macrosynergy.management.validation#

class QDFArgs(df: DataFrame, cids: List[str], xcats: List[str], metrics: List[str], start: str, end: str)[source]#

Bases: NamedTuple

Contains the QuantamentalDataFrame and associated arguments.

df: DataFrame#

Alias for field number 0

cids: List[str]#

Alias for field number 1

xcats: List[str]#

Alias for field number 2

metrics: List[str]#

Alias for field number 3

start: str#

Alias for field number 4

end: str#

Alias for field number 5

validate_and_reduce_qdf(df, cids=None, xcats=None, metrics=None, intersect=False, tickers=None, blacklist=None, start=None, end=None)[source]#

Validates the inputs to a function that takes a DataFrame as its first argument. The DataFrame is then reduced according to the inputs.

Parameters:

  • df (DataFrame) – A DataFrame with the following columns: ‘cid’, ‘xcat’, ‘real_date’, and at least one metric from - ‘value’, ‘grading’, ‘eop_lag’, or ‘mop_lag’.

  • cids (Optional[List[str]]) – A list of cids to select from the DataFrame. If None, all cids are selected.

  • xcats (Optional[List[str]]) – A list of xcats to select from the DataFrame. If None, all xcats are selected.

  • metrics (Optional[List[str]]) – A list of metrics to select from the DataFrame. If None, all metrics are selected.

  • intersect (Optional[bool]) – if True only retains cids that are available for all xcats. Default is False.

  • tickers (Optional[List[str]]) – A list of tickers that will be selected from the DataFrame if they exist, regardless of start, end, blacklist, and intersect arguments.

  • blacklist (Optional[Dict[str, List[str]]]) – cross-sections with date ranges that should be excluded from the data frame. If one cross-section has several blacklist periods append numbers to the cross-section code.

  • start (Optional[str]) – ISO-8601 formatted date string. Select data from this date onwards. If None, all dates are selected.

  • end (Optional[str]) – ISO-8601 formatted date string. Select data up to and including this date. If None, all dates are selected.

Return <QDFArgs>:

A NamedTuple that contains the validated arguments.