def __call__(self,ts,*args,**kwargs):
"""Turning Point - fill a series with a value from a turning point
:param tsl: the input time-series
:type tsl: a time-series
:param D: a date specification
:type D: a string representing a date (YYYY for A, YYYYMM for M, YYYYMMDD for D)
:param V: a value (default 0.0)
:type V: float
:return: the modified time-series
:rtype: a time-series
:Example:
dstream://Datastream/1.0$M_LIMIT?name=SOMEONE&proc=turningp(201101)
dstream://Datastream/0.0$M_LIMIT?name=SOMEZERO&proc=turningp(201101,1.0)
"""
V=0.0
D="today"
invert = False
if len(args)==1:
D = args[0]
if len(args)==2:
V=float(args[1])
if len(args)==3:
invert=bool(args[2])
if 'VALUE' in kwargs:
V=float(kwargs['VALUE'])
if 'INVERT' in kwargs:
invert = bool(kwargs['INVERT'])
freq = ts.index.freq
if re.match('^today$',D,re.I):
_tp = datetime.now()
else:
if freq == 'A':
_Y = int(D[0:4])
_tp = Period(freq=freq,value=_Y)
elif freq == 'M':
_Y = int(D[0:4])
_M = int(D[4:6])
_tp = Period(freq=freq,year=_Y,month=_M)
elif freq == 'Q':
_Y = int(D[0:4])
_Q = int(D[5:6])
_tp = Period(freq=freq,year=_Y,quarter=_Q)
elif freq == 'D':
_Y = int(D[0:4])
_M = int(D[4:6])
_D = int(D[6:8])
_tp = Period(freq=freq,year=_Y,month=_M,day=_D)
else:
raise OperationError, "turningp"
if isinstance(V,basestring):
if re.match('^NAN$',V,re.I):
V=np.nan
else:
V = float(V)
_t1 = Series(data=ts,copy=True)
_t1.ffill(0.0)
start = _tp
end = ts.index[-1]
if invert:
start = ts.index[0]
end = _tp
_tpd = period_range(str(start),str(end),freq=freq)
_t1.fillna(method='bfill')
for _p in _tpd:
_t1[_p]=1.0
_t = ts * _t1
_t2 = Series(ts,copy=True)
_t2.fill(V)
_tpd = period_range(start,end,freq=freq)
for _p in _tpd:
_t1[_p]=0.0
_tx = _t + _t2
return _tx
