This commit is contained in:
Palash Tyagi
2024-11-20 18:21:48 +00:00
parent fdc5f7d95f
commit 99a33237d6
4 changed files with 51 additions and 14 deletions

View File

@@ -37,16 +37,20 @@ pub fn pivot_dataframe_by_ticker(
.collect::<Vec<String>>();
keep_cols.push(metric.clone());
let out_dfs = split_df_by_tickers(&df, Some(vec![metric.clone()]))?;
let mut out_dfs = split_df_by_tickers(&df, Some(vec![metric.clone()]))?;
for (_, odf) in out_dfs.iter_mut() {
// select keep_cols
*odf = odf.select(vec!["real_date", &*metric.clone()])?;
}
// create a new dataframe with the unique dates, and iteratively add add the metric columns
let mut new_df = DataFrame::new(vec![unique_dates])?;
for (_, odf) in out_dfs.iter() {
new_df = new_df.left_join(odf, ["real_date"], ["real_date"])?;
}
Ok(new_df)
}
/// Splits a dataframe by ticker.
@@ -92,6 +96,9 @@ fn split_df_by_tickers(
Ok(df_outs)
}
/// Splits a QDF container data for a single ticker into a Vec of DataFrames (one per metric).
/// The resulting DataFrames will have the "real_date" column and the metric column.
#[allow(dead_code)]
fn single_ticker_qdf_to_timeseries(mut df: DataFrame) -> Result<Vec<DataFrame>, Box<dyn Error>> {
let mut df_vec = Vec::new();