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projektAI/venv/Lib/site-packages/pandas/core/resample.py

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2021-06-06 22:13:05 +02:00
import copy
from datetime import timedelta
from textwrap import dedent
from typing import Dict, Optional, Union, no_type_check
import numpy as np
from pandas._libs import lib
from pandas._libs.tslibs import (
IncompatibleFrequency,
NaT,
Period,
Timedelta,
Timestamp,
to_offset,
)
from pandas._typing import TimedeltaConvertibleTypes, TimestampConvertibleTypes
from pandas.compat.numpy import function as nv
from pandas.errors import AbstractMethodError
from pandas.util._decorators import Appender, Substitution, doc
from pandas.core.dtypes.generic import ABCDataFrame, ABCSeries
from pandas.core.aggregation import aggregate
import pandas.core.algorithms as algos
from pandas.core.base import DataError
from pandas.core.generic import NDFrame, _shared_docs
from pandas.core.groupby.base import GotItemMixin, ShallowMixin
from pandas.core.groupby.generic import SeriesGroupBy
from pandas.core.groupby.groupby import (
BaseGroupBy,
GroupBy,
_pipe_template,
get_groupby,
)
from pandas.core.groupby.grouper import Grouper
from pandas.core.groupby.ops import BinGrouper
from pandas.core.indexes.api import Index
from pandas.core.indexes.datetimes import DatetimeIndex, date_range
from pandas.core.indexes.period import PeriodIndex, period_range
from pandas.core.indexes.timedeltas import TimedeltaIndex, timedelta_range
from pandas.tseries.frequencies import is_subperiod, is_superperiod
from pandas.tseries.offsets import DateOffset, Day, Nano, Tick
_shared_docs_kwargs: Dict[str, str] = {}
class Resampler(BaseGroupBy, ShallowMixin):
"""
Class for resampling datetimelike data, a groupby-like operation.
See aggregate, transform, and apply functions on this object.
It's easiest to use obj.resample(...) to use Resampler.
Parameters
----------
obj : pandas object
groupby : a TimeGrouper object
axis : int, default 0
kind : str or None
'period', 'timestamp' to override default index treatment
Returns
-------
a Resampler of the appropriate type
Notes
-----
After resampling, see aggregate, apply, and transform functions.
"""
# to the groupby descriptor
_attributes = [
"freq",
"axis",
"closed",
"label",
"convention",
"loffset",
"kind",
"origin",
"offset",
]
def __init__(self, obj, groupby=None, axis=0, kind=None, **kwargs):
self.groupby = groupby
self.keys = None
self.sort = True
self.axis = axis
self.kind = kind
self.squeeze = False
self.group_keys = True
self.as_index = True
self.exclusions = set()
self.binner = None
# pandas\core\resample.py:96: error: Incompatible types in assignment
# (expression has type "None", variable has type "BaseGrouper")
# [assignment]
self.grouper = None # type: ignore[assignment]
if self.groupby is not None:
self.groupby._set_grouper(self._convert_obj(obj), sort=True)
def __str__(self) -> str:
"""
Provide a nice str repr of our rolling object.
"""
attrs = (
f"{k}={getattr(self.groupby, k)}"
for k in self._attributes
if getattr(self.groupby, k, None) is not None
)
return f"{type(self).__name__} [{', '.join(attrs)}]"
def __getattr__(self, attr: str):
if attr in self._internal_names_set:
return object.__getattribute__(self, attr)
if attr in self._attributes:
return getattr(self.groupby, attr)
if attr in self.obj:
return self[attr]
return object.__getattribute__(self, attr)
def __iter__(self):
"""
Resampler iterator.
Returns
-------
Generator yielding sequence of (name, subsetted object)
for each group.
See Also
--------
GroupBy.__iter__ : Generator yielding sequence for each group.
"""
self._set_binner()
return super().__iter__()
@property
def obj(self):
return self.groupby.obj
@property
def ax(self):
return self.groupby.ax
@property
def _typ(self) -> str:
"""
Masquerade for compat as a Series or a DataFrame.
"""
if isinstance(self._selected_obj, ABCSeries):
return "series"
return "dataframe"
@property
def _from_selection(self) -> bool:
"""
Is the resampling from a DataFrame column or MultiIndex level.
"""
# upsampling and PeriodIndex resampling do not work
# with selection, this state used to catch and raise an error
return self.groupby is not None and (
self.groupby.key is not None or self.groupby.level is not None
)
def _convert_obj(self, obj):
"""
Provide any conversions for the object in order to correctly handle.
Parameters
----------
obj : the object to be resampled
Returns
-------
obj : converted object
"""
obj = obj._consolidate()
return obj
def _get_binner_for_time(self):
raise AbstractMethodError(self)
def _set_binner(self):
"""
Setup our binners.
Cache these as we are an immutable object
"""
if self.binner is None:
self.binner, self.grouper = self._get_binner()
def _get_binner(self):
"""
Create the BinGrouper, assume that self.set_grouper(obj)
has already been called.
"""
binner, bins, binlabels = self._get_binner_for_time()
assert len(bins) == len(binlabels)
bin_grouper = BinGrouper(bins, binlabels, indexer=self.groupby.indexer)
return binner, bin_grouper
def _assure_grouper(self):
"""
Make sure that we are creating our binner & grouper.
"""
self._set_binner()
@Substitution(
klass="Resampler",
examples="""
>>> df = pd.DataFrame({'A': [1, 2, 3, 4]},
... index=pd.date_range('2012-08-02', periods=4))
>>> df
A
2012-08-02 1
2012-08-03 2
2012-08-04 3
2012-08-05 4
To get the difference between each 2-day period's maximum and minimum
value in one pass, you can do
>>> df.resample('2D').pipe(lambda x: x.max() - x.min())
A
2012-08-02 1
2012-08-04 1""",
)
@Appender(_pipe_template)
def pipe(self, func, *args, **kwargs):
return super().pipe(func, *args, **kwargs)
_agg_see_also_doc = dedent(
"""
See Also
--------
DataFrame.groupby.aggregate : Aggregate using callable, string, dict,
or list of string/callables.
DataFrame.resample.transform : Transforms the Series on each group
based on the given function.
DataFrame.aggregate: Aggregate using one or more
operations over the specified axis.
"""
)
_agg_examples_doc = dedent(
"""
Examples
--------
>>> s = pd.Series([1,2,3,4,5],
index=pd.date_range('20130101', periods=5,freq='s'))
2013-01-01 00:00:00 1
2013-01-01 00:00:01 2
2013-01-01 00:00:02 3
2013-01-01 00:00:03 4
2013-01-01 00:00:04 5
Freq: S, dtype: int64
>>> r = s.resample('2s')
DatetimeIndexResampler [freq=<2 * Seconds>, axis=0, closed=left,
label=left, convention=start]
>>> r.agg(np.sum)
2013-01-01 00:00:00 3
2013-01-01 00:00:02 7
2013-01-01 00:00:04 5
Freq: 2S, dtype: int64
>>> r.agg(['sum','mean','max'])
sum mean max
2013-01-01 00:00:00 3 1.5 2
2013-01-01 00:00:02 7 3.5 4
2013-01-01 00:00:04 5 5.0 5
>>> r.agg({'result' : lambda x: x.mean() / x.std(),
'total' : np.sum})
total result
2013-01-01 00:00:00 3 2.121320
2013-01-01 00:00:02 7 4.949747
2013-01-01 00:00:04 5 NaN
"""
)
@doc(
_shared_docs["aggregate"],
see_also=_agg_see_also_doc,
examples=_agg_examples_doc,
klass="DataFrame",
axis="",
)
def aggregate(self, func, *args, **kwargs):
self._set_binner()
result, how = aggregate(self, func, *args, **kwargs)
if result is None:
how = func
grouper = None
result = self._groupby_and_aggregate(how, grouper, *args, **kwargs)
result = self._apply_loffset(result)
return result
agg = aggregate
apply = aggregate
def transform(self, arg, *args, **kwargs):
"""
Call function producing a like-indexed Series on each group and return
a Series with the transformed values.
Parameters
----------
arg : function
To apply to each group. Should return a Series with the same index.
Returns
-------
transformed : Series
Examples
--------
>>> resampled.transform(lambda x: (x - x.mean()) / x.std())
"""
return self._selected_obj.groupby(self.groupby).transform(arg, *args, **kwargs)
def _downsample(self, f):
raise AbstractMethodError(self)
def _upsample(self, f, limit=None, fill_value=None):
raise AbstractMethodError(self)
def _gotitem(self, key, ndim: int, subset=None):
"""
Sub-classes to define. Return a sliced object.
Parameters
----------
key : string / list of selections
ndim : {1, 2}
requested ndim of result
subset : object, default None
subset to act on
"""
self._set_binner()
grouper = self.grouper
if subset is None:
subset = self.obj
grouped = get_groupby(subset, by=None, grouper=grouper, axis=self.axis)
# try the key selection
try:
return grouped[key]
except KeyError:
return grouped
def _groupby_and_aggregate(self, how, grouper=None, *args, **kwargs):
"""
Re-evaluate the obj with a groupby aggregation.
"""
if grouper is None:
self._set_binner()
grouper = self.grouper
obj = self._selected_obj
grouped = get_groupby(obj, by=None, grouper=grouper, axis=self.axis)
try:
if isinstance(obj, ABCDataFrame) and callable(how):
# Check if the function is reducing or not.
result = grouped._aggregate_item_by_item(how, *args, **kwargs)
else:
result = grouped.aggregate(how, *args, **kwargs)
except (DataError, AttributeError, KeyError):
# we have a non-reducing function; try to evaluate
# alternatively we want to evaluate only a column of the input
result = grouped.apply(how, *args, **kwargs)
except ValueError as err:
if "Must produce aggregated value" in str(err):
# raised in _aggregate_named
pass
elif "len(index) != len(labels)" in str(err):
# raised in libgroupby validation
pass
elif "No objects to concatenate" in str(err):
# raised in concat call
# In tests this is reached via either
# _apply_to_column_groupbys (ohlc) or DataFrameGroupBy.nunique
pass
else:
raise
# we have a non-reducing function
# try to evaluate
result = grouped.apply(how, *args, **kwargs)
result = self._apply_loffset(result)
return self._wrap_result(result)
def _apply_loffset(self, result):
"""
If loffset is set, offset the result index.
This is NOT an idempotent routine, it will be applied
exactly once to the result.
Parameters
----------
result : Series or DataFrame
the result of resample
"""
# pandas\core\resample.py:409: error: Cannot determine type of
# 'loffset' [has-type]
needs_offset = (
isinstance(
self.loffset, # type: ignore[has-type]
(DateOffset, timedelta, np.timedelta64),
)
and isinstance(result.index, DatetimeIndex)
and len(result.index) > 0
)
if needs_offset:
# pandas\core\resample.py:415: error: Cannot determine type of
# 'loffset' [has-type]
result.index = result.index + self.loffset # type: ignore[has-type]
self.loffset = None
return result
def _get_resampler_for_grouping(self, groupby, **kwargs):
"""
Return the correct class for resampling with groupby.
"""
return self._resampler_for_grouping(self, groupby=groupby, **kwargs)
def _wrap_result(self, result):
"""
Potentially wrap any results.
"""
if isinstance(result, ABCSeries) and self._selection is not None:
result.name = self._selection
if isinstance(result, ABCSeries) and result.empty:
obj = self.obj
result.index = _asfreq_compat(obj.index, freq=self.freq)
result.name = getattr(obj, "name", None)
return result
def pad(self, limit=None):
"""
Forward fill the values.
Parameters
----------
limit : int, optional
Limit of how many values to fill.
Returns
-------
An upsampled Series.
See Also
--------
Series.fillna: Fill NA/NaN values using the specified method.
DataFrame.fillna: Fill NA/NaN values using the specified method.
"""
return self._upsample("pad", limit=limit)
ffill = pad
def nearest(self, limit=None):
"""
Resample by using the nearest value.
When resampling data, missing values may appear (e.g., when the
resampling frequency is higher than the original frequency).
The `nearest` method will replace ``NaN`` values that appeared in
the resampled data with the value from the nearest member of the
sequence, based on the index value.
Missing values that existed in the original data will not be modified.
If `limit` is given, fill only this many values in each direction for
each of the original values.
Parameters
----------
limit : int, optional
Limit of how many values to fill.
Returns
-------
Series or DataFrame
An upsampled Series or DataFrame with ``NaN`` values filled with
their nearest value.
See Also
--------
backfill : Backward fill the new missing values in the resampled data.
pad : Forward fill ``NaN`` values.
Examples
--------
>>> s = pd.Series([1, 2],
... index=pd.date_range('20180101',
... periods=2,
... freq='1h'))
>>> s
2018-01-01 00:00:00 1
2018-01-01 01:00:00 2
Freq: H, dtype: int64
>>> s.resample('15min').nearest()
2018-01-01 00:00:00 1
2018-01-01 00:15:00 1
2018-01-01 00:30:00 2
2018-01-01 00:45:00 2
2018-01-01 01:00:00 2
Freq: 15T, dtype: int64
Limit the number of upsampled values imputed by the nearest:
>>> s.resample('15min').nearest(limit=1)
2018-01-01 00:00:00 1.0
2018-01-01 00:15:00 1.0
2018-01-01 00:30:00 NaN
2018-01-01 00:45:00 2.0
2018-01-01 01:00:00 2.0
Freq: 15T, dtype: float64
"""
return self._upsample("nearest", limit=limit)
def backfill(self, limit=None):
"""
Backward fill the new missing values in the resampled data.
In statistics, imputation is the process of replacing missing data with
substituted values [1]_. When resampling data, missing values may
appear (e.g., when the resampling frequency is higher than the original
frequency). The backward fill will replace NaN values that appeared in
the resampled data with the next value in the original sequence.
Missing values that existed in the original data will not be modified.
Parameters
----------
limit : int, optional
Limit of how many values to fill.
Returns
-------
Series, DataFrame
An upsampled Series or DataFrame with backward filled NaN values.
See Also
--------
bfill : Alias of backfill.
fillna : Fill NaN values using the specified method, which can be
'backfill'.
nearest : Fill NaN values with nearest neighbor starting from center.
pad : Forward fill NaN values.
Series.fillna : Fill NaN values in the Series using the
specified method, which can be 'backfill'.
DataFrame.fillna : Fill NaN values in the DataFrame using the
specified method, which can be 'backfill'.
References
----------
.. [1] https://en.wikipedia.org/wiki/Imputation_(statistics)
Examples
--------
Resampling a Series:
>>> s = pd.Series([1, 2, 3],
... index=pd.date_range('20180101', periods=3, freq='h'))
>>> s
2018-01-01 00:00:00 1
2018-01-01 01:00:00 2
2018-01-01 02:00:00 3
Freq: H, dtype: int64
>>> s.resample('30min').backfill()
2018-01-01 00:00:00 1
2018-01-01 00:30:00 2
2018-01-01 01:00:00 2
2018-01-01 01:30:00 3
2018-01-01 02:00:00 3
Freq: 30T, dtype: int64
>>> s.resample('15min').backfill(limit=2)
2018-01-01 00:00:00 1.0
2018-01-01 00:15:00 NaN
2018-01-01 00:30:00 2.0
2018-01-01 00:45:00 2.0
2018-01-01 01:00:00 2.0
2018-01-01 01:15:00 NaN
2018-01-01 01:30:00 3.0
2018-01-01 01:45:00 3.0
2018-01-01 02:00:00 3.0
Freq: 15T, dtype: float64
Resampling a DataFrame that has missing values:
>>> df = pd.DataFrame({'a': [2, np.nan, 6], 'b': [1, 3, 5]},
... index=pd.date_range('20180101', periods=3,
... freq='h'))
>>> df
a b
2018-01-01 00:00:00 2.0 1
2018-01-01 01:00:00 NaN 3
2018-01-01 02:00:00 6.0 5
>>> df.resample('30min').backfill()
a b
2018-01-01 00:00:00 2.0 1
2018-01-01 00:30:00 NaN 3
2018-01-01 01:00:00 NaN 3
2018-01-01 01:30:00 6.0 5
2018-01-01 02:00:00 6.0 5
>>> df.resample('15min').backfill(limit=2)
a b
2018-01-01 00:00:00 2.0 1.0
2018-01-01 00:15:00 NaN NaN
2018-01-01 00:30:00 NaN 3.0
2018-01-01 00:45:00 NaN 3.0
2018-01-01 01:00:00 NaN 3.0
2018-01-01 01:15:00 NaN NaN
2018-01-01 01:30:00 6.0 5.0
2018-01-01 01:45:00 6.0 5.0
2018-01-01 02:00:00 6.0 5.0
"""
return self._upsample("backfill", limit=limit)
bfill = backfill
def fillna(self, method, limit=None):
"""
Fill missing values introduced by upsampling.
In statistics, imputation is the process of replacing missing data with
substituted values [1]_. When resampling data, missing values may
appear (e.g., when the resampling frequency is higher than the original
frequency).
Missing values that existed in the original data will
not be modified.
Parameters
----------
method : {'pad', 'backfill', 'ffill', 'bfill', 'nearest'}
Method to use for filling holes in resampled data
* 'pad' or 'ffill': use previous valid observation to fill gap
(forward fill).
* 'backfill' or 'bfill': use next valid observation to fill gap.
* 'nearest': use nearest valid observation to fill gap.
limit : int, optional
Limit of how many consecutive missing values to fill.
Returns
-------
Series or DataFrame
An upsampled Series or DataFrame with missing values filled.
See Also
--------
backfill : Backward fill NaN values in the resampled data.
pad : Forward fill NaN values in the resampled data.
nearest : Fill NaN values in the resampled data
with nearest neighbor starting from center.
interpolate : Fill NaN values using interpolation.
Series.fillna : Fill NaN values in the Series using the
specified method, which can be 'bfill' and 'ffill'.
DataFrame.fillna : Fill NaN values in the DataFrame using the
specified method, which can be 'bfill' and 'ffill'.
References
----------
.. [1] https://en.wikipedia.org/wiki/Imputation_(statistics)
Examples
--------
Resampling a Series:
>>> s = pd.Series([1, 2, 3],
... index=pd.date_range('20180101', periods=3, freq='h'))
>>> s
2018-01-01 00:00:00 1
2018-01-01 01:00:00 2
2018-01-01 02:00:00 3
Freq: H, dtype: int64
Without filling the missing values you get:
>>> s.resample("30min").asfreq()
2018-01-01 00:00:00 1.0
2018-01-01 00:30:00 NaN
2018-01-01 01:00:00 2.0
2018-01-01 01:30:00 NaN
2018-01-01 02:00:00 3.0
Freq: 30T, dtype: float64
>>> s.resample('30min').fillna("backfill")
2018-01-01 00:00:00 1
2018-01-01 00:30:00 2
2018-01-01 01:00:00 2
2018-01-01 01:30:00 3
2018-01-01 02:00:00 3
Freq: 30T, dtype: int64
>>> s.resample('15min').fillna("backfill", limit=2)
2018-01-01 00:00:00 1.0
2018-01-01 00:15:00 NaN
2018-01-01 00:30:00 2.0
2018-01-01 00:45:00 2.0
2018-01-01 01:00:00 2.0
2018-01-01 01:15:00 NaN
2018-01-01 01:30:00 3.0
2018-01-01 01:45:00 3.0
2018-01-01 02:00:00 3.0
Freq: 15T, dtype: float64
>>> s.resample('30min').fillna("pad")
2018-01-01 00:00:00 1
2018-01-01 00:30:00 1
2018-01-01 01:00:00 2
2018-01-01 01:30:00 2
2018-01-01 02:00:00 3
Freq: 30T, dtype: int64
>>> s.resample('30min').fillna("nearest")
2018-01-01 00:00:00 1
2018-01-01 00:30:00 2
2018-01-01 01:00:00 2
2018-01-01 01:30:00 3
2018-01-01 02:00:00 3
Freq: 30T, dtype: int64
Missing values present before the upsampling are not affected.
>>> sm = pd.Series([1, None, 3],
... index=pd.date_range('20180101', periods=3, freq='h'))
>>> sm
2018-01-01 00:00:00 1.0
2018-01-01 01:00:00 NaN
2018-01-01 02:00:00 3.0
Freq: H, dtype: float64
>>> sm.resample('30min').fillna('backfill')
2018-01-01 00:00:00 1.0
2018-01-01 00:30:00 NaN
2018-01-01 01:00:00 NaN
2018-01-01 01:30:00 3.0
2018-01-01 02:00:00 3.0
Freq: 30T, dtype: float64
>>> sm.resample('30min').fillna('pad')
2018-01-01 00:00:00 1.0
2018-01-01 00:30:00 1.0
2018-01-01 01:00:00 NaN
2018-01-01 01:30:00 NaN
2018-01-01 02:00:00 3.0
Freq: 30T, dtype: float64
>>> sm.resample('30min').fillna('nearest')
2018-01-01 00:00:00 1.0
2018-01-01 00:30:00 NaN
2018-01-01 01:00:00 NaN
2018-01-01 01:30:00 3.0
2018-01-01 02:00:00 3.0
Freq: 30T, dtype: float64
DataFrame resampling is done column-wise. All the same options are
available.
>>> df = pd.DataFrame({'a': [2, np.nan, 6], 'b': [1, 3, 5]},
... index=pd.date_range('20180101', periods=3,
... freq='h'))
>>> df
a b
2018-01-01 00:00:00 2.0 1
2018-01-01 01:00:00 NaN 3
2018-01-01 02:00:00 6.0 5
>>> df.resample('30min').fillna("bfill")
a b
2018-01-01 00:00:00 2.0 1
2018-01-01 00:30:00 NaN 3
2018-01-01 01:00:00 NaN 3
2018-01-01 01:30:00 6.0 5
2018-01-01 02:00:00 6.0 5
"""
return self._upsample(method, limit=limit)
@doc(NDFrame.interpolate, **_shared_docs_kwargs)
def interpolate(
self,
method="linear",
axis=0,
limit=None,
inplace=False,
limit_direction="forward",
limit_area=None,
downcast=None,
**kwargs,
):
"""
Interpolate values according to different methods.
"""
result = self._upsample("asfreq")
return result.interpolate(
method=method,
axis=axis,
limit=limit,
inplace=inplace,
limit_direction=limit_direction,
limit_area=limit_area,
downcast=downcast,
**kwargs,
)
def asfreq(self, fill_value=None):
"""
Return the values at the new freq, essentially a reindex.
Parameters
----------
fill_value : scalar, optional
Value to use for missing values, applied during upsampling (note
this does not fill NaNs that already were present).
Returns
-------
DataFrame or Series
Values at the specified freq.
See Also
--------
Series.asfreq: Convert TimeSeries to specified frequency.
DataFrame.asfreq: Convert TimeSeries to specified frequency.
"""
return self._upsample("asfreq", fill_value=fill_value)
def std(self, ddof=1, *args, **kwargs):
"""
Compute standard deviation of groups, excluding missing values.
Parameters
----------
ddof : int, default 1
Degrees of freedom.
Returns
-------
DataFrame or Series
Standard deviation of values within each group.
"""
nv.validate_resampler_func("std", args, kwargs)
# pandas\core\resample.py:850: error: Unexpected keyword argument
# "ddof" for "_downsample" [call-arg]
return self._downsample("std", ddof=ddof) # type: ignore[call-arg]
def var(self, ddof=1, *args, **kwargs):
"""
Compute variance of groups, excluding missing values.
Parameters
----------
ddof : int, default 1
Degrees of freedom.
Returns
-------
DataFrame or Series
Variance of values within each group.
"""
nv.validate_resampler_func("var", args, kwargs)
# pandas\core\resample.py:867: error: Unexpected keyword argument
# "ddof" for "_downsample" [call-arg]
return self._downsample("var", ddof=ddof) # type: ignore[call-arg]
@doc(GroupBy.size)
def size(self):
result = self._downsample("size")
if not len(self.ax):
from pandas import Series
if self._selected_obj.ndim == 1:
name = self._selected_obj.name
else:
name = None
result = Series([], index=result.index, dtype="int64", name=name)
return result
@doc(GroupBy.count)
def count(self):
result = self._downsample("count")
if not len(self.ax):
if self._selected_obj.ndim == 1:
result = type(self._selected_obj)(
[], index=result.index, dtype="int64", name=self._selected_obj.name
)
else:
from pandas import DataFrame
result = DataFrame(
[], index=result.index, columns=result.columns, dtype="int64"
)
return result
def quantile(self, q=0.5, **kwargs):
"""
Return value at the given quantile.
.. versionadded:: 0.24.0
Parameters
----------
q : float or array-like, default 0.5 (50% quantile)
Returns
-------
DataFrame or Series
Quantile of values within each group.
See Also
--------
Series.quantile
Return a series, where the index is q and the values are the quantiles.
DataFrame.quantile
Return a DataFrame, where the columns are the columns of self,
and the values are the quantiles.
DataFrameGroupBy.quantile
Return a DataFrame, where the coulmns are groupby columns,
and the values are its quantiles.
"""
# pandas\core\resample.py:920: error: Unexpected keyword argument "q"
# for "_downsample" [call-arg]
# pandas\core\resample.py:920: error: Too many arguments for
# "_downsample" [call-arg]
return self._downsample("quantile", q=q, **kwargs) # type: ignore[call-arg]
# downsample methods
for method in ["sum", "prod", "min", "max", "first", "last"]:
def f(self, _method=method, min_count=0, *args, **kwargs):
nv.validate_resampler_func(_method, args, kwargs)
return self._downsample(_method, min_count=min_count)
f.__doc__ = getattr(GroupBy, method).__doc__
setattr(Resampler, method, f)
# downsample methods
for method in ["mean", "sem", "median", "ohlc"]:
def g(self, _method=method, *args, **kwargs):
nv.validate_resampler_func(_method, args, kwargs)
return self._downsample(_method)
g.__doc__ = getattr(GroupBy, method).__doc__
setattr(Resampler, method, g)
# series only methods
for method in ["nunique"]:
def h(self, _method=method):
return self._downsample(_method)
h.__doc__ = getattr(SeriesGroupBy, method).__doc__
setattr(Resampler, method, h)
class _GroupByMixin(GotItemMixin):
"""
Provide the groupby facilities.
"""
def __init__(self, obj, *args, **kwargs):
parent = kwargs.pop("parent", None)
groupby = kwargs.pop("groupby", None)
if parent is None:
parent = obj
# initialize our GroupByMixin object with
# the resampler attributes
for attr in self._attributes:
setattr(self, attr, kwargs.get(attr, getattr(parent, attr)))
# pandas\core\resample.py:972: error: Too many arguments for "__init__"
# of "object" [call-arg]
super().__init__(None) # type: ignore[call-arg]
self._groupby = groupby
self._groupby.mutated = True
self._groupby.grouper.mutated = True
self.groupby = copy.copy(parent.groupby)
@no_type_check
def _apply(self, f, grouper=None, *args, **kwargs):
"""
Dispatch to _upsample; we are stripping all of the _upsample kwargs and
performing the original function call on the grouped object.
"""
def func(x):
x = self._shallow_copy(x, groupby=self.groupby)
if isinstance(f, str):
return getattr(x, f)(**kwargs)
return x.apply(f, *args, **kwargs)
result = self._groupby.apply(func)
return self._wrap_result(result)
_upsample = _apply
_downsample = _apply
_groupby_and_aggregate = _apply
class DatetimeIndexResampler(Resampler):
@property
def _resampler_for_grouping(self):
return DatetimeIndexResamplerGroupby
def _get_binner_for_time(self):
# this is how we are actually creating the bins
if self.kind == "period":
return self.groupby._get_time_period_bins(self.ax)
return self.groupby._get_time_bins(self.ax)
def _downsample(self, how, **kwargs):
"""
Downsample the cython defined function.
Parameters
----------
how : string / cython mapped function
**kwargs : kw args passed to how function
"""
self._set_binner()
how = self._get_cython_func(how) or how
ax = self.ax
obj = self._selected_obj
if not len(ax):
# reset to the new freq
obj = obj.copy()
obj.index = obj.index._with_freq(self.freq)
assert obj.index.freq == self.freq, (obj.index.freq, self.freq)
return obj
# do we have a regular frequency
if ax.freq is not None or ax.inferred_freq is not None:
# pandas\core\resample.py:1037: error: "BaseGrouper" has no
# attribute "binlabels" [attr-defined]
if (
len(self.grouper.binlabels) > len(ax) # type: ignore[attr-defined]
and how is None
):
# let's do an asfreq
return self.asfreq()
# we are downsampling
# we want to call the actual grouper method here
result = obj.groupby(self.grouper, axis=self.axis).aggregate(how, **kwargs)
result = self._apply_loffset(result)
return self._wrap_result(result)
def _adjust_binner_for_upsample(self, binner):
"""
Adjust our binner when upsampling.
The range of a new index should not be outside specified range
"""
if self.closed == "right":
binner = binner[1:]
else:
binner = binner[:-1]
return binner
def _upsample(self, method, limit=None, fill_value=None):
"""
Parameters
----------
method : string {'backfill', 'bfill', 'pad',
'ffill', 'asfreq'} method for upsampling
limit : int, default None
Maximum size gap to fill when reindexing
fill_value : scalar, default None
Value to use for missing values
See Also
--------
.fillna: Fill NA/NaN values using the specified method.
"""
self._set_binner()
if self.axis:
raise AssertionError("axis must be 0")
if self._from_selection:
raise ValueError(
"Upsampling from level= or on= selection "
"is not supported, use .set_index(...) "
"to explicitly set index to datetime-like"
)
ax = self.ax
obj = self._selected_obj
binner = self.binner
res_index = self._adjust_binner_for_upsample(binner)
# if we have the same frequency as our axis, then we are equal sampling
if (
limit is None
and to_offset(ax.inferred_freq) == self.freq
and len(obj) == len(res_index)
):
result = obj.copy()
result.index = res_index
else:
result = obj.reindex(
res_index, method=method, limit=limit, fill_value=fill_value
)
result = self._apply_loffset(result)
return self._wrap_result(result)
def _wrap_result(self, result):
result = super()._wrap_result(result)
# we may have a different kind that we were asked originally
# convert if needed
if self.kind == "period" and not isinstance(result.index, PeriodIndex):
result.index = result.index.to_period(self.freq)
return result
class DatetimeIndexResamplerGroupby(_GroupByMixin, DatetimeIndexResampler):
"""
Provides a resample of a groupby implementation
"""
@property
def _constructor(self):
return DatetimeIndexResampler
class PeriodIndexResampler(DatetimeIndexResampler):
@property
def _resampler_for_grouping(self):
return PeriodIndexResamplerGroupby
def _get_binner_for_time(self):
if self.kind == "timestamp":
return super()._get_binner_for_time()
return self.groupby._get_period_bins(self.ax)
def _convert_obj(self, obj):
obj = super()._convert_obj(obj)
if self._from_selection:
# see GH 14008, GH 12871
msg = (
"Resampling from level= or on= selection "
"with a PeriodIndex is not currently supported, "
"use .set_index(...) to explicitly set index"
)
raise NotImplementedError(msg)
if self.loffset is not None:
# Cannot apply loffset/timedelta to PeriodIndex -> convert to
# timestamps
self.kind = "timestamp"
# convert to timestamp
if self.kind == "timestamp":
obj = obj.to_timestamp(how=self.convention)
return obj
def _downsample(self, how, **kwargs):
"""
Downsample the cython defined function.
Parameters
----------
how : string / cython mapped function
**kwargs : kw args passed to how function
"""
# we may need to actually resample as if we are timestamps
if self.kind == "timestamp":
return super()._downsample(how, **kwargs)
how = self._get_cython_func(how) or how
ax = self.ax
if is_subperiod(ax.freq, self.freq):
# Downsampling
return self._groupby_and_aggregate(how, grouper=self.grouper, **kwargs)
elif is_superperiod(ax.freq, self.freq):
if how == "ohlc":
# GH #13083
# upsampling to subperiods is handled as an asfreq, which works
# for pure aggregating/reducing methods
# OHLC reduces along the time dimension, but creates multiple
# values for each period -> handle by _groupby_and_aggregate()
return self._groupby_and_aggregate(how, grouper=self.grouper)
return self.asfreq()
elif ax.freq == self.freq:
return self.asfreq()
raise IncompatibleFrequency(
f"Frequency {ax.freq} cannot be resampled to {self.freq}, "
"as they are not sub or super periods"
)
def _upsample(self, method, limit=None, fill_value=None):
"""
Parameters
----------
method : string {'backfill', 'bfill', 'pad', 'ffill'}
Method for upsampling.
limit : int, default None
Maximum size gap to fill when reindexing.
fill_value : scalar, default None
Value to use for missing values.
See Also
--------
.fillna: Fill NA/NaN values using the specified method.
"""
# we may need to actually resample as if we are timestamps
if self.kind == "timestamp":
return super()._upsample(method, limit=limit, fill_value=fill_value)
self._set_binner()
ax = self.ax
obj = self.obj
new_index = self.binner
# Start vs. end of period
memb = ax.asfreq(self.freq, how=self.convention)
# Get the fill indexer
indexer = memb.get_indexer(new_index, method=method, limit=limit)
return self._wrap_result(
_take_new_index(obj, indexer, new_index, axis=self.axis)
)
class PeriodIndexResamplerGroupby(_GroupByMixin, PeriodIndexResampler):
"""
Provides a resample of a groupby implementation.
"""
@property
def _constructor(self):
return PeriodIndexResampler
class TimedeltaIndexResampler(DatetimeIndexResampler):
@property
def _resampler_for_grouping(self):
return TimedeltaIndexResamplerGroupby
def _get_binner_for_time(self):
return self.groupby._get_time_delta_bins(self.ax)
def _adjust_binner_for_upsample(self, binner):
"""
Adjust our binner when upsampling.
The range of a new index is allowed to be greater than original range
so we don't need to change the length of a binner, GH 13022
"""
return binner
class TimedeltaIndexResamplerGroupby(_GroupByMixin, TimedeltaIndexResampler):
"""
Provides a resample of a groupby implementation.
"""
@property
def _constructor(self):
return TimedeltaIndexResampler
def get_resampler(obj, kind=None, **kwds):
"""
Create a TimeGrouper and return our resampler.
"""
tg = TimeGrouper(**kwds)
return tg._get_resampler(obj, kind=kind)
get_resampler.__doc__ = Resampler.__doc__
def get_resampler_for_grouping(
groupby, rule, how=None, fill_method=None, limit=None, kind=None, **kwargs
):
"""
Return our appropriate resampler when grouping as well.
"""
# .resample uses 'on' similar to how .groupby uses 'key'
kwargs["key"] = kwargs.pop("on", None)
tg = TimeGrouper(freq=rule, **kwargs)
resampler = tg._get_resampler(groupby.obj, kind=kind)
return resampler._get_resampler_for_grouping(groupby=groupby)
class TimeGrouper(Grouper):
"""
Custom groupby class for time-interval grouping.
Parameters
----------
freq : pandas date offset or offset alias for identifying bin edges
closed : closed end of interval; 'left' or 'right'
label : interval boundary to use for labeling; 'left' or 'right'
convention : {'start', 'end', 'e', 's'}
If axis is PeriodIndex
"""
_attributes = Grouper._attributes + (
"closed",
"label",
"how",
"loffset",
"kind",
"convention",
"origin",
"offset",
)
def __init__(
self,
freq="Min",
closed: Optional[str] = None,
label: Optional[str] = None,
how="mean",
axis=0,
fill_method=None,
limit=None,
loffset=None,
kind: Optional[str] = None,
convention: Optional[str] = None,
base: Optional[int] = None,
origin: Union[str, TimestampConvertibleTypes] = "start_day",
offset: Optional[TimedeltaConvertibleTypes] = None,
**kwargs,
):
# Check for correctness of the keyword arguments which would
# otherwise silently use the default if misspelled
if label not in {None, "left", "right"}:
raise ValueError(f"Unsupported value {label} for `label`")
if closed not in {None, "left", "right"}:
raise ValueError(f"Unsupported value {closed} for `closed`")
if convention not in {None, "start", "end", "e", "s"}:
raise ValueError(f"Unsupported value {convention} for `convention`")
freq = to_offset(freq)
end_types = {"M", "A", "Q", "BM", "BA", "BQ", "W"}
rule = freq.rule_code
if rule in end_types or ("-" in rule and rule[: rule.find("-")] in end_types):
if closed is None:
closed = "right"
if label is None:
label = "right"
else:
if closed is None:
closed = "left"
if label is None:
label = "left"
self.closed = closed
self.label = label
self.kind = kind
self.convention = convention or "E"
self.convention = self.convention.lower()
self.how = how
self.fill_method = fill_method
self.limit = limit
if origin in ("epoch", "start", "start_day"):
self.origin = origin
else:
try:
self.origin = Timestamp(origin)
except Exception as e:
raise ValueError(
"'origin' should be equal to 'epoch', 'start', 'start_day' or "
f"should be a Timestamp convertible type. Got '{origin}' instead."
) from e
try:
self.offset = Timedelta(offset) if offset is not None else None
except Exception as e:
raise ValueError(
"'offset' should be a Timedelta convertible type. "
f"Got '{offset}' instead."
) from e
# always sort time groupers
kwargs["sort"] = True
# Handle deprecated arguments since v1.1.0 of `base` and `loffset` (GH #31809)
if base is not None and offset is not None:
raise ValueError("'offset' and 'base' cannot be present at the same time")
if base and isinstance(freq, Tick):
# this conversion handle the default behavior of base and the
# special case of GH #10530. Indeed in case when dealing with
# a TimedeltaIndex base was treated as a 'pure' offset even though
# the default behavior of base was equivalent of a modulo on
# freq_nanos.
self.offset = Timedelta(base * freq.nanos // freq.n)
if isinstance(loffset, str):
loffset = to_offset(loffset)
self.loffset = loffset
super().__init__(freq=freq, axis=axis, **kwargs)
def _get_resampler(self, obj, kind=None):
"""
Return my resampler or raise if we have an invalid axis.
Parameters
----------
obj : input object
kind : string, optional
'period','timestamp','timedelta' are valid
Returns
-------
a Resampler
Raises
------
TypeError if incompatible axis
"""
self._set_grouper(obj)
ax = self.ax
if isinstance(ax, DatetimeIndex):
return DatetimeIndexResampler(obj, groupby=self, kind=kind, axis=self.axis)
elif isinstance(ax, PeriodIndex) or kind == "period":
return PeriodIndexResampler(obj, groupby=self, kind=kind, axis=self.axis)
elif isinstance(ax, TimedeltaIndex):
return TimedeltaIndexResampler(obj, groupby=self, axis=self.axis)
raise TypeError(
"Only valid with DatetimeIndex, "
"TimedeltaIndex or PeriodIndex, "
f"but got an instance of '{type(ax).__name__}'"
)
def _get_grouper(self, obj, validate: bool = True):
# create the resampler and return our binner
r = self._get_resampler(obj)
r._set_binner()
return r.binner, r.grouper, r.obj
def _get_time_bins(self, ax):
if not isinstance(ax, DatetimeIndex):
raise TypeError(
"axis must be a DatetimeIndex, but got "
f"an instance of {type(ax).__name__}"
)
if len(ax) == 0:
binner = labels = DatetimeIndex(data=[], freq=self.freq, name=ax.name)
return binner, [], labels
first, last = _get_timestamp_range_edges(
ax.min(),
ax.max(),
self.freq,
closed=self.closed,
origin=self.origin,
offset=self.offset,
)
# GH #12037
# use first/last directly instead of call replace() on them
# because replace() will swallow the nanosecond part
# thus last bin maybe slightly before the end if the end contains
# nanosecond part and lead to `Values falls after last bin` error
# GH 25758: If DST lands at midnight (e.g. 'America/Havana'), user feedback
# has noted that ambiguous=True provides the most sensible result
binner = labels = date_range(
freq=self.freq,
start=first,
end=last,
tz=ax.tz,
name=ax.name,
ambiguous=True,
nonexistent="shift_forward",
)
ax_values = ax.asi8
binner, bin_edges = self._adjust_bin_edges(binner, ax_values)
# general version, knowing nothing about relative frequencies
bins = lib.generate_bins_dt64(
ax_values, bin_edges, self.closed, hasnans=ax.hasnans
)
if self.closed == "right":
labels = binner
if self.label == "right":
labels = labels[1:]
elif self.label == "right":
labels = labels[1:]
if ax.hasnans:
binner = binner.insert(0, NaT)
labels = labels.insert(0, NaT)
# if we end up with more labels than bins
# adjust the labels
# GH4076
if len(bins) < len(labels):
labels = labels[: len(bins)]
return binner, bins, labels
def _adjust_bin_edges(self, binner, ax_values):
# Some hacks for > daily data, see #1471, #1458, #1483
if self.freq != "D" and is_superperiod(self.freq, "D"):
if self.closed == "right":
# GH 21459, GH 9119: Adjust the bins relative to the wall time
bin_edges = binner.tz_localize(None)
bin_edges = bin_edges + timedelta(1) - Nano(1)
bin_edges = bin_edges.tz_localize(binner.tz).asi8
else:
bin_edges = binner.asi8
# intraday values on last day
if bin_edges[-2] > ax_values.max():
bin_edges = bin_edges[:-1]
binner = binner[:-1]
else:
bin_edges = binner.asi8
return binner, bin_edges
def _get_time_delta_bins(self, ax):
if not isinstance(ax, TimedeltaIndex):
raise TypeError(
"axis must be a TimedeltaIndex, but got "
f"an instance of {type(ax).__name__}"
)
if not len(ax):
binner = labels = TimedeltaIndex(data=[], freq=self.freq, name=ax.name)
return binner, [], labels
start, end = ax.min(), ax.max()
labels = binner = timedelta_range(
start=start, end=end, freq=self.freq, name=ax.name
)
end_stamps = labels + self.freq
bins = ax.searchsorted(end_stamps, side="left")
if self.offset:
# GH 10530 & 31809
labels += self.offset
if self.loffset:
# GH 33498
labels += self.loffset
return binner, bins, labels
def _get_time_period_bins(self, ax: DatetimeIndex):
if not isinstance(ax, DatetimeIndex):
raise TypeError(
"axis must be a DatetimeIndex, but got "
f"an instance of {type(ax).__name__}"
)
freq = self.freq
if not len(ax):
binner = labels = PeriodIndex(data=[], freq=freq, name=ax.name)
return binner, [], labels
labels = binner = period_range(start=ax[0], end=ax[-1], freq=freq, name=ax.name)
end_stamps = (labels + freq).asfreq(freq, "s").to_timestamp()
if ax.tz:
end_stamps = end_stamps.tz_localize(ax.tz)
bins = ax.searchsorted(end_stamps, side="left")
return binner, bins, labels
def _get_period_bins(self, ax: PeriodIndex):
if not isinstance(ax, PeriodIndex):
raise TypeError(
"axis must be a PeriodIndex, but got "
f"an instance of {type(ax).__name__}"
)
memb = ax.asfreq(self.freq, how=self.convention)
# NaT handling as in pandas._lib.lib.generate_bins_dt64()
nat_count = 0
if memb.hasnans:
nat_count = np.sum(memb._isnan)
memb = memb[~memb._isnan]
# if index contains no valid (non-NaT) values, return empty index
if not len(memb):
binner = labels = PeriodIndex(data=[], freq=self.freq, name=ax.name)
return binner, [], labels
freq_mult = self.freq.n
start = ax.min().asfreq(self.freq, how=self.convention)
end = ax.max().asfreq(self.freq, how="end")
bin_shift = 0
if isinstance(self.freq, Tick):
# GH 23882 & 31809: get adjusted bin edge labels with 'origin'
# and 'origin' support. This call only makes sense if the freq is a
# Tick since offset and origin are only used in those cases.
# Not doing this check could create an extra empty bin.
p_start, end = _get_period_range_edges(
start,
end,
self.freq,
closed=self.closed,
origin=self.origin,
offset=self.offset,
)
# Get offset for bin edge (not label edge) adjustment
start_offset = Period(start, self.freq) - Period(p_start, self.freq)
bin_shift = start_offset.n % freq_mult
start = p_start
labels = binner = period_range(
start=start, end=end, freq=self.freq, name=ax.name
)
i8 = memb.asi8
# when upsampling to subperiods, we need to generate enough bins
expected_bins_count = len(binner) * freq_mult
i8_extend = expected_bins_count - (i8[-1] - i8[0])
rng = np.arange(i8[0], i8[-1] + i8_extend, freq_mult)
rng += freq_mult
# adjust bin edge indexes to account for base
rng -= bin_shift
# Wrap in PeriodArray for PeriodArray.searchsorted
prng = type(memb._data)(rng, dtype=memb.dtype)
bins = memb.searchsorted(prng, side="left")
if nat_count > 0:
# NaT handling as in pandas._lib.lib.generate_bins_dt64()
# shift bins by the number of NaT
bins += nat_count
bins = np.insert(bins, 0, nat_count)
binner = binner.insert(0, NaT)
labels = labels.insert(0, NaT)
return binner, bins, labels
def _take_new_index(obj, indexer, new_index, axis=0):
if isinstance(obj, ABCSeries):
new_values = algos.take_1d(obj._values, indexer)
return obj._constructor(new_values, index=new_index, name=obj.name)
elif isinstance(obj, ABCDataFrame):
if axis == 1:
raise NotImplementedError("axis 1 is not supported")
return obj._constructor(
obj._mgr.reindex_indexer(new_axis=new_index, indexer=indexer, axis=1)
)
else:
raise ValueError("'obj' should be either a Series or a DataFrame")
def _get_timestamp_range_edges(
first, last, freq, closed="left", origin="start_day", offset=None
):
"""
Adjust the `first` Timestamp to the preceding Timestamp that resides on
the provided offset. Adjust the `last` Timestamp to the following
Timestamp that resides on the provided offset. Input Timestamps that
already reside on the offset will be adjusted depending on the type of
offset and the `closed` parameter.
Parameters
----------
first : pd.Timestamp
The beginning Timestamp of the range to be adjusted.
last : pd.Timestamp
The ending Timestamp of the range to be adjusted.
freq : pd.DateOffset
The dateoffset to which the Timestamps will be adjusted.
closed : {'right', 'left'}, default None
Which side of bin interval is closed.
origin : {'epoch', 'start', 'start_day'} or Timestamp, default 'start_day'
The timestamp on which to adjust the grouping. The timezone of origin must
match the timezone of the index.
If a timestamp is not used, these values are also supported:
- 'epoch': `origin` is 1970-01-01
- 'start': `origin` is the first value of the timeseries
- 'start_day': `origin` is the first day at midnight of the timeseries
offset : pd.Timedelta, default is None
An offset timedelta added to the origin.
Returns
-------
A tuple of length 2, containing the adjusted pd.Timestamp objects.
"""
if isinstance(freq, Tick):
index_tz = first.tz
if isinstance(origin, Timestamp) and (origin.tz is None) != (index_tz is None):
raise ValueError("The origin must have the same timezone as the index.")
elif origin == "epoch":
# set the epoch based on the timezone to have similar bins results when
# resampling on the same kind of indexes on different timezones
origin = Timestamp("1970-01-01", tz=index_tz)
if isinstance(freq, Day):
# _adjust_dates_anchored assumes 'D' means 24H, but first/last
# might contain a DST transition (23H, 24H, or 25H).
# So "pretend" the dates are naive when adjusting the endpoints
first = first.tz_localize(None)
last = last.tz_localize(None)
if isinstance(origin, Timestamp):
origin = origin.tz_localize(None)
first, last = _adjust_dates_anchored(
first, last, freq, closed=closed, origin=origin, offset=offset
)
if isinstance(freq, Day):
first = first.tz_localize(index_tz)
last = last.tz_localize(index_tz)
else:
first = first.normalize()
last = last.normalize()
if closed == "left":
first = Timestamp(freq.rollback(first))
else:
first = Timestamp(first - freq)
last = Timestamp(last + freq)
return first, last
def _get_period_range_edges(
first, last, freq, closed="left", origin="start_day", offset=None
):
"""
Adjust the provided `first` and `last` Periods to the respective Period of
the given offset that encompasses them.
Parameters
----------
first : pd.Period
The beginning Period of the range to be adjusted.
last : pd.Period
The ending Period of the range to be adjusted.
freq : pd.DateOffset
The freq to which the Periods will be adjusted.
closed : {'right', 'left'}, default None
Which side of bin interval is closed.
origin : {'epoch', 'start', 'start_day'}, Timestamp, default 'start_day'
The timestamp on which to adjust the grouping. The timezone of origin must
match the timezone of the index.
If a timestamp is not used, these values are also supported:
- 'epoch': `origin` is 1970-01-01
- 'start': `origin` is the first value of the timeseries
- 'start_day': `origin` is the first day at midnight of the timeseries
offset : pd.Timedelta, default is None
An offset timedelta added to the origin.
Returns
-------
A tuple of length 2, containing the adjusted pd.Period objects.
"""
if not all(isinstance(obj, Period) for obj in [first, last]):
raise TypeError("'first' and 'last' must be instances of type Period")
# GH 23882
first = first.to_timestamp()
last = last.to_timestamp()
adjust_first = not freq.is_on_offset(first)
adjust_last = freq.is_on_offset(last)
first, last = _get_timestamp_range_edges(
first, last, freq, closed=closed, origin=origin, offset=offset
)
first = (first + int(adjust_first) * freq).to_period(freq)
last = (last - int(adjust_last) * freq).to_period(freq)
return first, last
def _adjust_dates_anchored(
first, last, freq, closed="right", origin="start_day", offset=None
):
# First and last offsets should be calculated from the start day to fix an
# error cause by resampling across multiple days when a one day period is
# not a multiple of the frequency. See GH 8683
# To handle frequencies that are not multiple or divisible by a day we let
# the possibility to define a fixed origin timestamp. See GH 31809
origin_nanos = 0 # origin == "epoch"
if origin == "start_day":
origin_nanos = first.normalize().value
elif origin == "start":
origin_nanos = first.value
elif isinstance(origin, Timestamp):
origin_nanos = origin.value
origin_nanos += offset.value if offset else 0
# GH 10117 & GH 19375. If first and last contain timezone information,
# Perform the calculation in UTC in order to avoid localizing on an
# Ambiguous or Nonexistent time.
first_tzinfo = first.tzinfo
last_tzinfo = last.tzinfo
if first_tzinfo is not None:
first = first.tz_convert("UTC")
if last_tzinfo is not None:
last = last.tz_convert("UTC")
foffset = (first.value - origin_nanos) % freq.nanos
loffset = (last.value - origin_nanos) % freq.nanos
if closed == "right":
if foffset > 0:
# roll back
fresult = first.value - foffset
else:
fresult = first.value - freq.nanos
if loffset > 0:
# roll forward
lresult = last.value + (freq.nanos - loffset)
else:
# already the end of the road
lresult = last.value
else: # closed == 'left'
if foffset > 0:
fresult = first.value - foffset
else:
# start of the road
fresult = first.value
if loffset > 0:
# roll forward
lresult = last.value + (freq.nanos - loffset)
else:
lresult = last.value + freq.nanos
fresult = Timestamp(fresult)
lresult = Timestamp(lresult)
if first_tzinfo is not None:
fresult = fresult.tz_localize("UTC").tz_convert(first_tzinfo)
if last_tzinfo is not None:
lresult = lresult.tz_localize("UTC").tz_convert(last_tzinfo)
return fresult, lresult
def asfreq(obj, freq, method=None, how=None, normalize=False, fill_value=None):
"""
Utility frequency conversion method for Series/DataFrame.
"""
if isinstance(obj.index, PeriodIndex):
if method is not None:
raise NotImplementedError("'method' argument is not supported")
if how is None:
how = "E"
new_obj = obj.copy()
new_obj.index = obj.index.asfreq(freq, how=how)
elif len(obj.index) == 0:
new_obj = obj.copy()
new_obj.index = _asfreq_compat(obj.index, freq)
else:
dti = date_range(obj.index[0], obj.index[-1], freq=freq)
dti.name = obj.index.name
new_obj = obj.reindex(dti, method=method, fill_value=fill_value)
if normalize:
new_obj.index = new_obj.index.normalize()
return new_obj
def _asfreq_compat(index, freq):
"""
Helper to mimic asfreq on (empty) DatetimeIndex and TimedeltaIndex.
Parameters
----------
index : PeriodIndex, DatetimeIndex, or TimedeltaIndex
freq : DateOffset
Returns
-------
same type as index
"""
if len(index) != 0:
# This should never be reached, always checked by the caller
raise ValueError(
"Can only set arbitrary freq for empty DatetimeIndex or TimedeltaIndex"
)
new_index: Index
if isinstance(index, PeriodIndex):
new_index = index.asfreq(freq=freq)
else:
new_index = Index([], dtype=index.dtype, freq=freq, name=index.name)
return new_index
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