o 5c)@sddlmZddlZddlmZmZmZddlZddl m Z ddl m Z ddl mZejddd ddZejddd!ddZejddd"ddZejddddZejddd!ddZdS)#) annotationsN) TYPE_CHECKINGAnyCallable)Scalar)import_optional_dependency)jit_user_function)maxsizefuncCallable[..., Scalar]nopythonboolnogilparallelcsHt||||trddlntdj|||ddfdd }|S)a Generate a numba jitted apply function specified by values from engine_kwargs. 1. jit the user's function 2. Return a rolling apply function with the jitted function inline Configurations specified in engine_kwargs apply to both the user's function _AND_ the rolling apply function. Parameters ---------- func : function function to be applied to each window and will be JITed nopython : bool nopython to be passed into numba.jit nogil : bool nogil to be passed into numba.jit parallel : bool parallel to be passed into numba.jit Returns ------- Numba function rNnumbar rrvalues np.ndarraybeginendminimum_periodsintargsrreturnc stt|}t|D]0}||}||}|||} tt| } t| | |kr9| g|R||<qtj||<q|S)N)npemptylenprangesumisnannan) rrrrrresultistartstopwindow count_nanr numba_funcO/var/www/html/gps/gps/lib/python3.10/site-packages/pandas/core/window/numba_.py roll_apply7s  z-generate_numba_apply_func..roll_apply) rrrrrrrrrrrrrrrrjit)r r rrr+r)r'r*generate_numba_apply_funcs r.comfloatadjust ignore_nadeltastuple normalizec Btrddlntdj|||ddfd d }|S)a Generate a numba jitted ewm mean or sum function specified by values from engine_kwargs. Parameters ---------- nopython : bool nopython to be passed into numba.jit nogil : bool nogil to be passed into numba.jit parallel : bool parallel to be passed into numba.jit com : float adjust : bool ignore_na : bool deltas : tuple normalize : bool Returns ------- Numba function rNrrrrrrrrrcstt|}dd}d|}rdn|}t|D]}||} ||} || | } tt| } | d} tt|  }||krG| ntj| d<d}tdt| D]b}| |}t| }||7}t| s|snsr}||| |d9}n|| } |rr| |kr|| ||} r| ||} r||7}n d}n | |7} n|r|} ||kr| ntj| |<qU| || | <q|S)N?r)rrrrrrr range)rrrrr!alpha old_wt_factornew_wtr"r#r$r% sub_resultweightednobsold_wtjcuris_observationr1r/r3r2r5rr)r*ewmtsL       z$generate_numba_ewm_func..ewm rrrrrrrrrrrrrr-) r rrr/r1r2r3r5rEr)rDr*generate_numba_ewm_funcNs ! 9rHCallable[..., np.ndarray]csHt||||trddlntdj|||ddfd d }|S)a Generate a numba jitted function to apply window calculations table-wise. Func will be passed a M window size x N number of columns array, and must return a 1 x N number of columns array. Func is intended to operate row-wise, but the result will be transposed for axis=1. 1. jit the user's function 2. Return a rolling apply function with the jitted function inline Parameters ---------- func : function function to be applied to each window and will be JITed nopython : bool nopython to be passed into numba.jit nogil : bool nogil to be passed into numba.jit parallel : bool parallel to be passed into numba.jit Returns ------- Numba function rNrrrrrrrrrrcstt||jdf}t|j}t|D]:}||}||} ||| } tjt| dd} | g|R} t| | |k} | ||ddf<| ||ddf<qt||tj}|S)Nr8r)axis) rrrshaperrrwherer )rrrrrr!min_periods_maskr"r#r$r%r&r=nan_maskr'r)r* roll_tables  z-generate_numba_table_func..roll_table) rrrrrrrrrrr,)r r rrrOr)r'r*generate_numba_table_funcs  rPcs8trddlntdjddddfdd}|S)NrrTrcsFt|jd}|jdD]}|dd|f}|||<q|S)Nr8)rrrKr)tabler!r" partitionnan_funcrr)r*nan_agg_with_axiss zBgenerate_manual_numpy_nan_agg_with_axis..nan_agg_with_axisrG)rTrUr)rSr*'generate_manual_numpy_nan_agg_with_axiss  rVc r6)a Generate a numba jitted ewm mean or sum function applied table wise specified by values from engine_kwargs. Parameters ---------- nopython : bool nopython to be passed into numba.jit nogil : bool nogil to be passed into numba.jit parallel : bool parallel to be passed into numba.jit com : float adjust : bool ignore_na : bool deltas : tuple normalize: bool Returns ------- Numba function rNrrrrrrrrrc sdd}d|}rdn|}t|jd}t|j}|d} t| tj} t| |k| tj |d<t dt |D]} || } t| } | | tj7}  t | D]y}t| |s| |sksʈr||||| d9<n|| || |<| |rʈr| || |kr||| ||| || |<r| ||||| |<r|||7<q\d||<q\| || |7<q\| |r| || |<q\t| |k| tj || <qA|S)Nr7r8r) ronesrKrcopyrastypeint64rLr r9rr)rrrrr:r;r<r@r!r>r?r"rBis_observationsrArDr)r* ewm_table+sF        z0generate_numba_ewm_table_func..ewm_tablerFrG) r rrr/r1r2r3r5r\r)rDr*generate_numba_ewm_table_funcs ! 2r])r r r r rr rr )r r rr rr r/r0r1r r2r r3r4r5r )r rIr r rr rr ) __future__r functoolstypingrrrnumpyrpandas._typingrpandas.compat._optionalrpandas.core.util.numba_r lru_cacher.rHrPrVr]r)r)r)r*s"       ;  b  A