Skip to content

Commit da559c3

Browse files
KXI-3689 fix aggAutoCorr (#94)
* KXI-3689 fix aggAutoCorr * KXI-3689 fix conda build * KXI-3689 update pip
1 parent ae11d47 commit da559c3

File tree

3 files changed

+5
-2
lines changed

3 files changed

+5
-2
lines changed

docker/Dockerfile

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -43,7 +43,8 @@ USER kx
4343

4444
RUN . /opt/conda/etc/profile.d/conda.sh \
4545
&& conda activate kx \
46-
&& pip install pip==9.0.1 \
46+
&& conda install python=3.8 \
47+
&& pip install pip==21.0.1 \
4748
&& pip install -r /opt/kx/ml/requirements.txt \
4849
&& conda clean -y --all
4950

fresh/feat.q

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -35,7 +35,7 @@ fresh.feat.aggAutoCorr:{[data]
3535
n:count data;
3636
autoCorrFunc:$[(abs[var data]<1e-10)|1=n;
3737
0;
38-
1_fresh.i.acf[data;`unbiased pykw 1b;`fft pykw n>1250]`
38+
1_fresh.i.acf[data;$[.ml.stats_break;`adjusted;`unbiased] pykw 1b;`fft pykw n>1250]`
3939
];
4040
`mean`variance`median`dev!(avg;var;med;dev)@\:autoCorrFunc
4141
}

fresh/utils.q

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -11,6 +11,8 @@ numpy :.p.import`numpy
1111
pyStats :.p.import`scipy.stats
1212
signal :.p.import`scipy.signal
1313
stattools:.p.import`statsmodels.tsa.stattools
14+
stats_ver:"F"$"." vs (.p.import`statsmodels)[`:__version__]`
15+
stats_break:$[((stats_ver[0]=0)&stats_ver[1]>=12)|stats_ver[0]>0;1b;0b]
1416

1517
// @private
1618
// @kind function

0 commit comments

Comments
 (0)