polars-ta 0.5.6__tar.gz → 0.5.7__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (78) hide show
  1. {polars_ta-0.5.6 → polars_ta-0.5.7}/PKG-INFO +1 -1
  2. polars_ta-0.5.7/polars_ta/_version.py +1 -0
  3. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/cross_sectional.py +20 -3
  4. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/transformational.py +5 -0
  5. polars_ta-0.5.6/polars_ta/_version.py +0 -1
  6. {polars_ta-0.5.6 → polars_ta-0.5.7}/.gitignore +0 -0
  7. {polars_ta-0.5.6 → polars_ta-0.5.7}/LICENSE +0 -0
  8. {polars_ta-0.5.6 → polars_ta-0.5.7}/README.md +0 -0
  9. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/__init__.py +0 -0
  10. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/candles/__init__.py +0 -0
  11. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/candles/cdl1.py +0 -0
  12. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/candles/cdl1_limit.py +0 -0
  13. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/candles/cdl2.py +0 -0
  14. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/labels/__init__.py +0 -0
  15. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/labels/_nb.py +0 -0
  16. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/labels/future.py +0 -0
  17. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/noise.py +0 -0
  18. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/performance/__init__.py +0 -0
  19. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/performance/drawdown.py +0 -0
  20. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/performance/returns.py +0 -0
  21. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/__init__.py +0 -0
  22. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/cdl.py +0 -0
  23. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/labels.py +0 -0
  24. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/reports.py +0 -0
  25. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/ta.py +0 -0
  26. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/talib.py +0 -0
  27. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/tdx.py +0 -0
  28. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/vec.py +0 -0
  29. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/prefix/wq.py +0 -0
  30. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/reports/__init__.py +0 -0
  31. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/reports/cicc.py +0 -0
  32. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/README.md +0 -0
  33. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/__init__.py +0 -0
  34. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/momentum.py +0 -0
  35. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/operators.py +0 -0
  36. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/overlap.py +0 -0
  37. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/price.py +0 -0
  38. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/statistic.py +0 -0
  39. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/transform.py +0 -0
  40. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/volatility.py +0 -0
  41. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/ta/volume.py +0 -0
  42. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/talib/README.md +0 -0
  43. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/talib/__init__.py +0 -0
  44. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/README.md +0 -0
  45. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/__init__.py +0 -0
  46. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/_chip.py +0 -0
  47. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/_nb.py +0 -0
  48. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/_slow.py +0 -0
  49. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/arithmetic.py +0 -0
  50. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/choice.py +0 -0
  51. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/energy.py +0 -0
  52. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/logical.py +0 -0
  53. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/moving_average.py +0 -0
  54. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/over_bought_over_sold.py +0 -0
  55. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/pattern.py +0 -0
  56. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/pattern_feature.py +0 -0
  57. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/pressure_support.py +0 -0
  58. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/reference.py +0 -0
  59. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/statistic.py +0 -0
  60. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/trend.py +0 -0
  61. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/trend_feature.py +0 -0
  62. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/tdx/volume.py +0 -0
  63. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/__init__.py +0 -0
  64. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/helper.py +0 -0
  65. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/numba_.py +0 -0
  66. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/pandas_.py +0 -0
  67. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/pit.py +0 -0
  68. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/withs.py +0 -0
  69. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/utils/wrapper.py +0 -0
  70. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/__init__.py +0 -0
  71. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/_nb.py +0 -0
  72. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/_slow.py +0 -0
  73. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/arithmetic.py +0 -0
  74. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/logical.py +0 -0
  75. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/preprocess.py +0 -0
  76. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/time_series.py +0 -0
  77. {polars_ta-0.5.6 → polars_ta-0.5.7}/polars_ta/wq/vector.py +0 -0
  78. {polars_ta-0.5.6 → polars_ta-0.5.7}/pyproject.toml +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: polars_ta
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- Version: 0.5.6
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+ Version: 0.5.7
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  Summary: polars expressions
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  Author-email: wukan <wu-kan@163.com>
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  License: MIT License
@@ -0,0 +1 @@
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+ __version__ = "0.5.7"
@@ -290,7 +290,7 @@ def cs_rank(x: Expr, pct: bool = True) -> Expr:
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  def cs_rank_if(condition: Expr, x: Expr, pct: bool = True) -> Expr:
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- """动态票池过滤排名
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+ """横截面筛选排名。可实现动态票池
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  Parameters
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  ----------
@@ -299,17 +299,34 @@ def cs_rank_if(condition: Expr, x: Expr, pct: bool = True) -> Expr:
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  x:Expr
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  因子
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  pct:bool
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+ 排名百分比。范围:[0,1]
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  Examples
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  --------
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  ```python
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  df = pl.DataFrame({
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  'a': [None, 1, 1, 1, 2, 2, 3, 10],
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- 'b': [1, 2, 3, 4, 5, 6, 7, 8],
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+ 'b': [1, 2, 3, 4, 5, 6, None, 8],
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  }).with_columns(
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- out1=cs_rank_if(True, pl.col('a'), True), # 与cs_rank等价
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+ out1=cs_rank_if(True, pl.col('a'), True), # 与cs_rank等价
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  out2=cs_rank_if(pl.col('b') > 3, -pl.col('a'), False),
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  )
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+
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+ shape: (8, 4)
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+ ┌──────┬──────┬──────────┬──────┐
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+ │ a ┆ b ┆ out1 ┆ out2 │
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+ │ --- ┆ --- ┆ --- ┆ --- │
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+ │ i64 ┆ i64 ┆ f64 ┆ u32 │
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+ ╞══════╪══════╪══════════╪══════╡
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+ │ null ┆ 1 ┆ null ┆ null │
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+ │ 1 ┆ 2 ┆ 0.0 ┆ null │
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+ │ 1 ┆ 3 ┆ 0.0 ┆ null │
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+ │ 1 ┆ 4 ┆ 0.0 ┆ 3 │
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+ │ 2 ┆ 5 ┆ 0.333333 ┆ 2 │
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+ │ 2 ┆ 6 ┆ 0.333333 ┆ 2 │
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+ │ 3 ┆ null ┆ 0.666667 ┆ null │
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+ │ 10 ┆ 8 ┆ 1.0 ┆ 1 │
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+ └──────┴──────┴──────────┴──────┘
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  ```
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  Notes
@@ -275,3 +275,8 @@ def bool_(a: Expr) -> Expr:
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  def float_(a: Expr) -> Expr:
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  """int转成float"""
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  return a.cast(Float32)
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+
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+
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+ def nop(x: Expr) -> Expr:
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+ """空操作"""
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+ return x
@@ -1 +0,0 @@
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- __version__ = "0.5.6"
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