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PR comments and fixed EM operators.
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@lbooker42
lbooker42 committed Jun 21, 2023
1 parent d5fcb2b commit d264b61
Showing 1 changed file with 52 additions and 25 deletions.
77 changes: 52 additions & 25 deletions py/client/pydeephaven/updateby.py
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Original file line number Diff line number Diff line change
Expand Up @@ -287,7 +287,11 @@ def ema_time(ts_col: str, decay_time: Union[int, str], cols: Union[str, List[str
DHError
"""
try:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))
if isinstance(decay_time, str):
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=decay_time))
else:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))

ub_ema = _GrpcUpdateByEma(options=op_control.make_grpc_message() if op_control else None,
window_scale=window_scale)
ub_spec = _GrpcUpdateBySpec(ema=ub_ema)
Expand Down Expand Up @@ -355,7 +359,11 @@ def ems_time(ts_col: str, decay_time: Union[int, str], cols: Union[str, List[str
DHError
"""
try:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))
if isinstance(decay_time, str):
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=decay_time))
else:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))

ub_ems = _GrpcUpdateByEms(options=op_control.make_grpc_message() if op_control else None,
window_scale=window_scale)
ub_spec = _GrpcUpdateBySpec(ems=ub_ems)
Expand Down Expand Up @@ -423,7 +431,11 @@ def emmin_time(ts_col: str, decay_time: Union[int, str], cols: Union[str, List[s
DHError
"""
try:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))
if isinstance(decay_time, str):
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=decay_time))
else:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))

ub_emmin = _GrpcUpdateByEmMin(options=op_control.make_grpc_message() if op_control else None,
window_scale=window_scale)
ub_spec = _GrpcUpdateBySpec(em_min=ub_emmin)
Expand Down Expand Up @@ -491,7 +503,11 @@ def emmax_time(ts_col: str, decay_time: Union[int, str], cols: Union[str, List[s
DHError
"""
try:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))
if isinstance(decay_time, str):
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=decay_time))
else:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))

ub_emmax = _GrpcUpdateByEmMax(options=op_control.make_grpc_message() if op_control else None,
window_scale=window_scale)
ub_spec = _GrpcUpdateBySpec(em_max=ub_emmax)
Expand Down Expand Up @@ -562,7 +578,11 @@ def emstd_time(ts_col: str, decay_time: Union[int, str], cols: Union[str, List[s
DHError
"""
try:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))
if isinstance(decay_time, str):
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=decay_time))
else:
window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=decay_time))

ub_emstd = _GrpcUpdateByEmStd(options=op_control.make_grpc_message() if op_control else None,
window_scale=window_scale)
ub_spec = _GrpcUpdateBySpec(em_std=ub_emstd)
Expand Down Expand Up @@ -639,9 +659,9 @@ def rolling_sum_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -655,6 +675,7 @@ def rolling_sum_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -736,9 +757,9 @@ def rolling_group_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -752,6 +773,7 @@ def rolling_group_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -833,9 +855,9 @@ def rolling_avg_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -849,6 +871,7 @@ def rolling_avg_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -930,9 +953,9 @@ def rolling_min_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -946,6 +969,7 @@ def rolling_min_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -1027,9 +1051,9 @@ def rolling_max_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -1043,6 +1067,7 @@ def rolling_max_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -1124,9 +1149,9 @@ def rolling_prod_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -1140,6 +1165,7 @@ def rolling_prod_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -1221,9 +1247,9 @@ def rolling_count_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -1237,6 +1263,7 @@ def rolling_count_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -1318,9 +1345,9 @@ def rolling_std_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
ts_col (str): the timestamp column for determining the window
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling sum operation on all columns.
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -1334,6 +1361,7 @@ def rolling_std_time(ts_col: str, cols: Union[str, List[str]], rev_time: Union[i
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down Expand Up @@ -1367,8 +1395,6 @@ def rolling_wavg_tick(weight_col: str, cols: Union[str, List[str]], rev_ticks: i
current row (inclusive)
Args:
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling weighted average operation on all columns.
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling weighted average operation on all columns.
weight_col (str): the column containing the weight values
Expand Down Expand Up @@ -1420,9 +1446,9 @@ def rolling_wavg_time(ts_col: str, weight_col: str, cols: Union[str, List[str]],
cols (Union[str, List[str]]): the column(s) to be operated on, can include expressions to rename the output,
i.e. "new_col = col"; when empty, update_by perform the rolling weighted average operation on all columns.
weight_col (str): the column containing the weight values
rev_time (int): the look-behind window size, can be expressed as an integer in nanoseconds or a time
rev_time (Union[int, str]): the look-behind window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M"
fwd_time (int): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
fwd_time (Union[int, str]): the look-ahead window size, can be expressed as an integer in nanoseconds or a time
interval string, e.g. "PT00:00:.001" or "PT5M", default is 0
Returns:
Expand All @@ -1436,6 +1462,7 @@ def rolling_wavg_time(ts_col: str, weight_col: str, cols: Union[str, List[str]],
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=rev_time))
else:
rev_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, period_nanos=rev_time))

if isinstance(fwd_time, str):
fwd_window_scale = _GrpcUpdateByWindowScale(time=_GrpcUpdateByWindowTime(column=ts_col, duration_string=fwd_time))
else:
Expand Down

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