tdx_formula.py 文件源码

def MAX(self, param):
        if isinstance(param[0], pd.core.series.Series):
            df = pd.DataFrame(index = param[0].index)
        elif isinstance(param[1], pd.core.series.Series):
            df = pd.DataFrame(index = param[1].index)
        else:
            df = None

        if df is None:
            return np.max(param)

        df['A'] = param[0]
        df['B'] = param[1]
        def callback(row):
            if row['A'] >= row['B']:
                return row['A']
            else:
                return row['B']
        result = df.apply(callback, axis = 1, reduce = True)
        return result