Beispiel #1
0
 def __init__(self, index=None, columns=None, ndim=None, freq=None):
     if index is not None and not isinstance(index, pd.Index):
         index = pd.Index(index)
     if columns is not None and not isinstance(columns, pd.Index):
         columns = pd.Index(columns)
     self._index = index
     self._columns = columns
     self._ndim = ndim
     self._freq = None
     if freq is not None:
         self._freq = freq_delta(freq)
     elif isinstance(self.index, DatetimeTypes):
         if self.index.freq is not None:
             self._freq = freq_delta(self.index.freq)
         elif self.index.inferred_freq is not None:
             self._freq = freq_delta(self.index.inferred_freq)
Beispiel #2
0
 def freq(self):
     """Index frequency."""
     if self._freq is not None:
         return freq_delta(self._freq)
     if isinstance(self.index, DatetimeTypes):
         if self.index.freq is not None:
             try:
                 return freq_delta(self.index.freq)
             except ValueError as e:
                 warnings.warn(repr(e))
         if self.index.inferred_freq is not None:
             try:
                 return freq_delta(self.index.inferred_freq)
             except ValueError as e:
                 warnings.warn(repr(e))
     return self._freq
Beispiel #3
0
    def year_freq(self):
        """Year frequency."""
        from vectorbt import settings

        year_freq = self._year_freq
        if year_freq is None:
            year_freq = settings.returns['year_freq']
        return freq_delta(year_freq)
Beispiel #4
0
 def freq(self):
     """Index frequency."""
     freq = self._freq
     if freq is None:
         freq = defaults.array_wrapper['freq']
     if freq is not None:
         return freq_delta(freq)
     if isinstance(self.index, DatetimeTypes):
         if self.index.freq is not None:
             try:
                 return freq_delta(self.index.freq)
             except ValueError as e:
                 warnings.warn(repr(e))
         if self.index.inferred_freq is not None:
             try:
                 return freq_delta(self.index.inferred_freq)
             except ValueError as e:
                 warnings.warn(repr(e))
     return freq
Beispiel #5
0
    def freq(self):
        """Index frequency."""
        from vectorbt import settings

        freq = self._freq
        if freq is None:
            freq = settings.array_wrapper['freq']
        if freq is not None:
            return freq_delta(freq)
        if isinstance(self.index, DatetimeTypes):
            if self.index.freq is not None:
                try:
                    return freq_delta(self.index.freq)
                except ValueError as e:
                    warnings.warn(repr(e), stacklevel=2)
            if self.index.inferred_freq is not None:
                try:
                    return freq_delta(self.index.inferred_freq)
                except ValueError as e:
                    warnings.warn(repr(e), stacklevel=2)
        return freq
Beispiel #6
0
 def year_freq(self):
     """Year frequency."""
     year_freq = self._year_freq
     if year_freq is None:
         year_freq = defaults.returns['year_freq']
     return freq_delta(year_freq)