Fix sorting for finance module #290 #286

src/pytimetk/finance/atr.py

@@ -6,6 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 
@@ -146,6 +147,8 @@ def augment_atr(
     check_dataframe_or_groupby(data)
     check_value_column(data, close_column)
     check_date_column(data, date_column)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if isinstance(periods, int):
         periods = [periods]
@@ -168,6 +171,9 @@ def augment_atr(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/bbands.py

@@ -6,6 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 
@@ -139,6 +140,8 @@ def augment_bbands(
     check_dataframe_or_groupby(data)
     check_value_column(data, close_column)
     check_date_column(data, date_column)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if isinstance(periods, int):
         periods = [periods]
@@ -170,6 +173,9 @@ def augment_bbands(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/cmo.py

@@ -9,6 +9,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -154,6 +155,8 @@ def augment_cmo(
     check_dataframe_or_groupby(data)
     check_value_column(data, close_column)
     check_date_column(data, date_column)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if isinstance(periods, int):
         periods = [periods]  # Convert to a list with a single value
@@ -174,6 +177,9 @@ def augment_cmo(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/macd.py

@@ -5,6 +5,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -128,6 +129,8 @@ def augment_macd(
 
     if reduce_memory:
         data = reduce_memory_usage(data)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if engine == 'pandas':
         ret = _augment_macd_pandas(data, date_column, close_column, fast_period, slow_period, signal_period)
@@ -138,6 +141,9 @@ def augment_macd(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/ppo.py

@@ -5,6 +5,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -118,6 +119,8 @@ def augment_ppo(
 
     if reduce_memory:
         data = reduce_memory_usage(data)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     if engine == 'pandas':
         ret = _augment_ppo_pandas(data, date_column, close_column, fast_period, slow_period)
@@ -128,6 +131,9 @@ def augment_ppo(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/qsmomentum.py

@@ -7,7 +7,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
-
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -125,6 +125,8 @@ def augment_qsmomentum(
     check_dataframe_or_groupby(data)
     check_value_column(data, close_column)
     check_date_column(data, date_column)
+
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
 
     # Check if roc_fast_period lists, tuples or integers
     if isinstance(roc_fast_period, int):
@@ -184,6 +186,9 @@ def f(close):
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/roc.py

@@ -6,7 +6,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
-
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -125,6 +125,8 @@ def augment_roc(
     check_value_column(data, close_column)
     check_date_column(data, date_column)
 
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+
     # Check start_index > periods
     if start_index >= min(periods):
         raise ValueError("start_index must be less than the minimum value in periods.")
@@ -154,6 +156,9 @@ def augment_roc(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret
 

src/pytimetk/finance/rsi.py

@@ -7,6 +7,7 @@
 
 from pytimetk.utils.checks import check_dataframe_or_groupby, check_date_column, check_value_column
 from pytimetk.utils.memory_helpers import reduce_memory_usage
+from pytimetk.utils.pandas_helpers import sort_dataframe
 
 
 @pf.register_dataframe_method
@@ -137,6 +138,8 @@ def augment_rsi(
     check_value_column(data, close_column)
     check_date_column(data, date_column)
 
+    data, idx_unsorted = sort_dataframe(data, date_column, keep_grouped_df = True)
+
     if isinstance(close_column, str):
         close_column = [close_column]
 
@@ -159,6 +162,9 @@ def augment_rsi(
 
     if reduce_memory:
         ret = reduce_memory_usage(ret)
+
+    ret.index = idx_unsorted
+    ret = ret.sort_index()
 
     return ret