# # Copyright 2013 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import math from numpy import isnan def tolerant_equals(a, b, atol=10e-7, rtol=10e-7, equal_nan=False): """Check if a and b are equal with some tolerance. Parameters ---------- a, b : float The floats to check for equality. atol : float, optional The absolute tolerance. rtol : float, optional The relative tolerance. equal_nan : bool, optional Should NaN compare equal? See Also -------- numpy.isclose Notes ----- This function is just a scalar version of numpy.isclose for performance. See the docstring of ``isclose`` for more information about ``atol`` and ``rtol``. """ if equal_nan and isnan(a) and isnan(b): return True return math.fabs(a - b) <= (atol + rtol * math.fabs(b)) try: # fast versions import bottleneck as bn nanmean = bn.nanmean nanstd = bn.nanstd nansum = bn.nansum nanmax = bn.nanmax nanmin = bn.nanmin nanargmax = bn.nanargmax nanargmin = bn.nanargmin except ImportError: # slower numpy import numpy as np nanmean = np.nanmean nanstd = np.nanstd nansum = np.nansum nanmax = np.nanmax nanmin = np.nanmin nanargmax = np.nanargmax nanargmin = np.nanargmin def round_if_near_integer(a, epsilon=1e-4): """ Round a to the nearest integer if that integer is within an epsilon of a. """ if abs(a - round(a)) <= epsilon: return round(a) else: return a