PercentilesProcessor

class PercentilesProcessor(a, *, b=None, start=None, end=None, w=<gs_quant.timeseries.helper.Window object>, **kwargs)[source]

Methods

__init__(a, *, b=None, start=None, end=None, w=<gs_quant.timeseries.helper.Window object>, **kwargs)[source]

PercentilesProcessor

Parameters:

  • a (Union[DataCoordinate, BaseProcessor]) – DataCoordinate or BaseProcessor for the first series

  • b (Union[DataCoordinate, BaseProcessor, None]) – DataCoordinate or BaseProcessor for the second series

  • start (Union[date, datetime, RelativeDate, None]) – start date or time used in the underlying data query

  • end (Union[date, datetime, RelativeDate, None]) – end date or time used in the underlying data query

  • w (Union[Window, int]) – Window or int: size of window and ramp up to use. e.g. Window(22, 10) where 22 is the window size and 10 the ramp up value. If w is a string, it should be a relative date like ‘1m’, ‘1d’, etc. Window size defaults to length of series.

as_dict()

Create a dictionary representation of the processor. Used for eventually turning the processor into json for API usage. Allows for nested processors. :rtype: Dict :return: Dictionary representation of the processor

build_graph(entity, cell, queries, rdate_entity_map, overrides)

Generates the nested cell graph and keeps a map of leaf data queries to processors

async calculate(attribute, result, rdate_entity_map, pool=None, query_info=None)

Sets the result on the processor and recursively calls parent to set and calculate value

Parameters:

  • attribute (str) – Attribute alinging to data coordinate in the processor

  • result (ProcessorResult) – Processor result including success and series from data query

classmethod from_dict(obj, reference_list)
get_default_params()
get_plot_expression()[source]

Returns a plot expression used to go from grid to plottool

post_process()
process()[source]

Handle the calculation of the data with given coordinate data series

async update(attribute, result, rdate_entity_map, pool=None, query_info=None)

Handle the update of a single coordinate and recalculate the value

Parameters:

  • attribute (str) – Attribute alinging to data coordinate in the processor

  • result (ProcessorResult) – Processor result including success and series from data query