Module Expr Str ImportFrom alias alias alias ImportFrom alias ImportFrom alias alias alias alias Assign NameStore ListLoad Str Str Str Str ClassDef bases NameLoad body Assign NameStore NameLoad FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr Dict Assign AttributeStore NameLoad attr Call NameLoad Assign AttributeStore NameLoad attr Call NameLoad decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam defaults body If CompareNotIn NameLoad AttributeLoad NameLoad attr body Assign SubscriptStore AttributeLoad NameLoad attr Index NameLoad Call NameLoad Expr Call AttributeLoad SubscriptLoad AttributeLoad NameLoad attr Index NameLoad attr NameLoad NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign AttributeStore NameLoad attr NameLoad Expr Call AttributeLoad AttributeLoad NameLoad attr attr Expr Call AttributeLoad AttributeLoad NameLoad attr attr Expr Call AttributeLoad AttributeLoad NameLoad attr attr decorator_list decorator_list FunctionDef arguments args NameParam NameParam defaults body Assign NameStore ListLoad Assign NameStore ListLoad Assign NameStore Dict For TupleStore NameStore NameStore Call AttributeLoad NameLoad attr body Expr Call AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr NameLoad For TupleStore NameStore NameStore Call NameLoad NameLoad Call NameLoad NameLoad body Assign SubscriptStore NameLoad Index NameLoad Call NameLoad Call NameLoad NameLoad NameLoad Return NameLoad decorator_list ClassDef bases AttributeLoad NameLoad attr body Expr Str Assign NameStore ListLoad Str Assign NameStore NameLoad Assign NameStore Call AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr FunctionDef arguments args NameParam defaults vararg body Expr Str Assign TupleStore NameStore NameStore Call NameLoad Call AttributeLoad NameLoad attr Num Num keyword NameLoad If NameLoad body Return TupleLoad SubscriptLoad NameLoad Index Num Call NameLoad GeneratorExp TupleLoad NameLoad SubscriptLoad SubscriptLoad NameLoad Index NameLoad Index Num comprehension NameStore NameLoad decorator_list FunctionDef arguments args NameParam defaults vararg body Expr Str Assign TupleStore NameStore NameStore Call NameLoad Call AttributeLoad NameLoad attr Num Num keyword NameLoad If NameLoad body Return TupleLoad SubscriptLoad NameLoad Index Num Call NameLoad GeneratorExp TupleLoad NameLoad SubscriptLoad SubscriptLoad NameLoad Index NameLoad Index Num comprehension NameStore NameLoad decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam defaults NameLoad NameLoad NameLoad body Expr Str Assign NameStore IfExp NameLoad Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad NameLoad Assign NameStore IfExp NameLoad Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad NameLoad Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam defaults body Expr Str Return Call AttributeLoad Call AttributeLoad NameLoad attr attr decorator_list FunctionDef arguments args NameParam defaults body Expr Str Return Call AttributeLoad Call AttributeLoad NameLoad attr attr decorator_list FunctionDef arguments args NameParam NameParam defaults vararg body Expr Call AttributeLoad NameLoad attr NameLoad NameLoad Return NameLoad decorator_list AttributeLoad NameLoad attr FunctionDef arguments args NameParam NameParam defaults body If Call NameLoad NameLoad NameLoad body Assign NameStore Call NameLoad NameLoad Assign NameStore AttributeLoad NameLoad attr For TupleStore NameStore NameStore NameLoad body Expr Call NameLoad NameLoad NameLoad Return NameLoad decorator_list AttributeLoad NameLoad attr FunctionDef arguments args NameParam NameParam defaults vararg kwarg body Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr Str NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam defaults Num Num NameLoad body Expr Str Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam defaults NameLoad body Expr Str Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam NameParam NameParam defaults Num Num NameLoad NameLoad NameLoad body Expr Str Assign NameStore BoolOpOr NameLoad AttributeLoad NameLoad attr Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad NameLoad NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam NameParam NameParam defaults NameLoad NameLoad NameLoad body Expr Str Assign NameStore BoolOpOr NameLoad AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad NameLoad NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list FunctionDef arguments args NameParam defaults vararg kwarg body Expr Str Assign NameStore AttributeLoad NameLoad attr If UnaryOpNot NameLoad body Raise Call NameLoad Str Expr Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr NameLoad Return Call AttributeLoad NameLoad attr NameLoad NameLoad decorator_list FunctionDef arguments args NameParam defaults vararg kwarg body Expr Str Assign TupleStore NameStore NameStore Call AttributeLoad NameLoad attr NameLoad NameLoad If NameLoad body Assign NameStore Call AttributeLoad NameLoad attr Call NameLoad NameLoad Expr Call AttributeLoad Call AttributeLoad NameLoad attr attr NameLoad Expr Call AttributeLoad NameLoad attr NameLoad NameLoad Assign NameStore AttributeLoad NameLoad attr Return Call AttributeLoad NameLoad attr Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr AttributeLoad NameLoad attr decorator_list NameLoad FunctionDef arguments args NameParam NameParam defaults vararg body Assign NameStore NameLoad For NameStore NameLoad body If CompareLt Call NameLoad NameLoad Num body Raise Call NameLoad Str For NameStore SubscriptLoad NameLoad Slice Num body If UnaryOpNot AttributeLoad NameLoad attr body Raise Call NameLoad Str If CompareIs NameLoad NameLoad body Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr orelse If CompareIsNot NameLoad AttributeLoad AttributeLoad NameLoad attr attr body Raise Call NameLoad Str If CompareIs NameLoad NameLoad body Assign NameStore AttributeLoad Call AttributeLoad NameLoad attr attr orelse If CompareIsNot NameLoad AttributeLoad Call AttributeLoad NameLoad attr attr body Raise Call NameLoad Str Return TupleLoad NameLoad NameLoad decorator_list NameLoad FunctionDef arguments args NameParam defaults vararg kwarg body Assign NameStore BoolOpOr Call AttributeLoad NameLoad attr Str TupleLoad Expr Call AttributeLoad Call AttributeLoad NameLoad attr attr NameLoad NameLoad decorator_list FunctionDef arguments args NameParam NameParam defaults body Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr Assign NameStore ListComp Call NameLoad NameLoad comprehension NameStore SubscriptLoad NameLoad Index Num Assign NameStore Dict For TupleStore NameStore NameStore Call NameLoad SubscriptLoad NameLoad Index Num body Assign SubscriptStore NameLoad Index NameLoad ListComp Call NameLoad NameLoad comprehension NameStore NameLoad Return TupleLoad NameLoad NameLoad decorator_list FunctionDef arguments args NameParam NameParam defaults body Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr Return Call NameLoad GeneratorExp TupleLoad NameLoad Call NameLoad NameLoad comprehension TupleStore NameStore NameStore Call NameLoad NameLoad decorator_list FunctionDef arguments args NameParam NameParam defaults body If BoolOpAnd NameLoad CompareIn Str NameLoad body Assign SubscriptStore NameLoad Index Str Call AttributeLoad AttributeLoad NameLoad attr attr SubscriptLoad NameLoad Index Str Assign SubscriptStore NameLoad Index Str Call AttributeLoad AttributeLoad NameLoad attr attr SubscriptLoad NameLoad Index Str Return NameLoad decorator_list FunctionDef arguments args NameParam NameParam defaults body Return NameLoad decorator_list FunctionDef arguments args NameParam NameParam defaults vararg body Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr Assign NameStore AttributeLoad AttributeLoad NameLoad attr attr If CompareEq Call NameLoad NameLoad Num body Assign NameStore SubscriptLoad NameLoad Index Num If Call NameLoad NameLoad NameLoad body Assign NameStore Call NameLoad NameLoad For TupleStore NameStore NameStore NameLoad body Expr Call NameLoad NameLoad NameLoad Call NameLoad NameLoad orelse If CompareEq Call NameLoad NameLoad Num body Expr Call NameLoad NameLoad SubscriptLoad NameLoad Index Num Call NameLoad SubscriptLoad NameLoad Index Num orelse Raise Call NameLoad Str decorator_list decorator_list ClassDef bases AttributeLoad NameLoad attr body Expr Str Assign NameStore Str FunctionDef arguments args NameParam defaults body Return NameLoad decorator_list decorator_list
N/A N/A Multivariate numeric timeseries interface. stdnet odm SessionNotAvailable InvalidTransaction stdnet.utils.skiplist skiplist stdnet.utils encoders iteritems zip iterpair N/A __all__ N/A TimeseriesCache ColumnTS ColumnTSField as_dict TimeseriesCache N/A object N/A N/A cache None __init__ N/A N/A self N/A N/A N/A N/A self merged_series None N/A N/A self fields N/A N/A N/A self delete_fields N/A set N/A N/A self deleted_timestamps N/A set N/A add N/A N/A self timestamp field value N/A N/A N/A N/A field N/A self fields N/A N/A N/A N/A self fields N/A field N/A skiplist N/A N/A N/A N/A N/A self fields N/A field insert timestamp value N/A clear N/A N/A self N/A N/A N/A N/A self merged_series None N/A N/A N/A N/A self fields clear N/A N/A N/A N/A self delete_fields clear N/A N/A N/A N/A self deleted_timestamps clear N/A N/A as_dict N/A N/A times fields N/A N/A N/A lists N/A N/A names N/A N/A d N/A N/A N/A name value N/A N/A fields items N/A N/A N/A N/A names append name N/A N/A N/A lists append value N/A N/A dt data N/A zip times N/A zip lists N/A N/A N/A d N/A dt N/A dict N/A zip names data N/A d N/A ColumnTS N/A N/A odm TS N/A N/A A specialised :class:`stdnet.odm.TS` structure for numeric
multivariate timeseries. N/A default_multi_stats N/A covariance N/A cache_class TimeseriesCache N/A pickler N/A N/A encoders DateTimeConverter N/A value_pickler N/A N/A encoders Double front N/A N/A self N/A fields N/A N/A Return the front pair of the structure N/A N/A v f N/A tuple N/A N/A self irange 0 0 fields fields N/A v N/A N/A N/A N/A v N/A 0 N/A dict N/A N/A field N/A N/A f N/A field N/A 0 N/A field f N/A back N/A N/A self N/A fields N/A N/A Return the back pair of the structure N/A N/A v f N/A tuple N/A N/A self irange -1 -1 fields fields N/A v N/A N/A N/A N/A v N/A 0 N/A dict N/A N/A field N/A N/A f N/A field N/A 0 N/A field f N/A info N/A N/A self start end fields N/A None None None N/A N/A Provide data information for this :class:`ColumnTS`. If no
parameters are specified it returns the number of data points for each
fields, as well as the start and end date. N/A start N/A start N/A N/A N/A self pickler dumps start None N/A end N/A end N/A N/A N/A self pickler dumps end None N/A backend N/A self read_backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self info start end fields N/A self _stats N/A fields N/A N/A self N/A N/A N/A Tuple of ordered fields for this :class:`ColumnTS`. N/A N/A N/A N/A N/A self backend_structure fields N/A numfields N/A N/A self N/A N/A N/A Number of fields. N/A N/A N/A N/A N/A self backend_structure numfields N/A add N/A N/A self dt N/A args N/A N/A N/A N/A self _add dt args N/A self N/A N/A odm commit_when_no_transaction update N/A N/A self mapping N/A N/A N/A N/A isinstance mapping dict N/A N/A mapping N/A iteritems mapping N/A add N/A self _add N/A N/A dt v mapping N/A N/A N/A add dt v N/A self N/A N/A odm commit_when_no_transaction evaluate N/A N/A self script N/A series params N/A N/A backend N/A self backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self run_script evaluate series script params N/A self _evaluate N/A istats N/A N/A self start end fields N/A 0 -1 None N/A N/A Perform a multivariate statistic calculation of this
:class:`ColumnTS` from *start* to *end*.

:param start: Optional index (rank) where to start the analysis.
:param end: Optional index (rank) where to end the analysis.
:param fields: Optional subset of :meth:`fields` to perform analysis on.
    If not provided all fields are included in the analysis.
 N/A backend N/A self read_backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self istats start end fields N/A self _stats N/A stats N/A N/A self start end fields N/A None N/A N/A Perform a multivariate statistic calculation of this
:class:`ColumnTS` from a *start*  date/datetime to an
*end* date/datetime.

:param start: Start date for analysis.
:param end: End date for analysis.
:param fields: Optional subset of :meth:`fields` to perform analysis on.
    If not provided all fields are included in the analysis.
 N/A start N/A N/A N/A self pickler dumps start N/A end N/A N/A N/A self pickler dumps end N/A backend N/A self read_backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self stats start end fields N/A self _stats N/A imulti_stats N/A N/A self start end series fields stats N/A 0 -1 None None None N/A N/A Perform cross multivariate statistics calculation of
this :class:`ColumnTS` and other optional *series* from *start*
to *end*.

:parameter start: the start rank.
:parameter start: the end rank
:parameter field: name of field to perform multivariate statistics.
:parameter series: a list of two elements tuple containing the id of the
    a :class:`columnTS` and a field name.
:parameter stats: list of statistics to evaluate.
    Default: ['covariance']
 N/A stats N/A stats N/A self default_multi_stats N/A backend N/A self read_backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self imulti_stats start end fields series stats N/A self _stats N/A multi_stats N/A N/A self start end series fields stats N/A None None None N/A N/A Perform cross multivariate statistics calculation of
this :class:`ColumnTS` and other *series*.

:parameter start: the start date.
:parameter start: the end date
:parameter field: name of field to perform multivariate statistics.
:parameter series: a list of two elements tuple containing the id of the
    a :class:`columnTS` and a field name.
:parameter stats: list of statistics to evaluate.
    Default: ['covariance']
 N/A stats N/A stats N/A self default_multi_stats N/A start N/A N/A N/A self pickler dumps start N/A end N/A N/A N/A self pickler dumps end N/A backend N/A self read_backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure self multi_stats start end fields series stats N/A self _stats N/A merge N/A N/A self N/A series kwargs N/A N/A Merge this :class:`ColumnTS` with several other *series*.

:parameters series: a list of tuples where the nth element is a tuple
    of the form::

    (wight_n, ts_n1, ts_n2, ..., ts_nMn)

The result will be calculated using the formula::

    ts = weight_1*ts_11*ts_12*...*ts_1M1 + weight_2*ts_21*ts_22*...*ts_2M2 +
         ...
 N/A session N/A self session N/A N/A session N/A N/A N/A SessionNotAvailable No session available N/A N/A N/A self check_router N/A session router series N/A N/A N/A self _merge series kwargs N/A merged_series N/A N/A cls N/A series kwargs N/A N/A Merge ``series`` and return the results without storing data
in the backend server. N/A N/A router backend N/A N/A cls check_router None series N/A backend N/A N/A target N/A N/A router register N/A cls backend N/A N/A N/A N/A N/A router session add target N/A N/A N/A target _merge series kwargs N/A backend N/A target backend N/A N/A N/A backend execute N/A N/A N/A N/A backend structure target irange_and_delete N/A target load_data N/A classmethod check_router N/A N/A cls router N/A series N/A N/A backend None N/A serie series N/A N/A N/A N/A len serie 2 N/A N/A N/A ValueError merge requires tuples of length 2 or more N/A s N/A serie N/A 1 N/A N/A N/A N/A s session N/A N/A N/A SessionNotAvailable No session available N/A N/A router None N/A N/A router N/A N/A s session router N/A N/A N/A router N/A N/A s session router N/A N/A N/A InvalidTransaction mistmaching routers N/A N/A backend None N/A N/A backend N/A N/A N/A s backend_structure backend N/A N/A N/A backend N/A N/A N/A s backend_structure backend N/A N/A N/A InvalidTransaction merging is possible only on the same backend N/A N/A router backend N/A classmethod _merge N/A N/A self N/A series kwargs N/A N/A fields N/A N/A N/A kwargs get fields N/A N/A N/A N/A N/A N/A self backend_structure merge series fields N/A load_data N/A N/A self result N/A N/A N/A loads N/A N/A self pickler loads N/A vloads N/A N/A self value_pickler loads N/A dt N/A N/A loads t N/A t N/A result N/A 0 N/A vals N/A N/A N/A f data N/A iterpair N/A result N/A 1 N/A N/A N/A vals N/A f N/A N/A vloads d N/A d data N/A N/A dt vals N/A load_get_data N/A N/A self result N/A N/A N/A vloads N/A N/A self value_pickler loads N/A N/A dict N/A N/A f N/A vloads v N/A N/A f v N/A iterpair result N/A _stats N/A N/A self result N/A N/A N/A N/A result N/A start result N/A N/A N/A result N/A start N/A N/A N/A self pickler loads N/A result N/A start N/A N/A result N/A stop N/A N/A N/A self pickler loads N/A result N/A stop N/A result N/A _evaluate N/A N/A self result N/A N/A N/A result N/A _add N/A N/A self dt N/A args N/A N/A timestamp N/A N/A N/A self pickler dumps dt N/A add N/A N/A self cache add N/A dump N/A N/A self value_pickler dumps N/A N/A N/A len args 1 N/A N/A mapping N/A args N/A 0 N/A N/A isinstance mapping dict N/A N/A mapping N/A iteritems mapping N/A N/A field value mapping N/A N/A N/A add timestamp field N/A dump value N/A N/A N/A N/A len args 2 N/A N/A N/A add timestamp N/A args N/A 0 N/A dump N/A args N/A 1 N/A N/A N/A TypeError Expected a mapping or a field value pair N/A N/A ColumnTSField N/A N/A odm StructureField N/A N/A A multivariate timeseries field. N/A type columnts structure_class N/A N/A self N/A N/A N/A ColumnTS N/A N/A