Merge pull request 'bump_polars: new version with API adjustments' (#57) from bump_polars into main

Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/57
decimal_prices_thru_ems
Gud Boi 2026-01-06 23:02:07 +00:00
commit 4dd7391da7
2 changed files with 5 additions and 5 deletions

View File

@ -465,7 +465,7 @@ def ledger_to_dfs(
df = dfs[key] = ldf.with_columns([
pl.cumsum('size').alias('cumsize'),
pl.cum_sum('size').alias('cumsize'),
# amount of source asset "sent" (via buy txns in
# the market) to acquire the dst asset, PER txn.
@ -480,7 +480,7 @@ def ledger_to_dfs(
]).with_columns([
# rolling balance in src asset units
(pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
(pl.col('dst_bot').cum_sum() * -1).alias('src_balance'),
# "position operation type" in terms of increasing the
# amount in the dst asset (entering) or decreasing the
@ -622,7 +622,7 @@ def ledger_to_dfs(
# cost that was included in the least-recently
# entered txn that is still part of the current CSi
# set.
# => we look up the cost-per-unit cumsum and apply
# => we look up the cost-per-unit cum_sum and apply
# if over the current txn size (by multiplication)
# and then reverse that previusly applied cost on
# the txn_cost for this record.

View File

@ -517,7 +517,7 @@ def with_dts(
'''
return df.with_columns([
pl.col(time_col).shift(1).suffix('_prev'),
pl.col(time_col).shift(1).name.suffix('_prev'),
pl.col(time_col).diff().alias('s_diff'),
pl.from_epoch(pl.col(time_col)).alias('dt'),
]).with_columns([
@ -623,7 +623,7 @@ def detect_vlm_gaps(
) -> pl.DataFrame:
vnull: pl.DataFrame = w_dts.filter(
vnull: pl.DataFrame = df.filter(
pl.col(col) == 0
)
return vnull