import pandas as pd def extract_second_order_features(intraday_features, so_features_names): if not intraday_features.empty: so_features = pd.DataFrame() if "mean" in so_features_names: so_features = pd.concat([so_features, intraday_features.drop("level_1", axis=1).groupby(["local_segment"]).mean().add_suffix("_SO_mean")], axis=1) if "median" in so_features_names: so_features = pd.concat([so_features, intraday_features.drop("level_1", axis=1).groupby(["local_segment"]).mean().add_suffix("_SO_median")], axis=1) if "sd" in so_features_names: so_features = pd.concat([so_features, intraday_features.drop("level_1", axis=1).groupby(["local_segment"]).std().add_suffix("_SO_sd")], axis=1) if "max" in so_features_names: so_features = pd.concat([so_features, intraday_features.drop("level_1", axis=1).groupby(["local_segment"]).max().add_suffix("_SO_max")], axis=1) if "min" in so_features_names: so_features = pd.concat([so_features, intraday_features.drop("level_1", axis=1).groupby(["local_segment"]).min().add_suffix("_SO_min")], axis=1) so_features.reset_index(inplace=True) else: so_features = pd.DataFrame(columns=["local_segment"]) return so_features def get_sample_rate(data): try: timestamps_diff = data['timestamp'].diff().dropna().mean() except: raise Exception("Error occured while trying to get the mean sample rate from the data.") return int(1000/timestamps_diff)