wip: apply blacklist

This commit is contained in:
Palash Tyagi 2025-04-17 00:01:58 +01:00
parent 178de83d1a
commit fb2efa99ac

View File

@ -9,6 +9,43 @@ use std::error::Error;
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 “tickerlike” key to a tuple of
/// `(start_date, end_date)` in **inclusive** `"YYYYMMDD"` 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(
df: &DataFrame,
group_by_cid: Option<bool>,
@ -119,6 +156,8 @@ pub fn create_blacklist_from_qdf(
Ok(btree_map)
}
/// Get a mask of NaN values for the specified metrics in the DataFrame.
#[allow(dead_code)]
fn get_nan_mask(
df: &DataFrame,
metrics: Vec<String>,