core.py 文件源码

def overwrite_novel_deltas(baseline, deltas, dates):
    """overwrite any deltas into the baseline set that would have changed our
    most recently known value.

    Parameters
    ----------
    baseline : pd.DataFrame
        The first known values.
    deltas : pd.DataFrame
        Overwrites to the baseline data.
    dates : pd.DatetimeIndex
        The dates requested by the loader.

    Returns
    -------
    non_novel_deltas : pd.DataFrame
        The deltas that do not represent a baseline value.
    """
    get_indexes = dates.searchsorted
    novel_idx = (
        get_indexes(deltas[TS_FIELD_NAME].values, 'right') -
        get_indexes(deltas[AD_FIELD_NAME].values, 'left')
    ) <= 1
    novel_deltas = deltas.loc[novel_idx]
    non_novel_deltas = deltas.loc[~novel_idx]
    return sort_values(pd.concat(
        (baseline, novel_deltas),
        ignore_index=True,
    ), TS_FIELD_NAME), non_novel_deltas