wip: normalization not wroking

src/panel/linear_composite.rs

@@ -10,72 +10,55 @@ use polars::series::Series; // Series struct
 use std::collections::HashMap;
 
 fn normalize_weights_with_nan_mask(
-    mut weights_dfw: DataFrame,
+    weights_dfw: DataFrame,
     nan_mask_dfw: DataFrame,
 ) -> Result<DataFrame, PolarsError> {
-    let column_names: Vec<String> = weights_dfw
+    // Ensure dimensions and columns match
-        .get_column_names()
+    assert_eq!(weights_dfw.shape(), nan_mask_dfw.shape());
-        .iter()
-        .map(|s| s.to_string())
-        .collect();
-    for col in column_names {
-        let series = weights_dfw.column(&col)?.clone();
-        let mask = nan_mask_dfw.column(&col)?.bool()?;
-        let masked = series.zip_with(
-            mask,
-            &Series::full_null(col.to_string().into(), series.len(), series.dtype()).into_column(),
-        )?;
-        let masked = masked.as_series().unwrap();
-        weights_dfw.replace(&col, masked.clone())?;
-    }
-    // get the length of weights_dfw
     assert!(
-        weights_dfw.height() > 0,
-        "weights_dfw is empty after masking."
-    );
-    let row_sums: Vec<f64> = (0..weights_dfw.height())
-        .map(|i| {
         weights_dfw
-                .get_columns()
-                .iter()
-                .filter_map(|s| s.f64().unwrap().get(i))
-                .map(f64::abs)
-                .sum()
-        })
-        .collect();
-
-    // get the height of row_sums
-    assert!(row_sums.len() > 0, "row_sums is empty after summation.");
-
-    let column_names: Vec<String> = weights_dfw
             .get_column_names()
             .iter()
-        .map(|s| s.to_string())
+            .all(|col| nan_mask_dfw.get_column_names().contains(col)),
-        .collect();
+        "The columns in weights_dfw and nan_mask_dfw do not match."
-    for col in column_names {
-        let normalized: Vec<Option<f64>> = weights_dfw
-            .column(&col)?
-            .f64()?
-            .into_iter()
-            .zip(&row_sums)
-            .map(|(opt_val, sum)| {
-                // If non-null and row sum is nonzero, normalize; else leave as null.
-                opt_val.and_then(|v| if *sum != 0.0 { Some(v / sum) } else { None })
-            })
-            .collect();
-        weights_dfw.replace(&col, Series::new(col.to_string().into(), normalized))?;
-    }
-    // Check if the DataFrame is empty after normalization
-    assert!(
-        weights_dfw.height() > 0,
-        "weights_dfw is empty after normalization."
-    );
-    assert!(
-        weights_dfw.get_column_names().len() > 0,
-        "weights_dfw has no columns after normalization."
     );
 
-    Ok(weights_dfw)
+    let col_names = weights_dfw.get_column_names();
+
+    // clone weights_dfw
+    let mut norm_dfw = DataFrame::new(vec![])?;
+    // Iterate over each column in the DataFrame, and apply the nan mask
+    for col in col_names.clone() {
+        let weight_series = weights_dfw.column(col)?;
+        let nan_mask_series = nan_mask_dfw.column(col)?;
+
+        // Replace values in `weight_series` with nulls where `nan_mask_series` is true
+        let updated_series = weight_series.zip_with(
+            nan_mask_series.bool()?,
+            &Series::full_null(
+                col.to_string().into(),
+                weight_series.len(),
+                weight_series.dtype(),
+            )
+            .into_column(),
+        )?;
+
+        // Update the column in the new DataFrame
+        norm_dfw.with_column(updated_series)?;
+    }
+
+    let sums_of_rows = norm_dfw
+        .sum_horizontal(polars::frame::NullStrategy::Ignore)?
+        .unwrap()
+        .into_column();
+    for col in col_names {
+        let weight_series = norm_dfw.column(col)?;
+        let divided_series = weight_series.divide(&sums_of_rows)?;
+        let normalized_series = divided_series.as_series().unwrap().clone();
+        norm_dfw.replace(col, normalized_series)?;
+    }
+
+    Ok(norm_dfw)
 }
 
 fn _form_agg_data_dfw(dfw: &DataFrame, agg_targs: &Vec<String>) -> Result<DataFrame, PolarsError> {
@@ -270,17 +253,10 @@ fn get_agg_on_agg_targs(cids: Vec<String>, xcats: Vec<String>) -> (Vec<String>,
 fn get_mul_targets(
     cids: Vec<String>,
     xcats: Vec<String>,
-    dfw: &DataFrame,
 ) -> Result<HashMap<String, Vec<String>>, Box<dyn std::error::Error>> {
     let _agg_xcats_for_cid = agg_xcats_for_cid(cids.clone(), xcats.clone());
     let mut mul_targets = HashMap::new();
 
-    let found_tickers = dfw
-        .get_column_names()
-        .iter()
-        .map(|name| name.to_string())
-        .collect::<Vec<String>>();
-
     let (agg_on, agg_targ) = get_agg_on_agg_targs(cids.clone(), xcats.clone());
 
     for agg_o in agg_on {
@@ -392,6 +368,7 @@ fn rename_result_dfw_cols(
 /// Flags if the xcats are aggregated for a given cid.
 /// If true, the xcats are aggregated for each cid, creating a new xcat.
 /// If false, the cids are aggregated for each xcat, creating a new cid.
+#[allow(unused_variables)]
 fn agg_xcats_for_cid(cids: Vec<String>, xcats: Vec<String>) -> bool {
     // if there is more than 1 xcat, return xcats.len() > 1
     xcats.len() > 1
@@ -449,7 +426,7 @@ pub fn linear_composite(
 
     let dfw = pivot_dataframe_by_ticker(rdf.clone(), Some("value".to_string())).unwrap();
 
-    let mul_targets = get_mul_targets(cids.clone(), xcats.clone(), &dfw)?;
+    let mul_targets = get_mul_targets(cids.clone(), xcats.clone())?;
     let weights_map = form_weights_and_signs_map(cids.clone(), xcats.clone(), weights, signs)?;
 
     for (ticker, targets) in mul_targets.iter() {