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add Cut ops

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This commit is contained in:
bxdd
2021-01-29 07:09:45 +00:00
committed by you-n-g
parent b84686b215
commit d702c8bcb1
3 changed files with 38 additions and 14 deletions
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22
examples/highfreq/highfreq_ops.py
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@@ -54,3 +54,25 @@ class IsNull(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.isnull()
class Cut(ElemOperator):
def __init__(self, feature, l=None, r=None):
self.l = l
self.r = r
if (self.l != None and self.l <= 0) or (self.r != None and self.r >= 0):
raise ValueError("Cut operator l shoud > 0 and r should < 0")
super(Cut, self).__init__(feature)
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.iloc[self.l : self.r]
def get_extended_window_size(self):
ll = 0 if self.l == None else self.l
rr = 0 if self.r == None else abs(self.r)
lft_etd, rght_etd = self.feature.get_extended_window_size()
lft_etd = lft_etd + ll
rght_etd = rght_etd + rr
return lft_etd, rght_etd