Files
catalyst/catalyst/lib/normalize.py
T
Conner Fromknecht fce97176d6 Changed zipline -> catalyst import paths
* Updated cython build scripts
 * Updated setup.py to to install catalyst package
 * Updated momentum example to use catalyst package
 * catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00

52 lines
1.9 KiB
Python

import numpy as np
def naive_grouped_rowwise_apply(data,
group_labels,
func,
func_args=(),
out=None):
"""
Simple implementation of grouped row-wise function application.
Parameters
----------
data : ndarray[ndim=2]
Input array over which to apply a grouped function.
group_labels : ndarray[ndim=2, dtype=int64]
Labels to use to bucket inputs from array.
Should be the same shape as array.
func : function[ndarray[ndim=1]] -> function[ndarray[ndim=1]]
Function to apply to pieces of each row in array.
func_args : tuple
Additional positional arguments to provide to each row in array.
out : ndarray, optional
Array into which to write output. If not supplied, a new array of the
same shape as ``data`` is allocated and returned.
Examples
--------
>>> data = np.array([[1., 2., 3.],
... [2., 3., 4.],
... [5., 6., 7.]])
>>> labels = np.array([[0, 0, 1],
... [0, 1, 0],
... [1, 0, 2]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row - row.min())
array([[ 0., 1., 0.],
[ 0., 0., 2.],
[ 0., 0., 0.]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row / row.sum())
array([[ 0.33333333, 0.66666667, 1. ],
[ 0.33333333, 1. , 0.66666667],
[ 1. , 1. , 1. ]])
"""
if out is None:
out = np.empty_like(data)
for (row, label_row, out_row) in zip(data, group_labels, out):
for label in np.unique(label_row):
locs = (label_row == label)
out_row[locs] = func(row[locs], *func_args)
return out