atoti.array package#

Module contents#

atoti is designed to handle array data efficiently.

There are multiple ways to load arrays into atoti tables. For instance:

  • With atoti.Session.read_pandas():

    >>> import numpy as np
>>> df = pd.DataFrame(
...     columns=["NumPy array", "Python list"],
...     data=[
...         (np.array([1.0, 2.0, 3.0]), [1, 2, 3]),
...         (np.array([4.0, 5.0, 6.0]), [4, 5, 6]),
...         (np.array([7.0, 8.0, 9.0]), [7, 8, 9]),
...     ],
... )
>>> df
       NumPy array Python list
0  [1.0, 2.0, 3.0]   [1, 2, 3]
1  [4.0, 5.0, 6.0]   [4, 5, 6]
2  [7.0, 8.0, 9.0]   [7, 8, 9]

    >>> pandas_table = session.read_pandas(df, table_name="DataFrame with arrays")
>>> pandas_table.head()
       NumPy array Python list
0  [1.0, 2.0, 3.0]   [1, 2, 3]
1  [4.0, 5.0, 6.0]   [4, 5, 6]
2  [7.0, 8.0, 9.0]   [7, 8, 9]

  • With atoti.Session.read_csv():

    >>> pnl_table = session.read_csv(
...     f"{RESOURCES}/pnl.csv",
...     array_separator=";",
...     keys=["Continent", "Country"],
...     table_name="PnL",
... )
>>> pnl_table.head()
                                                                 PnL
Continent Country
Europe    France   [-0.465, -0.025, 0.601, 0.423, -0.815, 0.024, ...
          UK       [11.449, -35.5464, -66.641, -48.498, -6.3126, ...
America   Mexico   [-10.716, 9.593, 1.356, -21.185, 5.989, 9.686,...
Asia      China    [-1.715, 2.425, -4.059, 4.102, -2.331, -2.662,...
          India    [-18.716, 8.583, -41.356, -11.138, 3.949, 5.66...

As for scalar measures, atoti provides the default SUM and MEAN aggregations on array measures. They are applied element by element:

>>> cube = session.create_cube(pnl_table)
>>> l, m = cube.levels, cube.measures
>>> cube.query(m["PnL.SUM"], m["PnL.MEAN"], levels=[l["Continent"]])
                                  PnL.SUM                         PnL.MEAN
Continent
America    doubleVector[10]{-10.716, ...}   doubleVector[10]{-10.716, ...}
Asia       doubleVector[10]{-20.431, ...}  doubleVector[10]{-10.2155, ...}
Europe      doubleVector[10]{10.984, ...}     doubleVector[10]{5.492, ...}

Besides the functions below, arrays support the following operations:

  • Arithmetic operators:

    >>> m["PnL +10"] = m["PnL.SUM"] + 10.0
>>> cube.query(m["PnL +10"])
                          PnL +10
0  doubleVector[10]{-10.163, ...}

    >>> m["PnL -10"] = m["PnL.SUM"] - 10.0
>>> cube.query(m["PnL -10"])
                          PnL -10
0  doubleVector[10]{-30.163, ...}

    >>> m["PnL x10"] = m["PnL.SUM"] * 10.0
>>> cube.query(m["PnL x10"])
                          PnL x10
0  doubleVector[10]{-201.63, ...}

    >>> m["PnL /10"] = m["PnL.SUM"] / 10.0
>>> cube.query(m["PnL /10"])
                          PnL /10
0  doubleVector[10]{-2.0163, ...}

  • Indexing:

    >>> m["First element"] = m["PnL.SUM"][0]
>>> cube.query(m["First element"], m["PnL.SUM"])
  First element                         PnL.SUM
0        -20.16  doubleVector[10]{-20.163, ...}

    This can be used with atoti.Cube.create_parameter_hierarchy_from_members() to “slice” the array:

    >>> cube.create_parameter_hierarchy_from_members("Index", list(range(0, 10)))
>>> m["PnL at index"] = m["PnL.SUM"][l["Index"]]
>>> cube.query(m["PnL at index"], levels=[l["Index"]])
      PnL at index
Index
0           -20.16
1           -14.97
2          -110.10
3           -76.30
4              .48
5           -57.51
6             -.53
7           -15.49
8           -22.97
9             9.26

    Non-integer hierarchies can also be created:

    >>> from datetime import date, timedelta
>>> dates = [
...     date(2020, 1, 1) + timedelta(days=offset) for offset in range(0, 10)
... ]

    >>> cube.create_parameter_hierarchy_from_members(
...     "Dates", dates, index_measure_name="Date index"
... )
>>> m["PnL at date"] = m["PnL.SUM"][m["Date index"]]
>>> cube.query(m["Date index"], m["PnL at date"], levels=[l["Dates"]])
           Date index PnL at date
Dates
2020-01-01          0      -20.16
2020-01-02          1      -14.97
2020-01-03          2     -110.10
2020-01-04          3      -76.30
2020-01-05          4         .48
2020-01-06          5      -57.51
2020-01-07          6        -.53
2020-01-08          7      -15.49
2020-01-09          8      -22.97
2020-01-10          9        9.26

  • Slicing:

    >>> m["First 2 elements"] = m["PnL.SUM"][0:2]
>>> cube.query(m["First 2 elements"], m["PnL.SUM"])
                First 2 elements                         PnL.SUM
0  doubleVector[2]{-20.163, ...}  doubleVector[10]{-20.163, ...}