v4.2.1

pure_ocean_breeze/jason/data/tools.py

@@ -15,6 +15,7 @@
 from typing import Callable, Union, Dict, List, Tuple
 import joblib
 import mpire
+import statsmodels.formula.api as smf
 
 from pure_ocean_breeze.jason.state.homeplace import HomePlace
 from pure_ocean_breeze.jason.state.decorators import do_on_dfs
@@ -1257,13 +1258,14 @@ def de_cross(
  # y = pure_fallmount(y)
  # xs = [pure_fallmount(i) for i in xs]
  # return (y - xs)()
- df=merge_many([y]+xs)
+ df=merge_many([y]+xs,how='inner')
  xs_str='+'.join([f'fac{i+2}' for i in range(len(xs))])
  def sing(date:pd.Timestamp):
  df0=df[df.date==date].set_index(['date','code'])
- ols=smf.ols('fac1~'+xs_str,data=df0).fit()
- df0.fac1=ols.resid
- return df0[['fac1']]
+ if df0.shape[0]>0:
+ ols=smf.ols('fac1~'+xs_str,data=df0).fit()
+ df0.fac1=ols.resid
+ return df0[['fac1']]
  dates=list(set(df.date))
  with mpire.WorkerPool(20) as pool:
  dfs=pool.map(sing,dates)