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fix(abstract): stop relying on Cython resolving __NAME from class scope #761

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fix(abstract): stop relying on Cython resolving __NAME from class scope #761

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100 changes: 50 additions & 50 deletions talib/_abstract.pxi
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Original file line number Diff line number Diff line change
Expand Up @@ -17,22 +17,22 @@ cimport _ta_lib as lib
np.import_array() # Initialize the NumPy C API

# lookup for TALIB input parameters which don't define expected price series inputs
__INPUT_PRICE_SERIES_DEFAULTS = {'price': 'close',
'price0': 'high',
'price1': 'low',
'periods': 'periods', # only used by MAVP; not a price series!
}
_INPUT_PRICE_SERIES_DEFAULTS = {'price': 'close',
'price0': 'high',
'price1': 'low',
'periods': 'periods', # only used by MAVP; not a price series!
}

__INPUT_ARRAYS_TYPES = [dict]
__ARRAY_TYPES = [np.ndarray]
_INPUT_ARRAYS_TYPES = [dict]
_ARRAY_TYPES = [np.ndarray]

# allow use of pandas.DataFrame for input arrays
try:
import pandas
__INPUT_ARRAYS_TYPES.append(pandas.DataFrame)
__ARRAY_TYPES.append(pandas.Series)
__PANDAS_DATAFRAME = pandas.DataFrame
__PANDAS_SERIES = pandas.Series
_INPUT_ARRAYS_TYPES.append(pandas.DataFrame)
_ARRAY_TYPES.append(pandas.Series)
_PANDAS_DATAFRAME = pandas.DataFrame
_PANDAS_SERIES = pandas.Series
except ImportError as import_error:
try:
if not isinstance(import_error, ModuleNotFoundError) or import_error.name != 'pandas':
Expand All @@ -42,16 +42,16 @@ except ImportError as import_error:
except NameError:
pass

__PANDAS_DATAFRAME = None
__PANDAS_SERIES = None
_PANDAS_DATAFRAME = None
_PANDAS_SERIES = None

# allow use of polars.DataFrame for input arrays
try:
import polars
__INPUT_ARRAYS_TYPES.append(polars.DataFrame)
__ARRAY_TYPES.append(polars.Series)
__POLARS_DATAFRAME = polars.DataFrame
__POLARS_SERIES = polars.Series
_INPUT_ARRAYS_TYPES.append(polars.DataFrame)
_ARRAY_TYPES.append(polars.Series)
_POLARS_DATAFRAME = polars.DataFrame
_POLARS_SERIES = polars.Series
except ImportError as import_error:
try:
if not isinstance(import_error, ModuleNotFoundError) or import_error.name != 'polars':
Expand All @@ -61,11 +61,11 @@ except ImportError as import_error:
except NameError:
pass

__POLARS_DATAFRAME = None
__POLARS_SERIES = None
_POLARS_DATAFRAME = None
_POLARS_SERIES = None

__INPUT_ARRAYS_TYPES = tuple(__INPUT_ARRAYS_TYPES)
__ARRAY_TYPES = tuple(__ARRAY_TYPES)
_INPUT_ARRAYS_TYPES = tuple(_INPUT_ARRAYS_TYPES)
_ARRAY_TYPES = tuple(_ARRAY_TYPES)


if sys.version >= '3':
Expand Down Expand Up @@ -147,7 +147,7 @@ class Function(object):
info = _ta_getInputParameterInfo(self.__name, i)
input_name = info['name']
if info['price_series'] is None:
info['price_series'] = __INPUT_PRICE_SERIES_DEFAULTS[input_name]
info['price_series'] = _INPUT_PRICE_SERIES_DEFAULTS[input_name]
local.input_names[input_name] = info
local.info['input_names'] = self.input_names

Expand Down Expand Up @@ -217,8 +217,8 @@ class Function(object):
Returns a copy of the dict of input arrays in use.
"""
local = self.__local
if __POLARS_DATAFRAME is not None \
and isinstance(local.input_arrays, __POLARS_DATAFRAME):
if _POLARS_DATAFRAME is not None \
and isinstance(local.input_arrays, _POLARS_DATAFRAME):
return local.input_arrays.clone()
else:
return local.input_arrays.copy()
Expand Down Expand Up @@ -249,11 +249,11 @@ class Function(object):
return False
"""
local = self.__local
if isinstance(input_arrays, __INPUT_ARRAYS_TYPES):
if isinstance(input_arrays, _INPUT_ARRAYS_TYPES):
missing_keys = []
for key in self.__input_price_series_names():
if __POLARS_DATAFRAME is not None \
and isinstance(input_arrays, __POLARS_DATAFRAME):
if _POLARS_DATAFRAME is not None \
and isinstance(input_arrays, _POLARS_DATAFRAME):
missing = key not in input_arrays.columns
else:
missing = key not in input_arrays
Expand Down Expand Up @@ -376,22 +376,22 @@ class Function(object):
ret = local.outputs.values()
if not isinstance(ret, list):
ret = list(ret)
if __PANDAS_DATAFRAME is not None and \
isinstance(local.input_arrays, __PANDAS_DATAFRAME):
if _PANDAS_DATAFRAME is not None and \
isinstance(local.input_arrays, _PANDAS_DATAFRAME):
index = local.input_arrays.index
if len(ret) == 1:
return __PANDAS_SERIES(ret[0], index=index)
return _PANDAS_SERIES(ret[0], index=index)
else:
return __PANDAS_DATAFRAME(numpy.column_stack(ret),
index=index,
columns=self.output_names)
elif __POLARS_DATAFRAME is not None and \
isinstance(local.input_arrays, __POLARS_DATAFRAME):
return _PANDAS_DATAFRAME(numpy.column_stack(ret),
index=index,
columns=self.output_names)
elif _POLARS_DATAFRAME is not None and \
isinstance(local.input_arrays, _POLARS_DATAFRAME):
if len(ret) == 1:
return __POLARS_SERIES(ret[0])
return _POLARS_SERIES(ret[0])
else:
return __POLARS_DATAFRAME(numpy.column_stack(ret),
schema=self.output_names)
return _POLARS_DATAFRAME(numpy.column_stack(ret),
schema=self.output_names)
else:
return ret[0] if len(ret) == 1 else ret

Expand Down Expand Up @@ -425,9 +425,9 @@ class Function(object):
args = list(args)
input_arrays = {}
input_price_series_names = self.__input_price_series_names()
if args and not isinstance(args[0], __INPUT_ARRAYS_TYPES):
if args and not isinstance(args[0], _INPUT_ARRAYS_TYPES):
for i, arg in enumerate(args):
if not isinstance(arg, __ARRAY_TYPES):
if not isinstance(arg, _ARRAY_TYPES):
break

try:
Expand All @@ -438,11 +438,11 @@ class Function(object):
', '.join(input_price_series_names))
raise TypeError(msg)

if __PANDAS_DATAFRAME is not None \
and isinstance(local.input_arrays, __PANDAS_DATAFRAME):
if _PANDAS_DATAFRAME is not None \
and isinstance(local.input_arrays, _PANDAS_DATAFRAME):
no_existing_input_arrays = local.input_arrays.empty
elif __POLARS_DATAFRAME is not None \
and isinstance(local.input_arrays, __POLARS_DATAFRAME):
elif _POLARS_DATAFRAME is not None \
and isinstance(local.input_arrays, _POLARS_DATAFRAME):
no_existing_input_arrays = local.input_arrays.is_empty()
else:
no_existing_input_arrays = not bool(local.input_arrays)
Expand All @@ -451,7 +451,7 @@ class Function(object):
self.set_input_arrays(input_arrays)
args = args[len(input_arrays):]
elif len(input_arrays) or (no_existing_input_arrays and (
not len(args) or not isinstance(args[0], __INPUT_ARRAYS_TYPES))):
not len(args) or not isinstance(args[0], _INPUT_ARRAYS_TYPES))):
msg = 'Not enough price arguments: expected %d (%s)' % (
len(input_price_series_names),
', '.join(input_price_series_names))
Expand Down Expand Up @@ -481,7 +481,7 @@ class Function(object):
if isinstance(price_series, list): # TALIB-supplied input names
for name in price_series:
input_price_series_names.append(name)
else: # name came from __INPUT_PRICE_SERIES_DEFAULTS
else: # name came from _INPUT_PRICE_SERIES_DEFAULTS
input_price_series_names.append(price_series)
return input_price_series_names

Expand All @@ -493,11 +493,11 @@ class Function(object):
args = []
for price_series in input_price_series_names:
series = local.input_arrays[price_series]
if __PANDAS_SERIES is not None and \
isinstance(series, __PANDAS_SERIES):
if _PANDAS_SERIES is not None and \
isinstance(series, _PANDAS_SERIES):
series = series.values.astype(float)
elif __POLARS_SERIES is not None and \
isinstance(series, __POLARS_SERIES):
elif _POLARS_SERIES is not None and \
isinstance(series, _POLARS_SERIES):
series = series.to_numpy().astype(float)
args.append(series)
for opt_input in local.opt_inputs:
Expand Down
14 changes: 7 additions & 7 deletions talib/_stream.pxi
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Original file line number Diff line number Diff line change
Expand Up @@ -6,8 +6,8 @@ from collections import namedtuple
cimport _ta_lib as lib
from _ta_lib cimport TA_RetCode, TA_MAType, TA_BAD_PARAM
# NOTE: _ta_check_success and InsufficientHistory come from _common.pxi,
# check_array / make_*_array from _func.pxi, and __PANDAS_SERIES /
# __POLARS_SERIES from _abstract.pxi.
# check_array / make_*_array from _func.pxi, and _PANDAS_SERIES /
# _POLARS_SERIES from _abstract.pxi.

np.import_array() # Initialize the NumPy C API

Expand Down Expand Up @@ -2459,7 +2459,7 @@ cdef np.ndarray _stream_input(object values):
"""What the Function API accepts, through the same checks."""
if isinstance(values, np.ndarray):
return check_array(values)
for series in (__PANDAS_SERIES, __POLARS_SERIES):
for series in (_PANDAS_SERIES, _POLARS_SERIES):
if series is not None and isinstance(values, series):
return check_array(values.to_numpy().astype(float))
raise TypeError("input must be a numpy array or a pandas or polars Series, "
Expand All @@ -2484,15 +2484,15 @@ cdef _stream_open_failed(str function_name, TA_RetCode retCode, int historylen,

cdef _stream_like(tuple sources, object result):
pandas = [s for s in sources
if __PANDAS_SERIES is not None and isinstance(s, __PANDAS_SERIES)]
if _PANDAS_SERIES is not None and isinstance(s, _PANDAS_SERIES)]
polars = [s for s in sources
if __POLARS_SERIES is not None and isinstance(s, __POLARS_SERIES)]
if _POLARS_SERIES is not None and isinstance(s, _POLARS_SERIES)]
if pandas and polars:
raise Exception("Cannot mix polars and pandas")
if pandas:
return __PANDAS_SERIES(result, index=pandas[0].index)
return _PANDAS_SERIES(result, index=pandas[0].index)
if polars:
return __POLARS_SERIES(result)
return _POLARS_SERIES(result)
return result


Expand Down
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