afml/util/__init__.py

"""
Utility functions. In particular Chapter 20 code on Multiprocessing and Vectorization
"""

if __name__ == "__main__" and not __package__:
    print("This file is a package initializer and is not meant to be run directly.")
    print("Use it via import, for example:")
    print(r"  .\.venv\Scripts\python.exe -c ""from afml.util import get_period_vol""")
    raise SystemExit(0)

from .constants import (
    COMMODITIES,
    CRYPTO,
    DATA_PATH,
    DATE_COMPONENTS,
    FX_MAJORS,
    GREEKS,
    NUM_THREADS,
    OHLCV,
    PERCENTILES,
    UTC,
)
from .misc import (
    DataFrameFormatter,
    _count_max_decimals_numba,
    count_max_decimals,
    crop_data_frame_in_batches,
    date_conversion,
    dict_to_key,
    expand_params,
    flatten_column_names,
    get_folder_size,
    indices_to_mask,
    is_first_weekday,
    is_last_weekday,
    is_trading_day,
    log_column_changes,
    log_df_info,
    log_performance,
    markdown_to_notebook,
    optimize_dtypes,
    set_resampling_freq,
    smart_subscript,
    to_subscript,
    value_counts_data,
)
from .multiprocess import (
    expand_call,
    lin_parts,
    mp_pandas_obj,
    nested_parts,
    process_jobs,
    process_jobs_,
    report_progress,
)
from .pipelines import make_custom_pipeline, set_pipeline_params
from .volatility import (
    get_daily_vol,
    get_garman_klass_vol,
    get_parkinson_vol,
    get_period_vol,
    get_yang_zhang_vol,
    two_time_scale_realized_vol,
)

__all__ = [
    "COMMODITIES",
    "CRYPTO",
    "DATA_PATH",
    "DATE_COMPONENTS",
    "FX_MAJORS",
    "GREEKS",
    "NUM_THREADS",
    "OHLCV",
    "PERCENTILES",
    "UTC",
    "DataFrameFormatter",
    "_count_max_decimals_numba",
    "count_max_decimals",
    "crop_data_frame_in_batches",
    "date_conversion",
    "dict_to_key",
    "expand_params",
    "flatten_column_names",
    "get_folder_size",
    "indices_to_mask",
    "is_first_weekday",
    "is_last_weekday",
    "is_trading_day",
    "log_column_changes",
    "log_df_info",
    "log_performance",
    "markdown_to_notebook",
    "optimize_dtypes",
    "set_resampling_freq",
    "smart_subscript",
    "to_subscript",
    "value_counts_data",
    "expand_call",
    "lin_parts",
    "mp_pandas_obj",
    "nested_parts",
    "process_jobs",
    "process_jobs_",
    "report_progress",
    "make_custom_pipeline",
    "set_pipeline_params",
    "get_daily_vol",
    "get_garman_klass_vol",
    "get_parkinson_vol",
    "get_period_vol",
    "get_yang_zhang_vol",
    "two_time_scale_realized_vol",
]