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OpenBB/openbb_platform/extensions/quantitative/openbb_quantitative/statistics.py
Igor Radovanovic a255fa52a0 [Enhancement] - PyDocstyle Compliant (#6284)
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Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
2024-04-09 13:30:29 +00:00

48 lines
1.3 KiB
Python

"""Statistics Functions."""
from typing import Union
from numpy import (
mean as mean_np,
ndarray,
std,
var as var_np,
)
from pandas import DataFrame, Series
from scipy import stats
# Because python is weird and these being the same name as the fastapi router functions
# which overwrites the function signature, we add the _ after the function name
def kurtosis_(data: Union[DataFrame, Series, ndarray]) -> float:
"""Get Kurtosis.
It is a measure of the "tailedness" of the probability distribution of a real-valued random variable.
"""
return stats.kurtosis(data)
def skew_(data: Union[DataFrame, Series, ndarray]) -> float:
"""Get Skewness.
It is a measure of the asymmetry of the probability distribution of a
real-valued random variable about its mean.
"""
return stats.skew(data)
def mean_(data: Union[DataFrame, Series, ndarray]) -> float:
"""Get Mean which is the average of the numbers."""
return mean_np(data)
def std_dev_(data: Union[DataFrame, Series, ndarray]) -> float:
"""Get Standard deviation that is a measure of the amount of variation or dispersion of a set of values."""
return std(data)
def var_(data: Union[DataFrame, Series, ndarray]) -> float:
"""Get Variance that is a measure of the amount of variation or dispersion of a set of values."""
return var_np(data)