tyche-transforms 0.1.0

Transformation functions for Tyche market data pipelines

Tyche Transforms

This package provides the transformation functions defined in MARKETS_INFO.md for Tyche market data pipelines. The intent is to keep the same implementations between local development and the Chainlink adapter.

Install

python3 -m pip install tyche-transforms

For development:

python3 -m pip install -e ".[test]"

Usage

import pandas as pd
from tyche_transforms.transforms import daily_average, hdd, runlen_lt

series = pd.Series([15.0, 10.0, 8.0], index=pd.date_range("2024-01-01", periods=3))
print(hdd(series))
print(runlen_lt(series, threshold=9.0))

GitHub Actions

This repo includes a workflow that runs tests on every push/PR and publishes to PyPI when you push a tag matching v* (for example v0.2.0). To enable publishing:

1. Add a repository secret named PYPI_API_TOKEN containing your PyPI token.
2. Push a version tag:

git tag v0.2.0
git push origin v0.2.0

Transform list

• CONVERT_M_TO_MM: convert meters to millimeters.
• CUMULATIVE_TO_INCREMENT: convert cumulative totals to daily increments.
• DAILY_AVERAGE, DAILY_SUM, DAILY_MAX: daily resampling functions.
• HDD, CDD: heating/cooling degree days (base 18 C).
• SUM, AVG, MAX, MIN: aggregations to scalars.
• DATE_MAX, DATE_FIRST: timestamp utilities.
• RUNLEN_LT: longest run length below a threshold.
• ABS, SUBTRACT_V, SUBTRACT: scalar transforms.