mirror of
https://github.com/webclinic017/drift.git
synced 2026-08-07 16:17:49 +00:00
Mark Aron Szulyovszky
442915f847
* feat(Data): create DataSource, DataCollection, added hourly crypto data * fix(Data): hourly data format, loading & config
33 lines
1.1 KiB
Python
33 lines
1.1 KiB
Python
import pandas as pd
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import numpy as np
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import os
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def get_files_from_dir(path: str) -> list[str]:
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return [f for f in os.listdir(path) if os.path.isfile(os.path.join(path,f)) and not f.startswith('.')]
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def get_first_valid_return_index(series: pd.Series) -> int:
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double_nested_results = np.where(np.logical_and(series != 0, np.logical_not(np.isnan(series))))
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if len(double_nested_results) == 0:
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return 0
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nested_result = double_nested_results[0]
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if len(nested_result) == 0:
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return 0
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return nested_result[0]
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def flatten(list_of_lists: list) -> list:
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return [item for sublist in list_of_lists for item in sublist]
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def weighted_average(df: pd.DataFrame, weights_source: str) -> pd.DataFrame:
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if df.shape[0] == 0:
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return df
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mean_df = df.iloc[:,0]
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weights = df.loc[weights_source]
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for i, row in df.iterrows():
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if i == weights_source: continue
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mean_df.loc[i] = (row * weights).sum() / df.loc[weights_source].sum()
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return mean_df
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def deduplicate_indexes(df: pd.DataFrame) -> pd.DataFrame: return df[~df.index.duplicated(keep='last')]
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