Summarize Flatlines

Given a dataset, searches finds "flatline" sequences of a repeated values that do not change.

Choose a value column, a column to be used for ordering (such as a date), and a minimum cutoff for the number of repeated occurrences to consider.

The result is a summarized table.

Parameters

Name	Type	Description	Is Optional
group_by	column_list	The column(s) used to partition you data into groups. Flatlines (repeated values) will be searched within each group
value_col	column	The column for which to search for flatlines.
order_col	column	The column used to order the rows within groups.
min_repeat_count	int	The minimum length of a sequence of repeated values to consider

Example

ds = rasgo.get.dataset()

test = ds.apply(group_by=['TICKER','SYMBOL'],
                value_col='CLOSE',
                order_col='DATE',
                min_repeat_count=1
                )

test.preview()

Source Code

RasgoTransforms/rasgotransforms/rasgotransforms/transforms/summarize_flatlines/summarize_flatlines.sql at main · rasgointelligence/RasgoTransformsGitHub