コード例 #1
0
    def test_masked_rankdata_2d(self,
                                seed_value,
                                method,
                                use_mask,
                                set_missing,
                                ascending):
        eyemask = ~eye(5, dtype=bool)
        nomask = ones((5, 5), dtype=bool)

        seed(seed_value)
        asfloat = (randn(5, 5) * seed_value)
        asdatetime = (asfloat).copy().view('datetime64[ns]')

        mask = eyemask if use_mask else nomask
        if set_missing:
            asfloat[:, 2] = nan
            asdatetime[:, 2] = NaTns

        float_result = masked_rankdata_2d(
            data=asfloat,
            mask=mask,
            missing_value=nan,
            method=method,
            ascending=True,
        )
        datetime_result = masked_rankdata_2d(
            data=asdatetime,
            mask=mask,
            missing_value=NaTns,
            method=method,
            ascending=True,
        )

        check_arrays(float_result, datetime_result)
コード例 #2
0
    def test_masked_rankdata_2d(self, seed_value, method, use_mask,
                                set_missing, ascending):
        eyemask = ~eye(5, dtype=bool)
        nomask = ones((5, 5), dtype=bool)

        seed(seed_value)
        asfloat = (randn(5, 5) * seed_value)
        asdatetime = (asfloat).copy().view('datetime64[ns]')

        mask = eyemask if use_mask else nomask
        if set_missing:
            asfloat[:, 2] = nan
            asdatetime[:, 2] = np_NaT

        float_result = masked_rankdata_2d(
            data=asfloat,
            mask=mask,
            missing_value=nan,
            method=method,
            ascending=True,
        )
        datetime_result = masked_rankdata_2d(
            data=asdatetime,
            mask=mask,
            missing_value=np_NaT,
            method=method,
            ascending=True,
        )

        check_arrays(float_result, datetime_result)
コード例 #3
0
 def _compute(self, arrays, dates, assets, mask):
     """
     For each row in the input, compute a like-shaped array of per-row
     ranks.
     """
     return masked_rankdata_2d(
         arrays[0],
         mask,
         self.inputs[0].missing_value,
         self._method,
         self._ascending,
     )
コード例 #4
0
ファイル: factor.py プロジェクト: AlexanderAA/zipline
 def _compute(self, arrays, dates, assets, mask):
     """
     For each row in the input, compute a like-shaped array of per-row
     ranks.
     """
     return masked_rankdata_2d(
         arrays[0],
         mask,
         self.inputs[0].missing_value,
         self._method,
         self._ascending,
     )