endplay.stats
Functions for statistical analysis of deals.
Functions:
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Return the average of a function over a sequence of deals |
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Calculate the value of two functions over a range of deals, and bin the results into unit-sized bins around integer values from lb to ub to form a matrix |
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Calculate the value of a function over a range of deals, and bin the results into unit-sized bins around integer values from lb to ub |
- endplay.stats.average(deals: Iterable[Deal], func: Callable[[Deal], Union[float, int, bool]])
Return the average of a function over a sequence of deals
- endplay.stats.cofrequency(deals: Iterable[Deal], func1: Callable[[Deal], Union[float, int, bool]], func2: Callable[[Deal], Union[float, int, bool]], lb1: Optional[float] = None, ub1: Optional[float] = None, lb2: Optional[float] = None, ub2: Optional[float] = None) list[list[int]]
Calculate the value of two functions over a range of deals, and bin the results into unit-sized bins around integer values from lb to ub to form a matrix
- Parameters:
deals – The input sequence of deals
func1 – The first function to evaluate over deals
func2 – The second function to evaluate over deals
lower_bound1 – Value below which values returned from func1 are ignored
upper_bound1 – Value above which values returned from func1 are ignored
lower_bound2 – Value below which values returned from func2 are ignored
upper_bound2 – Value above which values returned from func2 are ignored
- endplay.stats.frequency(deals: Iterable[Deal], func: Callable[[Deal], Union[float, int, bool]], lb: int, ub: int) list[int]
Calculate the value of a function over a range of deals, and bin the results into unit-sized bins around integer values from lb to ub
- Parameters:
deals – The input sequence of deals
func – The function to evaluate over deals
lb – Value below which values are ignored
ub – Value above which values are ignored
- Returns:
An array of bins, and a tuple containing the left and right boundaries