polars-ta 0.5.7__py3-none-any.whl → 0.5.9__py3-none-any.whl

polars_ta/_version.py

@@ -1 +1 @@
-__version__ = "0.5.7"
+__version__ = "0.5.9"

polars_ta/prefix/tdx.py

@@ -128,6 +128,8 @@ from polars_ta.tdx.statistic import STDP as ts_STDP  # noqa
 from polars_ta.tdx.statistic import VAR as ts_VAR  # noqa
 from polars_ta.tdx.statistic import VARP as ts_VARP  # noqa
 from polars_ta.tdx.statistic import ts_up_stat  # noqa
+from polars_ta.tdx.times import FROMOPEN  # noqa
+from polars_ta.tdx.times import FROMOPEN_1  # noqa
 from polars_ta.tdx.trend import ADX as ts_ADX  # noqa
 from polars_ta.tdx.trend import ADXR as ts_ADXR  # noqa
 from polars_ta.tdx.trend import DPO as ts_DPO  # noqa

polars_ta/tdx/__init__.py

@@ -9,6 +9,7 @@ from polars_ta.tdx.pattern_feature import *  # noqa
 from polars_ta.tdx.pressure_support import *  # noqa
 from polars_ta.tdx.reference import *  # noqa
 from polars_ta.tdx.statistic import *  # noqa
+from polars_ta.tdx.times import *  # noqa
 from polars_ta.tdx.trend import *  # noqa
 from polars_ta.tdx.trend_feature import *  # noqa
 from polars_ta.tdx.volume import *  # noqa

polars_ta/tdx/times.py

@@ -0,0 +1,74 @@
+from datetime import time, timedelta
+
+from polars import Expr, when
+
+
+def FROMOPEN(t: Expr) -> Expr:
+    """返回当前时刻距开盘有多少分钟
+
+    范围0~240,开盘前为0，10点为31
+
+    Examples
+    --------
+    from datetime import datetime
+
+    import polars as pl
+
+    from polars_ta.tdx.times import FROMOPEN, FROMOPEN1
+
+    df = pl.DataFrame({'datetime': [
+        datetime(2025, 1, 1, 0, 0),
+        datetime(2025, 1, 1, 9, 25),
+        datetime(2025, 1, 1, 9, 30, 57),
+        datetime(2025, 1, 1, 9, 31),
+        datetime(2025, 1, 1, 10, 0),
+        datetime(2025, 1, 1, 13, 0),
+    ]})
+
+    df = df.with_columns(
+        FROMOPEN=FROMOPEN(pl.col('datetime')),
+        FROMOPEN1=FROMOPEN_1(pl.col('datetime'), 0),
+        FROMOPEN2=FROMOPEN_1(pl.col('datetime'), 60),
+    )
+
+    shape: (6, 4)
+    ┌─────────────────────┬──────────┬───────────┬───────────┐
+    │ datetime            ┆ FROMOPEN ┆ FROMOPEN1 ┆ FROMOPEN2 │
+    │ ---                 ┆ ---      ┆ ---       ┆ ---       │
+    │ datetime[μs]        ┆ i64      ┆ i64       ┆ i64       │
+    ╞═════════════════════╪══════════╪═══════════╪═══════════╡
+    │ 2025-01-01 00:00:00 ┆ 0        ┆ 240       ┆ 240       │
+    │ 2025-01-01 09:25:00 ┆ 0        ┆ 1         ┆ 1         │
+    │ 2025-01-01 09:30:57 ┆ 1        ┆ 1         ┆ 2         │
+    │ 2025-01-01 09:31:00 ┆ 2        ┆ 2         ┆ 3         │
+    │ 2025-01-01 10:00:00 ┆ 31       ┆ 31        ┆ 32        │
+    │ 2025-01-01 13:00:00 ┆ 121      ┆ 121       ┆ 122       │
+    └─────────────────────┴──────────┴───────────┴───────────┘
+
+    """
+    am = (t.dt.time() - time(9, 29)).dt.total_minutes().clip(0, 120)
+    pm = (t.dt.time() - time(12, 59)).dt.total_minutes().clip(0, 120)
+    return am + pm
+
+
+def FROMOPEN_1(t: Expr, offset: int) -> Expr:
+    """返回当前时刻距开盘有多少分钟。范围1~240
+
+    用于计算量比
+    1. 竞价量比，分母应当为1
+    2. 日线数据0~8点时，返回240
+    3. 日线数据9点时，返回1
+
+    Parameters
+    ----------
+    t : Expr
+        时间列
+    offset : int
+        偏移量，单位秒
+
+    Notes
+    -----
+    每根K线结束时，标签是当前时间的50多秒，而结束时时间已经到下以分钟了，所以建议加60秒
+
+    """
+    return when(t.dt.time() >= time(8, 45)).then(FROMOPEN(t + timedelta(seconds=offset)).clip(1, 240)).otherwise(240)

polars_ta/utils/numba_.py

@@ -2,6 +2,7 @@
 Demo for using numba to implement rolling functions.
 本文件是使用numba实现rolling的函数，演示用
 """
+from functools import lru_cache
 from typing import List
 
 import numpy as np
@@ -160,3 +161,12 @@ def roll_sum(x: Expr, n: int) -> Expr:
 
 def roll_cov(a: Expr, b: Expr, n: int) -> Expr:
     return struct([a, b]).map_batches(lambda xx: batches_i2_o1(struct_to_numpy(xx, 2), nb_roll_cov, n))
+
+
+@lru_cache
+@jit(nopython=True, nogil=True, fastmath=True, cache=True)
+def get_exponent_weights(
+        window: int = 10,
+        half_life: int = 5,
+) -> np.ndarray:
+    return np.repeat(0.5 ** (1 / half_life), window) ** np.arange(window - 1, -1, -1)

polars_ta/wq/__init__.py

@@ -1,5 +1,6 @@
 from polars_ta.wq.arithmetic import *  # noqa
 from polars_ta.wq.cross_sectional import *  # noqa
+from polars_ta.wq.half_life import *  # noqa
 from polars_ta.wq.logical import *  # noqa
 from polars_ta.wq.preprocess import *  # noqa
 from polars_ta.wq.time_series import *  # noqa

polars_ta/wq/_nb.py

@@ -312,7 +312,13 @@ def _signals_to_size(is_long_entry: np.ndarray, is_long_exit: np.ndarray,
 
 
 @jit(nopython=True, nogil=True, cache=True)
-def roll_decay_linear(x1, window, min_periods):
+def _roll_decay_linear(x1, window, min_periods):
+    """
+    def ts_decay_linear(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
+        minp = min_samples or polars_ta.MIN_SAMPLES or d
+        return x.map_batches(lambda x1: batches_i1_o1(x1.to_numpy().astype(float), _roll_decay_linear, d, minp))
+
+    """
     weights = np.arange(1., window + 1)
 
     out1 = full_with_window_size(x1, np.nan, dtype=np.float64, window_size=window)
@@ -327,7 +333,13 @@ def roll_decay_linear(x1, window, min_periods):
 
 
 @jit(nopython=True, nogil=True, cache=True)
-def roll_decay_exp_window(x1, window, min_periods, factor):
+def _roll_decay_exp_window(x1, window, min_periods, factor):
+    """
+    def ts_decay_exp_window(x: Expr, d: int = 30, factor: float = 1.0, min_samples: Optional[int] = None) -> Expr:
+        minp = min_samples or polars_ta.MIN_SAMPLES or d
+        return x.map_batches(lambda x1: batches_i1_o1(x1.to_numpy().astype(float), _roll_decay_exp_window, d, minp, factor))
+
+    """
     weights = factor ** np.arange(window - 1, -1, -1)
 
     out1 = full_with_window_size(x1, np.nan, dtype=np.float64, window_size=window)

polars_ta/wq/half_life.py

@@ -0,0 +1,26 @@
+import numpy as np
+from polars import Expr
+
+from polars_ta.utils.numba_ import get_exponent_weights
+
+
+def ts_mean_hl(x: Expr, d: int, half_life: int):
+    """滚动均值。带半衰期"""
+    return x.fill_null(np.nan).rolling_mean(d, weights=get_exponent_weights(d, half_life)).fill_nan(None)
+
+
+def ts_sum_hl(x: Expr, d: int, half_life: int):
+    """滚动求和。带半衰期"""
+    return x.fill_null(np.nan).rolling_sum(d, weights=get_exponent_weights(d, half_life)).fill_nan(None)
+
+
+def ts_std_hl(x: Expr, d: int, half_life: int):
+    """滚动标准差。带半衰期"""
+    return x.fill_null(np.nan).rolling_std(d, weights=get_exponent_weights(d, half_life)).fill_nan(None)
+
+
+def ts_var_hl(x: Expr, d: int, half_life: int):
+    """滚动方差。带半衰期"""
+    return x.fill_null(np.nan).rolling_var(d, weights=get_exponent_weights(d, half_life)).fill_nan(None)
+
+# TODO 混动时序回归，带半衰期

polars_ta/wq/preprocess.py

@@ -119,3 +119,12 @@ def cs_mad_zscore_resid_zscore(y: Expr, *more_x: Expr) -> Expr:
 def cs_quantile_zscore(y: Expr, low_limit: float = 0.025, up_limit: float = 0.975) -> Expr:
     """横截面分位数去极值、标准化"""
     return cs_zscore(cs_quantile(y, low_limit, up_limit))
+
+
+# ==========================
+def cs_resid_w(w: Expr, y: Expr, *more_x: Expr) -> Expr:
+    """横截面加权多元回归取残差
+
+    Barra中权重采用流通市值的平方根
+    """
+    return pls.compute_least_squares(y, *more_x, sample_weights=w, mode='residuals', ols_kwargs=_ols_kwargs)

polars_ta/wq/time_series.py

@@ -1,14 +1,18 @@
+import itertools
 from typing import Optional
 
+import more_itertools
+import numpy as np
 import polars_ols as pls
-from polars import Expr, UInt16, struct, when, Struct, Field, Float64, Boolean, UInt32
+from polars import Expr, UInt16, struct, when, Struct, Field, Float64, Boolean, UInt32, all_horizontal, any_horizontal
 from polars import rolling_corr, rolling_cov
 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_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
+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_prod
 
 
 def ts_arg_max(x: Expr, d: int = 5, reverse: bool = True, min_samples: Optional[int] = None) -> Expr:
@@ -165,6 +169,40 @@ def ts_count(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
     return x.cast(Boolean).cast(UInt32).rolling_sum(d, min_samples=minp)
 
 
+def ts_count_eq(x: Expr, d: int = 30, n: int = 10, min_samples: Optional[int] = None) -> Expr:
+    """D天内最近连续出现N次
+
+    Parameters
+    ----------
+    x
+    d: int
+        窗口大小
+    n: int
+        连续出现次数
+
+    """
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    xx = x.cast(Boolean).cast(UInt32)
+    return (xx.rolling_sum(n) == n) & (xx.rolling_sum(d, min_samples=minp) == n)
+
+
+def ts_count_ge(x: Expr, d: int = 30, n: int = 10, min_samples: Optional[int] = None) -> Expr:
+    """D天内最近连续出现至少N次
+
+    Parameters
+    ----------
+    x
+    d: int
+        窗口大小
+    n: int
+        至少连续出现次数
+
+    """
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    xx = x.cast(Boolean).cast(UInt32)
+    return (xx.rolling_sum(n) == n) & (xx.rolling_sum(d, min_samples=minp) >= n)
+
+
 def ts_count_nans(x: Expr, d: int = 5, min_samples: Optional[int] = None) -> Expr:
     """时序滚动统计nan出现次数
 
@@ -448,12 +486,11 @@ def ts_decay_exp_window(x: Expr, d: int = 30, factor: float = 1.0, min_samples:
     https://platform.worldquantbrain.com/learn/operators/detailed-operator-descriptions#ts_decay_exp_windowx-d-factor-10-nan-true
 
     """
-    # y = arange(d - 1, -1, step=-1, eager=False)
-    # weights = repeat(factor, d, eager=True).pow(y)
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    weights = np.repeat(factor, d) ** np.arange(d - 1, -1, -1)
     # print(weights)
-    # return x.rolling_mean(d, weights=weights)
-    minp = min_samples or polars_ta.MIN_SAMPLES or d
-    return x.map_batches(lambda x1: batches_i1_o1(x1.to_numpy().astype(float), roll_decay_exp_window, d, minp, factor))
+    # pyo3_runtime.PanicException: weights not yet supported on array with null values
+    return x.fill_null(np.nan).rolling_mean(d, weights=weights, min_samples=minp).fill_nan(None)
 
 
 def ts_decay_linear(x: Expr, d: int = 30, min_samples: Optional[int] = None) -> Expr:
@@ -492,12 +529,12 @@ def ts_decay_linear(x: Expr, d: int = 30, min_samples: Optional[int] = None) ->
     https://platform.worldquantbrain.com/learn/operators/detailed-operator-descriptions#ts_decay_linearx-d-dense-false
 
     """
-    # # weights not yet supported on array with null values
-    # weights = arange(1, d + 1, eager=True)
-    # # print(weights)
-    # return x.rolling_mean(d, weights=weights)
-    minp = min_samples or polars_ta.MIN_SAMPLES or d
-    return x.map_batches(lambda x1: batches_i1_o1(x1.to_numpy().astype(float), roll_decay_linear, d, minp))
+    minp = min_samples or polars_ta.MIN_SAMPLES
+    weights = np.arange(1, d + 1)
+    # print(weights)
+    # pyo3_runtime.PanicException: weights not yet supported on array with null values
+    # null换成NaN就不报错了，再换回来
+    return x.fill_null(np.nan).rolling_mean(d, weights=weights, min_samples=minp).fill_nan(None)
 
 
 def ts_delay(x: Expr, d: int = 1, fill_value: float = None) -> Expr:
@@ -768,6 +805,140 @@ 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_shifts_v1(*args) -> Expr:
+    """时序上按顺序进行平移，然后逻辑与
+
+    比如今天反包，昨天阴跌，前天涨停。只需要写`ts_shifts_v1(反包,阴跌,涨停)`。使用此函数能一定程度上简化代码
+
+    Parameters
+    ----------
+    args
+        pl.col按照顺序排列
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, False, False, True, True, True],
+        'b': [None, False, True, True, True, True],
+        'c': [None, True, True, True, True, True],
+    }).with_columns(
+        out1=ts_shifts_v1(pl.col('a'), pl.col('b'), pl.col('c')),
+        out2=pl.col('a').shift(0) & pl.col('b').shift(1) & pl.col('c').shift(2),
+    )
+
+    shape: (6, 5)
+    ┌──────┬───────┬───────┬───────┬───────┐
+    │ c    ┆ b     ┆ a     ┆ out1  ┆ out2  │
+    │ ---  ┆ ---   ┆ ---   ┆ ---   ┆ ---   │
+    │ bool ┆ bool  ┆ bool  ┆ bool  ┆ bool  │
+    ╞══════╪═══════╪═══════╪═══════╪═══════╡
+    │ null ┆ null  ┆ null  ┆ null  ┆ null  │
+    │ true ┆ false ┆ false ┆ false ┆ false │
+    │ true ┆ true  ┆ false ┆ false ┆ false │
+    │ true ┆ true  ┆ true  ┆ true  ┆ true  │
+    │ true ┆ true  ┆ true  ┆ true  ┆ true  │
+    │ true ┆ true  ┆ true  ┆ true  ┆ true  │
+    └──────┴───────┴───────┴───────┴───────┘
+    ```
+
+    """
+    return all_horizontal(arg.shift(i) for i, arg in enumerate(args))
+
+
+def ts_shifts_v2(*args) -> Expr:
+    """时序上按顺序进行平移，然后逻辑与
+
+    遇到连续条件时可简化参数。如连续3天涨停后连续2天跌停，可用`ts_shifts_v2(跌停,2,涨停,3)`
+    另一种实现方法是：`ts_delay((ts_count(涨停,3)==3),2)&(ts_count(跌停,2)==2)`
+
+    Parameters
+    ----------
+    args
+        pl.col, repeat。两个参数循环
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, False, False, True, True, True],
+        'b': [None, False, True, True, True, True],
+        'c': [None, True, True, True, True, True],
+    }).with_columns(
+        out1=ts_shifts_v1(pl.col('a'), pl.col('b'), pl.col('b')),
+        out2=ts_shifts_v2(pl.col('a'), 1, pl.col('b'), 2),
+        out3=pl.col('a').shift(0) & pl.col('b').shift(1) & pl.col('b').shift(2),
+    )
+
+    shape: (6, 6)
+    ┌───────┬───────┬──────┬───────┬───────┬───────┐
+    │ a     ┆ b     ┆ c    ┆ out1  ┆ out2  ┆ out3  │
+    │ ---   ┆ ---   ┆ ---  ┆ ---   ┆ ---   ┆ ---   │
+    │ bool  ┆ bool  ┆ bool ┆ bool  ┆ bool  ┆ bool  │
+    ╞═══════╪═══════╪══════╪═══════╪═══════╪═══════╡
+    │ null  ┆ null  ┆ null ┆ null  ┆ null  ┆ null  │
+    │ false ┆ false ┆ true ┆ false ┆ false ┆ false │
+    │ false ┆ true  ┆ true ┆ false ┆ false ┆ false │
+    │ true  ┆ true  ┆ true ┆ false ┆ false ┆ false │
+    │ true  ┆ true  ┆ true ┆ true  ┆ true  ┆ true  │
+    │ true  ┆ true  ┆ true ┆ true  ┆ true  ┆ true  │
+    └───────┴───────┴──────┴───────┴───────┴───────┘
+    ```
+
+    """
+    return ts_shifts_v1(*itertools.chain.from_iterable([item] * count for item, count in more_itertools.chunked(args, 2)))
+
+
+def ts_shifts_v3(*args) -> Expr:
+    """时序上按顺序进行平移，然后逻辑或
+
+    如：涨停后连续下跌1~3天。这个案例会导致涨停可能出现在动态的一天。`ts_shifts_v3(下跌,1,3,涨停,1,1)`
+    它本质上是`ts_shifts_v2(下跌,1,涨停,1)|ts_shifts_v2(下跌,2,涨停,1)|ts_shifts_v2(下跌,3,涨停,1)|`
+
+    Parameters
+    ----------
+    args
+        pl.col, [start, end]。三个参数循环。start/end都是闭区间
+
+    Examples
+    --------
+    ```python
+    df = pl.DataFrame({
+        'a': [None, False, False, True, True, True],
+        'b': [None, False, True, True, True, True],
+        'c': [None, True, True, True, True, True],
+    }).with_columns(
+        out0=ts_shifts_v3(pl.col('a'), 1, 3, pl.col('b'), 2, 2),
+        out1=ts_shifts_v2(pl.col('a'), 1, pl.col('b'), 2),
+        out2=ts_shifts_v2(pl.col('a'), 2, pl.col('b'), 2),
+        out3=ts_shifts_v2(pl.col('a'), 3, pl.col('b'), 2)
+    ).with_columns(
+        out4=pl.col('out1') | pl.col('out2') | pl.col('out3')
+    )
+
+    shape: (6, 8)
+    ┌───────┬───────┬──────┬───────┬───────┬───────┬───────┬───────┐
+    │ a     ┆ b     ┆ c    ┆ out0  ┆ out1  ┆ out2  ┆ out3  ┆ out4  │
+    │ ---   ┆ ---   ┆ ---  ┆ ---   ┆ ---   ┆ ---   ┆ ---   ┆ ---   │
+    │ bool  ┆ bool  ┆ bool ┆ bool  ┆ bool  ┆ bool  ┆ bool  ┆ bool  │
+    ╞═══════╪═══════╪══════╪═══════╪═══════╪═══════╪═══════╪═══════╡
+    │ null  ┆ null  ┆ null ┆ null  ┆ null  ┆ null  ┆ null  ┆ null  │
+    │ false ┆ false ┆ true ┆ false ┆ false ┆ false ┆ false ┆ false │
+    │ false ┆ true  ┆ true ┆ false ┆ false ┆ false ┆ false ┆ false │
+    │ true  ┆ true  ┆ true ┆ false ┆ false ┆ false ┆ false ┆ false │
+    │ true  ┆ true  ┆ true ┆ true  ┆ true  ┆ false ┆ false ┆ true  │
+    │ true  ┆ true  ┆ true ┆ true  ┆ true  ┆ true  ┆ false ┆ true  │
+    └───────┴───────┴──────┴───────┴───────┴───────┴───────┴───────┘
+    ```
+
+    """
+    exprs = [a for a, b, c in more_itertools.chunked(args, 3)]
+    ranges = [range(b, c + 1) for a, b, c in more_itertools.chunked(args, 3)]
+    # 参数整理成col,repeat模式
+    outputs = [itertools.chain.from_iterable(zip(exprs, d)) for d in itertools.product(*ranges)]
+    return any_horizontal(ts_shifts_v2(*_) for _ in outputs)
+
+
 def ts_skewness(x: Expr, d: int = 5, bias: bool = False, min_samples: Optional[int] = None) -> Expr:
     """时序滚动偏度
 

{polars_ta-0.5.7.dist-info → polars_ta-0.5.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: polars_ta
-Version: 0.5.7
+Version: 0.5.9
 Summary: polars expressions
 Author-email: wukan <wu-kan@163.com>
 License: MIT License
@@ -29,6 +29,7 @@ Keywords: expression,polars,talib
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python
 Requires-Python: >=3.8
+Requires-Dist: more-itertools
 Requires-Dist: numba
 Requires-Dist: numpy
 Requires-Dist: pandas

{polars_ta-0.5.7.dist-info → polars_ta-0.5.9.dist-info}/RECORD

@@ -1,5 +1,5 @@
 polars_ta/__init__.py,sha256=ig6f6c1AMSpntwKjqaX3msBzVIwkI7J776IujEmiuvA,123
-polars_ta/_version.py,sha256=KiyyYbyEe0O858kmiWcg1RdmqGUYtk_JqRmc3_Ev2Q8,22
+polars_ta/_version.py,sha256=JXLyhF5WmLgRZBfWGz9zWe2g5ISKSLpn2jp8yLaC-s4,22
 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
@@ -17,7 +17,7 @@ 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
-polars_ta/prefix/tdx.py,sha256=EttaExzqoA3Y3lD-YKA32-5GfJ6jgKjt-nRuoeuK0wQ,11429
+polars_ta/prefix/tdx.py,sha256=HvIy35eSs1MvOuh6dRvG-ZY1K6DOq5i6JHM1b52cVKQ,11529
 polars_ta/prefix/vec.py,sha256=vsRbRryBdtrAPZ1CRcatzcx_-JNieF9CAacw6yXZbvI,1123
 polars_ta/prefix/wq.py,sha256=PpSLQQ3vD0Mf3Tiz_AFSi--q8p7CkLg9CHh_ayMfoYo,35
 polars_ta/reports/__init__.py,sha256=KEATtWxhdaO6XScHYN2XE4WkYbYpQvDOEyXgyc2z22g,45
@@ -35,7 +35,7 @@ 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/__init__.py,sha256=8JesnZamyPdFJYyMrbLR3LPSCFrP2zeXF7Q_6EOJELE,704
 polars_ta/tdx/_chip.py,sha256=2eCe-y_0DcBivVjQHXlFwAiY410-hH-KKPrsUcRJcyk,3832
 polars_ta/tdx/_nb.py,sha256=IV3XrgSYPoR4jnOOT8p7jJWGtnoRrHLw5-fnIOfmMvA,2192
 polars_ta/tdx/_slow.py,sha256=N3ePWFLhzFeB3k-nJ15TUAdIy9Ixq3WsULgW-zWe18Q,413
@@ -50,27 +50,29 @@ polars_ta/tdx/pattern_feature.py,sha256=D3_nyntC2UnvYL3smBYbADoxyh1oGkpWAI4E6Uqh
 polars_ta/tdx/pressure_support.py,sha256=Lk_6nXImyWLuloP4rBwarp5LEVZjgr6_5ekxIksZPr8,1085
 polars_ta/tdx/reference.py,sha256=bij16Axl-ICVu4q9NQCQmXfZqcFAYxGCNb8_TSbmy2g,6298
 polars_ta/tdx/statistic.py,sha256=jdNLx3nV-uN4LrHRGxUUMhNOnlu8MOozjIHvshgMNPg,2588
+polars_ta/tdx/times.py,sha256=hy2mpw24h5l3iZTc5zrexDvKKeDrylNSudoTPByJXhs,2814
 polars_ta/tdx/trend.py,sha256=n5HDHhb1Qak39DJjMFx27hFTYSttbNFeXJD7saRiTMo,3008
 polars_ta/tdx/trend_feature.py,sha256=uNc4Z46Kyd7Prl0Ftl2ljSAXztTzQtbO28p7gy8iMvM,9086
 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=P0z-81mabX_9zyJOX0Ib1CFmvPl9-SSatzki3dOciVA,5972
+polars_ta/utils/numba_.py,sha256=pM_aolcSRoiow7aMIp0YMm_D94xwXqp0nsosri99dso,6259
 polars_ta/utils/pandas_.py,sha256=codb51l45TUMngY55twQaUPUxnffjvj8UEOm35zFpNE,1989
 polars_ta/utils/pit.py,sha256=YNgUE6mbwhrtA-7wyOL0PCUDdwfTQouXwage-cK6efY,4312
 polars_ta/utils/withs.py,sha256=cMSRHTyoFoG0qN5NZgx8D2HjmSJzqkE1MZRNiylMPtY,1167
 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/__init__.py,sha256=AELZndt_TPeuqFzJXmozI73magQ2V9p5EBhfim5QN1Q,372
+polars_ta/wq/_nb.py,sha256=qKcIS-cyzzRXxKSCDPcxIje4vT4pebrf_Fb8X6A6dw8,11874
 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=zmJd1tBj8IV-7mE6Z2ukk67KAlXuuOKs4U_Xufcs6Yc,16382
+polars_ta/wq/half_life.py,sha256=hfXYkKttSXH5IpbBwZWNs5QxSclXS4xrML4nhUGgvlY,919
 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/preprocess.py,sha256=bavr8Z3IXUiaAveK8SQcqPCjPmHLvBjcI5d_Us5JZ5w,4004
+polars_ta/wq/time_series.py,sha256=xBAqkkYKz7AmKUdkshL273hxWvkit3YSOgjLLmOemvY,40571
 polars_ta/wq/transformational.py,sha256=4ns97vxarJFDNu5jOL7jhZNEKO-s-jViUB6y2tSndAU,7432
 polars_ta/wq/vector.py,sha256=Hkg5q3zi1QOylccB43FvnR_AcCjG4JxhmeKW5RdMn3Q,1957
-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,,
+polars_ta-0.5.9.dist-info/METADATA,sha256=cQfaBfyPS9B6crDDl-w9eHzt7oeRSaHdgej63ENpnO8,8869
+polars_ta-0.5.9.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+polars_ta-0.5.9.dist-info/licenses/LICENSE,sha256=nREFtfwxWCCYD-ZA1jMzhhxMyTz-wGWFlnkpgg0DCtQ,1062
+polars_ta-0.5.9.dist-info/RECORD,,