larry-discuss team mailing list archive

[josef.pktd@xxxxxxxxx]

On Mon, Feb 8, 2010 at 12:51 AM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
> On Sun, Feb 7, 2010 at 9:03 PM,  <josef.pktd@xxxxxxxxx> wrote:
>> On Sun, Feb 7, 2010 at 11:32 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>> On Sun, Feb 7, 2010 at 11:17 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>>> On Sun, Feb 7, 2010 at 11:15 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>>>> On Sun, Feb 7, 2010 at 11:08 PM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
>>>>>> On Sun, Feb 7, 2010 at 8:06 PM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
>>>>>>> On Sun, Feb 7, 2010 at 7:53 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>>>>>>> On Sun, Feb 7, 2010 at 10:43 PM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
>>>>>>>>> On Sun, Feb 7, 2010 at 7:40 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>>>>>>>>> On Sun, Feb 7, 2010 at 10:23 PM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
>>>>>>>>>>> On Sun, Feb 7, 2010 at 7:11 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>>>>>>>>>>
>>>>>>>>>>>> If you want to go this way, you could have lixs :  lix with strings,
>>>>>>>>>>>> and lixr : lix with repr , ... ?
>>>>>>>>>>>> lix would be safe  because it uses the labels directly, the other ones
>>>>>>>>>>>> are only recommended in restricted cases where the string (or other)
>>>>>>>>>>>> representation makes sense.
>>>>>>>>>>>
>>>>>>>>>>> Too confusing with two I think.
>>>>>>>>>>>
>>>>>>>>>>>> if you want to allow slicing i.e. `:`  then I think lix would need to
>>>>>>>>>>>> use its __getitem__ instead of __call__ or __init__
>>>>>>>>>>>> lar1[1:4, lix['msft', google], lixs['2010-02-01':]   or lar1[1:4,
>>>>>>>>>>>> lix[['msft', google]], lixs['2010-02-01':] ?
>>>>>>>>>>>
>>>>>>>>>>> lar1[lix(date)]: will work. So will lar[lix(date1):lix(date2)]
>>>>>>>>>>>
>>>>>>>>>>> Allowing slices slows things down because now we have to look instead
>>>>>>>>>>> each slice object (slice.start, slice.stop) for lix object and if
>>>>>>>>>>> found convert them.
>>>>>>>>>>
>>>>>>>>>> I wouldn't mix lix and regular array slices or indices for the same
>>>>>>>>>> axis. I would restrict it to if either one of (slice.start,
>>>>>>>>>> slice.stop) are lix then both are interpreted as labels.
>>>>>>>>>>
>>>>>>>>>> either lar[lix[date1:date2],:]   or   lar[lix(date1):lix(date2), :]
>>>>>>>>>> but not lar[lix(date1):-3]
>>>>>>>>>
>>>>>>>>> How come? Seems handy to me.
>>>>>>>>
>>>>>>>> Just a feeling, mixing oranges and apples, (If I have one label, I
>>>>>>>> expect also to have the other, or I have neither in the other case)
>>>>>>>>
>>>>>>>> It would be useful to write a babyclass with the different versions of
>>>>>>>> getitem. It's easier to see what's going on and to experiment than
>>>>>>>> using the already more complicated getitem of larry.
>>>>>>>>
>>>>>>>> Josef
>>>>>>>>
>>>>>>>>>
>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>>> I don't know if lix should hold some code for conversion from label
>>>>>>>>>>>> representation to indices, or be just an identifier for use in
>>>>>>>>>>>> larry.__getitem__
>>>>>>>>>>>
>>>>>>>>>>> Yeah, a method getindex that takes label as input, perhaps. larry's
>>>>>>>>>>> getitem is already getting harry, so keeping the code in lix instead
>>>>>>>>>>> of adding yet more code to getitem might be a good idea. Or make a
>>>>>>>>>>> function in util.misc like a did for string indexing.
>>>>>>>
>>>>>>> I'm thinking of allowing only one label element in lix. But allow
>>>>>>> mixing label and integers for slicing.
>>>>>>>
>>>>>>> I tried allowing multiple labels per axis in the first indexing by
>>>>>>> labels blueprint. It's hard. So as a first step, only allow one. For
>>>>>>> example:
>>>>>>>
>>>>>>> lar[lix(date1):lix(date2)]
>>>>>>> lar[:lix(date2)]
>>>>>>> lar[lix(date1):-1]
>>>>>>
>>>>>> BTW, all this can already be done of course:
>>>>>>
>>>>>> lar[lar.labelindex(date1,0):lar.labelindex(date2,0)]
>>>>>> lar[:lar.labelindex(date2,0)]
>>>>>> lar[lar.labelindex(date1,0):-1]
>>>>>
>>>>> the usecase I had initially in mind was a list of labels
>>>>> lar1[:, ['msft', 'google', 'f2', 'f3'], ['open', 'close']].diff(3).log().diff(0)
>>>>
>>>> although it doesn't make economic sense
>>>>
>>>>>
>>>>> labelindex allows only single label
>>>>>
>>>>> Josef
>>>>>
>>>
>>> something like this would do what I had in mind:
>>>
>>> class lix2(object):
>>>    def __init__(self, label):
>>>        if type(label) != list:
>>>            raise TypeError, 'label must be a list'
>>>        self.label = label
>>>
>>> class A(object):
>>>
>>>    def __init__(self, data, label):
>>>        if type(label) != list:
>>>            raise TypeError, 'label must be a list'
>>>        self.label = label
>>>        self.data = data
>>>
>>>    def __getitem__(self, ind):
>>>        if isinstance(ind, lix2):
>>>            idx = map(self.label.index, ind.label)
>>>            return self.data[idx]
>>>
>>> aa = A(np.arange(10), 'a b c d e f g h i j'.split())
>>> print aa[lix2(['a', 'b', 'i'])]
>>>
>>>>>> aa.label
>>> ['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i', 'j']
>>>>>> aa.data
>>> array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
>>>>>> aa[lix2(['a', 'b', 'i'])]
>>> array([0, 1, 8])
>>>
>>
>>
>> some examples with my latest version with lix3, see attachment
>>
>>>>> aa = B(np.arange(10), 'a b c d e f g h i j'.split())
>>>>> print aa[lix2('a', 'b', 'i')]
>> [0 1 8]
>>>>> print aa[lix3('a', 'b', 'i')]
>> [0 1 8]
>>>>> print aa[lix3['a':'d']]
>> [0 1 2]
>>>>> print aa[lix3['a':'h']]
>> [0 1 2 3 4 5 6]
>>>>> print aa[lix3['c':'h']]
>> [2 3 4 5 6]
>>>>> print aa[lix3['c':-2]]
>> [2 3 4 5 6 7]
>>>>> print aa[lix3[2:'e']]
>> [2 3]
>>>>> print aa[lix3['c':'h':2]]
>> [2 4 6]
>>>>> print aa[lix3['c':]]
>> [2 3 4 5 6 7 8 9]
>>>>> print aa[lix3[:'c']]
>> [0 1]
>>>>>
>
> The problem is that these lists, when used to index into lar.x, will
> do fancy indexing. Is there a way to convert the list to something
> that doesn't do fancy indexing? Either that, or I'd have to add
> support for fancy indexing to larry.__getitem__. Something I'd like to
> do but a big project.

I forgot, I needed to check a few examples, using array with correctly
broadcasted indices seems to work. I don't remember where/when we
discussed it, but *rectangular* indexing shouldn't be very difficult.

If this kind of examples  lar[np.array([0,1,2])[:,None],[1,3]] works
correctly, the main work would be to add the None for the additional
axes, looks doable with enough tests.

>>> lar = la.larry(np.ones((3,4)))
>>> lar[[0,1,2],[1,3]]
Traceback (most recent call last):
  File "C:\Josef\eclipsegworkspace\larry-josef\larry-josef\la\deflarry.py",
line 1384, in __getitem__
    x = self.x[index]
ValueError: shape mismatch: objects cannot be broadcast to a single shape
>>> lar.x[[0,1,2],[1,3]]
Traceback (most recent call last):
ValueError: shape mismatch: objects cannot be broadcast to a single shape
>>> lar[np.array([0,1,2])[:,None],[1,3]]
label_0
    0
    1
    2
label_1
    1
    3
x
array([[ 1.,  1.],
       [ 1.,  1.],
       [ 1.,  1.]])
>>> lar[[0,1,2],[1,3,0]]
Traceback (most recent call last):
  File "C:\Josef\eclipsegworkspace\larry-josef\larry-josef\la\deflarry.py",
line 1411, in __getitem__
    return larry(x, label)
  File "C:\Josef\eclipsegworkspace\larry-josef\larry-josef\la\deflarry.py",
line 85, in __init__
    if x.shape[i] != nlabel:
IndexError: tuple index out of range