Files
catalyst/zipline/utils/numpy_utils.py
T
Scott Sanderson a483455183 ENH: Add zipline.utils.numpy_utils.
Currently provides two functions for doing fancy things with array
strides: `repeat_first_axis` and `repeat_last_axis`.
2015-10-01 18:03:53 -04:00

91 lines
2.1 KiB
Python

"""
Utilities for working with numpy arrays.
"""
from numpy.lib.stride_tricks import as_strided
def repeat_first_axis(array, count):
"""
Restride `array` to repeat `count` times along the first axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape (count,) + array.shape, composed of `array` repeated
`count` times along the first axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_first_axis(a, 2)
array([[0, 1, 2],
[0, 1, 2]])
>>> repeat_first_axis(a, 4)
array([[0, 1, 2],
[0, 1, 2],
[0, 1, 2],
[0, 1, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, (count,) + array.shape, (0,) + array.strides)
def repeat_last_axis(array, count):
"""
Restride `array` to repeat `count` times along the last axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape array.shape + (count,) composed of `array` repeated
`count` times along the last axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_last_axis(a, 2)
array([[0, 0],
[1, 1],
[2, 2]])
>>> repeat_last_axis(a, 4)
array([[0, 0, 0, 0],
[1, 1, 1, 1],
[2, 2, 2, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, array.shape + (count,), array.strides + (0,))