @jit(nopython=True, nogil=True, fastmath=True, cache=True)
 def _cum_sum_by(r, by):
+    out = by.copy()
     for i in range(1, r.shape[0]):
-        if isnan(by[i]):
-            by[i] = r[i] + by[i - 1]
-    return by
+        if isnan(out[i]):
+            out[i] = r[i] + out[i - 1]
+    return out
 
 
 @jit(nopython=True, nogil=True, fastmath=True, cache=True)

polars_ta/wq/arithmetic.py

@@ -1,5 +1,6 @@
 import numpy as np
-from polars import Expr, Series, fold, any_horizontal, Float64
+from polars import Expr, Series, fold, any_horizontal, Float64, Int64
+from polars import arctan2 as _arctan2
 from polars import max_horizontal, sum_horizontal, min_horizontal, mean_horizontal
 
 
@@ -92,6 +93,16 @@ def arc_tan(x: Expr) -> Expr:
     return x.arctan()
 
 
+def arc_tan2(y: Expr, x: Expr) -> Expr:
+    """反正切二值函数"""
+    return _arctan2(y, x)
+
+
+def cbrt(x: Expr) -> Expr:
+    """立方根"""
+    return x.cbrt()
+
+
 def ceiling(x: Expr) -> Expr:
     """向上取整"""
     return x.ceil()
@@ -107,10 +118,57 @@ def cosh(x: Expr) -> Expr:
     return x.cosh()
 
 
+def cot(x: Expr) -> Expr:
+    """余切"""
+    return x.cot()
+
+
+def cube(x: Expr) -> Expr:
+    """立方"""
+    return x.pow(3)
+
+
+def degrees(x: Expr) -> Expr:
+    """弧度转角度"""
+    return x.degrees()
+
+
 def densify(x: Expr) -> Expr:
     raise
 
 
+def div(x: Expr, y: Expr) -> Expr:
+    """x/y的整数部分
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, -1.5, 0., 1.5, 2.5],
+        'b': [None, -1, 0, 1, 2],
+    }).with_columns(
+        out1=div(pl.col('a'), 0),
+        out2=div(pl.col('a'), 1),
+        out3=div(pl.col('a'), pl.col('b')),
+    )
+    shape: (5, 5)
+    ┌──────┬──────┬──────┬──────┬──────┐
+    │ a    ┆ b    ┆ out1 ┆ out2 ┆ out3 │
+    │ ---  ┆ ---  ┆ ---  ┆ ---  ┆ ---  │
+    │ f64  ┆ i64  ┆ i64  ┆ i64  ┆ i64  │
+    ╞══════╪══════╪══════╪══════╪══════╡
+    │ null ┆ null ┆ null ┆ null ┆ null │
+    │ -1.5 ┆ -1   ┆ null ┆ -2   ┆ 1    │
+    │ 0.0  ┆ 0    ┆ null ┆ 0    ┆ null │
+    │ 1.5  ┆ 1    ┆ null ┆ 1    ┆ 1    │
+    │ 2.5  ┆ 2    ┆ null ┆ 2    ┆ 1    │
+    └──────┴──────┴──────┴──────┴──────┘
+    ```
+
+    """
+    return x.floordiv(y).cast(Int64, strict=False)
+
+
 def divide(x: Expr, y: Expr) -> Expr:
     """x/y
 
@@ -368,6 +426,35 @@ def log1p(x: Expr) -> Expr:
     return x.log1p()
 
 
+def log2(x: Expr) -> Expr:
+    """2为底的对数
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, -1, 0, 1, 2],
+    }).with_columns(
+        out1=log2(pl.col('a')),
+    )
+    shape: (5, 2)
+    ┌──────┬──────┐
+    │ a    ┆ out1 │
+    │ ---  ┆ ---  │
+    │ i64  ┆ f64  │
+    ╞══════╪══════╡
+    │ null ┆ null │
+    │ -1   ┆ NaN  │
+    │ 0    ┆ -inf │
+    │ 1    ┆ 0.0  │
+    │ 2    ┆ 1.0  │
+    └──────┴──────┘
+    ```
+
+    """
+    return x.log(2)
+
+
 def max_(a: Expr, b: Expr, *args) -> Expr:
     """水平多列最大值 Maximum value of all inputs. At least 2 inputs are required."""
     return max_horizontal(a, b, *args)
@@ -515,6 +602,11 @@ def power(x: Expr, y: Expr) -> Expr:
     return x.pow(y.cast(Float64))
 
 
+def radians(x: Expr) -> Expr:
+    """角度转弧度"""
+    return x.radians()
+
+
 def reverse(x: Expr) -> Expr:
     """-x"""
     return -x
@@ -735,6 +827,11 @@ def sqrt(x: Expr) -> Expr:
     return x.sqrt()
 
 
+def square(x: Expr) -> Expr:
+    """平方"""
+    return x.pow(2)
+
+
 def subtract(x: Expr, y: Expr) -> Expr:
     """x-y"""
     return x - y

polars_ta/wq/time_series.py

@@ -7,7 +7,7 @@ from polars_ols import RollingKwargs
 
 import polars_ta
 from polars_ta.utils.numba_ import batches_i1_o1, batches_i2_o1, batches_i2_o2, struct_to_numpy
-from polars_ta.utils.pandas_ import roll_kurt, roll_rank
+from polars_ta.utils.pandas_ import roll_rank
 from polars_ta.wq._nb import roll_argmax, roll_argmin, roll_co_kurtosis, roll_co_skewness, roll_moment, roll_partial_corr, roll_triple_corr, _cum_prod_by, _cum_sum_by, _signals_to_size, _cum_sum_reset, _sum_split_by, roll_decay_linear, roll_decay_exp_window, roll_prod
 
 
@@ -555,18 +555,51 @@ def ts_ir(x: Expr, d: int = 1, min_samples: Optional[int] = None) -> Expr:
     return ts_mean(x, d, min_samples) / ts_std_dev(x, d, 0, min_samples)
 
 
-def ts_kurtosis(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
+def ts_kurtosis(x: Expr, d: int = 5, bias: bool = False, min_samples: Optional[int] = None) -> Expr:
     """kurtosis of x for the last d days
 
     时序滚动峰度
 
-    Warnings
+    Parameters
+    ----------
+    x
+    d
+    bias
+        有偏
+    min_samples
+
+    Notes
+    -----
+    `bias=False`时与`pandas`结果一样
+
+    Examples
     --------
-    等待polars官方出rolling_kurt
+    ```python
+    df = pl.DataFrame({
+        'a': [None, 1, 2, 3, 4, 999],
+    }).with_columns(
+        out1=pl.col('a').map_batches(lambda x: pl.Series(pd.Series(x).rolling(4).kurt())),
+        out2=ts_kurtosis(pl.col('a'), 4),
+    )
+
+    shape: (6, 3)
+    ┌──────┬──────────┬──────────┐
+    │ a    ┆ out1     ┆ out2     │
+    │ ---  ┆ ---      ┆ ---      │
+    │ i64  ┆ f64      ┆ f64      │
+    ╞══════╪══════════╪══════════╡
+    │ null ┆ null     ┆ null     │
+    │ 1    ┆ null     ┆ null     │
+    │ 2    ┆ null     ┆ null     │
+    │ 3    ┆ null     ┆ null     │
+    │ 4    ┆ -1.2     ┆ -1.2     │
+    │ 999  ┆ 3.999946 ┆ 3.999946 │
+    └──────┴──────────┴──────────┘
+    ```
 
     """
-    minp = min_samples or polars_ta.MIN_SAMPLES or d
-    return x.map_batches(lambda a: roll_kurt(a, d, minp))
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    return x.rolling_kurtosis(d, min_samples=minp, bias=bias)
 
 
 def ts_l2_norm(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
@@ -705,7 +738,7 @@ def ts_scale(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
     return when(a != b).then((x - a) / (b - a)).otherwise(0)
 
 
-def ts_skewness(x: Expr, d: int = 5, bias: bool = False) -> Expr:
+def ts_skewness(x: Expr, d: int = 5, bias: bool = False, min_samples: Optional[int] = None) -> Expr:
     """Return skewness of x for the past d days
 
     时序滚动偏度
@@ -716,13 +749,15 @@ def ts_skewness(x: Expr, d: int = 5, bias: bool = False) -> Expr:
     d
     bias
         有偏
+    min_samples
 
     Notes
     -----
     `bias=False`时与`pandas`结果一样
 
     """
-    return x.rolling_skew(d, bias=bias)
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    return x.rolling_skew(d, min_samples=minp, bias=bias)
 
 
 def ts_std_dev(x: Expr, d: int = 5, ddof: int = 0, min_samples: Optional[int] = None) -> Expr:

{polars_ta-0.5.1.dist-info → polars_ta-0.5.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.1
+Version: 0.5.3
 Summary: polars expressions
 Author-email: wukan <wu-kan@163.com>
 License: MIT License
@@ -31,7 +31,7 @@ Classifier: Programming Language :: Python
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: polars>=1.26.0
+Requires-Dist: polars>=1.28.0
 Requires-Dist: polars-ols>=0.3.0
 Requires-Dist: numpy
 Requires-Dist: numba

{polars_ta-0.5.1.dist-info → polars_ta-0.5.3.dist-info}/RECORD

@@ -1,5 +1,5 @@
 polars_ta/__init__.py,sha256=ig6f6c1AMSpntwKjqaX3msBzVIwkI7J776IujEmiuvA,123
-polars_ta/_version.py,sha256=eZ1bOun1DDVV0YLOBW4wj2FP1ajReLjbIrGmzN7ASBw,22
+polars_ta/_version.py,sha256=tgzuqHKcEdKBaP57F5oXxq4XlW2n9J4Fj8ZGu7nGOZg,22
 polars_ta/noise.py,sha256=LJHubBqnWlU3Bz84z07N1JB-b-hAMW2rgBF1BT4m0FE,1471
 polars_ta/candles/__init__.py,sha256=AW68IuFC0gD4_OyjwLP3p22WSzSIYqlSrsS9fW_15xw,141
 polars_ta/candles/cdl1.py,sha256=RnRu1QzpqEt5y0-1hlfZRUvza1no-Gj4x_dx2QWxr5A,3130
@@ -52,17 +52,17 @@ polars_ta/utils/pandas_.py,sha256=codb51l45TUMngY55twQaUPUxnffjvj8UEOm35zFpNE,19
 polars_ta/utils/pit.py,sha256=YNgUE6mbwhrtA-7wyOL0PCUDdwfTQouXwage-cK6efY,4312
 polars_ta/utils/wrapper.py,sha256=jbR-ZQdzBf5iWvtnJ1HsN9HdepmDbU7fUj4w8Bt2BkU,3422
 polars_ta/wq/__init__.py,sha256=C3YYJc997XCUI7H_afGT_mj2m4UdHMcql4sboCVvrXU,327
-polars_ta/wq/_nb.py,sha256=Vh7n0_uOK9sTpmSYHCdLpu-Hc8QrOF0ugK_wgRWJXlg,11233
+polars_ta/wq/_nb.py,sha256=9N7afRiABqdjO1QPnRlP1RIKJ98cQLpv6nF3dsqUA6k,11281
 polars_ta/wq/_slow.py,sha256=MfWg9FYX8NGNLWN4ezI_awf3pPTqhSq_zo0LOS4nCzw,937
-polars_ta/wq/arithmetic.py,sha256=rVFWhHpmgsMRfPj08VaXCrKapIZ3TP7-1Nc8wBi2BpE,23682
+polars_ta/wq/arithmetic.py,sha256=LSqlkHKHQGob079VrQYeqWPW9nCChyDzzWLeFUBBz30,26072
 polars_ta/wq/cross_sectional.py,sha256=mHLwuXu9m4ladb6cUJVnH4OofliBSkpzmIZu6TtBoe4,13697
 polars_ta/wq/logical.py,sha256=5lttGwQi9oHml7soqmxEwgIVVLpeWO7JSXmQ3-TUqlU,2261
 polars_ta/wq/preprocess.py,sha256=xbESoAtsbQgXJMhnLzg4r5o2H9uwPyHfySg5skk_DUg,4188
-polars_ta/wq/time_series.py,sha256=joPwnC9uPwWch0oqJsc4gbOmhlFsQIT1sEekrPkFGUU,31043
+polars_ta/wq/time_series.py,sha256=iVYIGSQxD3xbiwNPHO7w-Yw0eQ-0nDzRtNzpMXwHwQU,32212
 polars_ta/wq/transformational.py,sha256=ktluqo-lcxWysFL3huNypId0EFR1wn1PmyBGO180UQo,7194
 polars_ta/wq/vector.py,sha256=Qs-mHC2YsiWXoyMuXZZPzd5W5w_HL1ZgDCj9wRAnqmQ,1902
-polars_ta-0.5.1.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
-polars_ta-0.5.1.dist-info/METADATA,sha256=jy8YfW0sYfO_Xz7Xl9yFK3aQqSCA9NNmyCtpM6FufD8,8633
-polars_ta-0.5.1.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-polars_ta-0.5.1.dist-info/top_level.txt,sha256=eat2IhP79-dIGA4DAFOz1o-95--UDqfjeIgmU9TBsDQ,10
-polars_ta-0.5.1.dist-info/RECORD,,
+polars_ta-0.5.3.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
+polars_ta-0.5.3.dist-info/METADATA,sha256=1Z0TgHnxgqVBsyJZ_qPsutzktCZQo8OBHcpovp8-C4E,8633
+polars_ta-0.5.3.dist-info/WHEEL,sha256=wXxTzcEDnjrTwFYjLPcsW_7_XihufBwmpiBeiXNBGEA,91
+polars_ta-0.5.3.dist-info/top_level.txt,sha256=eat2IhP79-dIGA4DAFOz1o-95--UDqfjeIgmU9TBsDQ,10
+polars_ta-0.5.3.dist-info/RECORD,,

{polars_ta-0.5.1.dist-info → polars_ta-0.5.3.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.1.0)
+Generator: setuptools (80.1.0)
 Root-Is-Purelib: true
 Tag: py3-none-any