Welcome to pyg!

• README
• pyg.base
  • extensions to dict
    • dictattr
    • ulist
    • Dict
    • dictable
    • perdictable
    • join
    • named_dict
  • decorators
    • wrapper
    • timer
    • try_value
    • try_back
    • loops
    • loop
    • kwargs_support
  • graphs & cells
    • cell
    • cell_go
    • cell_item
    • cell_func
    • cell_clear
  • encode and decode/save and load
    • encode
    • decode
    • pd_to_parquet
    • pd_read_parquet
    • parquet_encode
    • csv_encode
    • convertors to bytes
  • dates and calendar
    • dt
    • ymd
    • dt_bump
    • drange
    • date_range
    • Calendar
    • calendar
    • as_time
    • clock
  • text manipulation
    • lower
    • upper
    • proper
    • capitalize
    • strip
    • split
    • replace
    • common_prefix
  • files & directory
    • mkdir
    • read_csv
  • tree manipulation
    • tree_keys
    • tree_values
    • tree_items
    • tree_update
    • tree_setitem
    • tree_repr
    • items_to_tree
    • tree_to_table
  • list functions
    • as_list
    • as_tuple
    • first
    • last
    • unique
  • Comparing and Sorting
    • cmp
    • Cmp
    • sort
    • eq
    • in
  • bits and pieces
    • type functions
    • zipper
    • reducer
    • reducing
    • logger and get_logger
    • access functions
    • inspection
• pyg.mongo
  • Query generator
    • q and Q
  • Tables in Mongo
    • mongo_cursor
    • mongo_reader
    • mongo_pk_reader
    • mongo_pk_cursor
  • encoding docs before saving to mongo
    • parquet_write
    • csv_write
  • cells in Mongo
    • db_cell
    • periodic_cell
    • get_cell
    • db_save
    • db_load
• pyg.timeseries
  • simple functions
    • diff
    • shift
    • ratio
    • ts_count
    • ts_sum
    • ts_mean
    • ts_rms
    • ts_std
    • ts_skew
    • ts_min
    • ts_max
    • ts_median
    • fnna
    • v2na/na2v
    • ffill/bfill
    • nona
  • expanding window functions
    • expanding_mean
    • expanding_rms
    • expanding_std
    • expanding_sum
    • expanding_skew
    • expanding_min
    • expanding_max
    • expanding_median
    • expanding_rank
    • cumsum
    • cumprod
  • rolling window functions
    • rolling_mean
    • rolling_rms
    • rolling_std
    • rolling_sum
    • rolling_skew
    • rolling_min
    • rolling_max
    • rolling_median
    • rolling_quantile
    • rolling_rank
  • exponentially weighted moving functions
    • ewma
    • ewmrms
    • ewmstd
    • ewmvar
    • ewmcor
    • ewmLR
    • ewmGLM
    • ewmskew
  • functions exposing their state
    • simple functions
    • expanding window functions
    • rolling window functions
    • exponentially weighted moving functions
  • Index handling
    • df_fillna
    • df_index
    • df_reindex
    • presync
    • add/sub/mul/div/pow operators
• Tutorials
• pyg.base.Dict
  • initialization
  • members access
  • adding
  • subtracting
  • modifying the keys: rename
  • modifying the values: do
  • Dict can store a calculation flow
• pyg.base.dictable
  • Motivation: dictable as an organiser of research flow
  • Same code, in dictable
    • Oh, no, we have a bad symbol, how do we remove it?
    • Now if we want to calculate something per symbol and window…
  • dictable functionality
    • construction
    • row access
    • column access
    • d is a dict so supports the usual keys(), values() and items():
    • column and row access are commutative
    • adding records
    • adding/modifying columns
    • do
    • removing columns
    • removing rows
    • sort
    • listby(keys)
    • unlist
    • groupby(keys) and ungroup
    • inner join
    • inner join (with other columns that match names)
    • cross join
    • xor (versus left and right join)
    • pivot
    • a few observations:
• pyg.mongo
  • q
  • mongo_cursor
    • general objects insertion into documents
    • document reading
    • document writing to files
    • document access
    • filters
    • iteration
    • sorting
    • getitem of a specfic document
    • column access
    • add/remove columns
    • add/remove records
  • mongo_pk_table
  • mongo_reader and mongo_pk_reader
• pyg.base.cell
  • Cell 101
  • Workflow without saving to the database
    • some more functions to calculate the profits & loss as well as the signal/noise ratio
  • Workflow while saving to MongoDB
    • Table creation
    • Any code differences?
    • Accessing the data in MongoDB
    • Calculating the forecasts & saving them
  • Accessing & running the graph once the graph has been created
  • Point-in-time, cache and persistency
  • Comparison of the two workflows
  • To save or not to save?
  • Behind the scene: cell_func
• pyg.base.join
  • Join
    • Example: Using join function to transfer money to a bank
    • Simple join: inner join between tables
    • Defaults for fields we want to left-join on…
    • Renaming & calculating fields
  • Perdictable
    • perdictable and caching
    • perdictable with the cell framework
    • perdictable API
  • Conclusions
• pyg.timeseries
  • Agreement between pyg.timeseries and pandas
    • Quick performance comparison
  • pyg and numpy arrays
  • pandas treatment of nan
  • pyg.timeseries treatment of nans
  • Using pyg.timeseries to manage state
    • Example: creating a function exposing its state
• pyg.timeseries decorators
  • loop
  • presync: manage indexing and date stamps
    • presync and numpy arrays
• pyg.timeseries.ewma
  • What happens if the clock does not move at all?
  • What are valid time parameters?

Indices and tables

• Index

• Module Index

• Search Page