two_sigma_financial_modelling.py 文件源码

def check_timestamps_left_part(self, df, midway_timestamps, amin, id):
        '''
        Check left part
        :param df:
        :param df_grouped_by_id:
        :param midway_timestamps:
        :return: True if intermediate sale is in left part False otherwise.
        '''
        df = df[df.id == id]
        df_timestamp_interval = df[(df.timestamp >= amin.values[0]) & (df.timestamp <= midway_timestamps)]
        df_timestamp_interval_aggregated = df_timestamp_interval.groupby('id').agg([np.min, np.max, len])
        amin_left = df_timestamp_interval_aggregated[('timestamp', 'amin')]
        amax_left = df_timestamp_interval_aggregated[('timestamp', 'amax')]
        lenght_left = df_timestamp_interval_aggregated[('timestamp', 'len')]
        is_timestamp_diff_equal_len_left = (amax_left - amin_left).values == (lenght_left - 1)
        return is_timestamp_diff_equal_len_left, amin_left, amax_left, lenght_left