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Mark Aron Szulyovszky
b656f790f5
* feat(Data): resample exogenous/other datasource when their frequency is different * fix(Linter): ran * fix(Data): resampling done properly
22 lines
354 B
Python
22 lines
354 B
Python
from dataclasses import dataclass
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from typing import Literal
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import pandas as pd
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Path = str
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FileName = str
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@dataclass
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class DataSource:
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path: Path
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file_name: FileName
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freq: Literal["5m", "1h", "1d"]
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DataCollection = list[DataSource]
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ReturnSeries = pd.Series
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ForwardReturnSeries = pd.Series
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XDataFrame = pd.DataFrame
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ySeries = pd.Series
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