Blogpost-Heineken4

Blogpost-Heineken4.py

class SmoothedVarCreator(object):
    def __init__(self, var, groupby_keys, alpha_list):
        self.var = var
        self.groupby_keys = groupby_keys
        self.alpha_list = alpha_list
    def transform(self, X):
        for alpha in self.alpha_list:
        func = {
            '%s_sm%s' % (self.var, int(alpha * 10)): lambda df:
            X.groupby(self.groupby_keys)[self.var].apply(lambda x: x.ewm(alpha=alpha, min_periods=0).mean())
        }
        X = X.assign(**func)
        return X