Vector

polars_ta.wq.vector

本文件中算子都是对整列计算得到一个值，使用时可能会广播到整列

可以用在横截面，也可以用在时序。但时序使用会引入未来数据，这时一般用途是统计

Functions:

Name	Description
vec_avg	Taking mean of the vector field x
vec_choose	Choosing kth item(indexed at 0) from each vector field x
vec_count	Number of elements in vector field x
vec_ir	Information Ratio (Mean / Standard Deviation) of vector field x
vec_kurtosis	Kurtosis of vector field x
vec_l2_norm	Euclidean norm
vec_max	Maximum value form vector field x
vec_median
vec_min	Minimum value form vector field x
vec_norm	Sum of all absolute values of vector field x
vec_percentage	Percentile of vector field x
vec_powersum	Sum of power of vector field x
vec_range	Difference between maximum and minimum element in vector field x
vec_skewness	Skewness of vector field x
vec_stddev	Standard Deviation of vector field x
vec_sum	Sum of vector field x

vec_avg(x: Expr) -> Expr

Taking mean of the vector field x

vec_choose(x: Expr, nth: int) -> Expr

Choosing kth item(indexed at 0) from each vector field x

vec_count(x: Expr) -> Expr

Number of elements in vector field x

vec_ir(x: Expr) -> Expr

Information Ratio (Mean / Standard Deviation) of vector field x

vec_kurtosis(x: Expr) -> Expr

Kurtosis of vector field x

vec_l2_norm(x: Expr) -> Expr

Euclidean norm

vec_max(x: Expr) -> Expr

Maximum value form vector field x

vec_median(x: Expr) -> Expr

vec_min(x: Expr) -> Expr

Minimum value form vector field x

vec_norm(x: Expr) -> Expr

Sum of all absolute values of vector field x

vec_percentage(x: Expr, percentage: float = 0.5) -> Expr

Percentile of vector field x

vec_powersum(x: Expr, constant: float = 2) -> Expr

Sum of power of vector field x

vec_range(x: Expr) -> Expr

Difference between maximum and minimum element in vector field x

vec_skewness(x: Expr) -> Expr

Skewness of vector field x

vec_stddev(x: Expr) -> Expr

Standard Deviation of vector field x

vec_sum(x: Expr) -> Expr

Sum of vector field x