foundryts.functions.derivative

foundryts.functions.derivative()

Returns a function that calculates the per-second value change for a single time series.

For every point in the time series, starting from the second point, output a tick with the derivative of the value of the previous point in time. Each value is scaled to a per-second rate irrespective of the original frequency at which the ticks are stored.

• Returns: A function that accepts a single time series as input and returns a time series with per-second derative values.
• Return type: (FunctionNode) -> FunctionNode

Dataframe schema

Examples

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>>> series = F.points(
...     (100, 100.0), (120, 200.0), (130, 230.0), (166, 266.0), (167, 366.0), name="series"
... )
>>> series.to_pandas()
                      timestamp  value
0 1970-01-01 00:00:00.000000100  100.0
1 1970-01-01 00:00:00.000000120  200.0
2 1970-01-01 00:00:00.000000130  230.0
3 1970-01-01 00:00:00.000000166  266.0
4 1970-01-01 00:00:00.000000167  366.0

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>>> derivative_series = F.derivative()(series)
>>> derivative_series.to_pandas()
                      timestamp         value
0 1970-01-01 00:00:00.000000120  5.000000e+09
1 1970-01-01 00:00:00.000000130  3.000000e+09
2 1970-01-01 00:00:00.000000166  1.000000e+09
3 1970-01-01 00:00:00.000000167  1.000000e+11