vizflow 0.2.0__py3-none-any.whl → 0.3.0__py3-none-any.whl

vizflow/__init__.py

@@ -5,7 +5,8 @@ Usage:
     import vizflow as vf
 """
 
-__version__ = "0.2.0"
+__version__ = "0.3.0"
 
 from .config import Config
 from .market import CN, CRYPTO, Market, Session
+from .ops import aggregate, bin, parse_time

vizflow/ops.py

@@ -0,0 +1,108 @@
+"""Core operations for data transformation."""
+
+from __future__ import annotations
+
+import polars as pl
+
+from .market import Market
+
+
+def parse_time(
+    df: pl.LazyFrame,
+    market: Market,
+    timestamp_col: str = "timestamp",
+) -> pl.LazyFrame:
+    """Add elapsed_seconds column based on market sessions.
+
+    Args:
+        df: Input LazyFrame
+        market: Market definition (only CN supported)
+        timestamp_col: Column with integer timestamp (H/HHMMSSMMM format)
+            e.g., 93012145 = 09:30:12.145, 142058425 = 14:20:58.425
+
+    Returns:
+        LazyFrame with elapsed_seconds column (float, includes milliseconds)
+        e.g., 09:30:12.145 → 12.145 (12 seconds + 145ms into trading)
+
+    Raises:
+        NotImplementedError: If market is not CN
+    """
+    if market.name != "CN":
+        raise NotImplementedError(f"Market {market.name} not supported yet")
+
+    col = pl.col(timestamp_col)
+
+    # Parse H/HHMMSSMMM → hour, minute, second, millisecond
+    h = col // 10000000  # 93012145 // 10000000 = 9
+    m = (col // 100000) % 100  # 93012145 // 100000 = 930, 930 % 100 = 30
+    s = (col // 1000) % 100  # 93012145 // 1000 = 93012, 93012 % 100 = 12
+    ms = col % 1000  # 93012145 % 1000 = 145
+
+    # CN market: calculate elapsed seconds from market open
+    # Morning: 09:30-11:30 (2 hours = 7200 seconds)
+    # Afternoon: 13:00-15:00 (2 hours = 7200 seconds)
+    base_seconds = (
+        pl.when((h == 9) & (m >= 30))
+        .then((m - 30) * 60 + s)  # 09:30-09:59
+        .when(h == 10)
+        .then(30 * 60 + m * 60 + s)  # 10:00-10:59
+        .when((h == 11) & (m < 30))
+        .then(90 * 60 + m * 60 + s)  # 11:00-11:29
+        .when((h >= 13) & (h < 15))
+        .then(7200 + (h - 13) * 3600 + m * 60 + s)  # 13:00-14:59
+        .when((h == 15) & (m == 0) & (s == 0))
+        .then(14400)  # 15:00:00 exactly
+        .otherwise(None)  # Outside trading hours
+    )
+
+    # Include milliseconds as fractional part
+    elapsed = base_seconds.cast(pl.Float64) + ms.cast(pl.Float64) / 1000.0
+
+    return df.with_columns(elapsed.alias("elapsed_seconds"))
+
+
+def bin(df: pl.LazyFrame, widths: dict[str, float]) -> pl.LazyFrame:
+    """Add bin columns for specified columns.
+
+    Args:
+        df: Input LazyFrame
+        widths: Column name to bin width mapping
+
+    Returns:
+        LazyFrame with {col}_bin columns added
+
+    Formula:
+        bin_value = round(raw_value / binwidth)
+        actual_value = bin_value * binwidth  # To recover
+    """
+    exprs = [
+        (pl.col(col) / width).round().cast(pl.Int64).alias(f"{col}_bin")
+        for col, width in widths.items()
+    ]
+    return df.with_columns(exprs)
+
+
+def aggregate(
+    df: pl.LazyFrame,
+    group_by: list[str],
+    metrics: dict[str, pl.Expr],
+) -> pl.LazyFrame:
+    """Aggregate data with custom metrics.
+
+    Args:
+        df: Input LazyFrame
+        group_by: Columns to group by
+        metrics: Name to Polars expression mapping
+
+    Returns:
+        Aggregated LazyFrame
+
+    Example:
+        metrics = {
+            "count": pl.len(),
+            "total_qty": pl.col("quantity").sum(),
+            "vwap": pl.col("notional").sum() / pl.col("quantity").sum(),
+        }
+    """
+    agg_exprs = [expr.alias(name) for name, expr in metrics.items()]
+    return df.group_by(group_by).agg(agg_exprs)

{vizflow-0.2.0.dist-info → vizflow-0.3.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vizflow
-Version: 0.2.0
+Version: 0.3.0
 Requires-Python: >=3.9
 Requires-Dist: polars>=0.20.0
 Provides-Extra: dev

vizflow-0.3.0.dist-info/RECORD

@@ -0,0 +1,8 @@
+vizflow/__init__.py,sha256=_2uMkH3E9eiPvkbE8-2Rmq4J5zjXxZcgqcSa3wnDI5E,244
+vizflow/config.py,sha256=1bc4maiFzeTVVMAcHyeJku4f5KcU-LlWGFpcHhjXylg,2356
+vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
+vizflow/ops.py,sha256=-C-e_WYJCdfl8DHkSvufyE_tMkruq6AI2MBoCwt2Hqo,3304
+vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+vizflow-0.3.0.dist-info/METADATA,sha256=hixuCfcNqckSK81T-vosviHJoCPS60Ju6brL-tHWwdg,388
+vizflow-0.3.0.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+vizflow-0.3.0.dist-info/RECORD,,

vizflow-0.2.0.dist-info/RECORD

@@ -1,7 +0,0 @@
-vizflow/__init__.py,sha256=ENq0VwprFPbrFSUXS74rX2Nd4ieTjgcBHCSLl-tZMSw,200
-vizflow/config.py,sha256=1bc4maiFzeTVVMAcHyeJku4f5KcU-LlWGFpcHhjXylg,2356
-vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
-vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-vizflow-0.2.0.dist-info/METADATA,sha256=LJ97yfPACqShNOSR3isPmd7ahR2miFp54QewiOUKygw,388
-vizflow-0.2.0.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-vizflow-0.2.0.dist-info/RECORD,,