539 lines
16 KiB
Python
539 lines
16 KiB
Python
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from datetime import timedelta
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import re
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from typing import Dict, Optional
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import warnings
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import numpy as np
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from pytz import AmbiguousTimeError
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from pandas._libs.algos import unique_deltas
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from pandas._libs.tslibs import Timedelta, Timestamp
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from pandas._libs.tslibs.ccalendar import MONTH_ALIASES, int_to_weekday
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from pandas._libs.tslibs.fields import build_field_sarray
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import pandas._libs.tslibs.frequencies as libfreqs
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from pandas._libs.tslibs.offsets import _offset_to_period_map
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import pandas._libs.tslibs.resolution as libresolution
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from pandas._libs.tslibs.resolution import Resolution
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from pandas._libs.tslibs.timezones import UTC
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from pandas._libs.tslibs.tzconversion import tz_convert
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from pandas.util._decorators import cache_readonly
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from pandas.core.dtypes.common import (
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is_datetime64_dtype,
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is_period_arraylike,
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is_timedelta64_dtype,
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)
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from pandas.core.dtypes.generic import ABCSeries
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from pandas.core.algorithms import unique
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from pandas.tseries.offsets import (
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DateOffset,
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Day,
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Hour,
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Micro,
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Milli,
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Minute,
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Nano,
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Second,
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prefix_mapping,
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)
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_ONE_MICRO = 1000
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_ONE_MILLI = _ONE_MICRO * 1000
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_ONE_SECOND = _ONE_MILLI * 1000
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_ONE_MINUTE = 60 * _ONE_SECOND
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_ONE_HOUR = 60 * _ONE_MINUTE
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_ONE_DAY = 24 * _ONE_HOUR
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# ---------------------------------------------------------------------
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# Offset names ("time rules") and related functions
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#: cache of previously seen offsets
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_offset_map: Dict[str, DateOffset] = {}
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def get_period_alias(offset_str: str) -> Optional[str]:
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"""
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Alias to closest period strings BQ->Q etc.
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"""
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return _offset_to_period_map.get(offset_str, None)
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_name_to_offset_map = {
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"days": Day(1),
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"hours": Hour(1),
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"minutes": Minute(1),
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"seconds": Second(1),
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"milliseconds": Milli(1),
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"microseconds": Micro(1),
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"nanoseconds": Nano(1),
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}
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def to_offset(freq) -> Optional[DateOffset]:
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"""
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Return DateOffset object from string or tuple representation
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or datetime.timedelta object.
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Parameters
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----------
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freq : str, tuple, datetime.timedelta, DateOffset or None
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Returns
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-------
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DateOffset
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None if freq is None.
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Raises
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------
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ValueError
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If freq is an invalid frequency
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See Also
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--------
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DateOffset
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Examples
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--------
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>>> to_offset('5min')
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<5 * Minutes>
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>>> to_offset('1D1H')
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<25 * Hours>
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>>> to_offset(('W', 2))
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<2 * Weeks: weekday=6>
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>>> to_offset((2, 'B'))
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<2 * BusinessDays>
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>>> to_offset(datetime.timedelta(days=1))
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<Day>
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>>> to_offset(Hour())
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<Hour>
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"""
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if freq is None:
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return None
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if isinstance(freq, DateOffset):
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return freq
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if isinstance(freq, tuple):
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name = freq[0]
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stride = freq[1]
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if isinstance(stride, str):
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name, stride = stride, name
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name, _ = libfreqs._base_and_stride(name)
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delta = _get_offset(name) * stride
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elif isinstance(freq, timedelta):
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delta = None
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freq = Timedelta(freq)
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try:
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for name in freq.components._fields:
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offset = _name_to_offset_map[name]
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stride = getattr(freq.components, name)
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if stride != 0:
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offset = stride * offset
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if delta is None:
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delta = offset
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else:
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delta = delta + offset
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except ValueError:
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raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))
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else:
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delta = None
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stride_sign = None
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try:
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splitted = re.split(libfreqs.opattern, freq)
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if splitted[-1] != "" and not splitted[-1].isspace():
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# the last element must be blank
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raise ValueError("last element must be blank")
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for sep, stride, name in zip(
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splitted[0::4], splitted[1::4], splitted[2::4]
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):
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if sep != "" and not sep.isspace():
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raise ValueError("separator must be spaces")
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prefix = libfreqs._lite_rule_alias.get(name) or name
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if stride_sign is None:
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stride_sign = -1 if stride.startswith("-") else 1
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if not stride:
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stride = 1
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if prefix in Resolution._reso_str_bump_map.keys():
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stride, name = Resolution.get_stride_from_decimal(
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float(stride), prefix
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)
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stride = int(stride)
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offset = _get_offset(name)
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offset = offset * int(np.fabs(stride) * stride_sign)
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if delta is None:
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delta = offset
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else:
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delta = delta + offset
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except (ValueError, TypeError):
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raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))
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if delta is None:
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raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))
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return delta
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def get_offset(name: str) -> DateOffset:
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"""
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Return DateOffset object associated with rule name.
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.. deprecated:: 1.0.0
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Examples
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--------
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get_offset('EOM') --> BMonthEnd(1)
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"""
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warnings.warn(
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"get_offset is deprecated and will be removed in a future version, "
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"use to_offset instead",
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FutureWarning,
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stacklevel=2,
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)
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return _get_offset(name)
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def _get_offset(name: str) -> DateOffset:
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"""
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Return DateOffset object associated with rule name.
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Examples
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--------
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_get_offset('EOM') --> BMonthEnd(1)
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"""
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if name not in libfreqs._dont_uppercase:
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name = name.upper()
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name = libfreqs._lite_rule_alias.get(name, name)
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name = libfreqs._lite_rule_alias.get(name.lower(), name)
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else:
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name = libfreqs._lite_rule_alias.get(name, name)
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if name not in _offset_map:
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try:
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split = name.split("-")
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klass = prefix_mapping[split[0]]
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# handles case where there's no suffix (and will TypeError if too
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# many '-')
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offset = klass._from_name(*split[1:])
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except (ValueError, TypeError, KeyError):
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# bad prefix or suffix
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raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(name))
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# cache
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_offset_map[name] = offset
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return _offset_map[name]
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# ---------------------------------------------------------------------
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# Period codes
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def infer_freq(index, warn: bool = True) -> Optional[str]:
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"""
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Infer the most likely frequency given the input index. If the frequency is
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uncertain, a warning will be printed.
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Parameters
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----------
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index : DatetimeIndex or TimedeltaIndex
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If passed a Series will use the values of the series (NOT THE INDEX).
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warn : bool, default True
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Returns
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-------
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str or None
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None if no discernible frequency
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TypeError if the index is not datetime-like
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ValueError if there are less than three values.
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"""
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import pandas as pd
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if isinstance(index, ABCSeries):
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values = index._values
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if not (
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is_datetime64_dtype(values)
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or is_timedelta64_dtype(values)
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or values.dtype == object
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):
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raise TypeError(
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"cannot infer freq from a non-convertible dtype "
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f"on a Series of {index.dtype}"
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)
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index = values
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inferer: _FrequencyInferer
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if is_period_arraylike(index):
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raise TypeError(
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"PeriodIndex given. Check the `freq` attribute "
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"instead of using infer_freq."
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)
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elif is_timedelta64_dtype(index):
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# Allow TimedeltaIndex and TimedeltaArray
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inferer = _TimedeltaFrequencyInferer(index, warn=warn)
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return inferer.get_freq()
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if isinstance(index, pd.Index) and not isinstance(index, pd.DatetimeIndex):
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if isinstance(index, (pd.Int64Index, pd.Float64Index)):
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raise TypeError(
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f"cannot infer freq from a non-convertible index type {type(index)}"
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)
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index = index.values
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if not isinstance(index, pd.DatetimeIndex):
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try:
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index = pd.DatetimeIndex(index)
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except AmbiguousTimeError:
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index = pd.DatetimeIndex(index.asi8)
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inferer = _FrequencyInferer(index, warn=warn)
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return inferer.get_freq()
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class _FrequencyInferer:
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"""
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Not sure if I can avoid the state machine here
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"""
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def __init__(self, index, warn: bool = True):
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self.index = index
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self.values = index.asi8
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# This moves the values, which are implicitly in UTC, to the
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# the timezone so they are in local time
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if hasattr(index, "tz"):
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if index.tz is not None:
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self.values = tz_convert(self.values, UTC, index.tz)
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self.warn = warn
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if len(index) < 3:
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raise ValueError("Need at least 3 dates to infer frequency")
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self.is_monotonic = (
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self.index._is_monotonic_increasing or self.index._is_monotonic_decreasing
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)
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@cache_readonly
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def deltas(self):
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return unique_deltas(self.values)
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@cache_readonly
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def deltas_asi8(self):
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return unique_deltas(self.index.asi8)
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@cache_readonly
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def is_unique(self) -> bool:
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return len(self.deltas) == 1
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@cache_readonly
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def is_unique_asi8(self):
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return len(self.deltas_asi8) == 1
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def get_freq(self) -> Optional[str]:
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"""
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Find the appropriate frequency string to describe the inferred
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frequency of self.values
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Returns
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-------
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str or None
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"""
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if not self.is_monotonic or not self.index._is_unique:
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return None
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delta = self.deltas[0]
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if _is_multiple(delta, _ONE_DAY):
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return self._infer_daily_rule()
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# Business hourly, maybe. 17: one day / 65: one weekend
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if self.hour_deltas in ([1, 17], [1, 65], [1, 17, 65]):
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return "BH"
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# Possibly intraday frequency. Here we use the
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# original .asi8 values as the modified values
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# will not work around DST transitions. See #8772
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elif not self.is_unique_asi8:
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return None
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delta = self.deltas_asi8[0]
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if _is_multiple(delta, _ONE_HOUR):
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# Hours
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return _maybe_add_count("H", delta / _ONE_HOUR)
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elif _is_multiple(delta, _ONE_MINUTE):
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# Minutes
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return _maybe_add_count("T", delta / _ONE_MINUTE)
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elif _is_multiple(delta, _ONE_SECOND):
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# Seconds
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return _maybe_add_count("S", delta / _ONE_SECOND)
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elif _is_multiple(delta, _ONE_MILLI):
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# Milliseconds
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return _maybe_add_count("L", delta / _ONE_MILLI)
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elif _is_multiple(delta, _ONE_MICRO):
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# Microseconds
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return _maybe_add_count("U", delta / _ONE_MICRO)
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else:
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# Nanoseconds
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return _maybe_add_count("N", delta)
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@cache_readonly
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def day_deltas(self):
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return [x / _ONE_DAY for x in self.deltas]
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@cache_readonly
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def hour_deltas(self):
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return [x / _ONE_HOUR for x in self.deltas]
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@cache_readonly
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def fields(self):
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return build_field_sarray(self.values)
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@cache_readonly
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def rep_stamp(self):
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return Timestamp(self.values[0])
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|
def month_position_check(self):
|
||
|
|
return libresolution.month_position_check(self.fields, self.index.dayofweek)
|
||
|
|
|
||
|
|
@cache_readonly
|
||
|
|
def mdiffs(self):
|
||
|
|
nmonths = self.fields["Y"] * 12 + self.fields["M"]
|
||
|
|
return unique_deltas(nmonths.astype("i8"))
|
||
|
|
|
||
|
|
@cache_readonly
|
||
|
|
def ydiffs(self):
|
||
|
|
return unique_deltas(self.fields["Y"].astype("i8"))
|
||
|
|
|
||
|
|
def _infer_daily_rule(self) -> Optional[str]:
|
||
|
|
annual_rule = self._get_annual_rule()
|
||
|
|
if annual_rule:
|
||
|
|
nyears = self.ydiffs[0]
|
||
|
|
month = MONTH_ALIASES[self.rep_stamp.month]
|
||
|
|
alias = f"{annual_rule}-{month}"
|
||
|
|
return _maybe_add_count(alias, nyears)
|
||
|
|
|
||
|
|
quarterly_rule = self._get_quarterly_rule()
|
||
|
|
if quarterly_rule:
|
||
|
|
nquarters = self.mdiffs[0] / 3
|
||
|
|
mod_dict = {0: 12, 2: 11, 1: 10}
|
||
|
|
month = MONTH_ALIASES[mod_dict[self.rep_stamp.month % 3]]
|
||
|
|
alias = f"{quarterly_rule}-{month}"
|
||
|
|
return _maybe_add_count(alias, nquarters)
|
||
|
|
|
||
|
|
monthly_rule = self._get_monthly_rule()
|
||
|
|
if monthly_rule:
|
||
|
|
return _maybe_add_count(monthly_rule, self.mdiffs[0])
|
||
|
|
|
||
|
|
if self.is_unique:
|
||
|
|
days = self.deltas[0] / _ONE_DAY
|
||
|
|
if days % 7 == 0:
|
||
|
|
# Weekly
|
||
|
|
day = int_to_weekday[self.rep_stamp.weekday()]
|
||
|
|
return _maybe_add_count(f"W-{day}", days / 7)
|
||
|
|
else:
|
||
|
|
return _maybe_add_count("D", days)
|
||
|
|
|
||
|
|
if self._is_business_daily():
|
||
|
|
return "B"
|
||
|
|
|
||
|
|
wom_rule = self._get_wom_rule()
|
||
|
|
if wom_rule:
|
||
|
|
return wom_rule
|
||
|
|
|
||
|
|
return None
|
||
|
|
|
||
|
|
def _get_annual_rule(self) -> Optional[str]:
|
||
|
|
if len(self.ydiffs) > 1:
|
||
|
|
return None
|
||
|
|
|
||
|
|
if len(unique(self.fields["M"])) > 1:
|
||
|
|
return None
|
||
|
|
|
||
|
|
pos_check = self.month_position_check()
|
||
|
|
return {"cs": "AS", "bs": "BAS", "ce": "A", "be": "BA"}.get(pos_check)
|
||
|
|
|
||
|
|
def _get_quarterly_rule(self) -> Optional[str]:
|
||
|
|
if len(self.mdiffs) > 1:
|
||
|
|
return None
|
||
|
|
|
||
|
|
if not self.mdiffs[0] % 3 == 0:
|
||
|
|
return None
|
||
|
|
|
||
|
|
pos_check = self.month_position_check()
|
||
|
|
return {"cs": "QS", "bs": "BQS", "ce": "Q", "be": "BQ"}.get(pos_check)
|
||
|
|
|
||
|
|
def _get_monthly_rule(self) -> Optional[str]:
|
||
|
|
if len(self.mdiffs) > 1:
|
||
|
|
return None
|
||
|
|
pos_check = self.month_position_check()
|
||
|
|
return {"cs": "MS", "bs": "BMS", "ce": "M", "be": "BM"}.get(pos_check)
|
||
|
|
|
||
|
|
def _is_business_daily(self) -> bool:
|
||
|
|
# quick check: cannot be business daily
|
||
|
|
if self.day_deltas != [1, 3]:
|
||
|
|
return False
|
||
|
|
|
||
|
|
# probably business daily, but need to confirm
|
||
|
|
first_weekday = self.index[0].weekday()
|
||
|
|
shifts = np.diff(self.index.asi8)
|
||
|
|
shifts = np.floor_divide(shifts, _ONE_DAY)
|
||
|
|
weekdays = np.mod(first_weekday + np.cumsum(shifts), 7)
|
||
|
|
return np.all(
|
||
|
|
((weekdays == 0) & (shifts == 3))
|
||
|
|
| ((weekdays > 0) & (weekdays <= 4) & (shifts == 1))
|
||
|
|
)
|
||
|
|
|
||
|
|
def _get_wom_rule(self) -> Optional[str]:
|
||
|
|
# wdiffs = unique(np.diff(self.index.week))
|
||
|
|
# We also need -47, -49, -48 to catch index spanning year boundary
|
||
|
|
# if not lib.ismember(wdiffs, set([4, 5, -47, -49, -48])).all():
|
||
|
|
# return None
|
||
|
|
|
||
|
|
weekdays = unique(self.index.weekday)
|
||
|
|
if len(weekdays) > 1:
|
||
|
|
return None
|
||
|
|
|
||
|
|
week_of_months = unique((self.index.day - 1) // 7)
|
||
|
|
# Only attempt to infer up to WOM-4. See #9425
|
||
|
|
week_of_months = week_of_months[week_of_months < 4]
|
||
|
|
if len(week_of_months) == 0 or len(week_of_months) > 1:
|
||
|
|
return None
|
||
|
|
|
||
|
|
# get which week
|
||
|
|
week = week_of_months[0] + 1
|
||
|
|
wd = int_to_weekday[weekdays[0]]
|
||
|
|
|
||
|
|
return f"WOM-{week}{wd}"
|
||
|
|
|
||
|
|
|
||
|
|
class _TimedeltaFrequencyInferer(_FrequencyInferer):
|
||
|
|
def _infer_daily_rule(self):
|
||
|
|
if self.is_unique:
|
||
|
|
days = self.deltas[0] / _ONE_DAY
|
||
|
|
if days % 7 == 0:
|
||
|
|
# Weekly
|
||
|
|
wd = int_to_weekday[self.rep_stamp.weekday()]
|
||
|
|
alias = f"W-{wd}"
|
||
|
|
return _maybe_add_count(alias, days / 7)
|
||
|
|
else:
|
||
|
|
return _maybe_add_count("D", days)
|
||
|
|
|
||
|
|
|
||
|
|
def _is_multiple(us, mult: int) -> bool:
|
||
|
|
return us % mult == 0
|
||
|
|
|
||
|
|
|
||
|
|
def _maybe_add_count(base: str, count: float) -> str:
|
||
|
|
if count != 1:
|
||
|
|
assert count == int(count)
|
||
|
|
count = int(count)
|
||
|
|
return f"{count}{base}"
|
||
|
|
else:
|
||
|
|
return base
|