mirror of
https://github.com/Magnus167/msyrs.git
synced 2025-08-20 04:20:00 +00:00
wip: apply blacklist
This commit is contained in:
parent
178de83d1a
commit
fb2efa99ac
@ -9,6 +9,43 @@ use std::error::Error;
|
|||||||
|
|
||||||
use crate::utils::qdf::get_unique_metrics;
|
use crate::utils::qdf::get_unique_metrics;
|
||||||
|
|
||||||
|
// struct Blacklist which is a wrapper around hashmap and btreemap
|
||||||
|
#[derive(Debug, Clone)]
|
||||||
|
pub struct Blacklist {
|
||||||
|
pub blacklist: BTreeMap<String, (String, String)>,
|
||||||
|
}
|
||||||
|
|
||||||
|
// impl hashmap into
|
||||||
|
impl Blacklist {
|
||||||
|
pub fn into_hashmap(self) -> HashMap<String, (String, String)> {
|
||||||
|
self.blacklist.into_iter().collect()
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Apply a blacklist to a Quantamental DataFrame with Lazy API.
|
||||||
|
///
|
||||||
|
/// * `blacklist` is a map from any “ticker‑like” key to a tuple of
|
||||||
|
/// `(start_date, end_date)` in **inclusive** `"YYYY‑MM‑DD"` format.
|
||||||
|
/// * `metrics` – if `None`, every metric from `get_unique_metrics(df)`
|
||||||
|
/// is used.
|
||||||
|
/// * `group_by_cid = Some(false)` is not implemented yet (parity with
|
||||||
|
/// the eager version).
|
||||||
|
pub fn apply_blacklist_lazy(
|
||||||
|
df: &mut DataFrame,
|
||||||
|
blacklist: &BTreeMap<String, (String, String)>,
|
||||||
|
metrics: Option<Vec<String>>,
|
||||||
|
group_by_cid: Option<bool>,
|
||||||
|
) -> Result<DataFrame, Box<dyn std::error::Error>> {
|
||||||
|
check_quantamental_dataframe(df)?;
|
||||||
|
Ok(df.clone())
|
||||||
|
}
|
||||||
|
/// Create a blacklist from a Quantamental DataFrame.
|
||||||
|
/// The blacklist is a mapping of tickers to date ranges where the specified metrics are null or NaN.
|
||||||
|
/// # Arguments:
|
||||||
|
/// * `df` - The Quantamental DataFrame.
|
||||||
|
/// * `group_by_cid` - If true, group the blacklist by `cid`. Defaults to true.
|
||||||
|
/// * `blacklist_name` - The name of the blacklist. Defaults to "BLACKLIST".
|
||||||
|
/// * `metrics` - The metrics to check for null or NaN values. If None, all metrics are used.
|
||||||
pub fn create_blacklist_from_qdf(
|
pub fn create_blacklist_from_qdf(
|
||||||
df: &DataFrame,
|
df: &DataFrame,
|
||||||
group_by_cid: Option<bool>,
|
group_by_cid: Option<bool>,
|
||||||
@ -119,6 +156,8 @@ pub fn create_blacklist_from_qdf(
|
|||||||
Ok(btree_map)
|
Ok(btree_map)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// Get a mask of NaN values for the specified metrics in the DataFrame.
|
||||||
|
#[allow(dead_code)]
|
||||||
fn get_nan_mask(
|
fn get_nan_mask(
|
||||||
df: &DataFrame,
|
df: &DataFrame,
|
||||||
metrics: Vec<String>,
|
metrics: Vec<String>,
|
||||||
|
Loading…
x
Reference in New Issue
Block a user