Rolling

systematica.generic.rolling

rolling_reduce_pairs_1d_nb

rolling_reduce_pairs_1d_nb(
    arr: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func_nb: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to a 2D array containing pairs of values.

Parameters:

Name	Type	Default	Description
arr	Array2d	--	Input 2D array where each row contains a pair of values.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func_nb	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func_nb.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_pairs_two_1d_nb

rolling_reduce_pairs_two_1d_nb(
    arr1: numpy.ndarray,
    arr2: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func_nb: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to two 2D arrays containing pairs of values.

Parameters:

Name	Type	Default	Description
arr1	Array2d	--	First input 2D array where each row contains a pair of values.
arr2	Array2d	--	Second input 2D array where each row contains a pair of values.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func_nb	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func_nb.

Raises:

Type	Description
ValueError	If arr1 and arr2 have different lengths.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_arr_1d_nb

rolling_reduce_arr_1d_nb(
    arr: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func_nb: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to an array using vectorization.

Parameters:

Name	Type	Default	Description
arr	Array1d	--	Input 1D array.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func_nb	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func_nb.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_pairs_1d

rolling_reduce_pairs_1d(
    arr: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to a 2D array containing pairs of values (non-Numba version).

Parameters:

Name	Type	Default	Description
arr	Array2d	--	Input 2D array where each row contains a pair of values.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func_nb.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_pairs_two_1d

rolling_reduce_pairs_two_1d(
    arr1: numpy.ndarray,
    arr2: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to two 2D arrays containing pairs of values (non-Numba version).

Parameters:

Name	Type	Default	Description
arr1	Array2d	--	First input 2D array where each row contains a pair of values.
arr2	Array2d	--	Second input 2D array where each row contains a pair of values.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func_nb.

Raises:

Type	Description
ValueError	If arr1 and arr2 have different lengths.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_arr_1d

rolling_reduce_arr_1d(
    arr: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to a 1D array (non-Numba version).

Parameters:

Name	Type	Default	Description
arr	Array1d	--	Input 1D array.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.

rolling_reduce_arr

rolling_reduce_arr(
    arr: numpy.ndarray,
    window: int,
    minp: int,
    reduce_func: Callable[[numpy.ndarray, Any], str | float | int | complex | bool | object | numpy.generic],
    *args,
) ‑> numpy.ndarray

Apply a rolling reduction function to a 2D array (non-Numba version).

Parameters:

Name	Type	Default	Description
arr	Array1d	--	Input 1D array.
window	int	--	Rolling window size.
minp	int	--	Minimum number of non-NaN observations required within the window. If None, defaults to window.
reduce_func	ReduceFunc	--	Numba-compiled function that takes an array slice and additional arguments. it must return a single value.
args	tp.ArgsTaker	--	Additional arguments to pass to reduce_func.

Returns:

Type	Description
Array1d	Output 1D array containing the result of the rolling reduction.