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feat(protocol): dispatcher temporal features (hour) in compiler

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AdrianoDev
2026-05-11 16:59:26 +02:00
parent 0e9489bf88
commit 9d1f97cff3
2 changed files with 33 additions and 0 deletions
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src/multi_swarm/protocol/compiler.py
+9
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@@ -107,6 +107,13 @@ INDICATOR_FNS: dict[str, Any] = {
"macd": _ind_macd,
}
_TIME_FEATURE_FNS: dict[str, Callable[[pd.DatetimeIndex], pd.Series]] = {
"hour": lambda idx: pd.Series(idx.hour, index=idx, dtype="int64"),
"dow": lambda idx: pd.Series(idx.dayofweek, index=idx, dtype="int64"),
"is_weekend": lambda idx: pd.Series((idx.dayofweek >= 5).astype("int64"), index=idx),
"minute_of_hour": lambda idx: pd.Series(idx.minute, index=idx, dtype="int64"),
}
def _to_series(value: float, df: pd.DataFrame) -> pd.Series:
"""Broadcast a numeric literal across the DataFrame index."""
@@ -134,6 +141,8 @@ def _eval_bool_arg(node: Node, df: pd.DataFrame) -> pd.Series:
def _eval_node(node: Node, df: pd.DataFrame) -> pd.Series:
if isinstance(node, FeatureNode):
if node.name in _TIME_FEATURE_FNS:
return _TIME_FEATURE_FNS[node.name](df.index)
return df[node.name]
if isinstance(node, IndicatorNode):