Files
catalyst/zipline/utils/pandas_utils.py
T

29 lines
709 B
Python

"""
Utilities for working with pandas objects.
"""
import pandas as pd
from distutils.version import StrictVersion
pandas_version = StrictVersion(pd.__version__)
def explode(df):
"""
Take a DataFrame and return a triple of
(df.index, df.columns, df.values)
"""
return df.index, df.columns, df.values
try:
# This branch is hit in pandas 17
sort_values = pd.DataFrame.sort_values
except AttributeError:
# This branch is hit in pandas 16
sort_values = pd.DataFrame.sort
if pandas_version >= StrictVersion('0.17.1'):
july_5th_holiday_observance = lambda dtix: dtix[dtix.year != 2013]
else:
july_5th_holiday_observance = lambda dt: None if dt.year == 2013 else dt