History Class Documentation

History Class Documentation#

Class Overview#

The History class is a container for dense mutable time-series data, allowing easy manipulation, retrieval, and analysis. It supports indexing, column management, data merging, and operations on stored datasets.

Usage#

To use the History class, initialize it with a schema and data:

from dxlib.history import History, HistorySchema
import pandas as pd

schema = HistorySchema(index={"date": "datetime64[ns]"}, columns={"close": "float64"})
data = pd.DataFrame({"date": ["2024-01-01", "2024-01-02"], "close": [100.5, 101.0]})
history = History(history_schema=schema, data=data)

Methods#

Index Manipulation#

  • idx(name): Returns the level of the index by name.

  • iidx(idx): Returns the name of the index at a given level.

  • levels(names=None, to_list=True): Retrieves index levels.

  • index(name): Gets the index by name.

  • indices (property): Lists available indices.

Data Manipulation#

  • concat(other, keep=”first”): Merges another History instance, removing duplicates.

  • extend(other): Extends history columns from another instance.

  • get(index=None, columns=None, raw=False): Extracts a subset of history data.

  • set(values): Updates specific values in the dataset.

  • dropna(): Returns a new history instance with NaN values removed.

Operations#

  • apply(func, *args, **kwargs): Applies a function to the data.

  • op(other, columns, other_columns, operation): Applies an operation on matching indices of self and another history.

Serialization#

  • to_dict(): Converts the history to a dictionary.

  • from_dict(data): Creates a History instance from a dictionary.

  • store(storage_path, key): Saves the history to a specified storage location.

  • load(storage_path, key): Loads a history instance from storage.

  • cache_exists(cache_path, key): Checks if a history cache exists.

Special Methods#

  • __len__(): Returns the number of records.

  • __getitem__(key): Retrieves a specific column.

  • __str__(): Provides a string representation of the history instance.

Additional Information#

For more details, refer to the HistorySchema class, which defines the structure and metadata of the stored data.

Class Autodocs#

Contents