def _compute(self, arrays, dates, assets, mask):
     data = arrays[0]
     bins = self.params['bins']
     to_bin = where(mask, data, nan)
     result = quantiles(to_bin, bins)
     # Write self.missing_value into nan locations, whether they were
     # generated by our input mask or not.
     result[isnan(result)] = self.missing_value
     return result.astype(int64_dtype)
Exemple #2
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 def _compute(self, arrays, dates, assets, mask):
     data = arrays[0]
     bins = self.params['bins']
     to_bin = where(mask, data, nan)
     result = quantiles(to_bin, bins)
     # Write self.missing_value into nan locations, whether they were
     # generated by our input mask or not.
     result[isnan(result)] = self.missing_value
     return result.astype(int64_dtype)