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update

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bxdd
2021-01-28 14:25:55 +00:00
parent f6dd006c35
commit ffa68fd010
5 changed files with 21 additions and 57 deletions
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18
examples/highfreq/highfreq_ops.py
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@@ -18,9 +18,6 @@ def get_calendar_day(freq="day", future=False):
class DayLast(ElemOperator):
def __init__(self, feature):
super(DayLast, self).__init__(feature)
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = get_calendar_day(freq=freq)
series = self.feature.load(instrument, start_index, end_index, freq)
@@ -28,27 +25,18 @@ class DayLast(ElemOperator):
class FFillNan(ElemOperator):
def __init__(self, feature):
super(FFillNan, 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.fillna(method="ffill")
class BFillNan(ElemOperator):
def __init__(self, feature):
super(BFillNan, 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.fillna(method="bfill")
class Date(ElemOperator):
def __init__(self, feature):
super(Date, self).__init__(feature)
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = get_calendar_day(freq=freq)
series = self.feature.load(instrument, start_index, end_index, freq)
@@ -56,9 +44,6 @@ class Date(ElemOperator):
class Select(PairOperator):
def __init__(self, condition, feature):
super(Select, self).__init__(condition, feature)
def _load_internal(self, instrument, start_index, end_index, freq):
series_condition = self.feature_left.load(instrument, start_index, end_index, freq)
series_feature = self.feature_right.load(instrument, start_index, end_index, freq)
@@ -66,9 +51,6 @@ class Select(PairOperator):
class IsNull(ElemOperator):
def __init__(self, feature):
super(IsNull, 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.isnull()