Created
June 6, 2024 21:04
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polars rolling bin without truncating end
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import polars as pl | |
import numpy as np | |
def windowed_bin(df, window_size, column, binedges, precision=5, log_precision=False): | |
step_size = window_size | |
def bin_values(values): | |
bins = np.histogram(values, bins=binedges)[0] | |
return bins.tolist() | |
if not log_precision: | |
bin_labels = [f"bin_{binedges[i]:.{precision}f}" for i in range(1, len(binedges))] | |
else: | |
bin_labels = [f"bin_{binedges[i]:.{precision}e}" for i in range(1, len(binedges))] | |
rolling_bin_df = ( | |
df | |
.set_sorted("pos") | |
.group_by_dynamic(index_column="pos", every=f"{step_size}i", | |
period=f"{window_size}i", offset="0i", closed="left", | |
include_boundaries=True) | |
.agg([ | |
pl.map_groups(pl.col(column), bin_values).alias("bins") | |
]) | |
.rename({"_lower_boundary": "start", "_upper_boundary": "end"}) | |
) | |
rolling_bin_df = (rolling_bin_df.with_columns([ | |
pl.col('bins').list.get(i).alias(label) | |
for i, label in enumerate(bin_labels) | |
]) | |
.select(pl.exclude('bins'))) | |
return rolling_bin_df | |
# Create a sample DataFrame | |
df = pl.DataFrame({ | |
'pos': [1, 2, 3, 4, 5, 6, 7, 8, 9], | |
'value': [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9] | |
}) | |
# Define the window size, column to bin, and binedges | |
window_size = 3 | |
column = 'value' | |
binedges = [0.0, 0.5, 1.0] | |
# Expected windows: [0, 3), [3, 6), [6, 9), [9, 10) | |
result = windowed_bin(df, window_size, column, binedges) | |
print(result) |
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