macrosynergy.management.types

Module hosting custom types and meta-classes for use across the package.

class NoneTypeMeta

Bases: type

MetaClass to support type checks for None.

class NoneType

Bases: object

Custom class definition for a NoneType that supports type checks for None.

class QuantamentalDataFrameMeta

Bases: type

MetaClass to support type checks for QuantamentalDataFrame.

IndexCols: List[str] = ['real_date', 'cid', 'xcat']

class QuantamentalDataFrame(df=None)

Bases: DataFrame

## Type extension of pd.DataFrame for Quantamental DataFrames.

Class definition for a QuantamentalDataFrame that supports type checks for QuantamentalDataFrame. Returns True if the instance is a pd.DataFrame with the standard Quantamental DataFrame columns (“cid”, “xcat”, “real_date”) and at least one additional column. It also checks if the “real_date” column is a datetime type.

Usage: >>> df: pd.DataFrame = make_test_df() >>> isinstance(df, QuantamentalDataFrame) True