ygo 1.0.2__tar.gz → 1.0.4__tar.gz

{ygo-1.0.2/ygo.egg-info → ygo-1.0.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ygo
-Version: 1.0.2
+Version: 1.0.4
 Project-URL: homepage, https://github.com/link-yundi/ygo
 Project-URL: repository, https://github.com/link-yundi/ygo
 Requires-Python: >=3.8
@@ -9,6 +9,7 @@ License-File: LICENSE
 Requires-Dist: clickhouse-driver>=0.2.9
 Requires-Dist: dynaconf>=3.2.11
 Requires-Dist: joblib>=1.4.2
+Requires-Dist: lark>=1.2.2
 Requires-Dist: loguru>=0.7.3
 Requires-Dist: pandas>=2.0.3
 Requires-Dist: polars>=1.8.2
@@ -16,6 +17,7 @@ Requires-Dist: pyarrow>=17.0.0
 Requires-Dist: pymysql>=1.1.1
 Requires-Dist: sqlalchemy>=2.0.40
 Requires-Dist: sqlparse>=0.5.3
+Requires-Dist: toolz>=1.0.0
 Requires-Dist: tqdm>=4.67.1
 Dynamic: license-file
 

{ygo-1.0.2 → ygo-1.0.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ygo"
-version = "1.0.2"
+version = "1.0.4"
 description = ""
 readme = "README.md"
 requires-python = ">=3.8"
@@ -12,6 +12,7 @@ dependencies = [
     "clickhouse-driver>=0.2.9",
     "dynaconf>=3.2.11",
     "joblib>=1.4.2",
+    "lark>=1.2.2",
     "loguru>=0.7.3",
     "pandas>=2.0.3",
     "polars>=1.8.2",
@@ -19,13 +20,18 @@ dependencies = [
     "pymysql>=1.1.1",
     "sqlalchemy>=2.0.40",
     "sqlparse>=0.5.3",
+    "toolz>=1.0.0",
     "tqdm>=4.67.1",
 ]
 
 [tool.setuptools.packages.find]
 where = ["."]
-include = ["ygo", "ygo.*", "ylog", "ylog.*", "ycat", "ycat.*"]
+include = ["ygo", "ygo.*", "ylog", "ylog.*", "ycat", "ycat.*", "qdf", "qdf.*"]
 
 [project.urls]
 homepage = "https://github.com/link-yundi/ygo"
 repository = "https://github.com/link-yundi/ygo"
+
+[[index]]
+url = "https://mirrors.tuna.tsinghua.edu.cn/pypi/web/simple/"
+default = true

ygo-1.0.4/qdf/__init__.py

@@ -0,0 +1,529 @@
+# -*- coding: utf-8 -*-
+"""
+---------------------------------------------
+Created on 2025/3/5 21:40
+@author: ZhangYundi
+@email: yundi.xxii@outlook.com
+---------------------------------------------
+"""
+from __future__ import annotations
+
+import math
+from functools import wraps
+
+import polars as pl
+
+from .qdf import QDF
+
+
+def signature(function):
+    @wraps(function)
+    def wrapper(*args, **kwargs):
+        args = [str(arg) for arg in args]
+        for k, v in kwargs.items():
+            args.append(f"{k}={v}")
+        string = f"{function.__name__}({', '.join(args)})"
+        return string
+
+    return wrapper
+
+
+def from_polars(df: pl.DataFrame, index: tuple[str] = ("date", "time", "asset"), align: bool = True, ) -> QDF:
+    return QDF(df, index, align,)
+
+
+@signature
+def abs(expr: str): ...
+
+
+@signature
+def log(expr: str, base=math.e): ...
+
+
+@signature
+def sqrt(expr: str): ...
+
+
+@signature
+def square(expr: str): ...
+
+
+@signature
+def cube(expr: str): ...
+
+
+@signature
+def cbrt(expr: str): ...
+
+
+@signature
+def sin(expr: str): ...
+
+
+@signature
+def sinh(expr: str): ...
+
+
+@signature
+def arcsin(expr: str): ...
+
+
+@signature
+def arcsinh(expr: str): ...
+
+
+@signature
+def cos(expr: str): ...
+
+
+@signature
+def cosh(expr: str): ...
+
+
+@signature
+def arccos(expr: str): ...
+
+
+@signature
+def arccosh(expr: str): ...
+
+
+@signature
+def tan(expr: str): ...
+
+
+@signature
+def tanh(expr: str): ...
+
+
+@signature
+def arctan(expr: str): ...
+
+
+@signature
+def arctanh(expr: str): ...
+
+
+@signature
+def sign(expr: str): ...
+
+
+@signature
+def sigmoid(expr: str): ...
+
+
+@signature
+def cot(expr: str): ...
+
+
+@signature
+def degrees(expr: str): ...
+
+
+@signature
+def ind_entropy(expr: str, windows: int): ...
+
+@signature
+def d_entropy(expr: str, windows: int): ...
+
+@signature
+def cs_entropy(expr: str, windows: int): ...
+
+@signature
+def ts_entropy(expr: str, windows: int): ...
+
+
+@signature
+def exp(expr: str): ...
+
+
+@signature
+def log1p(expr: str): ...
+
+
+@signature
+def clip(expr: str, lower_bound, upper_bound): ...
+
+
+@signature
+def cs_ufit(expr: str): ...
+
+
+@signature
+def cs_rank(expr: str): ...
+
+
+@signature
+def cs_demean(expr: str): ...
+
+
+@signature
+def cs_mean(expr: str): ...
+
+
+@signature
+def cs_mid(expr: str): ...
+
+
+@signature
+def cs_moderate(expr: str): ...
+
+
+@signature
+def cs_qcut(expr: str, N: int = 10): ...
+
+
+@signature
+def cs_ic(left: str, right: str): ...
+
+
+@signature
+def cs_corr(left: str, right: str): ...
+
+
+@signature
+def cs_std(expr: str): ...
+
+
+@signature
+def cs_var(expr: str): ...
+
+
+@signature
+def cs_skew(expr: str): ...
+
+
+@signature
+def cs_slope(left: str, right: str): ...
+
+
+@signature
+def cs_resid(left: str, right: str): ...
+
+
+@signature
+def cs_zscore(expr: str): ...
+
+
+@signature
+def cs_midby(expr: str, *by: str): ...
+
+
+@signature
+def cs_meanby(expr: str, *by: str): ...
+
+
+@signature
+def cs_max(expr: str): ...
+
+
+@signature
+def cs_min(expr: str): ...
+
+
+@signature
+def cs_peakmax(expr: str): ...
+
+
+@signature
+def cs_peakmin(expr: str): ...
+
+
+@signature
+def ts_mean(expr: str, windows: int): ...
+
+
+@signature
+def ts_std(expr: str, windows: int): ...
+
+
+@signature
+def ts_sum(expr: str, windows: int): ...
+
+
+@signature
+def ts_var(expr: str, windows: int): ...
+
+
+@signature
+def ts_skew(expr: str, windows: int): ...
+
+
+@signature
+def ts_ref(expr: str, windows: int): ...
+
+
+@signature
+def ts_mid(expr: str, windows: int): ...
+
+
+@signature
+def ts_mad(expr: str, windows: int): ...
+
+
+@signature
+def ts_rank(expr: str, windows: int): ...
+
+
+@signature
+def ts_max(expr: str, windows: int): ...
+
+
+@signature
+def ts_min(expr: str, windows: int): ...
+
+
+@signature
+def ts_ewmmean(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ts_ewmstd(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ts_ewmvar(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ts_cv(expr: str, windows: int): ...
+
+
+@signature
+def ts_snr(expr: str, windows: int): ...
+
+
+@signature
+def ts_diff(expr: str, windows: int): ...
+
+
+@signature
+def ts_pct(expr: str, windows: int): ...
+
+
+@signature
+def ts_slope(left: str, right: str, windows: int): ...
+
+
+@signature
+def ts_corr(left: str, right: str, windows: int): ...
+
+
+@signature
+def ts_cov(left: str, right: str, windows: int): ...
+
+
+@signature
+def ts_resid(left: str, right: str, windows: int): ...
+
+
+@signature
+def ts_quantile(expr: str, windows: int, q: float): ...
+
+
+@signature
+def ts_prod(expr: str, windows: int): ...
+
+
+@signature
+def d_mean(expr: str, windows: int): ...
+
+
+@signature
+def d_std(expr: str, windows: int): ...
+
+
+@signature
+def d_sum(expr: str, windows: int): ...
+
+
+@signature
+def d_var(expr: str, windows: int): ...
+
+
+@signature
+def d_skew(expr: str, windows: int): ...
+
+
+@signature
+def d_ref(expr: str, windows: int): ...
+
+
+@signature
+def d_mid(expr: str, windows: int): ...
+
+
+@signature
+def d_mad(expr: str, windows: int): ...
+
+
+@signature
+def d_rank(expr: str, windows: int): ...
+
+
+@signature
+def d_max(expr: str, windows: int): ...
+
+
+@signature
+def d_min(expr: str, windows: int): ...
+
+
+@signature
+def d_ewmmean(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def d_ewmstd(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def d_ewmvar(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def d_cv(expr: str, windows: int): ...
+
+
+@signature
+def d_snr(expr: str, windows: int): ...
+
+
+@signature
+def d_diff(expr: str, windows: int): ...
+
+
+@signature
+def d_pct(expr: str, windows: int): ...
+
+
+@signature
+def d_slope(left: str, right: str, windows: int): ...
+
+
+@signature
+def d_corr(left: str, right: str, windows: int): ...
+
+
+@signature
+def d_cov(left: str, right: str, windows: int): ...
+
+
+@signature
+def d_resid(left: str, right: str, windows: int): ...
+
+
+@signature
+def d_quantile(expr: str, windows: int, q: float): ...
+
+
+@signature
+def d_prod(expr: str, windows: int): ...
+
+
+@signature
+def ind_mean(expr: str, windows: int): ...
+
+
+@signature
+def ind_std(expr: str, windows: int): ...
+
+
+@signature
+def ind_sum(expr: str, windows: int): ...
+
+
+@signature
+def ind_var(expr: str, windows: int): ...
+
+
+@signature
+def ind_skew(expr: str, windows: int): ...
+
+
+@signature
+def ind_ref(expr: str, windows: int): ...
+
+
+@signature
+def ind_mid(expr: str, windows: int): ...
+
+
+@signature
+def ind_mad(expr: str, windows: int): ...
+
+
+@signature
+def ind_rank(expr: str, windows: int): ...
+
+
+@signature
+def ind_max(expr: str, windows: int): ...
+
+
+@signature
+def ind_min(expr: str, windows: int): ...
+
+
+@signature
+def ind_ewmmean(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ind_ewmstd(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ind_ewmvar(expr: str, com=None, span=None, half_life=None, alpha=None): ...
+
+
+@signature
+def ind_cv(expr: str, windows: int): ...
+
+
+@signature
+def ind_snr(expr: str, windows: int): ...
+
+
+@signature
+def ind_diff(expr: str, windows: int): ...
+
+
+@signature
+def ind_pct(expr: str, windows: int): ...
+
+
+@signature
+def ind_slope(left: str, right: str, windows: int): ...
+
+
+@signature
+def ind_corr(left: str, right: str, windows: int): ...
+
+
+@signature
+def ind_cov(left: str, right: str, windows: int): ...
+
+
+@signature
+def ind_resid(left: str, right: str, windows: int): ...
+
+
+@signature
+def ind_quantile(expr: str, windows: int, q: float): ...
+
+
+@signature
+def ind_prod(expr: str, windows: int): ...
+
+
+@signature
+def max(*exprs: str): ...
+
+
+@signature
+def min(*exprs: str): ...
+
+
+@signature
+def sum(*exprs: str): ...

ygo-1.0.4/qdf/errors.py

@@ -0,0 +1,31 @@
+# -*- coding: utf-8 -*-
+"""
+---------------------------------------------
+Created on 2025/5/16 10:47
+@author: ZhangYundi
+@email: yundi.xxii@outlook.com
+---------------------------------------------
+"""
+
+from dataclasses import dataclass
+
+@dataclass
+class ParseError(Exception):
+    message: str
+
+    def __str__(self):
+        return f"ParseError(message={self.message})"
+
+@dataclass
+class CalculateError(Exception):
+    message: str
+
+    def __str__(self):
+        return f"CalculateError(message={self.message})"
+
+@dataclass
+class PolarsError(Exception):
+    message: str
+
+    def __str__(self):
+        return f"PolarsError(message={self.message})"