Comments (4)
- OTOH, some use cases seem hard to express at first sight without explicit index selection. For example: "Calculate the average prices per month"
What about:
serie.select(
(fc.named("MONTH"), fc.month, "DATE"),
(fc.named("PRICE"), "CLOSE"),
).sort_by(
(fc.concat, "MONTH", "DATE"),
).group_by(
"MONTH",
(ag.avg, fc.named("AVG PRICE"), "PRICE")
)
Few comments:
- In a
group_by
clause/predicate, the aggregate function for the index defaults tofc.first
as it is hard-coded now:Line 226 in 8352851
- both
select
andgroup_by
explicitly state the columns in the result series. But join operations work on the full series column set. What should be done forsort_by
? Should the behavior be consistent between all predicates, for example, saying the onlyselect
can change the column set? It seems rather impracticable forgroup_by
, though.
from fin.
From c058cfb and now on, I will experiment with removing the index
"special" column.
Some previously implicit things will have to now become explicit, like specifying the join column(s). This will cause problems with the operator version &
and |
.
from fin.
... or we may make the index a "hidden" property of the serie to keep track of their order for operations that require implicit knowledge of that?
from fin.
... or we may make the index a "hidden" property of the serie to keep track of their order for operations that require implicit knowledge of that?
I didn't manage to achieve something satisfying. Having a "hidden" index is not such a good idea as it rapidly become confusing for the user. Hard coding the index
as columns[0]
was not very convincing either.
from fin.
Related Issues (20)
- Implement `Serie.group_by` and aggregate functions HOT 3
- Allow row selection using subscript notation HOT 1
- make the index spec mandatory in select HOT 1
- Auto-normalize solver's constraints HOT 3
- Remove extraneous comments
- Unicode characters break the test runner on GitHub HOT 1
- Run code snippets in test
- Consider a custom container for storing column's Python values HOT 1
- Review and document the strategy simulator HOT 2
- Add the `union` operator HOT 2
- Download historical data from Yahoo! Finance in chunks HOT 1
- `Serie.from_csv()` should warn if a cell does not contain valid data HOT 1
- Renaming ternary columns doesn't work
- Floating point data columns are sometimes displayed as ternary values HOT 3
- Typo
- Add an API interface to download data from Binance
- Consider adding a tool to extract fundamental data from web pages HOT 2
- Provide an interface to financialmodelingprep.com's API (historical data, fundamental data subset) HOT 1
- Make it easy to calculate values on a complete column. HOT 7
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