variables.vexec inconsistent with docs

[sykesdev]

Hi,

Hopefully these contributions are useful, it seems very quiet, hopefully you are all in good health!

vexec's doc says "To write your own variable function, your function must have a pandas DataFrame as an input parameter and must return a pandas DataFrame with the new variable(s)."

However it doesn't quite work that way. Perhaps something like the change below would be useful?

diff --git a/alphapy/variables.py b/alphapy/variables.py
index 8477647..ed3bc9a 100644
--- a/alphapy/variables.py
+++ b/alphapy/variables.py
@@ -448,7 +448,11 @@ def vexec(f, v, vfuncs=None):
                         func = None
             if func:
                 # Create the variable by calling the function
-                f[v] = func(*newlist)
+                r = func(*newlist)
+                if(type(r) is pd.core.frame.DataFrame):
+                    f = pd.concat([f, r], axis=1, join='inner')
+                else:
+                    f[v] = r
             elif func_name not in dir(builtins):
                 module_error = "*** Could not find module to execute function {} ***".format(func_name)
                 logger.error(module_error)

All the best.

[mrconway]

Thank you, really appreciate your efforts!

[sykesdev]

You're welcome. Please let me know if anything is wrong / non-idiomatic / stylistically bad etc, I'm happy to take your lead...