larry-discuss team mailing list archive

[josef.pktd@xxxxxxxxx]

On Mon, Feb 8, 2010 at 9:42 AM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
> On Mon, Feb 8, 2010 at 6:39 AM, Keith Goodman <kwgoodman@xxxxxxxxx> wrote:
>> On Sun, Feb 7, 2010 at 10:15 PM,  <josef.pktd@xxxxxxxxx> wrote:
>>> 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
>>
>> I don't think I want lar[index] to give different results from
>> lar.x[index]. My goal is for larry and arrays to behave the same way
>> where feasible. But I could borrow an ideas from the first blueprint:
>>
>> lar.lix[index]

Yes, I agree this would be the cleanest and least confusing. That's
how I thought about it initially.

>>
>> where index would only contain labels. Inside the lix method I would
>> convert the labels to indices and then return lar[index_converted]. It
>> would have the advantage of not slowing down an already slow
>> larry.__getitem__. And the user would not have to wrap labels in a
>> class. One downside is that you cannot do
>>
>> lar['price']['aapl'][date]
>>
>> instead it would be
>>
>> lar.lix['price'].lix['appl'].lix['date']
>>
>> Or
>>


>> lar['price', 'aapl', date]

this would still require label handling inside getitem (?)
did you mean
lar.lix['price', 'aapl', date]




>
> Oh, and I forgot one of the main point, lix would use rectangular
> indexing. So it would convert multiple lists to rectangular indexing
> before passing index_converted to larry.__getitem__.
>