polars-ta 0.5.1__tar.gz → 0.5.2__tar.gz

{polars_ta-0.5.1 → polars_ta-0.5.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.1
+Version: 0.5.2
 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-0.5.2/polars_ta/_version.py

@@ -0,0 +1 @@
+__version__ = "0.5.2"

{polars_ta-0.5.1 → polars_ta-0.5.2}/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-0.5.1 → polars_ta-0.5.2}/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 → polars_ta-0.5.2}/polars_ta.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.1
+Version: 0.5.2
 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 → polars_ta-0.5.2}/polars_ta.egg-info/requires.txt

@@ -1,4 +1,4 @@
-polars>=1.26.0
+polars>=1.28.0
 polars-ols>=0.3.0
 numpy
 numba

{polars_ta-0.5.1 → polars_ta-0.5.2}/pyproject.toml

@@ -17,7 +17,7 @@ classifiers = [
     "Programming Language :: Python"
 ]
 dependencies = [
-    "polars>=1.26.0",
+    "polars>=1.28.0",
     "polars-ols>=0.3.0",
     "numpy",
     "numba",

polars_ta-0.5.1/polars_ta/_version.py

@@ -1 +0,0 @@
-__version__ = "0.5.1"