diff --git a/notebooks/python-notebook.ipynb b/notebooks/python-notebook.ipynb
index b66eace..8942e28 100644
--- a/notebooks/python-notebook.ipynb
+++ b/notebooks/python-notebook.ipynb
@@ -26,13 +26,6 @@
"```\n"
]
},
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": []
- },
{
"cell_type": "markdown",
"metadata": {},
@@ -85,6 +78,16 @@
"cell_type": "code",
"execution_count": 4,
"metadata": {},
+ "outputs": [],
+ "source": [
+ "import time\n",
+ "startime = time.time()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 5,
+ "metadata": {},
"outputs": [
{
"data": {
@@ -113,7 +116,7 @@
"└────────────┴─────┴────────────────────┴───────────┴─────────┴─────────┴─────────┘"
]
},
- "execution_count": 4,
+ "execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
@@ -128,7 +131,7 @@
},
{
"cell_type": "code",
- "execution_count": 5,
+ "execution_count": 6,
"metadata": {},
"outputs": [],
"source": [
@@ -151,7 +154,7 @@
},
{
"cell_type": "code",
- "execution_count": 6,
+ "execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
@@ -165,7 +168,7 @@
},
{
"cell_type": "code",
- "execution_count": 7,
+ "execution_count": 8,
"metadata": {},
"outputs": [
{
@@ -195,7 +198,7 @@
"└────────────┴─────┴──────────────────┴──────────┴─────────┴─────────┴─────────┘"
]
},
- "execution_count": 7,
+ "execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
@@ -203,30 +206,11 @@
"source": [
"big_df: pl.DataFrame = msyrs.qdf.load_qdf_from_download_bank(\n",
" folder_path=DATA_FOLDER_PATH, xcats=xcats\n",
+ " # folder_path=DATA_FOLDER_PATH, cids=cids\n",
")\n",
"big_df.head(5)"
]
},
- {
- "cell_type": "code",
- "execution_count": 8,
- "metadata": {},
- "outputs": [
- {
- "data": {
- "text/plain": [
- "275.7717933654785"
- ]
- },
- "execution_count": 8,
- "metadata": {},
- "output_type": "execute_result"
- }
- ],
- "source": [
- "big_df.estimated_size(\"mb\")"
- ]
- },
{
"cell_type": "code",
"execution_count": 9,
@@ -235,7 +219,7 @@
{
"data": {
"text/plain": [
- "870.6678009033203"
+ "277.8842191696167"
]
},
"execution_count": 9,
@@ -244,7 +228,7 @@
}
],
"source": [
- "big_df.to_pandas().memory_usage(deep=True).sum() / 1024**2"
+ "big_df.estimated_size(\"mb\")"
]
},
{
@@ -255,7 +239,7 @@
{
"data": {
"text/plain": [
- "211.74823188781738"
+ "877.1654348373413"
]
},
"execution_count": 10,
@@ -263,6 +247,26 @@
"output_type": "execute_result"
}
],
+ "source": [
+ "big_df.to_pandas().memory_usage(deep=True).sum() / 1024**2"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 11,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "213.30906867980957"
+ ]
+ },
+ "execution_count": 11,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
"source": [
"macrosynergy.management.types.QuantamentalDataFrame(big_df.to_pandas()).memory_usage(\n",
" deep=True\n",
@@ -271,17 +275,17 @@
},
{
"cell_type": "code",
- "execution_count": 11,
+ "execution_count": 12,
"metadata": {},
"outputs": [],
"source": [
"sel_cids = [\"USD\", \"EUR\", \"GBP\", \"AUD\", \"CAD\"]\n",
- "start = \"2024-11-14\""
+ "start = \"1999-11-14\""
]
},
{
"cell_type": "code",
- "execution_count": 12,
+ "execution_count": 13,
"metadata": {},
"outputs": [
{
@@ -294,30 +298,30 @@
" white-space: pre-wrap;\n",
"}\n",
"\n",
- "shape: (30, 7)
real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2024-11-14 | "AUD" | "EQXR_NSA" | 0.329188 | 1.0 | 0 | 0 |
2024-11-15 | "AUD" | "EQXR_NSA" | 0.826346 | 1.0 | 0 | 0 |
2024-11-18 | "AUD" | "EQXR_NSA" | 0.156683 | 1.0 | 0 | 0 |
2024-11-14 | "CAD" | "EQXR_NSA" | 0.199402 | 1.0 | 0 | 0 |
2024-11-15 | "CAD" | "EQXR_NSA" | -0.696517 | 1.0 | 0 | 0 |
… | … | … | … | … | … | … |
2024-11-15 | "GBP" | "EQXR_VT10" | -0.068778 | 1.0 | 0 | 0 |
2024-11-18 | "GBP" | "EQXR_VT10" | 0.488626 | 1.0 | 0 | 0 |
2024-11-14 | "USD" | "EQXR_VT10" | -0.549983 | 1.0 | 0 | 0 |
2024-11-15 | "USD" | "EQXR_VT10" | -1.198544 | 1.0 | 0 | 0 |
2024-11-18 | "USD" | "EQXR_VT10" | 0.349312 | 1.0 | 0 | 0 |
"
+ "shape: (62_363, 7)real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2000-05-04 | "AUD" | "EQXR_NSA" | -1.251605 | 1.0 | 0 | 0 |
2000-05-05 | "AUD" | "EQXR_NSA" | 1.787455 | 1.0 | 0 | 0 |
2000-05-08 | "AUD" | "EQXR_NSA" | -0.574713 | 1.0 | 0 | 0 |
2000-05-09 | "AUD" | "EQXR_NSA" | -0.931278 | 1.0 | 0 | 0 |
2000-05-10 | "AUD" | "EQXR_NSA" | -1.523501 | 1.0 | 0 | 0 |
… | … | … | … | … | … | … |
2024-11-15 | "USD" | "EQXR_VT10" | -1.198544 | 1.0 | 0 | 0 |
2024-11-18 | "USD" | "EQXR_VT10" | 0.349312 | 1.0 | 0 | 0 |
2024-11-19 | "USD" | "EQXR_VT10" | 0.2776 | 1.0 | 0 | 0 |
2024-11-20 | "USD" | "EQXR_VT10" | -0.014759 | 1.0 | 0 | 0 |
2024-11-21 | "USD" | "EQXR_VT10" | 0.483426 | 1.0 | 0 | 0 |
"
],
"text/plain": [
- "shape: (30, 7)\n",
+ "shape: (62_363, 7)\n",
"┌────────────┬─────┬───────────┬───────────┬─────────┬─────────┬─────────┐\n",
"│ real_date ┆ cid ┆ xcat ┆ value ┆ grading ┆ eop_lag ┆ mop_lag │\n",
"│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
"│ date ┆ str ┆ str ┆ f64 ┆ f64 ┆ i64 ┆ i64 │\n",
"╞════════════╪═════╪═══════════╪═══════════╪═════════╪═════════╪═════════╡\n",
- "│ 2024-11-14 ┆ AUD ┆ EQXR_NSA ┆ 0.329188 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ AUD ┆ EQXR_NSA ┆ 0.826346 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ AUD ┆ EQXR_NSA ┆ 0.156683 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ CAD ┆ EQXR_NSA ┆ 0.199402 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ CAD ┆ EQXR_NSA ┆ -0.696517 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-04 ┆ AUD ┆ EQXR_NSA ┆ -1.251605 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-05 ┆ AUD ┆ EQXR_NSA ┆ 1.787455 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-08 ┆ AUD ┆ EQXR_NSA ┆ -0.574713 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-09 ┆ AUD ┆ EQXR_NSA ┆ -0.931278 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-10 ┆ AUD ┆ EQXR_NSA ┆ -1.523501 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ … ┆ … ┆ … ┆ … ┆ … ┆ … ┆ … │\n",
- "│ 2024-11-15 ┆ GBP ┆ EQXR_VT10 ┆ -0.068778 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ GBP ┆ EQXR_VT10 ┆ 0.488626 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ USD ┆ EQXR_VT10 ┆ -0.549983 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ 2024-11-15 ┆ USD ┆ EQXR_VT10 ┆ -1.198544 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ 2024-11-18 ┆ USD ┆ EQXR_VT10 ┆ 0.349312 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-19 ┆ USD ┆ EQXR_VT10 ┆ 0.2776 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-20 ┆ USD ┆ EQXR_VT10 ┆ -0.014759 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-21 ┆ USD ┆ EQXR_VT10 ┆ 0.483426 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"└────────────┴─────┴───────────┴───────────┴─────────┴─────────┴─────────┘"
]
},
- "execution_count": 12,
+ "execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
@@ -334,7 +338,7 @@
},
{
"cell_type": "code",
- "execution_count": 13,
+ "execution_count": 14,
"metadata": {},
"outputs": [],
"source": [
@@ -344,54 +348,6 @@
")"
]
},
- {
- "cell_type": "code",
- "execution_count": 14,
- "metadata": {},
- "outputs": [
- {
- "data": {
- "text/html": [
- "\n",
- "
shape: (10, 7)real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2024-11-14 | "AUD" | "EQXR_NSA" | 0.329188 | 1.0 | 0 | 0 |
2024-11-15 | "AUD" | "EQXR_NSA" | 0.826346 | 1.0 | 0 | 0 |
2024-11-18 | "AUD" | "EQXR_NSA" | 0.156683 | 1.0 | 0 | 0 |
2024-11-14 | "CAD" | "EQXR_NSA" | 0.199402 | 1.0 | 0 | 0 |
2024-11-15 | "CAD" | "EQXR_NSA" | -0.696517 | 1.0 | 0 | 0 |
2024-11-18 | "CAD" | "EQXR_NSA" | 0.146961 | 1.0 | 0 | 0 |
2024-11-14 | "EUR" | "EQXR_NSA" | 2.024889 | 1.0 | 0 | 0 |
2024-11-15 | "EUR" | "EQXR_NSA" | -0.661567 | 1.0 | 0 | 0 |
2024-11-18 | "EUR" | "EQXR_NSA" | -0.145682 | 1.0 | 0 | 0 |
2024-11-14 | "GBP" | "EQXR_NSA" | 0.596533 | 1.0 | 0 | 0 |
"
- ],
- "text/plain": [
- "shape: (10, 7)\n",
- "┌────────────┬─────┬──────────┬───────────┬─────────┬─────────┬─────────┐\n",
- "│ real_date ┆ cid ┆ xcat ┆ value ┆ grading ┆ eop_lag ┆ mop_lag │\n",
- "│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
- "│ date ┆ str ┆ str ┆ f64 ┆ f64 ┆ i64 ┆ i64 │\n",
- "╞════════════╪═════╪══════════╪═══════════╪═════════╪═════════╪═════════╡\n",
- "│ 2024-11-14 ┆ AUD ┆ EQXR_NSA ┆ 0.329188 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ AUD ┆ EQXR_NSA ┆ 0.826346 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ AUD ┆ EQXR_NSA ┆ 0.156683 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ CAD ┆ EQXR_NSA ┆ 0.199402 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ CAD ┆ EQXR_NSA ┆ -0.696517 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ CAD ┆ EQXR_NSA ┆ 0.146961 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ EUR ┆ EQXR_NSA ┆ 2.024889 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ EUR ┆ EQXR_NSA ┆ -0.661567 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ EUR ┆ EQXR_NSA ┆ -0.145682 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ GBP ┆ EQXR_NSA ┆ 0.596533 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "└────────────┴─────┴──────────┴───────────┴─────────┴─────────┴─────────┘"
- ]
- },
- "execution_count": 14,
- "metadata": {},
- "output_type": "execute_result"
- }
- ],
- "source": [
- "new_df: pl.DataFrame = msyrs.qdf.update_dataframe(df=eq_df, df_add=fx_df)\n",
- "\n",
- "new_df.head(10)"
- ]
- },
{
"cell_type": "code",
"execution_count": 15,
@@ -407,7 +363,55 @@
" white-space: pre-wrap;\n",
"}\n",
"\n",
- "shape: (10, 7)real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2024-11-18 | "AUD" | "FXXR_VT10" | 0.518501 | 1.0 | 0 | 0 |
2024-11-14 | "CAD" | "FXXR_VT10" | -1.132314 | 1.0 | 0 | 0 |
2024-11-15 | "CAD" | "FXXR_VT10" | -1.755605 | 1.0 | 0 | 0 |
2024-11-18 | "CAD" | "FXXR_VT10" | 0.751675 | 1.0 | 0 | 0 |
2024-11-14 | "EUR" | "FXXR_VT10" | -0.292422 | 1.0 | 0 | 0 |
2024-11-15 | "EUR" | "FXXR_VT10" | -0.855108 | 1.0 | 0 | 0 |
2024-11-18 | "EUR" | "FXXR_VT10" | 0.791866 | 1.0 | 0 | 0 |
2024-11-14 | "GBP" | "FXXR_VT10" | -0.110526 | 1.0 | 0 | 0 |
2024-11-15 | "GBP" | "FXXR_VT10" | -0.700977 | 1.0 | 0 | 0 |
2024-11-18 | "GBP" | "FXXR_VT10" | -0.140805 | 1.0 | 0 | 0 |
"
+ "shape: (10, 7)real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2000-05-04 | "AUD" | "EQXR_NSA" | -1.251605 | 1.0 | 0 | 0 |
2000-05-05 | "AUD" | "EQXR_NSA" | 1.787455 | 1.0 | 0 | 0 |
2000-05-08 | "AUD" | "EQXR_NSA" | -0.574713 | 1.0 | 0 | 0 |
2000-05-09 | "AUD" | "EQXR_NSA" | -0.931278 | 1.0 | 0 | 0 |
2000-05-10 | "AUD" | "EQXR_NSA" | -1.523501 | 1.0 | 0 | 0 |
2000-05-11 | "AUD" | "EQXR_NSA" | -1.579987 | 1.0 | 0 | 0 |
2000-05-12 | "AUD" | "EQXR_NSA" | 1.80602 | 1.0 | 0 | 0 |
2000-05-15 | "AUD" | "EQXR_NSA" | 0.295664 | 1.0 | 0 | 0 |
2000-05-16 | "AUD" | "EQXR_NSA" | 1.310187 | 1.0 | 0 | 0 |
2000-05-17 | "AUD" | "EQXR_NSA" | -0.711284 | 1.0 | 0 | 0 |
"
+ ],
+ "text/plain": [
+ "shape: (10, 7)\n",
+ "┌────────────┬─────┬──────────┬───────────┬─────────┬─────────┬─────────┐\n",
+ "│ real_date ┆ cid ┆ xcat ┆ value ┆ grading ┆ eop_lag ┆ mop_lag │\n",
+ "│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
+ "│ date ┆ str ┆ str ┆ f64 ┆ f64 ┆ i64 ┆ i64 │\n",
+ "╞════════════╪═════╪══════════╪═══════════╪═════════╪═════════╪═════════╡\n",
+ "│ 2000-05-04 ┆ AUD ┆ EQXR_NSA ┆ -1.251605 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-05 ┆ AUD ┆ EQXR_NSA ┆ 1.787455 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-08 ┆ AUD ┆ EQXR_NSA ┆ -0.574713 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-09 ┆ AUD ┆ EQXR_NSA ┆ -0.931278 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-10 ┆ AUD ┆ EQXR_NSA ┆ -1.523501 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-11 ┆ AUD ┆ EQXR_NSA ┆ -1.579987 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-12 ┆ AUD ┆ EQXR_NSA ┆ 1.80602 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-15 ┆ AUD ┆ EQXR_NSA ┆ 0.295664 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-16 ┆ AUD ┆ EQXR_NSA ┆ 1.310187 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2000-05-17 ┆ AUD ┆ EQXR_NSA ┆ -0.711284 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "└────────────┴─────┴──────────┴───────────┴─────────┴─────────┴─────────┘"
+ ]
+ },
+ "execution_count": 15,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "new_df: pl.DataFrame = msyrs.qdf.update_dataframe(df=eq_df, df_add=fx_df)\n",
+ "\n",
+ "new_df.head(10)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 16,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
+ "\n",
+ "
shape: (10, 7)real_date | cid | xcat | value | grading | eop_lag | mop_lag |
---|
date | str | str | f64 | f64 | i64 | i64 |
2024-11-07 | "GBP" | "FXXR_VT10" | 0.806682 | 1.0 | 0 | 0 |
2024-11-08 | "GBP" | "FXXR_VT10" | -0.247346 | 1.0 | 0 | 0 |
2024-11-12 | "GBP" | "FXXR_VT10" | -1.083137 | 1.0 | 0 | 0 |
2024-11-13 | "GBP" | "FXXR_VT10" | -0.328958 | 1.0 | 0 | 0 |
2024-11-14 | "GBP" | "FXXR_VT10" | -0.110526 | 1.0 | 0 | 0 |
2024-11-15 | "GBP" | "FXXR_VT10" | -0.700977 | 1.0 | 0 | 0 |
2024-11-18 | "GBP" | "FXXR_VT10" | -0.140805 | 1.0 | 0 | 0 |
2024-11-19 | "GBP" | "FXXR_VT10" | 0.223372 | 1.0 | 0 | 0 |
2024-11-20 | "GBP" | "FXXR_VT10" | 0.361783 | 1.0 | 0 | 0 |
2024-11-21 | "GBP" | "FXXR_VT10" | -0.375365 | 1.0 | 0 | 0 |
"
],
"text/plain": [
"shape: (10, 7)\n",
@@ -416,20 +420,20 @@
"│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
"│ date ┆ str ┆ str ┆ f64 ┆ f64 ┆ i64 ┆ i64 │\n",
"╞════════════╪═════╪═══════════╪═══════════╪═════════╪═════════╪═════════╡\n",
- "│ 2024-11-18 ┆ AUD ┆ FXXR_VT10 ┆ 0.518501 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ CAD ┆ FXXR_VT10 ┆ -1.132314 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ CAD ┆ FXXR_VT10 ┆ -1.755605 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ CAD ┆ FXXR_VT10 ┆ 0.751675 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-14 ┆ EUR ┆ FXXR_VT10 ┆ -0.292422 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-15 ┆ EUR ┆ FXXR_VT10 ┆ -0.855108 ┆ 1.0 ┆ 0 ┆ 0 │\n",
- "│ 2024-11-18 ┆ EUR ┆ FXXR_VT10 ┆ 0.791866 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-07 ┆ GBP ┆ FXXR_VT10 ┆ 0.806682 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-08 ┆ GBP ┆ FXXR_VT10 ┆ -0.247346 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-12 ┆ GBP ┆ FXXR_VT10 ┆ -1.083137 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-13 ┆ GBP ┆ FXXR_VT10 ┆ -0.328958 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ 2024-11-14 ┆ GBP ┆ FXXR_VT10 ┆ -0.110526 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ 2024-11-15 ┆ GBP ┆ FXXR_VT10 ┆ -0.700977 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"│ 2024-11-18 ┆ GBP ┆ FXXR_VT10 ┆ -0.140805 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-19 ┆ GBP ┆ FXXR_VT10 ┆ 0.223372 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-20 ┆ GBP ┆ FXXR_VT10 ┆ 0.361783 ┆ 1.0 ┆ 0 ┆ 0 │\n",
+ "│ 2024-11-21 ┆ GBP ┆ FXXR_VT10 ┆ -0.375365 ┆ 1.0 ┆ 0 ┆ 0 │\n",
"└────────────┴─────┴───────────┴───────────┴─────────┴─────────┴─────────┘"
]
},
- "execution_count": 15,
+ "execution_count": 16,
"metadata": {},
"output_type": "execute_result"
}
@@ -440,24 +444,78 @@
},
{
"cell_type": "code",
- "execution_count": 16,
+ "execution_count": 17,
"metadata": {},
"outputs": [
{
- "ename": "PanicException",
- "evalue": "called `Result::unwrap()` on an `Err` value: Duplicate(ErrString(\"unable to hstack, column with name \\\"value_right\\\" already exists\"))",
- "output_type": "error",
- "traceback": [
- "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
- "\u001b[1;31mPanicException\u001b[0m Traceback (most recent call last)",
- "Cell \u001b[1;32mIn[16], line 1\u001b[0m\n\u001b[1;32m----> 1\u001b[0m \u001b[43mmsyrs\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mqdf\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mpivot_dataframe_by_ticker\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdf\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mnew_df\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241m.\u001b[39mhead(\u001b[38;5;241m10\u001b[39m)\n",
- "\u001b[1;31mPanicException\u001b[0m: called `Result::unwrap()` on an `Err` value: Duplicate(ErrString(\"unable to hstack, column with name \\\"value_right\\\" already exists\"))"
- ]
+ "data": {
+ "text/html": [
+ "\n",
+ "
shape: (10, 31)real_date | EUR_EQXR_NSA | EUR_FXXR_NSA | EUR_FXXR_VT10 | GBP_FXCRR_NSA | CAD_FXCRR_NSA | GBP_FXTARGETED_NSA | CAD_FXTARGETED_NSA | AUD_FXXR_VT10 | AUD_EQXR_VT10 | EUR_FXTARGETED_NSA | USD_EQXR_NSA | EUR_FXUNTRADABLE_NSA | AUD_EQXR_NSA | AUD_FXCRR_NSA | USD_EQXR_VT10 | CAD_FXXR_NSA | CAD_EQXR_NSA | GBP_EQXR_NSA | EUR_FXCRR_NSA | CAD_FXXR_VT10 | GBP_FXXR_VT10 | GBP_FXUNTRADABLE_NSA | AUD_FXTARGETED_NSA | CAD_FXUNTRADABLE_NSA | GBP_FXXR_NSA | AUD_FXUNTRADABLE_NSA | GBP_EQXR_VT10 | EUR_EQXR_VT10 | AUD_FXXR_NSA | CAD_EQXR_VT10 |
---|
date | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 | f64 |
1999-11-15 | 1.280812 | -0.044278 | -0.047169 | null | null | 0.0 | 0.0 | 0.162526 | null | 0.0 | 0.099886 | 0.0 | null | null | 0.042075 | -0.16911 | 1.59292 | 0.566529 | null | -0.399282 | 0.737643 | 0.0 | 0.0 | 0.0 | 0.39863 | 0.0 | 0.261301 | 0.607996 | 0.147108 | 0.782683 |
1999-11-16 | 0.596516 | 0.067358 | 0.071755 | null | null | 0.0 | 0.0 | -0.650292 | null | 0.0 | 1.995723 | 0.0 | null | null | 0.840653 | 0.100898 | -0.783972 | 0.746041 | null | 0.238229 | -0.587343 | 0.0 | 0.0 | 0.0 | -0.317407 | 0.0 | 0.344098 | 0.283164 | -0.588599 | -0.385205 |
1999-11-17 | 0.735294 | 0.860897 | 0.917107 | null | null | 0.0 | 0.0 | -0.413651 | null | 0.0 | -0.908456 | 0.0 | null | null | -0.382666 | -0.368379 | -0.054873 | -0.740517 | null | -0.869773 | -0.015875 | 0.0 | 0.0 | 0.0 | -0.008579 | 0.0 | -0.34155 | 0.349041 | -0.374409 | -0.026962 |
1999-11-18 | 1.012479 | -1.147048 | -1.221942 | null | null | 0.0 | 0.0 | -0.107377 | null | 0.0 | 0.747532 | 0.0 | null | null | 0.314881 | 0.215459 | 0.614912 | 0.045676 | null | 0.508717 | -0.040124 | 0.0 | 0.0 | 0.0 | -0.021683 | 0.0 | 0.021067 | 0.48062 | -0.097191 | 0.302137 |
1999-11-19 | 0.34965 | 0.077241 | 0.082284 | null | null | 0.0 | 0.0 | 0.067403 | null | 0.0 | -0.076998 | 0.0 | null | null | -0.032434 | 0.267814 | 0.622067 | -0.989195 | null | 0.63233 | 0.465899 | 0.0 | 0.0 | 0.0 | 0.251777 | 0.0 | -0.456249 | 0.165977 | 0.061008 | 0.305653 |
1999-11-22 | -2.090592 | 0.222742 | 0.237285 | null | null | 0.0 | 0.0 | -0.623692 | null | 0.0 | -0.021016 | 0.0 | null | null | -0.008852 | -0.029578 | -0.824295 | -0.814633 | null | -0.069836 | -0.077427 | 0.0 | 0.0 | 0.0 | -0.041842 | 0.0 | -0.375735 | -0.992395 | -0.564523 | -0.405018 |
1999-11-23 | 0.54567 | -0.484609 | -0.51625 | null | null | 0.0 | 0.0 | -0.1249 | null | 0.0 | -1.065022 | 0.0 | null | null | -0.448616 | -0.234997 | 1.049869 | 1.62715 | null | -0.554847 | 0.907404 | 0.0 | 0.0 | 0.0 | 0.490371 | 0.0 | 0.750494 | 0.259027 | -0.113051 | 0.515854 |
1999-11-24 | 0.0 | -0.846988 | -0.902291 | null | null | 0.0 | 0.0 | -0.53942 | null | 0.0 | 0.672805 | 0.0 | null | null | 0.283403 | -0.003023 | 0.757576 | 0.465081 | null | -0.007137 | -0.866831 | 0.0 | 0.0 | 0.0 | -0.468445 | 0.0 | 0.21451 | 0.0 | -0.488246 | 0.372235 |
1999-11-26 | 0.780712 | -0.353428 | -0.376504 | null | null | 0.0 | 0.0 | -0.279707 | null | 0.0 | -0.485403 | 0.0 | null | null | -0.204465 | -0.137121 | 0.297556 | -0.044776 | null | -0.323755 | -0.553951 | 0.0 | 0.0 | 0.0 | -0.299362 | 0.0 | -0.020652 | 0.3706 | -0.253172 | 0.146204 |
1999-11-29 | -0.615174 | -0.696737 | -0.742228 | null | null | 0.0 | 0.0 | 0.224152 | null | 0.0 | -0.296904 | 0.0 | null | null | -0.125064 | -0.423601 | -1.970757 | 0.029864 | null | -1.000157 | 0.516482 | 0.0 | 0.0 | 0.0 | 0.279113 | 0.0 | 0.013774 | -0.292021 | 0.202887 | -0.968333 |
"
+ ],
+ "text/plain": [
+ "shape: (10, 31)\n",
+ "┌───────────┬───────────┬───────────┬───────────┬───┬───────────┬───────────┬───────────┬──────────┐\n",
+ "│ real_date ┆ EUR_EQXR_ ┆ EUR_FXXR_ ┆ EUR_FXXR_ ┆ … ┆ GBP_EQXR_ ┆ EUR_EQXR_ ┆ AUD_FXXR_ ┆ CAD_EQXR │\n",
+ "│ --- ┆ NSA ┆ NSA ┆ VT10 ┆ ┆ VT10 ┆ VT10 ┆ NSA ┆ _VT10 │\n",
+ "│ date ┆ --- ┆ --- ┆ --- ┆ ┆ --- ┆ --- ┆ --- ┆ --- │\n",
+ "│ ┆ f64 ┆ f64 ┆ f64 ┆ ┆ f64 ┆ f64 ┆ f64 ┆ f64 │\n",
+ "╞═══════════╪═══════════╪═══════════╪═══════════╪═══╪═══════════╪═══════════╪═══════════╪══════════╡\n",
+ "│ 1999-11-1 ┆ 1.280812 ┆ -0.044278 ┆ -0.047169 ┆ … ┆ 0.261301 ┆ 0.607996 ┆ 0.147108 ┆ 0.782683 │\n",
+ "│ 5 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-1 ┆ 0.596516 ┆ 0.067358 ┆ 0.071755 ┆ … ┆ 0.344098 ┆ 0.283164 ┆ -0.588599 ┆ -0.38520 │\n",
+ "│ 6 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ 5 │\n",
+ "│ 1999-11-1 ┆ 0.735294 ┆ 0.860897 ┆ 0.917107 ┆ … ┆ -0.34155 ┆ 0.349041 ┆ -0.374409 ┆ -0.02696 │\n",
+ "│ 7 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ 2 │\n",
+ "│ 1999-11-1 ┆ 1.012479 ┆ -1.147048 ┆ -1.221942 ┆ … ┆ 0.021067 ┆ 0.48062 ┆ -0.097191 ┆ 0.302137 │\n",
+ "│ 8 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-1 ┆ 0.34965 ┆ 0.077241 ┆ 0.082284 ┆ … ┆ -0.456249 ┆ 0.165977 ┆ 0.061008 ┆ 0.305653 │\n",
+ "│ 9 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-2 ┆ -2.090592 ┆ 0.222742 ┆ 0.237285 ┆ … ┆ -0.375735 ┆ -0.992395 ┆ -0.564523 ┆ -0.40501 │\n",
+ "│ 2 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ 8 │\n",
+ "│ 1999-11-2 ┆ 0.54567 ┆ -0.484609 ┆ -0.51625 ┆ … ┆ 0.750494 ┆ 0.259027 ┆ -0.113051 ┆ 0.515854 │\n",
+ "│ 3 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-2 ┆ 0.0 ┆ -0.846988 ┆ -0.902291 ┆ … ┆ 0.21451 ┆ 0.0 ┆ -0.488246 ┆ 0.372235 │\n",
+ "│ 4 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-2 ┆ 0.780712 ┆ -0.353428 ┆ -0.376504 ┆ … ┆ -0.020652 ┆ 0.3706 ┆ -0.253172 ┆ 0.146204 │\n",
+ "│ 6 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ │\n",
+ "│ 1999-11-2 ┆ -0.615174 ┆ -0.696737 ┆ -0.742228 ┆ … ┆ 0.013774 ┆ -0.292021 ┆ 0.202887 ┆ -0.96833 │\n",
+ "│ 9 ┆ ┆ ┆ ┆ ┆ ┆ ┆ ┆ 3 │\n",
+ "└───────────┴───────────┴───────────┴───────────┴───┴───────────┴───────────┴───────────┴──────────┘"
+ ]
+ },
+ "execution_count": 17,
+ "metadata": {},
+ "output_type": "execute_result"
}
],
"source": [
"msyrs.qdf.pivot_dataframe_by_ticker(df=new_df).head(10)"
]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 18,
+ "metadata": {},
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "Time taken: 5.683506011962891 seconds\n"
+ ]
+ }
+ ],
+ "source": [
+ "end_time = time.time()\n",
+ "print(f\"Time taken: {end_time - startime} seconds\")"
+ ]
}
],
"metadata": {