polars-ta 0.5.6__py3-none-any.whl → 0.5.7__py3-none-any.whl

polars_ta/_version.py

@@ -1 +1 @@
-__version__ = "0.5.6"
+__version__ = "0.5.7"

polars_ta/wq/cross_sectional.py

@@ -290,7 +290,7 @@ def cs_rank(x: Expr, pct: bool = True) -> Expr:
 
 
 def cs_rank_if(condition: Expr, x: Expr, pct: bool = True) -> Expr:
-    """动态票池过滤排名
+    """横截面筛选排名。可实现动态票池
 
     Parameters
     ----------
@@ -299,17 +299,34 @@ def cs_rank_if(condition: Expr, x: Expr, pct: bool = True) -> Expr:
     x:Expr
         因子
     pct:bool
+        排名百分比。范围：[0,1]
 
     Examples
     --------
     ```python
     df = pl.DataFrame({
         'a': [None, 1, 1, 1, 2, 2, 3, 10],
-        'b': [1, 2, 3, 4, 5, 6, 7, 8],
+        'b': [1, 2, 3, 4, 5, 6, None, 8],
     }).with_columns(
-        out1=cs_rank_if(True, pl.col('a'), True), # 与cs_rank等价
+        out1=cs_rank_if(True, pl.col('a'), True),  # 与cs_rank等价
         out2=cs_rank_if(pl.col('b') > 3, -pl.col('a'), False),
     )
+
+    shape: (8, 4)
+    ┌──────┬──────┬──────────┬──────┐
+    │ a    ┆ b    ┆ out1     ┆ out2 │
+    │ ---  ┆ ---  ┆ ---      ┆ ---  │
+    │ i64  ┆ i64  ┆ f64      ┆ u32  │
+    ╞══════╪══════╪══════════╪══════╡
+    │ null ┆ 1    ┆ null     ┆ null │
+    │ 1    ┆ 2    ┆ 0.0      ┆ null │
+    │ 1    ┆ 3    ┆ 0.0      ┆ null │
+    │ 1    ┆ 4    ┆ 0.0      ┆ 3    │
+    │ 2    ┆ 5    ┆ 0.333333 ┆ 2    │
+    │ 2    ┆ 6    ┆ 0.333333 ┆ 2    │
+    │ 3    ┆ null ┆ 0.666667 ┆ null │
+    │ 10   ┆ 8    ┆ 1.0      ┆ 1    │
+    └──────┴──────┴──────────┴──────┘
     ```
 
     Notes

polars_ta/wq/transformational.py

@@ -275,3 +275,8 @@ def bool_(a: Expr) -> Expr:
 def float_(a: Expr) -> Expr:
     """int转成float"""
     return a.cast(Float32)
+
+
+def nop(x: Expr) -> Expr:
+    """空操作"""
+    return x

{polars_ta-0.5.6.dist-info → polars_ta-0.5.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.6
+Version: 0.5.7
 Summary: polars expressions
 Author-email: wukan <wu-kan@163.com>
 License: MIT License

{polars_ta-0.5.6.dist-info → polars_ta-0.5.7.dist-info}/RECORD

@@ -1,5 +1,5 @@
 polars_ta/__init__.py,sha256=ig6f6c1AMSpntwKjqaX3msBzVIwkI7J776IujEmiuvA,123
-polars_ta/_version.py,sha256=CMH34Gt1AqO7z_TqRj94XwohGoVCf8aes0djkqm45mk,22
+polars_ta/_version.py,sha256=KiyyYbyEe0O858kmiWcg1RdmqGUYtk_JqRmc3_Ev2Q8,22
 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
@@ -64,13 +64,13 @@ 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=NwyX-K8j9ul7XHHSNuGimBq6f3NvcOGQ4le5PQuaRPc,26346
-polars_ta/wq/cross_sectional.py,sha256=wAVG8jUpF8wZlJPm1LExmwLHdgmx2u1OOCECumYjy10,15457
+polars_ta/wq/cross_sectional.py,sha256=zmJd1tBj8IV-7mE6Z2ukk67KAlXuuOKs4U_Xufcs6Yc,16382
 polars_ta/wq/logical.py,sha256=PfcPrY3iYoYFDTJ-B1IlCfpab1uTWV7GN1TdRtjauEk,2241
 polars_ta/wq/preprocess.py,sha256=sGvCKMpGMWKXwd2OC7mM65G4Ecd-dIGH9jkyQraIZhE,3705
 polars_ta/wq/time_series.py,sha256=nywBEfkVrTsUgyUL7NCSMUSBoLm09e0ToCp9zwrxbvM,33155
-polars_ta/wq/transformational.py,sha256=ewZPwzeg5ak6fxCDI_PY5mDJrNryOIoCX4x7LTyPXNU,7371
+polars_ta/wq/transformational.py,sha256=4ns97vxarJFDNu5jOL7jhZNEKO-s-jViUB6y2tSndAU,7432
 polars_ta/wq/vector.py,sha256=Hkg5q3zi1QOylccB43FvnR_AcCjG4JxhmeKW5RdMn3Q,1957
-polars_ta-0.5.6.dist-info/METADATA,sha256=9Xm_okfFEEFZM1MOq_0h8txvRq-06ZnX4Z-V_UDXcCM,8839
-polars_ta-0.5.6.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-polars_ta-0.5.6.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
-polars_ta-0.5.6.dist-info/RECORD,,
+polars_ta-0.5.7.dist-info/METADATA,sha256=w8cwDbIkvivKc6RTVGjTko8sAeuZv-sU_hV0lryaZLs,8839
+polars_ta-0.5.7.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+polars_ta-0.5.7.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
+polars_ta-0.5.7.dist-info/RECORD,,