def test(self,serspec,*args):
logger.debug('entered into TEST function')
if type(serspec) in (str,unicode):
series = grep(IS,serspec)
return self._sTEST(series,*args)
elif type(serspec) in (list,):
return self._sTest(serspec,*args)
elif type(serspec) is ets.Timeseries:
return self._sTEST((serspec,),*args)
logger.error('Non posso operare con l\'operazione TEST')
def futures(self,*args):
"""
FUT=FUTURES("LLC(?<yy>:[0-9]{2})(?<mm>[0-9]{2})","M")
"""
(spec,[freq]) = args
freq = str(freq)
_vars = grep(spec,udict(IS))
rx = re.compile(spec,re.I)
if _vars is None:
logger.error('Non posso creare i futures per %s', spec)
raise ValueError, "Niente futures per %s" % spec
dates = []
values = []
for _v in _vars:
m = re.match(spec,_v,re.IGNORECASE)
if m:
if freq=='Y':
idx1 = int(m.group('yy'))
if idx1<100: idx1 += 2000
dates.append(ts.Date(freq,
year=idx1))
elif freq=='M':
idx1 = int(m.group('yy'))
idx2 = int(m.group('mm'))
if idx1<100:
idx1 += 2000
dates.append(ts.Date(freq,
year=idx1,
month=idx2))
elif freq=='D':
idx1 = m.group('yy')
idx2 = m.group('mm')
idx3 = m.group('dd')
dates.append(ts.Date(freq,
year=2000+int(idx1),
month=int(idx2),
day=int(idx3)))
else:
raise ValueError, "FUTURES"
v = IS[_v]
values.append(v.data[-1])
if values and dates:
_ts = ts.time_series(values,
freq=freq,
dates=dates)
return ets.Timeseries(data=_ts)
return None
def drop(self,tsl,*args):
"""Drop time-series from information-set
:param tsl: the input time-series (not used)
:type tsl: time-series
:param args: names of time-series to drop
:type args: list of strings or regexp
:Example:
dstream://datastream/JP?proc=drop(TODROP)
"""
if len(args)>0:
for s in args:
K = self._dataset.keys()
C = grep(s,K)
for c in C:
logger.debug('Dropping series %s from IS',c)
del self._dataset[c]
