## The pandas ml common module
This module holds all common extensions and utilities for the pandas ml quant stack.
Feel free to study the [examples][ghl1] as well.
* easy joining of data frames with multi indexes
```python
from pandas_ml_common import pd, np
df1 = pd.DataFrame({"a": np.random.random(10), "b": np.random.random(10)})
print(df1.inner_join(df1, prefix_left='A', prefix='B', force_multi_index=True).to_markdown())
```
| | ('A', 'a') | ('A', 'b') | ('B', 'a') | ('B', 'b') |
|---:|-------------:|-------------:|-------------:|-------------:|
| 0 | 0.907892 | 0.726913 | 0.907892 | 0.726913 |
| 1 | 0.602275 | 0.134278 | 0.602275 | 0.134278 |
| 2 | 0.264399 | 0.207429 | 0.264399 | 0.207429 |
| 3 | 0.559751 | 0.816759 | 0.559751 | 0.816759 |
| 4 | 0.951172 | 0.797524 | 0.951172 | 0.797524 |
| 5 | 0.504332 | 0.51996 | 0.504332 | 0.51996 |
| 6 | 0.765235 | 0.17908 | 0.765235 | 0.17908 |
| 7 | 0.388691 | 0.644103 | 0.388691 | 0.644103 |
| 8 | 0.663636 | 0.678879 | 0.663636 | 0.678879 |
| 9 | 0.291603 | 0.0164627 | 0.291603 | 0.0164627 |
* access columns with regex
```python
df4 = pd.DataFrame({"a_22_a": np.random.random(1), "b_21_b": np.random.random(1)})
df4._[r'.*\d+_.']
```
| | a_22_a | b_21_b |
|---:|---------:|----------:|
| 0 | 0.22039 | 0.0374084 |
* easy access multi level index
```python
df1.unique_level_columns(0)
['A', 'B']
df1.add_multi_index('Z', axis=1)
```
* data splitting, sampling and folding (aka cross validation)
```python
from pandas_ml_common import Sampler, XYWeight, random_splitter
df2 = pd.DataFrame({"c": np.random.random(10)})
sampler = Sampler(XYWeight(df1, df2), splitter=random_splitter(0.5))
for batches in sampler.sample_for_training():
for batch in batches:
print(batch)
```
* access to nested numpy arrays in data frame columns (`df._.values`)
```python
df3 = pd.DataFrame({"a": [[1, 2], [3, 4], [5, 6]]})
df3._.values
array([[1, 2],
[3, 4],
[5, 6]])
```
* dynamic method call providing suitable *args and **kwargs (dependency injection)
```python
from pandas_ml_common import call_callable_dynamic_args
def adder(a, b):
return a + b
call_callable_dynamic_args(adder, a=12, b=10, c='illegal')
22
```
* numpy utils
```python
from pandas_ml_common import np_nans
np_nans((3, 3))
array([[nan, nan, nan],
[nan, nan, nan],
[nan, nan, nan]])
from pandas_ml_common import temp_seed
with temp_seed(42):
print(np.random.random(2))
np.random.random(2)
[0.37454012 0.95071431]
array([0.69373278, 0.69790163])
```
* serialization utils
```python
from pandas_ml_common import serializeb, deserializeb
deserializeb(serializeb(np.array([1, 2, 3])))
array([1, 2, 3])
```
* re-scalings
```python
from pandas_ml_common import ReScaler
x = np.arange(0, 1, .1)
rescaler = ReScaler((0, 1), (5, -5))
rescaler(x)
array([ 5., 4., 3., 2., 1., 0., -1., -2., -3., -4.])
```
[ghl1]: https://github.com/KIC/pandas-ml-quant/tree/0.2.7/pandas-ml-common/./examples/
pandas-ml-common-0.2.7.tar.gz
需积分: 1 56 浏览量
2024-03-07
12:42:29
上传
评论
收藏 246KB GZ 举报
pandas-ml-common-0.2.7.tar.gz （170个子文件） 
setup.cfg 79B SPY.csv 488KB MANIFEST.in 88B Readme.md 3KB PKG-INFO 5KB PKG-INFO 5KB sampler.py 10KB callable_utils.py 8KB index_utils.py 8KB value_utils.py 7KB test__sampler.py 6KB test__value_utils.py 6KB test__training_test_data_split.py 5KB splitter.py 4KB cross_validation.py 4KB test__index_utils.py 3KB numpy_utils.py 3KB test__ml_values.py 3KB multi_frame_decorator.py 3KB df_values.py 3KB test__ml_items.py 3KB setup.py 2KB __init__.py 2KB serialization_utils.py 2KB test__callable_utils.py 2KB test__value_lagging.py 2KB test__multi_frame_decorator.py 2KB test__cross_validation.py 2KB jupyther_utils.py 2KB column_lagging_utils.py 2KB noxfile.py 2KB notebook_runner.py 1KB link_checker.py 1KB normalization.py 1KB test_numpy.py 1KB time_utils.py 1KB config.py 809B test__lazy_init.py 760B lazy_value.py 654B logging_utils.py 480B random.py 429B test__serialization_utils.py 421B __init__.py 414B test_random.py 380B test_notebooks.py 356B test__ml.py 303B test__ml_extract.py 270B __init__.py 217B check_links.py 173B types.py 156B __init__.py 54B __init__.py 0B __init__.py 0B __init__.py 0B __init__.py 0B __init__.py 0B __init__.py 0B __init__.py 0B test__sampler.cpython-38.pyc 8KB test__sampler.cpython-37-pytest-6.1.0.pyc 8KB test__sampler.cpython-37.pyc 8KB sampler.cpython-38.pyc 8KB sampler.cpython-37.pyc 7KB index_utils.cpython-38.pyc 7KB test__value_utils.cpython-38.pyc 7KB test__value_utils.cpython-37-pytest-6.1.0.pyc 7KB test__value_utils.cpython-37.pyc 7KB index_utils.cpython-37.pyc 7KB multi_frame_decorator.cpython-37.pyc 6KB multi_frame_decorator.cpython-38.pyc 6KB value_utils.cpython-38.pyc 6KB value_utils.cpython-37.pyc 6KB callable_utils.cpython-38.pyc 5KB callable_utils.cpython-37.pyc 5KB test__training_test_data_split.cpython-37.pyc 5KB test__training_test_data_split.cpython-38.pyc 4KB cross_validation.cpython-38.pyc 4KB splitter.cpython-38.pyc 4KB splitter.cpython-37.pyc 4KB cross_validation.cpython-37.pyc 4KB numpy_utils.cpython-38.pyc 4KB numpy_utils.cpython-37.pyc 4KB test__callable_utils.cpython-37-pytest-6.1.0.pyc 4KB test__index_utils.cpython-38.pyc 4KB test__callable_utils.cpython-37.pyc 4KB test__callable_utils.cpython-38.pyc 4KB df_values.cpython-38.pyc 3KB test__ml_values.cpython-37-pytest-6.1.0.pyc 3KB test__ml_values.cpython-37.pyc 3KB test__ml_values.cpython-38.pyc 3KB test__ml_items.cpython-37-pytest-6.1.0.pyc 3KB __init__.cpython-38.pyc 3KB serialization_utils.cpython-38.pyc 3KB __init__.cpython-37.pyc 3KB test__ml_items.cpython-37.pyc 3KB test__ml_items.cpython-38.pyc 3KB df_values.cpython-37.pyc 3KB test__training_test_data_split.cpython-37-pytest-6.1.0.pyc 2KB serialization_utils.cpython-37.pyc 2KB test__multi_frame_decorator.cpython-38.pyc 2KB共 170 条
- 1
- 2
资源评论
