should be possible execute a fill forward with cupy/cudf? the idea is execute a schimitt trigger function, something like:
# pandas version
df = some_random_vector
on_off = (df>.3)*1 + (df<.3)*-1
on_off[on_off==0) = np.nan
on_off = on_off.fillna(method='ffill').fillna(0)
i was trying this one but cupy don't have accumulate ufunc:
def schmitt_trigger(x, th_lo, th_hi, initial = False):
on_off = ((x >= th_hi)*1 + (x <= th_lo)*-1).astype(cp.int8)
mask = (on_off==0)
idx = cp.where(~mask, cp.arange(start=0, stop=mask.shape[0], step=1), 0)
cp.maximum.accumulate(idx,axis=1, out=idx)
out = on_off[cp.arange(idx.shape[0])[:,None], idx]
return out
any idea? thanks!
