I have a class that has two mutually exclusive arguments (prices
and returns
). That is, they must not be both provided in order to instantiate an object.
However, the class needs both for internal computations. So I want to compute the missing pd.Series
from the one provided by the user.
I created two alternative class constructors (from_prices
and from_returns
). Using these constructors, the class will be correctly instantiated.
Here's the code. It makes use of the attrs
library (www.attrs.org).
import pandas as pd
import attr
@attr.s
class MutuallyExclusive:
prices: pd.Series = attr.ib()
returns: pd.Series = attr.ib()
trading_days_per_year: int = attr.ib(default=252)
@classmethod
def from_prices(cls, price_series: pd.Series, trading_days: int = 252):
return cls(
price_series,
price_series.pct_change(),
trading_days,
)
@classmethod
def from_returns(cls, return_series: pd.Series):
return cls(
pd.Series(data=100 + 100 * (returns.add(1).cumprod() - 1)),
return_series,
)
if __name__ == "__main__":
prices = pd.Series(data=[100, 101, 98, 104, 102, 108])
returns = pd.Series(data=[0.01, 0.03, -0.02, 0.01, -0.03, 0.04])
obj_returns = MutuallyExclusive.from_returns(returns)
obj_prices = MutuallyExclusive.from_prices(prices, trading_days=100)
However, the user could still call obj = MutuallyExclusive(prices, returns)
, eventhough these two series are not compatible to each other. What's the best way to catch that situation and throw an error?
EDIT:
Would it be possible to "disable" the regular constructor alltogether? If it would be possible to instantiate the object via alternative constructors only, this would solve the problem, wouldn't it?
Is the attrs
library the correct tool for this ?
Why not use a regular python class and define the __init__()
yourself ?
import pandas as pd
class MutuallyExclusive:
def __init__(self, prices: pd.Series = None, returns: pd.Series = None):
if prices is not None and returns is not None:
raise ValueError("prices and returns are mutually exclusive")
self.prices = prices if prices is not None else pd.Series(data=100 * (1 + returns))
self.returns = returns if returns is not None else prices.pct_change()
if __name__ == "__main__":
prices = pd.Series(data=[100, 101, 98, 104, 102, 108])
returns = pd.Series(data=[0.01, 0.03, -0.02, 0.01, -0.03, 0.04])
obj_returns = MutuallyExclusive(returns=returns)
obj_prices = MutuallyExclusive(prices=prices)
Edit: you updated your example, so my answer is missing the trading_days_per_year
but the concept is the same.
If you want to use the attrs
library, others have pointed out that you can put your logic in the __attrs_post_init__
function, see example below removing the need for the class methods
Note you need to default both prices and returns to None
def __attrs_post_init__(self):
if self.prices is not None and self.returns is not None:
raise ValueError("prices and returns are mutually exclusive")
if self.returns is None:
self.returns = self.price_series.pct_change()
if self.prices is None:
self.prices = pd.Series(data=100 + 100 * (self.returns.add(1).cumprod() - 1))