def _cov_corr(self, name: str) -> DataFrame:
calc_columns: List[str] = []
calc_dtype_loc: List[Tuple[str, int]] = []
np_dtype = 'int64'
for col in self._df._columns:
if col in self._group_columns:
continue
dtype, loc, order = self._df._column_info[col].values
if dtype in 'fib':
if dtype == 'f':
np_dtype = 'float64'
calc_columns.append(col)
calc_dtype_loc.append((dtype, loc))
data = self._df._values_number_drop(calc_columns, calc_dtype_loc,
np_dtype)
dtype_word = utils.convert_kind_to_dtype(data.dtype.kind)
func = getattr(_gb, name + '_' + dtype_word)
result = func(self._group_labels, len(self), data, [])
data_dict = self._get_group_col_data()
data_dict_final: Dict[str, List[ndarray]] = defaultdict(list)
for dtype, arrs in data_dict.items():
data_dict_final[dtype] = [
np.repeat(arrs[0], len(calc_columns), axis=0)
]
new_column_info = self._get_new_column_info()
num_group_cols = len(self._group_columns)
new_columns = self._group_columns.copy()
cur_obj_loc = utils.get_num_cols(data_dict_final.get('O', []))
column_name_array = np.tile(calc_columns, len(self))[:, np.newaxis]
data_dict_final['O'].append(column_name_array)
new_columns.append('Column Name')
new_column_info['Column Name'] = utils.Column('O', cur_obj_loc,
num_group_cols)
cur_loc = utils.get_num_cols(data_dict_final.get('f', []))
for i, col in enumerate(calc_columns):
new_column_info[col] = utils.Column('f', i + cur_loc,
i + num_group_cols + 1)
new_columns.append(col)
data_dict_final['f'].append(result)
new_data = utils.concat_stat_arrays(data_dict_final)
return DataFrame._construct_from_new(new_data, new_column_info,
new_columns)
def _roll_agg(self,
agg_cols: Dict = None,
new_names: Dict = None,
new_order: Dict = None,
num_agg_cols: int = None,
func_kwargs: Dict = None):
col_info = self._df._column_info
kept_dtype_loc = defaultdict(list)
new_column_info = {}
dtype_ct = defaultdict(int)
for i, col in enumerate(self._kept_columns):
dtype, loc, _ = col_info[col].values
new_loc = len(kept_dtype_loc[dtype])
kept_dtype_loc[dtype].append(loc)
new_column_info[col] = utils.Column(dtype, new_loc, i)
dtype_ct[dtype] += 1
data_dict = defaultdict(list)
new_columns = self._kept_columns.copy() + [''] * num_agg_cols
for name, agg_cols in agg_cols.items():
agg_dtype_locs = defaultdict(list)
agg_dtype_names = defaultdict(list)
agg_dtype_new_names = defaultdict(list)
agg_dtype_order = defaultdict(list)
non_agg_dtype_locs = defaultdict(list)
agg_dtype_kwargs = defaultdict(list)
if isinstance(name, str):
# name can also be a custom function
name_kwargs = get_func_kwargs(name)
ignore_str = name_kwargs.get('ignore_str', True)
ignore_date = name_kwargs.get('ignore_date', True)
keep_date_type = name_kwargs.get('keep_date_type', True)
else:
ignore_str = False
ignore_date = False
keep_date_type = True
cur_new_names = new_names[name]
cur_new_order = new_order[name]
kwargs_list = func_kwargs[name]
for col in self._df._columns:
dtype, loc, _ = self._df._column_info[col].values
try:
idx = agg_cols.index(col)
except ValueError:
non_agg_dtype_locs[dtype].append(loc)
else:
agg_dtype_locs[dtype].append(loc)
agg_dtype_names[dtype].append(col)
agg_dtype_new_names[dtype].append(cur_new_names[idx])
agg_dtype_order[dtype].append(cur_new_order[idx])
agg_dtype_kwargs[dtype].append(kwargs_list[idx])
for dtype, data in self._df._data.items():
if dtype not in agg_dtype_locs:
continue
if ignore_str and dtype == 'O':
continue
if ignore_date and dtype in 'mM':
continue
if dtype in 'mM':
data = data.view('int64')
kwargs = {}
for kw in agg_dtype_kwargs[dtype]:
if kw is not None:
kwargs = kw
break
if isinstance(name, str):
func_name = name + '_' + utils.convert_kind_to_dtype_generic(
dtype)
else:
func_name = 'custom_' + utils.convert_kind_to_dtype_generic(
dtype)
# 'name' is actually a function here
kwargs['func'] = name
kwargs['col_dict'] = dict(
zip(agg_dtype_locs[dtype], agg_dtype_names[dtype]))
func = getattr(_roll, func_name)
arr = func(data, np.array(agg_dtype_locs[dtype]), self._left,
self._right, self._min_window, **kwargs)
if dtype in 'mM' and keep_date_type:
new_kind = dtype
arr = arr.astype(utils.convert_kind_to_dtype(dtype))
else:
new_kind = arr.dtype.kind
cur_loc = utils.get_num_cols(data_dict.get(
new_kind, [])) + dtype_ct[new_kind]
data_dict[new_kind].append(arr)
old_locs = agg_dtype_locs[dtype]
order = np.argsort(old_locs).tolist()
cur_names = np.array(agg_dtype_new_names[dtype])[order]
cur_order = len(self._kept_columns) + np.array(
agg_dtype_order[dtype])[order]
for i, cur_name in enumerate(cur_names):
new_column_info[cur_name] = utils.Column(
new_kind, cur_loc + i, cur_order[i])
new_columns[cur_order[i]] = cur_name
new_data = {}
for dtype, locs in kept_dtype_loc.items():
data = self._df._data[dtype][:, locs]
if data.ndim == 1:
data = data[:, np.newaxis]
new_data[dtype] = data
for dtype, data in data_dict.items():
if dtype not in new_data:
new_data[dtype] = np.column_stack((*data, ))
else:
new_data[dtype] = np.column_stack((new_data[dtype], *data))
return DataFrame._construct_from_new(
new_data, new_column_info, np.asarray(new_columns, dtype='O'))
def _single_agg(self,
agg_cols: Dict = None,
new_names: Dict = None,
new_order: Dict = None,
num_agg_cols: int = None,
func_kwargs: Dict = None) -> DataFrame:
labels = self._group_labels
size = len(self._group_position)
data_dict = self._get_group_col_data()
new_column_info = self._get_new_column_info()
new_columns = self._group_columns.copy() + [''] * num_agg_cols
for name, agg_cols in agg_cols.items():
agg_dtype_locs = defaultdict(list)
agg_dtype_names = defaultdict(list)
agg_dtype_new_names = defaultdict(list)
agg_dtype_order = defaultdict(list)
non_agg_dtype_locs = defaultdict(list)
agg_dtype_kwargs = defaultdict(list)
if isinstance(name, str):
# name can also be a custom function
name_kwargs = get_func_kwargs(name)
ignore_str = name_kwargs.get('ignore_str', True)
add_positions = name_kwargs.get('add_positions', False)
ignore_date = name_kwargs.get('ignore_date', True)
keep_date_type = name_kwargs.get('keep_date_type', True)
else:
ignore_str = False
add_positions = False
ignore_date = False
keep_date_type = True
cur_new_names = new_names[name]
cur_new_order = new_order[name]
kwargs_list = func_kwargs[name]
for col in self._df._columns:
dtype, loc, _ = self._df._column_info[col].values
try:
idx = agg_cols.index(col)
except ValueError:
non_agg_dtype_locs[dtype].append(loc)
else:
agg_dtype_locs[dtype].append(loc)
agg_dtype_names[dtype].append(col)
agg_dtype_new_names[dtype].append(cur_new_names[idx])
agg_dtype_order[dtype].append(cur_new_order[idx])
agg_dtype_kwargs[dtype].append(kwargs_list[idx])
for dtype, data in self._df._data.items():
if dtype not in agg_dtype_locs:
continue
if ignore_str and dtype == 'O':
continue
if ignore_date and dtype in 'mM':
continue
if dtype in 'mM':
data = data.view('int64')
kwargs = {}
for kw in agg_dtype_kwargs[dtype]:
if kw is not None:
kwargs = kw
break
if isinstance(name, str):
func_name = name + '_' + utils.convert_kind_to_dtype_generic(
dtype)
else:
func_name = 'custom_' + utils.convert_kind_to_dtype_generic(
dtype)
# 'name' is actually a function here
kwargs['func'] = name
kwargs['col_dict'] = dict(
zip(agg_dtype_locs[dtype], agg_dtype_names[dtype]))
func = getattr(_gb, func_name)
if add_positions:
arr = func(labels, size, data, non_agg_dtype_locs[dtype],
self._group_position, **kwargs)
else:
arr = func(labels, size, data, non_agg_dtype_locs[dtype],
**kwargs)
if dtype in 'mM' and keep_date_type:
new_kind = dtype
arr = arr.astype(utils.convert_kind_to_dtype(dtype))
else:
new_kind = arr.dtype.kind
cur_loc = utils.get_num_cols(data_dict.get(new_kind, []))
data_dict[new_kind].append(arr)
old_locs = agg_dtype_locs[dtype]
order = np.argsort(old_locs).tolist()
cur_names = np.array(agg_dtype_new_names[dtype])[order]
cur_order = len(self._group_columns) + np.array(
agg_dtype_order[dtype])[order]
for i, cur_name in enumerate(cur_names):
new_column_info[cur_name] = utils.Column(
new_kind, cur_loc + i, cur_order[i])
new_columns[cur_order[i]] = cur_name
new_data = utils.concat_stat_arrays(data_dict)
new_columns = np.array(new_columns, dtype='O')
return DataFrame._construct_from_new(new_data, new_column_info,
new_columns)
def _group_agg(self,
name: str,
ignore_str: bool = True,
add_positions: bool = False,
keep_group_cols: bool = True,
ignore_date: bool = True,
keep_date_type: bool = True,
**kwargs) -> DataFrame:
labels = self._group_labels
size = len(self._group_position)
old_dtype_col: Dict[str, List[str]] = defaultdict(list)
for col, col_obj in self._df._column_info.items():
if col not in self._group_columns:
old_dtype_col[col_obj.dtype].append(col)
if keep_group_cols:
data_dict = self._get_group_col_data()
new_column_info = self._get_new_column_info()
new_columns = self._group_columns.copy()
else:
data_dict = defaultdict(list)
new_column_info = {}
new_columns = []
for dtype, data in self._df._data.items():
if ignore_str and dtype == 'O':
continue
if ignore_date and dtype in 'mM':
continue
# number of grouped columns
group_locs: list = self._group_dtype_loc.get(dtype, [])
if len(group_locs) != data.shape[1]:
func_name = name + '_' + utils.convert_kind_to_dtype_generic(
dtype)
func = getattr(_gb, func_name)
if dtype in 'mM':
data = data.view('int64')
if add_positions:
arr = func(labels, size, data, group_locs,
self._group_position, **kwargs)
else:
arr = func(labels, size, data, group_locs, **kwargs)
else:
continue
if dtype in 'mM' and keep_date_type:
new_kind = dtype
arr = arr.astype(utils.convert_kind_to_dtype(dtype))
else:
new_kind = arr.dtype.kind
cur_loc = utils.get_num_cols(data_dict.get(new_kind, []))
data_dict[new_kind].append(arr)
for col in old_dtype_col[dtype]:
count_less = 0
old_kind, old_loc, old_order = self._df._column_info[
col].values
for k in self._group_dtype_loc.get(dtype, []):
count_less += old_loc > k
new_column_info[col] = utils.Column(
new_kind, cur_loc + old_loc - count_less, 0)
i = len(new_columns)
j = 0
for col in self._df._columns:
if col not in new_column_info:
continue
if col in self._group_columns and keep_group_cols:
new_column_info[col].order = j
j += 1
continue
new_columns.append(col)
new_column_info[col].order = i
i += 1
new_data = utils.concat_stat_arrays(data_dict)
return DataFrame._construct_from_new(new_data, new_column_info,
new_columns)