timotewb

*--- setup unit test;

%let source_dir = /user/SASTest/source;
%let target_dir = /user/SASTest/target;

x "mkdir -p &source_dir.";
x "mkdir -p &target_dir.";

libname srclib "&source_dir."; 

timotewb

%macro scd2(src_table_lib,src_table_name,unique_record_key,tgt_table_lib,tgt_table_name);
/*
src_table_lib:     sas libname
src_table_name:    sas table name
unique_record_key: unique key, must be a single column not a combination
tgt_table_lib:     sas libname
tgt_table_name:    sas table name
*/
%put &=src_table_lib.;

timotewb

def weightedMovingAverage(period, data):

    # --- Weighted Moving Average
    # data: array, time series data e.g. daily close prices
    # period: integer, number of periods from time series array to include in calculation

    import numpy as np

    # --- get first non nan index
    for i in range(len(data)):

timotewb

Public Function fileNamePath() As String
  
  '--- fileNamePath()
  ' in: n/a
  ' out: string, path and name of selected file
  ' desc: opens an explorer window so the user can select a file. No file type filters are applied.
  
    Dim fd As Office.FileDialog
    Set fd = Application.FileDialog(msoFileDialogFilePicker)
    With fd

timotewb

/* setup test data*/
data test_data;
	input raw_string & $50.;
datalines;
001-5845-69995
t3sting_%$£ h^%)k
this one should be 100 percent fine
B*FHE`£lDO
;

timotewb

def clearRAM(print_usage=False):
 
  import os
  from hurry.filesize import size
  import psutil
  import gc
 
  #--- clear ram
  gc.collect()
 

timotewb

import gc
gc.collect()

timotewb

*--- define scheduler macro;
%macro egScheduler;

*--- SAS Enterprise Guide Scheduler;
* &today: date when the scheduler was kicked off;
* &rundays: max days scheduler will run continuously;
* &notificationdays: send notification when shceudler reaches this number of rundays;
* &logdir: directory where log fiels are to be saved;
* &job_name: full path to code including name + extension;

timotewb

SELECT
  table_schema
  ,table_name
  ,pg_size_pretty(total_bytes) AS total_size
  ,pg_size_pretty(index_bytes) AS index_size
  ,pg_size_pretty(toast_bytes) AS toast_size
  ,pg_size_pretty(table_bytes) AS table_size
FROM (
  SELECT
    table_schema

timotewb

def sharpeRatio(returns, periods, rf=0):

    # --- Annualised Sharpe Ratio
    # returns: array, percentage change values in decimals
    # periods: int, annual periods in returns (e.g. days = 252, months = 12)
    # rf: decimal, Risk Free Rate generally zero but can be specified as a decimal

    import numpy as np

    sr = np.sqrt(periods) * ((np.nanmean(returns) - rf) / np.nanstd(returns))