feat(Data): resample exogenous/other datasource when their frequency is different (#234)

* feat(Data): resample exogenous/other datasource when their frequency is different

* fix(Linter): ran

* fix(Data): resampling done properly
This commit is contained in:
Mark Aron Szulyovszky
2022-03-10 20:00:06 +01:00
committed by GitHub
parent 4a9f74d645
commit b656f790f5
10 changed files with 69 additions and 37 deletions
+11 -1
View File
@@ -1,8 +1,18 @@
from dataclasses import dataclass
from typing import Literal
import pandas as pd
Path = str
FileName = str
DataSource = tuple[Path, FileName]
@dataclass
class DataSource:
path: Path
file_name: FileName
freq: Literal["5m", "1h", "1d"]
DataCollection = list[DataSource]
ReturnSeries = pd.Series