polars-ta 0.5.3__py3-none-any.whl → 0.5.4__py3-none-any.whl

polars_ta/_version.py

@@ -1 +1 @@
-__version__ = "0.5.3"
+__version__ = "0.5.4"

polars_ta/labels/__init__.py

@@ -0,0 +1 @@
+from polars_ta.labels.future import *  # noqa

polars_ta/labels/_nb.py

@@ -0,0 +1,40 @@
+import numpy as np
+from numba import jit
+from numpy import full
+
+
+@jit(nopython=True, nogil=True, cache=True)
+def _triple_barrier(close: np.ndarray, high: np.ndarray, low: np.ndarray, window: int, take_profit: float, stop_loss: float) -> np.ndarray:
+    """三重障碍打标法"""
+    out = full(close.shape[0], np.nan, dtype=np.float64)
+    for i in range(close.shape[0] - window + 1):
+        entry_price = close[i]
+        if np.isnan(entry_price):
+            # out[i] = 0
+            continue
+        upper_barrier = entry_price * (1 + take_profit)
+        lower_barrier = entry_price * (1 - stop_loss)
+        for j in range(i + 1, i + window):
+            hit_upper = high[j] >= upper_barrier
+            hit_lower = low[j] <= lower_barrier
+            if hit_upper and hit_lower:
+                # TODO 同一天无法知道是先触发止损还是先触发止盈
+                # 1. 假定离收盘价远的先触发
+                if high[j] - close[j] > close[j] - low[j]:
+                    out[i] = 1  # 最高价更远，触发止盈
+                else:
+                    out[i] = -1  # 最低价更远，触发止损
+
+                # out[i] = -1 # 2. 简化处理认为先触发止损
+                break
+            if hit_upper:
+                out[i] = 1  # 止盈
+                break
+            if hit_lower:
+                out[i] = -1  # 止损
+                break
+        else:
+            # out[i] = 0  # 1. 时间到了触发平仓
+            out[i] = np.sign(close[j] / entry_price - 1)  # 2. 时间到了触发平仓
+
+    return out

polars_ta/labels/future.py

@@ -0,0 +1,165 @@
+"""
+
+由于标签的定义比较灵活，所以以下代码主要用于参考
+
+Notes
+-----
+标签都是未来数据,在机器学习中，只能用于`y`,不能用于`X`。
+
+References
+----------
+https://mp.weixin.qq.com/s/XtgYezFsslOfW-QyIMr0VA
+https://github.com/Rachnog/Advanced-Deep-Trading/blob/master/bars-labels-diff/Labeling.ipynb
+
+"""
+from polars import Expr, struct
+
+from polars_ta.labels._nb import _triple_barrier
+from polars_ta.utils.numba_ import batches_i2_o1, struct_to_numpy
+from polars_ta.wq import cut, ts_delay, ts_log_diff, log
+
+
+def ts_log_return(close: Expr, n: int = 5) -> Expr:
+    """将未来数据当成卖出价后移到买入价位置，计算对数收益率
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, 10, 11, 12, 9, 12, 13],
+    }).with_columns(
+        out1=ts_log_return(pl.col('a'), 3),
+        out2=_ts_log_return(pl.col('a'), 3),
+    )
+
+    shape: (7, 3)
+    ┌──────┬───────────┬───────────┐
+    │ a    ┆ out1      ┆ out2      │
+    │ ---  ┆ ---       ┆ ---       │
+    │ i64  ┆ f64       ┆ f64       │
+    ╞══════╪═══════════╪═══════════╡
+    │ null ┆ null      ┆ null      │
+    │ 10   ┆ -0.105361 ┆ -0.105361 │
+    │ 11   ┆ 0.087011  ┆ 0.087011  │
+    │ 12   ┆ 0.080043  ┆ 0.080043  │
+    │ 9    ┆ null      ┆ null      │
+    │ 12   ┆ null      ┆ null      │
+    │ 13   ┆ null      ┆ null      │
+    └──────┴───────────┴───────────┘
+    ```
+
+    """
+    # return (close.shift(-n) / close).log()
+    return log(ts_delay(close, -n) / close)
+
+
+def _ts_log_return(close: Expr, n: int = 5) -> Expr:
+    """计算对数收益率，但将结果后移
+
+    如果打标签方式复杂，这种最终结果后移的方法更方便
+    """
+    # return (close / close.shift(n)).log().shift(-n)
+    return ts_delay(ts_log_diff(close, n), -n)
+
+
+def ts_simple_return(close: Expr, n: int = 5, threshold: float = 0.0, *more_threshold) -> Expr:
+    """简单收益率标签。支持二分类、三分类等。对收益率使用`cut`进行分类
+    
+    Parameters
+    ----------
+    close
+    n:int
+        未来n天
+    threshold:float
+        收益率阈值，小于该值为0，大于等于该值为1
+    more_threshold:float
+        更多的阈值，用于三分类等。小于该值为1，大于等于该值为2，以此类推
+
+    Returns
+    -------
+    Expr
+        标签列, 类型为UInt32, 取值为0, 1, 2, ...
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, 10., 9.99, 9., 10., 11., 11.],
+    }).with_columns(
+        out1=label_simple_return(pl.col('a'), 1, 0),
+        out2=label_simple_return(pl.col('a'), 1, -0.001, 0.001),
+    )
+
+    shape: (7, 3)
+    ┌──────┬──────┬──────┐
+    │ a    ┆ out1 ┆ out2 │
+    │ ---  ┆ ---  ┆ ---  │
+    │ f64  ┆ u32  ┆ u32  │
+    ╞══════╪══════╪══════╡
+    │ null ┆ null ┆ null │
+    │ 10.0 ┆ 0    ┆ 0    │
+    │ 9.99 ┆ 0    ┆ 0    │
+    │ 9.0  ┆ 1    ┆ 2    │
+    │ 10.0 ┆ 1    ┆ 2    │
+    │ 11.0 ┆ 0    ┆ 1    │
+    │ 11.0 ┆ null ┆ null │
+    └──────┴──────┴──────┘
+
+    """
+    return cut(close.pct_change(n).shift(-n), threshold, *more_threshold)
+
+
+def ts_triple_barrier(close: Expr, high: Expr, low: Expr, d: int = 5, take_profit: float = 0.1, stop_loss: float = 0.05) -> Expr:
+    """三重障碍打标法
+
+    Parameters
+    ----------
+    close:Expr
+        收盘价
+    high:Expr
+        最高价
+    low:Expr
+        最低价
+    d:int
+        时间窗口
+    take_profit:float
+        止盈比例
+    stop_loss:float
+        止损比例
+
+    Returns
+    -------
+    Expr
+        标签列。取值为-1止损, 1止盈，0时间到期
+
+    Notes
+    -----
+    1. `high`, `low`在粗略情况下可用`close`代替
+    2. 时间到期时，根据盈亏返回不同的标签
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        "close": [np.nan, 1, 1, 1.0],
+        "high": [np.nan, 1, 1.1, 1],
+        "low": [np.nan, 1, 1, 0.95],
+    }).with_columns(
+        out=ts_triple_barrier(pl.col("close"), pl.col("high"), pl.col("low"), 2, 0.1, 0.05)
+    )
+
+    shape: (4, 4)
+    ┌───────┬──────┬──────┬──────┐
+    │ close ┆ high ┆ low  ┆ out  │
+    │ ---   ┆ ---  ┆ ---  ┆ ---  │
+    │ f64   ┆ f64  ┆ f64  ┆ f64  │
+    ╞═══════╪══════╪══════╪══════╡
+    │ NaN   ┆ NaN  ┆ NaN  ┆ null │
+    │ 1.0   ┆ 1.0  ┆ 1.0  ┆ 1.0  │
+    │ 1.0   ┆ 1.1  ┆ 1.0  ┆ -1.0 │
+    │ 1.0   ┆ 1.0  ┆ 0.95 ┆ null │
+    └───────┴──────┴──────┴──────┘
+    ```
+
+    """
+    return struct([close, high, low]).map_batches(lambda xx: batches_i2_o1(struct_to_numpy(xx, 3), _triple_barrier, d, take_profit, stop_loss))

polars_ta/performance/returns.py

@@ -1,12 +1,6 @@
 from polars import Expr
 
-from polars_ta.wq.arithmetic import log1p, expm1  # noqa
-# log return
-# 对数收益
-from polars_ta.wq.time_series import ts_log_diff as ts_log_return  # noqa
-# simple percentage return
-# 简单收益
-from polars_ta.wq.time_series import ts_returns as ts_percent_return  # noqa
+from polars_ta.wq.arithmetic import log1p, expm1
 
 
 def ts_cum_return(close: Expr) -> Expr:

polars_ta/prefix/labels.py

@@ -0,0 +1 @@
+from polars_ta.labels import *  # noqa

polars_ta/ta/README.md

@@ -0,0 +1,12 @@
+# polars_ta.ta
+
+1. Files in this folder mimic `talib`, and implement `polars` versions for the same functions
+2. Since we reduce the functino calls between `Python` and `C` code, it should be faster than `talib`.
+3. We first try to import from `ta`, then from `wq`, and only implement the function if it is not available.
+4. When there is a circular dependency, we use `polars` instead.
+
+
+1. 本文件夹中模仿`talib`，实现同名函数的`polars`版
+2. 由于减少了python与c来回调用，理论上比直接调用`talib`快
+3. 优先从`ta`中导入，然后从`wq`中导入，没有的才实现
+4. 出现循环依赖时，使用`polars`

polars_ta/talib/README.md

@@ -0,0 +1,12 @@
+# polars_ta.talib
+
+Inside this package, files are generated by `tools.codegen_talib2`.
+It is a wrapper of `talib` functions, with the following features:
+
+1. Input and output are `Expr` instead of `Series`
+2. ~~Add skipna feature (not efficient, will update when `polars` support backward fill)~~
+
+本包由`tools.codegen_talib2`自动生成，是对`talib`代码的封装。实现了以下功能
+1. 输入输出由`Series`改`Expr`
+2. ~~添加跳过空值功能（效率不高，等`polars`支持反向填充，此部分将更新）~~
+

polars_ta/tdx/README.md

@@ -0,0 +1,10 @@
+# polars_ta.tdx
+
+1. Follows the `tdx` naming convention
+2. Except for some element-wise functions, all functions are time-series functions. Pay special attention to `MAX` and similar functions.
+3. First import from `tdx`, then from `wq`, and finally from `ta`. Only implement the function if it is not available.
+
+
+1. 函数名称按照通达信来
+2. 除了部分按元素计算的函数，其它都为时序函数，特别注意`MAX`等一类不要混淆
+3. 优先从`tdx`中导入，然后从`wq`中导入，最后从`ta`，没有的才实现

polars_ta/utils/numba_.py

@@ -27,6 +27,7 @@ def isnan(x):
 
 @jit(nopython=True, nogil=True, cache=True)
 def full_with_window_size(arr, fill_value, dtype=None, window_size: int = 1):
+    """创建一个更大的数组，填充后一截数据"""
     out = full(arr.shape[0] + window_size - 1, fill_value, dtype=dtype)
     out[window_size - 1:] = arr
     return out
@@ -34,6 +35,7 @@ def full_with_window_size(arr, fill_value, dtype=None, window_size: int = 1):
 
 @jit(nopython=True, nogil=True, cache=True)
 def sliding_window_with_min_periods(arr, window_size: int, min_periods: int):
+    """为rolling准备的数据，当数据长度不足时，用nan填充"""
     windows = sliding_window_view(arr, window_size)
     valid_counts = np.sum(~np.isnan(windows), axis=1)
     # 修改这一行，使用布尔索引而不是np.where

polars_ta/wq/arithmetic.py

@@ -5,7 +5,7 @@ from polars import max_horizontal, sum_horizontal, min_horizontal, mean_horizont
 
 
 def abs_(x: Expr) -> Expr:
-    """绝对值
+    """求绝对值
 
     Examples
     --------
@@ -39,7 +39,7 @@ def abs_(x: Expr) -> Expr:
 
 
 def add(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列加
+    """水平多列相加
 
     Examples
     --------
@@ -133,12 +133,12 @@ def degrees(x: Expr) -> Expr:
     return x.degrees()
 
 
-def densify(x: Expr) -> Expr:
+def _densify(x: Expr) -> Expr:
     raise
 
 
 def div(x: Expr, y: Expr) -> Expr:
-    """x/y的整数部分
+    """x除以y的整数部分
 
     Examples
     --------
@@ -170,7 +170,9 @@ def div(x: Expr, y: Expr) -> Expr:
 
 
 def divide(x: Expr, y: Expr) -> Expr:
-    """x/y
+    """除法
+
+    x/y
 
     Examples
     --------
@@ -231,7 +233,9 @@ def exp(x: Expr) -> Expr:
 
 
 def expm1(x: Expr) -> Expr:
-    """对数收益率 转 简单收益率 convert log return to simple return
+    """对数收益率 转 简单收益率
+
+    convert log return to simple return
 
     Examples
     --------
@@ -266,6 +270,7 @@ def floor(x: Expr) -> Expr:
 
 def fraction(x: Expr) -> Expr:
     """小数部分
+
     This operator removes the whole number part and returns the remaining fraction part with sign.
 
     Examples
@@ -306,7 +311,9 @@ def fraction(x: Expr) -> Expr:
 
 
 def inverse(x: Expr) -> Expr:
-    """1/x
+    """倒数
+
+    1/x
 
     Examples
     --------
@@ -335,7 +342,7 @@ def inverse(x: Expr) -> Expr:
 
 
 def log(x: Expr) -> Expr:
-    """e为底的对数
+    """以e为底的对数
 
     Examples
     --------
@@ -367,7 +374,7 @@ def log(x: Expr) -> Expr:
 
 
 def log10(x: Expr) -> Expr:
-    """10为底的对数
+    """以10为底的对数
 
     Examples
     --------
@@ -396,7 +403,9 @@ def log10(x: Expr) -> Expr:
 
 
 def log1p(x: Expr) -> Expr:
-    """简单收益率 转 对数收益率 convert simple return to log return
+    """简单收益率 转 对数收益率
+
+    convert simple return to log return
 
     log(x+1)
 
@@ -427,7 +436,7 @@ def log1p(x: Expr) -> Expr:
 
 
 def log2(x: Expr) -> Expr:
-    """2为底的对数
+    """以2为底的对数
 
     Examples
     --------
@@ -456,12 +465,14 @@ def log2(x: Expr) -> Expr:
 
 
 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."""
+    """水平多列求最大值
+
+    Maximum value of all inputs. At least 2 inputs are required."""
     return max_horizontal(a, b, *args)
 
 
 def mean(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列均值
+    """水平多列求均值
 
     Examples
     --------
@@ -492,12 +503,16 @@ def mean(a: Expr, b: Expr, *args) -> Expr:
 
 
 def min_(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列最小值 Maximum value of all inputs. At least 2 inputs are required."""
+    """水平多列求最小值
+
+    Maximum value of all inputs. At least 2 inputs are required."""
     return min_horizontal(a, b, *args)
 
 
 def mod(x: Expr, y: Expr) -> Expr:
-    """x%y
+    """求余
+
+    x%y
 
     Examples
     --------
@@ -528,7 +543,9 @@ def mod(x: Expr, y: Expr) -> Expr:
 
 
 def multiply(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列乘 Multiply all inputs. At least 2 inputs are required.
+    """水平多列相乘
+
+    Multiply all inputs. At least 2 inputs are required.
 
     Examples
     --------
@@ -569,7 +586,9 @@ def multiply(a: Expr, b: Expr, *args) -> Expr:
 
 
 def power(x: Expr, y: Expr) -> Expr:
-    """x ** y
+    """乘幂
+
+    x ** y
 
     Examples
     --------
@@ -608,12 +627,14 @@ def radians(x: Expr) -> Expr:
 
 
 def reverse(x: Expr) -> Expr:
-    """-x"""
+    """求相反数"""
     return -x
 
 
 def round_(x: Expr, decimals: int = 0) -> Expr:
-    """四舍五入 Round input to closest integer.
+    """四舍五入
+
+    Round input to closest integer.
 
     Parameters
     ----------
@@ -653,7 +674,9 @@ def round_(x: Expr, decimals: int = 0) -> Expr:
 
 
 def round_down(x: Expr, f: int = 1) -> Expr:
-    """小于输入的f的最大倍数 Round input to greatest multiple of f less than input
+    """小于输入的f的最大倍数
+
+    Round input to greatest multiple of f less than input
 
     Parameters
     ----------
@@ -693,6 +716,8 @@ def round_down(x: Expr, f: int = 1) -> Expr:
 def s_log_1p(x: Expr) -> Expr:
     """sign(x) * log10(1 + abs(x))
 
+    一种结合符号函数和对数变换的复合函数，常用于‌保留数据符号的同时压缩数值范围‌
+
     Examples
     --------
     ```python
@@ -729,7 +754,7 @@ def s_log_1p(x: Expr) -> Expr:
 
 
 def sign(x: Expr) -> Expr:
-    """符号"""
+    """符号函数"""
     if isinstance(x, (Expr, Series)):
         return x.sign()
     else:
@@ -737,7 +762,9 @@ def sign(x: Expr) -> Expr:
 
 
 def signed_power(x: Expr, y: Expr) -> Expr:
-    """x raised to the power of y such that final result preserves sign of x.
+    """x的y次幂，符号保留
+
+    x raised to the power of y such that final result preserves sign of x.
 
     Examples
     --------
@@ -793,7 +820,7 @@ def sinh(x: Expr) -> Expr:
 
 
 def softsign(x: Expr) -> Expr:
-    """softsign是 tanh激活函数的另一个替代选择
+    """softsign激活函数
 
     Examples
     --------
@@ -833,7 +860,9 @@ def square(x: Expr) -> Expr:
 
 
 def subtract(x: Expr, y: Expr) -> Expr:
-    """x-y"""
+    """减法
+
+    x-y"""
     return x - y
 
 
@@ -898,7 +927,7 @@ def tanh(x: Expr) -> Expr:
 
 
 def var(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列方差
+    """水平多列求方差
 
     Examples
     --------
@@ -932,7 +961,7 @@ def var(a: Expr, b: Expr, *args) -> Expr:
 
 
 def std(a: Expr, b: Expr, *args) -> Expr:
-    """水平多列标准差
+    """水平多列求标准差
 
     Examples
     --------

polars_ta/wq/cross_sectional.py

@@ -17,7 +17,9 @@ _ols_kwargs = OLSKwargs(null_policy='drop', solve_method='svd')
 
 
 def cs_one_side(x: Expr, is_long: bool = True) -> Expr:
-    """Shifts all instruments up or down so that the Alpha becomes long-only or short-only
+    """横截面上，将全部资产上调或下调，使得 Alpha 策略转为纯多头配置（当方向参数设为空头时则转为纯空头配置）
+
+    Shifts all instruments up or down so that the Alpha becomes long-only or short-only
 (if side = short), respectively.
 
     Examples
@@ -54,7 +56,9 @@ def cs_one_side(x: Expr, is_long: bool = True) -> Expr:
 
 
 def cs_scale(x: Expr, scale_: float = 1, long_scale: float = 1, short_scale: float = 1) -> Expr:
-    """Scales input to booksize. We can also scale the long positions and short positions to separate scales by mentioning additional parameters to the operator.
+    """横截面上，将输入数据进行比例调整。此外，可通过向运算符添加额外参数，将多头头寸和空头头寸分别映射到独立的缩放比例上
+
+    Scales input to booksize. We can also scale the long positions and short positions to separate scales by mentioning additional parameters to the operator.
 
     Examples
     --------
@@ -95,7 +99,9 @@ def cs_scale(x: Expr, scale_: float = 1, long_scale: float = 1, short_scale: flo
 
 
 def cs_scale_down(x: Expr, constant: int = 0) -> Expr:
-    """Scales all values in each day proportionately between 0 and 1 such that minimum value maps to 0 and maximum value maps to 1.
+    """横截面上，将每日数据按比例缩放至 [0,1] 区间，使得最小值映射为 0，最大值映射为 1，并通过减去常数偏移量调整最终结果
+
+    Scales all values in each day proportionately between 0 and 1 such that minimum value maps to 0 and maximum value maps to 1.
     constant is the offset by which final result is subtracted
 
     Examples
@@ -130,7 +136,9 @@ def cs_scale_down(x: Expr, constant: int = 0) -> Expr:
 
 
 def cs_truncate(x: Expr, max_percent: float = 0.01) -> Expr:
-    """Operator truncates all values of x to maxPercent. Here, maxPercent is in decimal notation
+    """横截面上，将所有 x 的取值截断至 maxPercent 指定的上限值，其中 maxPercent 需以十进制小数形式表示
+
+    Operator truncates all values of x to maxPercent. Here, maxPercent is in decimal notation
 
     Examples
     --------
@@ -161,8 +169,8 @@ def cs_truncate(x: Expr, max_percent: float = 0.01) -> Expr:
     return x.clip(upper_bound=x.sum() * max_percent)
 
 
-def cs_fill_except_all_null(x: Expr, value=0) -> Expr:
-    """全为`null`时，保持`null`，反之`null`填充为`value`
+def cs_fill_except_all_null(x: Expr, value: float = 0) -> Expr:
+    """横截面上，全为`null`时，保持`null`，反之`null`填充为`value`
 
     Examples
     --------
@@ -199,27 +207,29 @@ def cs_fill_except_all_null(x: Expr, value=0) -> Expr:
 
 
 def cs_fill_mean(x: Expr) -> Expr:
-    """填充`null`为均值"""
+    """横截面上，填充`null`为均值"""
     return x.fill_null(strategy='mean')
 
 
-def cs_fill_null(x: Expr, value=0) -> Expr:
-    """填充`null`为`value`"""
+def cs_fill_null(x: Expr, value: float = 0) -> Expr:
+    """横截面上，填充`null`为`value`"""
     return x.fill_null(value)
 
 
 def cs_regression_neut(y: Expr, x: Expr) -> Expr:
-    """一元回归残差"""
+    """横截面上，一元回归残差"""
     return pls.compute_least_squares(y, x, add_intercept=True, mode='residuals', ols_kwargs=_ols_kwargs)
 
 
 def cs_regression_proj(y: Expr, x: Expr) -> Expr:
-    """一元回归预测"""
+    """横截面上，一元回归预测"""
     return pls.compute_least_squares(y, x, add_intercept=True, mode='predictions', ols_kwargs=_ols_kwargs)
 
 
 def cs_rank(x: Expr, pct: bool = True) -> Expr:
-    """排名。Ranks the input among all the instruments and returns an equally distributed number between 0.0 and 1.0. For precise sort, use the rate as 0.
+    """横截面排名。
+
+    Ranks the input among all the instruments and returns an equally distributed number between 0.0 and 1.0. For precise sort, use the rate as 0.
 
     Parameters
     ----------
@@ -269,7 +279,7 @@ def cs_rank(x: Expr, pct: bool = True) -> Expr:
 
 
 def _cs_qcut_rank(x: Expr, q: int = 10) -> Expr:
-    """等频分箱
+    """横截面上等频分箱
 
     Parameters
     ----------
@@ -314,7 +324,9 @@ def _cs_qcut_rank(x: Expr, q: int = 10) -> Expr:
 
 
 def cs_qcut(x: Expr, q: int = 10) -> Expr:
-    """等频分箱 Convert float values into indexes for user-specified buckets. Bucket is useful for creating group values, which can be passed to group operators as input.
+    """横截面上等频分箱
+
+    Convert float values into indexes for user-specified buckets. Bucket is useful for creating group values, which can be passed to group operators as input.
 
     Parameters
     ----------
@@ -362,7 +374,7 @@ def cs_qcut(x: Expr, q: int = 10) -> Expr:
 
 
 def cs_top_bottom(x: Expr, k: int = 10) -> Expr:
-    """前K后K
+    """横截面上，排名。前K标记成-1，后K标记成1
 
     Examples
     --------

polars_ta/wq/logical.py

@@ -12,9 +12,9 @@ def equal(input1: Expr, input2: Expr) -> Expr:
     return input1 == input2
 
 
-def if_else(input1: Expr, input2: Expr, input3: Expr = None) -> Expr:
-    """If input1 is true then return input2 else return input3."""
-    return when(input1).then(input2).otherwise(input3)
+def if_else(condition: Expr, true_value: Expr, false_value: Expr = None) -> Expr:
+    """条件判断"""
+    return when(condition).then(true_value).otherwise(false_value)
 
 
 def is_finite(input1: Expr) -> Expr:

polars_ta/wq/preprocess.py

@@ -8,10 +8,12 @@ from polars_ta.wq.cross_sectional import cs_rank
 # ======================
 # standardize
 def cs_zscore(x: Expr, ddof: int = 0) -> Expr:
+    """横截面zscore标准化"""
     return (x - x.mean()) / x.std(ddof=ddof)
 
 
 def cs_minmax(x: Expr) -> Expr:
+    """横截面minmax标准化"""
     a = x.min()
     b = x.max()
     # 这个版本在b-a为整数时，得到的结果不好看
@@ -22,12 +24,14 @@ def cs_minmax(x: Expr) -> Expr:
 # ======================
 # winsorize
 def cs_quantile(x: Expr, low_limit: float = 0.025, up_limit: float = 0.995) -> Expr:
+    """横截面分位数去极值"""
     a = x.quantile(low_limit)
     b = x.quantile(up_limit)
     return x.clip(lower_bound=a, upper_bound=b)
 
 
 def cs_3sigma(x: Expr, n: float = 3.) -> Expr:
+    """横截面3倍sigma去极值"""
     # fill_nan will seriously reduce speed. So it's more appropriate for users to handle it themselves
     # fill_nan(None) 严重拖慢速度，所以还是由用户自己处理更合适
     a = x.mean()
@@ -36,7 +40,13 @@ def cs_3sigma(x: Expr, n: float = 3.) -> Expr:
 
 
 def cs_mad(x: Expr, n: float = 3., k: float = 1.4826) -> Expr:
-    # https://en.wikipedia.org/wiki/Median_absolute_deviation
+    """横截面MAD去极值
+
+    References
+    ----------
+    https://en.wikipedia.org/wiki/Median_absolute_deviation
+
+    """
     a = x.median()
     b = (n * k) * (x - a).abs().median()
     return x.clip(lower_bound=a - b, upper_bound=a + b)
@@ -45,7 +55,7 @@ def cs_mad(x: Expr, n: float = 3., k: float = 1.4826) -> Expr:
 # ======================
 # neutralize
 def cs_demean(x: Expr) -> Expr:
-    """demean
+    """横截面去均值化
 
     Notes
     -----
@@ -66,75 +76,42 @@ def cs_demean(x: Expr) -> Expr:
 _ols_kwargs = OLSKwargs(null_policy='drop', solve_method='svd')
 
 
-# def _residual_multiple(cols: List[Series], add_constant: bool) -> Series:
-#     # 将pl.Struct转成list,这样可以实现传正则，其它也转list
-#     cols = [list(c.struct) if isinstance(c.dtype, Struct) else [c] for c in cols]
-#     # 二维列表转一维列表，再转np.ndarray
-#     cols = [i.to_numpy() for p in cols for i in p]
-#     if add_constant:
-#         cols += [np.ones_like(cols[0])]
-#     yx = np.vstack(cols).T
-#
-#     # skip nan
-#     mask = np.any(np.isnan(yx), axis=1)
-#     yx_ = yx[~mask, :]
-#
-#     y = yx_[:, 0]
-#     x = yx_[:, 1:]
-#     coef = np.linalg.lstsq(x, y, rcond=None)[0]
-#     y_hat = np.sum(x * coef, axis=1)
-#     residual = y - y_hat
-#
-#     # refill
-#     out = np.empty_like(yx[:, 0])
-#     out[~mask] = residual
-#     out[mask] = np.nan
-#     return Series(out, nan_to_null=True)
-#
-#
-# def cs_resid_(y: Expr, *more_x: Expr) -> Expr:
-#     """multivariate regression
-#     多元回归
-#     """
-#     return map_batches([y, *more_x], lambda xx: _residual_multiple(xx, False))
-
-
 def cs_resid(y: Expr, *more_x: Expr) -> Expr:
-    """多元回归取残差"""
+    """横截面多元回归取残差"""
     return pls.compute_least_squares(y, *more_x, mode='residuals', ols_kwargs=_ols_kwargs)
 
 
 def cs_mad_zscore(y: Expr) -> Expr:
-    """去极值、标准化"""
+    """横截面去极值、标准化"""
     return cs_zscore(cs_mad(y))
 
 
 def cs_mad_zscore_resid(y: Expr, *more_x: Expr) -> Expr:
-    """去极值、标准化、中性化"""
+    """横截面去极值、标准化、中性化"""
     return cs_resid(cs_zscore(cs_mad(y)), *more_x)
 
 
 def cs_mad_rank(y: Expr) -> Expr:
-    """去极值，排名。"""
+    """横截面去极值、排名"""
     return cs_rank(cs_mad(y))
 
 
 def cs_mad_rank2(y: Expr, m: float) -> Expr:
-    """非线性处理。去极值，排名，移动峰或谷到零点，然后平方
+    """横截面去极值，排名，移动峰或谷到零点，然后平方。非线性处理
 
     适合于分层收益V型或倒V的情况"""
     return (cs_rank(cs_mad(y)) - m) ** 2
 
 
 def cs_mad_rank2_resid(y: Expr, m: float, *more_x: Expr) -> Expr:
-    """非线性处理。去极值，排名，移动峰或谷到零点，然后平方。回归取残差
+    """横截面去极值，排名，移动峰或谷到零点，然后平方。回归取残差。非线性处理
 
     适合于分层收益V型或倒V的情况"""
     return cs_resid((cs_rank(cs_mad(y)) - m) ** 2, *more_x)
 
 
 def cs_rank2(y: Expr, m: float) -> Expr:
-    """非线性处理。移动峰或谷到零点，然后平方
+    """横截面移动峰或谷到零点，然后平方。非线性处理
 
     适合于分层收益V型或倒V的情况"""
     return (cs_rank(y) - m) ** 2

polars_ta/wq/time_series.py

@@ -12,7 +12,9 @@ from polars_ta.wq._nb import roll_argmax, roll_argmin, roll_co_kurtosis, roll_co
 
 
 def ts_arg_max(x: Expr, d: int = 5, reverse: bool = True, min_samples: Optional[int] = None) -> Expr:
-    """Returns the relative index of the max value in the time series for the past d days.
+    """窗口内最大值出现的相对位置，最近的一天记为第 0 天，最远的一天为第 d-1 天
+
+    Returns the relative index of the max value in the time series for the past d days.
     If the current day has the max value for the past d days, it returns 0.
     If previous day has the max value for the past d days, it returns 1.
 
@@ -61,7 +63,7 @@ def ts_arg_max(x: Expr, d: int = 5, reverse: bool = True, min_samples: Optional[
 
 
 def ts_arg_min(x: Expr, d: int = 5, reverse: bool = True, min_samples: Optional[int] = None) -> Expr:
-    """
+    """窗口内最小值出现的相对位置，最近的一天记为第 0 天，最远的一天为第 d-1 天
 
     Parameters
     ----------
@@ -85,19 +87,21 @@ def ts_arg_min(x: Expr, d: int = 5, reverse: bool = True, min_samples: Optional[
 
 
 def ts_co_kurtosis(x: Expr, y: Expr, d: int = 5, ddof: int = 0, min_samples: Optional[int] = None) -> Expr:
+    """计算两个序列在滚动窗口内联合分布的协峰度"""
     minp = min_samples or polars_ta.MIN_SAMPLES or d
     return struct([x, y]).map_batches(lambda xx: batches_i2_o1(struct_to_numpy(xx, 2), roll_co_kurtosis, d, minp))
 
 
 def ts_co_skewness(x: Expr, y: Expr, d: int = 5, ddof: int = 0, min_samples: Optional[int] = None) -> Expr:
+    """计算两个序列在滚动窗口内联合分布的协偏度"""
     minp = min_samples or polars_ta.MIN_SAMPLES or d
     return struct([x, y]).map_batches(lambda xx: batches_i2_o1(struct_to_numpy(xx, 2), roll_co_skewness, d, minp))
 
 
 def ts_corr(x: Expr, y: Expr, d: int = 5, ddof: int = 1, min_samples: Optional[int] = None) -> Expr:
-    """rolling correlation between two columns
+    """时序滚动相关系数
 
-    时序滚动相关系数
+    rolling correlation between two columns
 
     Parameters
     ----------
@@ -236,9 +240,9 @@ def ts_count_nulls(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Ex
 
 
 def ts_covariance(x: Expr, y: Expr, d: int = 5, ddof: int = 1, min_samples: Optional[int] = None) -> Expr:
-    """rolling covariance between two columns
+    """时序滚动协方差
 
-    时序协方差
+    rolling covariance between two columns
 
     Parameters
     ----------
@@ -291,7 +295,7 @@ def ts_cum_count(x: Expr) -> Expr:
 
 
 def ts_cum_max(x: Expr) -> Expr:
-    """时序累计最大
+    """时序累计最大值
 
     Examples
     --------
@@ -323,7 +327,7 @@ def ts_cum_max(x: Expr) -> Expr:
 
 
 def ts_cum_min(x: Expr) -> Expr:
-    """时序累计最小
+    """时序累计最小值
 
     Examples
     --------
@@ -492,8 +496,10 @@ def ts_decay_linear(x: Expr, d: int = 30, min_samples: Optional[int] = None) ->
     return x.map_batches(lambda x1: batches_i1_o1(x1.to_numpy().astype(float), roll_decay_linear, d, minp))
 
 
-def ts_delay(x: Expr, d: int = 1, fill_value=None) -> Expr:
-    """时序数据移动 shift x
+def ts_delay(x: Expr, d: int = 1, fill_value: float = None) -> Expr:
+    """时序数据移动
+
+    shift x
 
     Parameters
     ----------
@@ -508,7 +514,7 @@ def ts_delay(x: Expr, d: int = 1, fill_value=None) -> Expr:
 
 
 def ts_delta(x: Expr, d: int = 1) -> Expr:
-    """差分"""
+    """时序差分"""
     return x.diff(d)
 
 
@@ -551,14 +557,16 @@ def ts_fill_null(x: Expr, limit: int = None) -> Expr:
 
 
 def ts_ir(x: Expr, d: int = 1, min_samples: Optional[int] = None) -> Expr:
-    """时序滚动信息系数rolling information ratio"""
+    """时序滚动信息系数
+
+    rolling information ratio"""
     return ts_mean(x, d, min_samples) / ts_std_dev(x, d, 0, min_samples)
 
 
 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
 
-    时序滚动峰度
+    kurtosis of x for the last d days
 
     Parameters
     ----------
@@ -603,16 +611,18 @@ def ts_kurtosis(x: Expr, d: int = 5, bias: bool = False, min_samples: Optional[i
 
 
 def ts_l2_norm(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
-    """Euclidean norm
+    """欧几里得范数
 
-    欧几里得范数"""
+    Euclidean norm
+    """
     minp = min_samples or polars_ta.MIN_SAMPLES
     return x.pow(2).rolling_sum(d, min_samples=minp).sqrt()
 
 
 def ts_log_diff(x: Expr, d: int = 1) -> Expr:
-    """对数差分。log(current value of input or x[t] ) - log(previous value of input or x[t-1]).
+    """求对数，然后时序滚动差分
 
+    log(current value of input or x[t] ) - log(previous value of input or x[t-1]).
     """
     return x.log().diff(d)
 
@@ -624,7 +634,9 @@ def ts_max(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
 
 
 def ts_max_diff(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
-    """Returns x - ts_max(x, d)"""
+    """窗口内最大值与当前值的差异‌
+
+    x - ts_max(x, d)"""
     return x - ts_max(x, d, min_samples)
 
 
@@ -647,24 +659,30 @@ def ts_min(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
 
 
 def ts_min_diff(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
-    """Returns x - ts_min(x, d)"""
+    """窗口内最小值与当前值的差异‌
+
+    x - ts_min(x, d)"""
     return x - ts_min(x, d, min_samples)
 
 
 def ts_min_max_cps(x: Expr, d: int, f: float = 2.0, min_samples: Optional[int] = None) -> Expr:
-    """Returns (ts_min(x, d) + ts_max(x, d)) - f * x"""
+    """计算时间窗口内最小值与最大值的总和减去当前值的加权结果
+
+    (ts_min(x, d) + ts_max(x, d)) - f * x"""
     return (ts_min(x, d, min_samples) + ts_max(x, d, min_samples)) - f * x
 
 
 def ts_min_max_diff(x: Expr, d: int, f: float = 0.5, min_samples: Optional[int] = None) -> Expr:
-    """Returns x - f * (ts_min(x, d) + ts_max(x, d))"""
+    """计算当前值 x 与基于时间窗口内最小值、最大值的加权组合的差值
+
+    x - f * (ts_min(x, d) + ts_max(x, d))"""
     return x - f * (ts_min(x, d, min_samples) + ts_max(x, d, min_samples))
 
 
 def ts_moment(x: Expr, d: int, k: int = 0, min_samples: Optional[int] = None) -> Expr:
-    """Returns K-th central moment of x for the past d days.
+    """滚动k阶中心距
 
-    滚动k阶中心距
+    Returns K-th central moment of x for the past d days.
 
     Parameters
     ----------
@@ -679,18 +697,19 @@ def ts_moment(x: Expr, d: int, k: int = 0, min_samples: Optional[int] = None) ->
 
 
 def ts_partial_corr(x: Expr, y: Expr, z: Expr, d: int, min_samples: Optional[int] = None) -> Expr:
-    """Returns partial correlation of x, y, z for the past d days.
+    """滚动偏相关
+
+    Returns partial correlation of x, y, z for the past d days.
 
-    滚动偏相关
     """
     minp = min_samples or polars_ta.MIN_SAMPLES or d
     return struct([x, y, z]).map_batches(lambda xx: batches_i2_o1(struct_to_numpy(xx, 3), roll_partial_corr, d, minp))
 
 
 def ts_percentage(x: Expr, d: int, percentage: float = 0.5, min_samples: Optional[int] = None) -> Expr:
-    """Returns percentile value of x for the past d days.
+    """滚动百分位数
 
-    滚动百分位数
+    Returns percentile value of x for the past d days.
 
     Parameters
     ----------
@@ -722,15 +741,22 @@ def ts_rank(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
     return x.map_batches(lambda a: roll_rank(a, d, minp, True))
 
 
+def ts_realized_volatility(close: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
+    """已实现波动率"""
+    minp = min_samples or polars_ta.MIN_SAMPLES or d
+    return ts_log_diff(close, 1).rolling_std(d, ddof=0, min_samples=minp)
+
+
 def ts_returns(x: Expr, d: int = 1) -> Expr:
     """简单收益率"""
     return x.pct_change(d)
 
 
 def ts_scale(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
-    """Returns (x – ts_min(x, d)) / (ts_max(x, d) – ts_min(x, d)) + constant
+    """时序滚动缩放
+
+    Returns (x – ts_min(x, d)) / (ts_max(x, d) – ts_min(x, d)) + constant
 
-    时序滚动缩放
     """
     a = ts_min(x, d, min_samples)
     b = ts_max(x, d, min_samples)
@@ -739,9 +765,9 @@ def ts_scale(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> 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
 
-    时序滚动偏度
+    Return skewness of x for the past d days
 
     Parameters
     ----------
@@ -836,8 +862,9 @@ def ts_sum_split_by(x: Expr, by: Expr, d: int = 30, k: int = 10) -> Expr:
 
 
 def ts_triple_corr(x: Expr, y: Expr, z: Expr, d: int, min_samples: Optional[int] = None) -> Expr:
-    """时序滚动三重相关系数 Returns triple correlation of x, y, z for the past d days.
+    """时序滚动三重相关系数
 
+    Returns triple correlation of x, y, z for the past d days.
 
     """
     minp = min_samples or polars_ta.MIN_SAMPLES or d
@@ -845,7 +872,9 @@ def ts_triple_corr(x: Expr, y: Expr, z: Expr, d: int, min_samples: Optional[int]
 
 
 def ts_weighted_decay(x: Expr, k: float = 0.5, min_samples: Optional[int] = None) -> Expr:
-    """加权衰减 Instead of replacing today’s value with yesterday’s as in ts_delay(x, 1),
+    """时序滚动加权衰减求和
+
+    Instead of replacing today’s value with yesterday’s as in ts_delay(x, 1),
     it assigns weighted average of today’s and yesterday’s values with weight on today’s value being k and yesterday’s being (1-k).
 
     Parameters

polars_ta/wq/transformational.py

@@ -1,4 +1,4 @@
-from polars import Expr, when, Boolean, Int32
+from polars import Expr, when, Boolean, Int32, Float32
 
 
 def cut(x: Expr, b: float, *more_bins) -> Expr:
@@ -86,7 +86,7 @@ def clamp(x: Expr, lower: float = 0, upper: float = 0, inverse: bool = False, ma
 #     raise
 
 
-def keep(x: Expr, f: float, period: int = 5) -> Expr:
+def _keep(x: Expr, f: float, period: int = 5) -> Expr:
     """This operator outputs value x when f changes and continues to do that for “period” days after f stopped changing. After “period” days since last change of f, NaN is output."""
     raise
 
@@ -211,7 +211,7 @@ def right_tail(x: Expr, minimum: float = 0) -> Expr:
 
 
 def sigmoid(x: Expr) -> Expr:
-    """Returns 1 / (1 + exp(-x))"""
+    """sigmoid激活函数"""
     return 1 / (1 + (-x).exp())
 
 
@@ -258,10 +258,15 @@ def tail(x: Expr, lower: float = 0, upper: float = 0, newval: float = 0) -> Expr
 
 
 def int_(a: Expr) -> Expr:
-    """convert bool to int"""
+    """bool转int"""
     return a.cast(Int32)
 
 
 def bool_(a: Expr) -> Expr:
-    """convert int to bool"""
+    """int转成bool"""
     return a.cast(Boolean)
+
+
+def float_(a: Expr) -> Expr:
+    """int转成float"""
+    return a.cast(Float32)

{polars_ta-0.5.3.dist-info → polars_ta-0.5.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.3
+Version: 0.5.4
 Summary: polars expressions
 Author-email: wukan <wu-kan@163.com>
 License: MIT License
@@ -24,21 +24,19 @@ License: MIT License
         LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
         OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
         SOFTWARE.
-        
-Keywords: polars,expression,talib
+License-File: LICENSE
+Keywords: expression,polars,talib
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python
 Requires-Python: >=3.8
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: polars>=1.28.0
-Requires-Dist: polars-ols>=0.3.0
-Requires-Dist: numpy
 Requires-Dist: numba
+Requires-Dist: numpy
 Requires-Dist: pandas
+Requires-Dist: polars-ols>=0.3.0
+Requires-Dist: polars>=1.28.0
 Provides-Extra: talib
-Requires-Dist: TA-Lib; extra == "talib"
-Dynamic: license-file
+Requires-Dist: ta-lib; extra == 'talib'
+Description-Content-Type: text/markdown
 
 # polars_ta
 
@@ -248,6 +246,11 @@ mkdocs build
 也可以通过以下链接导入：
 https://polars-ta.readthedocs.io/en/latest/llms-full.txt
 
+## 提示词
+由于`llms-full.txt`信息不适合做提示词，所以`tools/prompt.py`提供了生成更简洁算子清单的功能。
+
+用户也可以直接使用`prompt.txt`(欢迎提示词工程专家帮忙改进，做的更准确)
+
 ## 参考
 
 - https://github.com/pola-rs/polars

{polars_ta-0.5.3.dist-info → polars_ta-0.5.4.dist-info}/RECORD

@@ -1,15 +1,19 @@
 polars_ta/__init__.py,sha256=ig6f6c1AMSpntwKjqaX3msBzVIwkI7J776IujEmiuvA,123
-polars_ta/_version.py,sha256=tgzuqHKcEdKBaP57F5oXxq4XlW2n9J4Fj8ZGu7nGOZg,22
+polars_ta/_version.py,sha256=DITpct-LrdIsTgwx2NgH5Ghx5y8Xgz1YMimy1ZV5RTY,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
 polars_ta/candles/cdl1_limit.py,sha256=1escagSXOS1N0kxrItwfrmrvZ5aQf8jqEXQRRu90Pf0,3914
 polars_ta/candles/cdl2.py,sha256=jQJTKmyEmv5Pqxe2QIVUyu_fD681rirhgHwksdoaFs0,1122
+polars_ta/labels/__init__.py,sha256=NKANbfheMNIs97jVXgqtZwkfx8RQxH9fY7D_fh1V_Ls,46
+polars_ta/labels/_nb.py,sha256=rNGQOTEeO0tZfYPL7IZkGSjs4DmMIlzX_Y0j1LSqagg,1577
+polars_ta/labels/future.py,sha256=OdERljrbzzLwnjmQaOFNantzv-CEeUpbMasMUfIzGpY,5304
 polars_ta/performance/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 polars_ta/performance/drawdown.py,sha256=9blEXGXT-ficbwbaIqwnY0cIeY9oAL0LrwviZW4wVWU,240
-polars_ta/performance/returns.py,sha256=W-Yl-sopicalMFM-oZh1hzsLV2s1uS7iU5UWygUMltE,669
+polars_ta/performance/returns.py,sha256=-2G-RcMEJkL2ESqgwpBixT2Gjlxq2zBi3RJ5btGER-8,440
 polars_ta/prefix/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 polars_ta/prefix/cdl.py,sha256=DS5GACM3biJmzunlUCkiQrZy-ltzQP0vFmCKkfGxS5E,40
+polars_ta/prefix/labels.py,sha256=v15cxwiZ3K3PnSqpYG4821bVZXfZminZU5hSQQiXKKw,39
 polars_ta/prefix/reports.py,sha256=B2QgdfX6RbZu9ytgaINv3Aq-ZAh_m3cr2pgbpFyL35A,40
 polars_ta/prefix/ta.py,sha256=qIb3oRmexNZ6LTQ35V194QTLqj8UgzjaYl5ASwqN5pc,4167
 polars_ta/prefix/talib.py,sha256=6JsrkgDIUsR2bIA7jVywxgWwxiiFuzsCPvbDeAt4qBA,9392
@@ -17,6 +21,7 @@ polars_ta/prefix/tdx.py,sha256=EttaExzqoA3Y3lD-YKA32-5GfJ6jgKjt-nRuoeuK0wQ,11429
 polars_ta/prefix/wq.py,sha256=PpSLQQ3vD0Mf3Tiz_AFSi--q8p7CkLg9CHh_ayMfoYo,35
 polars_ta/reports/__init__.py,sha256=KEATtWxhdaO6XScHYN2XE4WkYbYpQvDOEyXgyc2z22g,45
 polars_ta/reports/cicc.py,sha256=ZpNzHo5h855Xo9IeKeOzlUjjwE5tR8opb11UoJVxGkg,707
+polars_ta/ta/README.md,sha256=XuDf1sMxNrq9QDEiwBaP8cp-skTK3Jr5VClxhsNiYJ4,647
 polars_ta/ta/__init__.py,sha256=GRI1suzvmLxfyfXAik4zsxqLaijq5MRCO-fUx3qaCl0,351
 polars_ta/ta/momentum.py,sha256=-W-wZ1oQE9QiUiVgEx7fvnCEkWJnW6j9CxA7Mc-WMGg,5623
 polars_ta/ta/operators.py,sha256=H_ORq1SeFKLj58vrOTAIa-X135evZNyo4ZE7gaH_7VM,3711
@@ -26,7 +31,9 @@ polars_ta/ta/statistic.py,sha256=dS5dPBszbdlroJ9u5aXBniJmKgPQnuh9zE7miYKzICs,968
 polars_ta/ta/transform.py,sha256=c4s5l6khVqIer50g6oScdZ1EEPWYANeKm64AkBkPrtY,1789
 polars_ta/ta/volatility.py,sha256=yQDKLxos521y3RzywOcE0hTj3qIG_2mfqpARpdxQ1KU,836
 polars_ta/ta/volume.py,sha256=fPd9Po30kFu-cSmYoRQP4_Ypi9oSWROj650-mjwlfwM,739
+polars_ta/talib/README.md,sha256=IC-pwcGYXALKzMlK0C9GeswoUlCDK86mxmrAagzPy8s,537
 polars_ta/talib/__init__.py,sha256=UZIkJ6tDYTcxBuKqjeKW93Ya_VyzTtNjXefoTqMd5P8,69701
+polars_ta/tdx/README.md,sha256=rI7VUKm6H8_HBpm9MUePuuf1uE8JTfDX1AvPsfMZPPQ,545
 polars_ta/tdx/__init__.py,sha256=HBVPri6GwiEsFx4op0ZxDa3Yk4MbnPZgth5xJhtnxiA,662
 polars_ta/tdx/_chip.py,sha256=2eCe-y_0DcBivVjQHXlFwAiY410-hH-KKPrsUcRJcyk,3832
 polars_ta/tdx/_nb.py,sha256=IV3XrgSYPoR4jnOOT8p7jJWGtnoRrHLw5-fnIOfmMvA,2192
@@ -47,22 +54,21 @@ polars_ta/tdx/trend_feature.py,sha256=uNc4Z46Kyd7Prl0Ftl2ljSAXztTzQtbO28p7gy8iMv
 polars_ta/tdx/volume.py,sha256=juYM4Qlx2BX5okRCSwuf-6kRUETqDF7MVWUbYIzc4ww,901
 polars_ta/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 polars_ta/utils/helper.py,sha256=rqxBhmA-RhpHd1-qxdYi7OEZloQpPxR30Kz8fJ_hLic,6254
-polars_ta/utils/numba_.py,sha256=jiOxEZjdGBr8aFivCQbJllBsZCfQsBJXQ-DyGhTS2cI,5832
+polars_ta/utils/numba_.py,sha256=P0z-81mabX_9zyJOX0Ib1CFmvPl9-SSatzki3dOciVA,5972
 polars_ta/utils/pandas_.py,sha256=codb51l45TUMngY55twQaUPUxnffjvj8UEOm35zFpNE,1989
 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=9N7afRiABqdjO1QPnRlP1RIKJ98cQLpv6nF3dsqUA6k,11281
 polars_ta/wq/_slow.py,sha256=MfWg9FYX8NGNLWN4ezI_awf3pPTqhSq_zo0LOS4nCzw,937
-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=iVYIGSQxD3xbiwNPHO7w-Yw0eQ-0nDzRtNzpMXwHwQU,32212
-polars_ta/wq/transformational.py,sha256=ktluqo-lcxWysFL3huNypId0EFR1wn1PmyBGO180UQo,7194
+polars_ta/wq/arithmetic.py,sha256=NwyX-K8j9ul7XHHSNuGimBq6f3NvcOGQ4le5PQuaRPc,26346
+polars_ta/wq/cross_sectional.py,sha256=1unrHaPPDQIZACg0CepWn3CXvd_zmQWjNwbXzqZXke8,14518
+polars_ta/wq/logical.py,sha256=PfcPrY3iYoYFDTJ-B1IlCfpab1uTWV7GN1TdRtjauEk,2241
+polars_ta/wq/preprocess.py,sha256=Zpjv7zpU690Ugr5PNnq6CNlUn5qD9sH0SQr5q5AFtys,3444
+polars_ta/wq/time_series.py,sha256=KGVgFSQWiDAOpN7nW0rPE8UE81Q3Co9WwZiY1DWs3KQ,33164
+polars_ta/wq/transformational.py,sha256=HBnxQiS2Pw0fHnRW-aLqbznQVl1SSbZ9OqZG62igiJk,7266
 polars_ta/wq/vector.py,sha256=Qs-mHC2YsiWXoyMuXZZPzd5W5w_HL1ZgDCj9wRAnqmQ,1902
-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-0.5.4.dist-info/METADATA,sha256=YuA2qBXp9R4_9PbOLyk-ZhjiUdTnNLxXKQmZPvpIjc8,8839
+polars_ta-0.5.4.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+polars_ta-0.5.4.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
+polars_ta-0.5.4.dist-info/RECORD,,

{polars_ta-0.5.3.dist-info → polars_ta-0.5.4.dist-info}/WHEEL

@@ -1,5 +1,4 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.1.0)
+Generator: hatchling 1.27.0
 Root-Is-Purelib: true
 Tag: py3-none-any
-

polars_ta-0.5.3.dist-info/top_level.txt

@@ -1 +0,0 @@
-polars_ta