Files
catalyst/catalyst/lib/quantiles.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

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363 B
Python

"""
Algorithms for computing quantiles on numpy arrays.
"""
from numpy.lib import apply_along_axis
from pandas import qcut
def quantiles(data, nbins_or_partition_bounds):
"""
Compute rowwise array quantiles on an input.
"""
return apply_along_axis(
qcut,
1,
data,
q=nbins_or_partition_bounds, labels=False,
)