added rank method

alphamind/data/rank.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2017-8-8
+
+@author: cheng.li
+"""
+
+from typing import Optional
+import numpy as np
+import alphamind.utilities as utils
+
+
+def rank(x: np.ndarray, groups: Optional[np.ndarray]=None) -> np.ndarray:
+
+    if x.ndim == 1:
+        x = x.reshape((-1, 1))
+
+    if groups is not None:
+        res = np.zeros(x.shape, dtype=int)
+        index_diff, order = utils.groupby(groups)
+
+        start = 0
+        for diff_loc in index_diff:
+            curr_idx = order[start:diff_loc + 1]
+            res[curr_idx] = x[curr_idx].argsort(axis=0)
+            start = diff_loc + 1
+
+    else:
+        return x.argsort(axis=0)
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alphamind/tests/data/test_rank.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2017-8-8
+
+@author: cheng.li
+"""
+
+import unittest
+
+
+class TestRank(unittest.TestCase):
+
+    def test_rank(self):
+        pass
\ No newline at end of file