diff --git a/examples/Examples-1.ipynb b/examples/Examples-1.ipynb
index 9ea00fb..b9c83db 100644
--- a/examples/Examples-1.ipynb
+++ b/examples/Examples-1.ipynb
@@ -10,7 +10,7 @@
},
{
"cell_type": "code",
- "execution_count": 2,
+ "execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
@@ -470,7 +470,7 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 2,
"metadata": {},
"outputs": [
{
@@ -478,18 +478,17 @@
"output_type": "stream",
"text": [
"shape: (5, 5)\n",
- "┌───────────┬─────────────────┬──────────────────────┬──────────────────────┬──────────────────────┐\n",
- "│ ID ┆ #average_spread ┆ #average_spread.DATE ┆ #average_spread.ORIG ┆ #average_spread.#BIN │\n",
- "│ --- ┆ --- ┆ --- ┆ _IDS ┆ S │\n",
- "│ str ┆ f64 ┆ date ┆ --- ┆ --- │\n",
- "│ ┆ ┆ ┆ str ┆ str │\n",
- "╞═══════════╪═════════════════╪══════════════════════╪══════════════════════╪══════════════════════╡\n",
- "│ (1) 0-3 ┆ 30.743399 ┆ 2024-12-08 ┆ QZ552396 Corp ┆ (1) 0-3 │\n",
- "│ (2) 3-9 ┆ 59.796562 ┆ 2024-12-08 ┆ null ┆ (2) 3-9 │\n",
- "│ (3) 9-18 ┆ 105.39336 ┆ 2024-12-08 ┆ BH393780 Corp ┆ (3) 9-18 │\n",
- "│ (4) 18-30 ┆ 131.727938 ┆ 2024-12-08 ┆ BH393781 Corp ┆ (4) 18-30 │\n",
- "│ (5) 30+ ┆ 150.336053 ┆ 2024-12-08 ┆ BH393782 Corp ┆ (5) 30+ │\n",
- "└───────────┴─────────────────┴──────────────────────┴──────────────────────┴──────────────────────┘\n"
+ "┌───────────┬─────────────────┬──────────────────────┬──────────────────────────┬───────────────────────┐\n",
+ "│ ID ┆ #average_spread ┆ #average_spread.DATE ┆ #average_spread.ORIG_IDS ┆ #average_spread.#BINS │\n",
+ "│ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
+ "│ str ┆ f64 ┆ date ┆ str ┆ str │\n",
+ "╞═══════════╪═════════════════╪══════════════════════╪══════════════════════════╪═══════════════════════╡\n",
+ "│ (1) 0-3 ┆ 30.638311 ┆ 2024-12-10 ┆ QZ552396 Corp ┆ (1) 0-3 │\n",
+ "│ (2) 3-9 ┆ 59.772151 ┆ 2024-12-10 ┆ null ┆ (2) 3-9 │\n",
+ "│ (3) 9-18 ┆ 106.722341 ┆ 2024-12-10 ┆ BH393780 Corp ┆ (3) 9-18 │\n",
+ "│ (4) 18-30 ┆ 129.945414 ┆ 2024-12-10 ┆ BH393781 Corp ┆ (4) 18-30 │\n",
+ "│ (5) 30+ ┆ 151.318634 ┆ 2024-12-10 ┆ BH393782 Corp ┆ (5) 30+ │\n",
+ "└───────────┴─────────────────┴──────────────────────┴──────────────────────────┴───────────────────────┘\n"
]
},
{
@@ -497,23 +496,23 @@
"text/html": [
"\n",
"\n",
- "\n",
+ "\n",
""
],
"text/plain": [
@@ -709,6 +708,149 @@
"df"
]
},
+ {
+ "cell_type": "code",
+ "execution_count": 13,
+ "metadata": {},
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "shape: (5, 6)\n",
+ "┌───────────────┬───────────────────┬──────────────────┬────────────┬─────────────┬────────────┐\n",
+ "│ ID ┆ name() ┆ #rank ┆ #nxt_call ┆ #oas ┆ #oas.DATE │\n",
+ "│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
+ "│ str ┆ str ┆ str ┆ date ┆ f64 ┆ date │\n",
+ "╞═══════════════╪═══════════════════╪══════════════════╪════════════╪═════════════╪════════════╡\n",
+ "│ YX231113 Corp ┆ GTN 10 ½ 07/15/29 ┆ 1st Lien Secured ┆ 2026-07-15 ┆ 615.798149 ┆ 2024-12-10 │\n",
+ "│ BS116983 Corp ┆ GTN 5 ⅜ 11/15/31 ┆ Sr Unsecured ┆ 2026-11-15 ┆ 1144.393892 ┆ 2024-12-10 │\n",
+ "│ AV438089 Corp ┆ GTN 7 05/15/27 ┆ Sr Unsecured ┆ 2024-12-17 ┆ 389.022271 ┆ 2024-12-10 │\n",
+ "│ ZO860846 Corp ┆ GTN 4 ¾ 10/15/30 ┆ Sr Unsecured ┆ 2025-10-15 ┆ 1184.969597 ┆ 2024-12-10 │\n",
+ "│ LW375188 Corp ┆ GTN 5 ⅞ 07/15/26 ┆ Sr Unsecured ┆ 2025-01-06 ┆ 185.544312 ┆ 2024-12-10 │\n",
+ "└───────────────┴───────────────────┴──────────────────┴────────────┴─────────────┴────────────┘\n"
+ ]
+ },
+ {
+ "data": {
+ "text/html": [
+ "\n",
+ "\n",
+ "\n",
+ ""
+ ],
+ "text/plain": [
+ "alt.LayerChart(...)"
+ ]
+ },
+ "execution_count": 13,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "# Get Bond Universe from Equity Ticker\n",
+ "query=\"\"\"\n",
+ "let(#rank=normalized_payment_rank();\n",
+ " #oas=spread(st=oas);\n",
+ " #nxt_call=nxt_call_dt();\n",
+ " )\n",
+ "get(name(), #rank, #nxt_call, #oas)\n",
+ "for(filter(bonds('GTN US Equity'), series() == '144A'))\n",
+ "\"\"\"\n",
+ "\n",
+ "with BQuery() as bq:\n",
+ " df = bq.bql(query)\n",
+ "print(df)\n",
+ "fig = df.plot.scatter(x=\"#nxt_call:T\",y=\"#oas:Q\", shape=\"#rank:N\")\n",
+ "fig + fig.mark_text(baseline='bottom').encode(text=\"name()\")"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "# Total Return of GTN Bonds\n",
+ "# TODO: FIX NaN\n",
+ "\n",
+ "# Get Bond Universe from Equity Ticker\n",
+ "query=\"\"\"\n",
+ "let(#rng = range(-3M, -1D);\n",
+ " #rets = return_series(calc_interval=#rng,per=D);\n",
+ " )\n",
+ "get(#rets)\n",
+ "for(filter(bonds('GTN US Equity'), series() == '144A'))\n",
+ "\"\"\"\n",
+ "\n",
+ "with BQuery() as bq:\n",
+ " df = bq.bql(query)\n",
+ "print(df)\n"
+ ]
+ },
{
"cell_type": "code",
"execution_count": null,
@@ -719,7 +861,7 @@
],
"metadata": {
"kernelspec": {
- "display_name": ".venv",
+ "display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
@@ -733,9 +875,9 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
- "version": "3.12.8"
+ "version": "3.12.7"
}
},
"nbformat": 4,
- "nbformat_minor": 2
+ "nbformat_minor": 4
}
diff --git a/tests/data/cols_with_NaN.json b/tests/data/cols_with_NaN.json
new file mode 100644
index 0000000..e5078a5
--- /dev/null
+++ b/tests/data/cols_with_NaN.json
@@ -0,0 +1,17 @@
+{
+ "ID": [
+ "YX231113 Corp",
+ "YX231113 Corp",
+ "YX231113 Corp"
+ ],
+ "#rets": [
+ "NaN",
+ 0.0002732545901463368,
+ -0.0008638730296779248
+ ],
+ "#rets.DATE": [
+ "2024-12-07T00:00:00Z",
+ "2024-12-08T00:00:00Z",
+ "2024-12-09T00:00:00Z"
+ ]
+}
\ No newline at end of file
diff --git a/tests/data/results_with_NaN_DOUBLE.json b/tests/data/results_with_NaN_DOUBLE.json
new file mode 100644
index 0000000..c1fe5ed
--- /dev/null
+++ b/tests/data/results_with_NaN_DOUBLE.json
@@ -0,0 +1,53 @@
+{
+ "#rets": {
+ "name": "#rets",
+ "offsets": [
+ 2
+ ],
+ "namespace": "FUNCTION_DEFAULT",
+ "source": "BQLAnalyticsEngine",
+ "idColumn": {
+ "name": "ID",
+ "type": "STRING",
+ "rank": 0,
+ "values": [
+ "YX231113 Corp",
+ "YX231113 Corp",
+ "YX231113 Corp"
+ ]
+ },
+ "valuesColumn": {
+ "name": "VALUE",
+ "type": "DOUBLE",
+ "rank": 0,
+ "values": [
+ "NaN",
+ 0.0002732545901463368,
+ -0.0008638730296779248
+ ]
+ },
+ "secondaryColumns": [
+ {
+ "name": "DATE",
+ "type": "DATE",
+ "rank": 0,
+ "values": [
+ "2024-12-07T00:00:00Z",
+ "2024-12-08T00:00:00Z",
+ "2024-12-09T00:00:00Z"
+ ],
+ "defaultDate": true
+ }
+ ],
+ "partialErrorMap": {
+ "errorIterator": null
+ },
+ "responseExceptions": [],
+ "transparency": null,
+ "forUniverse": true,
+ "bqlResponseInfo": null,
+ "defaultDateColumnName": "DATE",
+ "itemPreviewStatistics": null,
+ "indexView": null
+ }
+}
\ No newline at end of file