41 lines
1.1 KiB
Python
41 lines
1.1 KiB
Python
"""Node base classes + helpers."""
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from __future__ import annotations
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from abc import ABC, abstractmethod
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from typing import Any, ClassVar
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import pandas as pd
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class ScoreNode(ABC):
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name: ClassVar[str]
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label: ClassVar[str]
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default_params: ClassVar[dict]
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param_schema: ClassVar[dict]
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@abstractmethod
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def compute(self, ctx: "Any", params: dict) -> pd.Series:
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"""returns Series indexed by ticker, 0..100 float."""
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class GateNode(ABC):
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name: ClassVar[str]
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label: ClassVar[str]
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default_params: ClassVar[dict]
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param_schema: ClassVar[dict]
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@abstractmethod
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def filter(self, ctx: "Any", params: dict) -> pd.Index:
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"""returns surviving tickers."""
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def percentile_rank(series: pd.Series) -> pd.Series:
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"""Percentile rank in [0, 100]. All-equal → 50. NaN preserved."""
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if series.empty:
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return series.astype(float)
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if series.dropna().nunique() == 1:
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return pd.Series(50.0, index=series.index)
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ranked = series.rank(pct=True, na_option="keep") * 100.0
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return ranked
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