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Copyright (c) 2008-2009 AQR Capital Management, LLC | ||
All rights reserved. | ||
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Redistribution and use in source and binary forms, with or without | ||
modification, are permitted provided that the following conditions are | ||
met: | ||
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* Redistributions of source code must retain the above copyright | ||
notice, this list of conditions and the following disclaimer. | ||
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* Redistributions in binary form must reproduce the above | ||
copyright notice, this list of conditions and the following | ||
disclaimer in the documentation and/or other materials provided | ||
with the distribution. | ||
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* Neither the name of the copyright holder nor the names of any | ||
contributors may be used to endorse or promote products derived | ||
from this software without specific prior written permission. | ||
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS | ||
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT | ||
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR | ||
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT | ||
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, | ||
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT | ||
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, | ||
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY | ||
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT | ||
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE | ||
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
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include TODO LICENSE README | ||
include setup.py setupegg.py | ||
include examples/data/* | ||
recursive-include examples * |
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""" | ||
Pandas - a library for panel, time series, or cross-sectional data analysis | ||
=========================================================================== | ||
Main data structures (see docstrings for detailed documentation) | ||
-------------------- | ||
Index | ||
Represent row or column labels in Series / DataFrame structures | ||
Series / TimeSeries | ||
Represents standard 1-dimensional cross-section (resp. time series) | ||
As an numpy.ndarray subclass, compatible with ufuncs and other NumPy | ||
functions | ||
DataFrame / DataMatrix | ||
Represent collections of Series objects, enable easy management | ||
of multiple time series / cross-sections | ||
DateRange | ||
Index subclass for generating arrays of fixed frequency dates | ||
Subpackages | ||
----------- | ||
core | ||
Implementations of core data structures, basic building blocks. Most of | ||
the user-relevant code is accessible through the top-level namespace | ||
io | ||
Persistence, parsing, and data loading tools | ||
lib | ||
C, Cython, and Fortran extensions for other components | ||
stats | ||
Standard | ||
""" | ||
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from pandas.core.api import * | ||
from pandas.io.parsers import parseCSV, parseText, parseExcel |
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import numpy as np | ||
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from pandas.core.daterange import DateRange | ||
from pandas.core.datetools import DateOffset | ||
from pandas.core.frame import DataFrame | ||
from pandas.core.index import Index | ||
from pandas.core.matrix import DataMatrix | ||
from pandas.core.series import Series, TimeSeries | ||
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import pandas.core.datetools as datetools | ||
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from pandas.lib.tseries import isnull, notnull |
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from __future__ import with_statement | ||
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from collections import defaultdict | ||
from pandas.core.mixins import Picklable | ||
from pandas.core.index import Index | ||
from pandas.core.pytools import rands, adjoin, groupby | ||
import cPickle | ||
import os | ||
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__all__ = ['PickleContainer'] | ||
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class PickleContainer(Picklable): | ||
""" | ||
Store collection of objects on disk with this dict-like object. | ||
Parameters | ||
---------- | ||
dirPath: string | ||
Directory where to store the objects | ||
lruSize: int | ||
Number of objects to keep in memory (not implemented yet) | ||
""" | ||
def __init__(self, dirPath, lruSize=5): | ||
self.dirPath = dirPath | ||
if not os.path.exists(dirPath): | ||
os.mkdir(dirPath) | ||
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self._lruSize = lruSize | ||
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self._paths = {} | ||
self._classes = {} | ||
self._lru = {} | ||
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def __repr__(self): | ||
output = str(self.__class__) + '\n' | ||
keys, values = zip(*self._classes.iteritems()) | ||
output += adjoin(5, map(str, keys), map(str, values)) | ||
return output | ||
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def __setitem__(self, key, value): | ||
theKey = rands(10) | ||
filePath = self.dirPath + '/' + theKey | ||
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self._paths[key] = filePath | ||
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if isinstance(value, Picklable): | ||
value.save(filePath) | ||
else: | ||
with open(filePath, 'w') as f: | ||
cPickle.dump(value, f) | ||
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self._paths[key] = filePath | ||
self._classes[key] = value.__class__ | ||
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def __getitem__(self, key): | ||
if key not in self._paths: | ||
raise Exception('Requested key not in this container!') | ||
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thePath = self._paths[key] | ||
theClass = self._classes[key] | ||
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if issubclass(theClass, Picklable): | ||
obj = theClass.load(thePath) | ||
else: | ||
with open(thePath, 'rb') as f: | ||
obj = cPickle.load(f) | ||
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return obj | ||
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def __delitem__(self, key): | ||
del self._paths[key] | ||
del self._classes[key] | ||
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def __iter__(self): | ||
return iter(self._paths) | ||
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def iteritems(self): | ||
for key, path in self._paths.iteritems(): | ||
yield key, self[key] | ||
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def keys(self): | ||
return self._paths.keys() | ||
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def values(self): | ||
result = [] | ||
for key in self._paths: | ||
result.append(self[key]) | ||
return result |
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