Class SingleData

qlib/utils/index_data.py:529–618

class SingleData(IndexData):
    def __init__(
        self, data: Union[int, float, np.number, list, dict, pd.Series] = [], index: Union[List, pd.Index, Index] = []
    ):
        """A data structure of index and numpy data.
        It's used to replace pd.Series due to high-speed.

        Parameters
        ----------
        data : Union[int, float, np.number, list, dict, pd.Series]
            the input data
        index : Union[list, pd.Index]
            the index of data.
            empty list indicates that auto filling the index to the length of data
        """
        # for special data type
        if isinstance(data, dict):
            assert len(index) == 0
            if len(data) > 0:
                index, data = zip(*data.items())
            else:
                index, data = [], []
        elif isinstance(data, pd.Series):
            assert len(index) == 0
            index, data = data.index, data.values
        elif isinstance(data, (int, float, np.number)):
            data = [data]
        super().__init__(data, index)
        assert self.ndim == 1

    def _align_indices(self, other):
        if self.index == other.index:
            return other
        elif set(self.index) == set(other.index):
            return other.reindex(self.index)
        else:
            raise ValueError(
                f"The indexes of self and other do not meet the requirements of the four arithmetic operations"
            )

    def reindex(self, index: Index, fill_value=np.nan) -> SingleData:
        """reindex data and fill the missing value with np.nan.

        Parameters
        ----------
        new_index : list
            new index
        fill_value:
            what value to fill if index is missing

        Returns
        -------
        SingleData
            reindex data
        """
        # TODO: This method can be more general
        if self.index == index:
            return self