v0.6.3

.gitignore

@@ -161,4 +161,3 @@ cython_debug/
 .issues/
 .DS_Store
 test.xlsx
-

.pre-commit-config.yaml

@@ -1,11 +1,17 @@
 repos:
   - repo: https://github.com/psf/black
-    rev: 22.3.0
+    rev: 23.7.0 # should match pyproject.toml version
     hooks:
     - id: black
       language_version: python3
-  - repo:  https://github.com/PyCQA/flake8
-    rev: 6.1.0
+
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: v0.1.5  
     hooks:
-    - id: flake8
-      language_version: python3
+    - id: ruff
+
+  # - repo: https://github.com/numpy/numpydoc
+  #   rev: v1.6.0
+  #   hooks:
+  #     - id: numpydoc-validation
+  #       exclude: (tests|docs|.venv)/.*

docs/core/pfline.rst

@@ -268,7 +268,25 @@ Another slicing method is implemented with the ``.slice[]`` property. The improv
    print(pfl.slice['2024':'2026'])
    # --- hide: stop ---
 
+Reindexing
+----------
+
+A portfolio line can be reindexed with ``.index()``, using another index, e.g. of another portfolio line. This returns a new portfolio line, with the specified index. Any timestamps that were not present in the original object are filled with "zero" (as applicable).
+
+.. exec_code::
 
+   # --- hide: start ---
+   import portfolyo as pf, pandas as pd
+   index = pd.date_range('2024', freq='YS', periods=3)
+   input_df = pd.DataFrame({'w':[200, 220, 300], 'p': [100, 150, 200]}, index)
+   pfl = pf.PfLine(input_df)
+   # --- hide: stop ---
+   # continuation of previous code example
+   index2 = pd.date_range('2025', freq='YS', periods=3)  
+   pfl.reindex(index2)  # 2024 is dropped; 2025 and 2026 are kept; 2027 is new (0)
+   # --- hide: start ---
+   print(pfl.reindex(index2))
+   # --- hide: stop ---
 
 
 Concatenation
@@ -390,6 +408,8 @@ General remarks:
      # --- hide: start ---
      print(repr(pfl_1 == pfl_2 == pfl_3 == pfl_4))
 
+* If two portfolio lines span distinct periods, only their overlap is kept. If instead we want to keep all timestamps, e.g., when adding a portfolio line which spans a quarter to one that spans a year (with the same frequency, e.g. hourly), first use the ``.reindex()`` method on the former with the index of the latter. The values outside the specified quarter are filled with "zero" values as is applicable to the kind of portfolio line under consideration.
+
 * A single value is understood to apply uniformly to each timestamp in the index of the portfolio line.
 
 * When doing arithmatic with a flat portfolio line, the result is again a flat portfolio line.

portfolyo/__init__.py

@@ -1,6 +1,6 @@
 """Package to analyse and manipulate timeseries related to power and gas offtake portfolios."""
 
-from . import _version, dev, tools
+from . import dev, tools
 from .core import extendpandas  # extend functionalty of pandas
 from .core import suppresswarnings
 from .core.pfline import Kind, PfLine, Structure, create
@@ -23,6 +23,9 @@
 from .tools.unit import Q_, Unit, ureg
 from .tools.wavg import general as wavg
 
+import tomli
+from pathlib import Path
+
 VOLUME = Kind.VOLUME
 PRICE = Kind.PRICE
 REVENUE = Kind.REVENUE
@@ -31,5 +34,16 @@
 extendpandas.apply()
 suppresswarnings.apply()
 
-__version__ = _version.get_versions()["version"]
+
+def get_version():
+    # Find the pyproject.toml file relative to this file
+    pyproject_path = Path(__file__).parent.parent / "pyproject.toml"
+
+    # Open and read the pyproject.toml file using tomli
+    with pyproject_path.open("rb") as f:
+        pyproject_data = tomli.load(f)
+        return pyproject_data["tool"]["poetry"]["version"]
+
+
+__version__ = get_version()
 __all__ = ["tools", "dev", "PfLine", "PfState"]