1.4.7

Author: kaelzhang

docs/README.md

@@ -274,7 +274,7 @@ stock['hhv:5,open'].to_numpy()
 
 ### stock.cumulate() -> StockDataFrame
 
-Cumulate the current data frame `stock` based on its time frame setting
+Cumulate the current data frame `stock` based on its time frame setting, and returns a new `StockDataFrame`
 
 ```py
 StockDataFrame(one_minute_kline_data_frame, time_frame='5m').cumulate()
@@ -286,7 +286,9 @@ see [Cumulation and DatetimeIndex][cumulation] for details
 
 ### stock.cum_append(other: DataFrame) -> StockDataFrame
 
-Append `other` to the end of the current data frame `stock` and apply cumulation on them. And the following slice of code is equivalent to the above one:
+Append `other` to the end of the current data frame `stock`, apply cumulation on them, and return a new `StockDataFrame`
+
+And the following slice of code is equivalent to the above one:
 
 ```py
 StockDataFrame(time_frame='5m').cum_append(one_minute_kline_data_frame)

stock_pandas/__init__.py

@@ -20,4 +20,4 @@
     cumulators
 )
 
-__version__ = '1.4.6'
+__version__ = '1.4.7'

stock_pandas/meta/cumulator.py

@@ -254,7 +254,7 @@ def cum_append(
         if not len(other):
             raise ValueError('the data frame to be appended is empty')
 
-        # current_unclosed = self._unclosed
+        current_unclosed = self._unclosed
 
         other = self._convert_to_date_df(other)
 
@@ -318,7 +318,9 @@ def cum_append(
 
         unclosed = self._unclosed
 
-        # self._unclosed = current_unclosed
+        # .cum_append() will create a new data frame,
+        # so we need to restore `self._unclosed`
+        self._unclosed = current_unclosed
 
         return new, unclosed, source
 

test/test_cum_append.py

@@ -65,6 +65,7 @@ def test_time_frames(tencent):
     time_frames = [
         ('3m', -2),
         ('5m', -5),
+        ('15m', -5),
         ('1h', None),
         ('1d', None),
         ('1M', None),
@@ -74,11 +75,17 @@ def test_time_frames(tencent):
     for time_frame, test_start in time_frames:
         stock = tencent.copy()
 
-        cumulated = StockDataFrame(
+        df = StockDataFrame(
             stock,
             date_col=TIME_KEY,
             time_frame=time_frame
-        ).cumulate()
+        )
+
+        cumulated = df.cumulate()
+
+        assert cumulated.equals(cumulated.cumulate()), 'should be value identical'
+
+        assert cumulated is not df, '.cumulate() should return a new object'
 
         to_compare = stock if test_start is None else stock.iloc[test_start:]
 
@@ -96,6 +103,9 @@ def test_cum_append_from_empty(tencent):
 
     for i in range(LENGTH):
         stock_new = stock.cum_append(tencent.iloc[i:i + 1])
+        assert stock_new.equals(stock.cum_append(tencent.iloc[i:i + 1]))
+        assert not stock_new.equals(stock)
+
         assert isinstance(stock, StockDataFrame)
 
         expect_cumulated(tencent, stock, i)