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""" |
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Utilities for working with numpy arrays. |
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""" |
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from numpy import dtype, datetime64 |
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from numpy.lib.stride_tricks import as_strided |
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float64_dtype = dtype('float64') |
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datetime64ns_dtype = dtype('datetime64[ns]') |
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def make_datetime64ns(value): |
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""" |
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Wrapper around the datetime64 constructor that uses 'ns' as a unit. |
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""" |
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# This can't just be a partial because datetime64 is a C function and |
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# doesn't accept kwargs. |
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return datetime64(value, 'ns') |
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def repeat_first_axis(array, count): |
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""" |
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Restride `array` to repeat `count` times along the first axis. |
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Parameters |
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---------- |
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array : np.array |
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The array to restride. |
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count : int |
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Number of times to repeat `array`. |
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Returns |
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------- |
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result : array |
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Array of shape (count,) + array.shape, composed of `array` repeated |
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`count` times along the first axis. |
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Example |
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------- |
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>>> from numpy import arange |
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>>> a = arange(3); a |
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array([0, 1, 2]) |
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>>> repeat_first_axis(a, 2) |
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array([[0, 1, 2], |
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[0, 1, 2]]) |
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>>> repeat_first_axis(a, 4) |
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array([[0, 1, 2], |
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[0, 1, 2], |
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[0, 1, 2], |
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[0, 1, 2]]) |
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Notes |
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---- |
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The resulting array will share memory with `array`. If you need to assign |
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to the input or output, you should probably make a copy first. |
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See Also |
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-------- |
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repeat_last_axis |
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""" |
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return as_strided(array, (count,) + array.shape, (0,) + array.strides) |
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def repeat_last_axis(array, count): |
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""" |
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Restride `array` to repeat `count` times along the last axis. |
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Parameters |
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---------- |
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array : np.array |
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The array to restride. |
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count : int |
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Number of times to repeat `array`. |
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Returns |
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------- |
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result : array |
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Array of shape array.shape + (count,) composed of `array` repeated |
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`count` times along the last axis. |
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Example |
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------- |
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>>> from numpy import arange |
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>>> a = arange(3); a |
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array([0, 1, 2]) |
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>>> repeat_last_axis(a, 2) |
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array([[0, 0], |
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[1, 1], |
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[2, 2]]) |
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>>> repeat_last_axis(a, 4) |
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array([[0, 0, 0, 0], |
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[1, 1, 1, 1], |
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[2, 2, 2, 2]]) |
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Notes |
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---- |
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The resulting array will share memory with `array`. If you need to assign |
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to the input or output, you should probably make a copy first. |
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See Also |
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-------- |
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repeat_last_axis |
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""" |
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return as_strided(array, array.shape + (count,), array.strides + (0,)) |
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quantopian /
zipline
