380 lines
11 KiB
Cython
380 lines
11 KiB
Cython
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cimport cython
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from cpython.datetime cimport (
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date,
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datetime,
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time,
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tzinfo,
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)
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import numpy as np
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cimport numpy as cnp
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from numpy cimport (
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int64_t,
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ndarray,
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)
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cnp.import_array()
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from .dtypes import Resolution
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from .dtypes cimport (
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c_Resolution,
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periods_per_day,
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)
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from .nattype cimport (
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NPY_NAT,
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c_NaT as NaT,
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)
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from .np_datetime cimport (
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NPY_DATETIMEUNIT,
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NPY_FR_ns,
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npy_datetimestruct,
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pandas_datetime_to_datetimestruct,
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)
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from .period cimport get_period_ordinal
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from .timestamps cimport create_timestamp_from_ts
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from .timezones cimport is_utc
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from .tzconversion cimport Localizer
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@cython.boundscheck(False)
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@cython.wraparound(False)
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def tz_convert_from_utc(ndarray stamps, tzinfo tz, NPY_DATETIMEUNIT reso=NPY_FR_ns):
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# stamps is int64_t, arbitrary ndim
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"""
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Convert the values (in i8) from UTC to tz
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Parameters
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----------
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stamps : ndarray[int64]
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tz : tzinfo
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Returns
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-------
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ndarray[int64]
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"""
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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int64_t utc_val, local_val
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Py_ssize_t pos, i, n = stamps.size
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ndarray result
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cnp.broadcast mi
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if tz is None or is_utc(tz) or stamps.size == 0:
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# Much faster than going through the "standard" pattern below
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return stamps.copy()
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result = cnp.PyArray_EMPTY(stamps.ndim, stamps.shape, cnp.NPY_INT64, 0)
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mi = cnp.PyArray_MultiIterNew2(result, stamps)
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
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if utc_val == NPY_NAT:
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local_val = NPY_NAT
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else:
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local_val = info.utc_val_to_local_val(utc_val, &pos)
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# Analogous to: result[i] = local_val
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(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = local_val
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cnp.PyArray_MultiIter_NEXT(mi)
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return result
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# -------------------------------------------------------------------------
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@cython.wraparound(False)
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@cython.boundscheck(False)
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def ints_to_pydatetime(
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ndarray stamps,
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tzinfo tz=None,
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str box="datetime",
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NPY_DATETIMEUNIT reso=NPY_FR_ns,
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) -> np.ndarray:
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# stamps is int64, arbitrary ndim
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"""
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Convert an i8 repr to an ndarray of datetimes, date, time or Timestamp.
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Parameters
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----------
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stamps : array of i8
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tz : str, optional
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convert to this timezone
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box : {'datetime', 'timestamp', 'date', 'time'}, default 'datetime'
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* If datetime, convert to datetime.datetime
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* If date, convert to datetime.date
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* If time, convert to datetime.time
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* If Timestamp, convert to pandas.Timestamp
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reso : NPY_DATETIMEUNIT, default NPY_FR_ns
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Returns
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-------
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ndarray[object] of type specified by box
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"""
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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int64_t utc_val, local_val
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Py_ssize_t i, n = stamps.size
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Py_ssize_t pos = -1 # unused, avoid not-initialized warning
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npy_datetimestruct dts
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tzinfo new_tz
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bint use_date = False, use_ts = False, use_pydt = False
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object res_val
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bint fold = 0
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# Note that `result` (and thus `result_flat`) is C-order and
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# `it` iterates C-order as well, so the iteration matches
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# See discussion at
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# github.com/pandas-dev/pandas/pull/46886#discussion_r860261305
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ndarray result = cnp.PyArray_EMPTY(stamps.ndim, stamps.shape, cnp.NPY_OBJECT, 0)
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object[::1] res_flat = result.ravel() # should NOT be a copy
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cnp.flatiter it = cnp.PyArray_IterNew(stamps)
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if box == "date":
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assert (tz is None), "tz should be None when converting to date"
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use_date = True
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elif box == "timestamp":
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use_ts = True
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elif box == "datetime":
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use_pydt = True
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elif box != "time":
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raise ValueError(
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"box must be one of 'datetime', 'date', 'time' or 'timestamp'"
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)
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = (<int64_t*>cnp.PyArray_ITER_DATA(it))[0]
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new_tz = tz
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if utc_val == NPY_NAT:
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res_val = <object>NaT
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else:
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local_val = info.utc_val_to_local_val(utc_val, &pos, &fold)
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if info.use_pytz:
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# find right representation of dst etc in pytz timezone
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new_tz = tz._tzinfos[tz._transition_info[pos]]
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pandas_datetime_to_datetimestruct(local_val, reso, &dts)
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if use_ts:
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res_val = create_timestamp_from_ts(
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utc_val, dts, new_tz, fold, reso=reso
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)
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elif use_pydt:
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res_val = datetime(
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dts.year, dts.month, dts.day, dts.hour, dts.min, dts.sec, dts.us,
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new_tz, fold=fold,
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)
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elif use_date:
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res_val = date(dts.year, dts.month, dts.day)
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else:
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res_val = time(dts.hour, dts.min, dts.sec, dts.us, new_tz, fold=fold)
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# Note: we can index result directly instead of using PyArray_MultiIter_DATA
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# like we do for the other functions because result is known C-contiguous
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# and is the first argument to PyArray_MultiIterNew2. The usual pattern
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# does not seem to work with object dtype.
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# See discussion at
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# github.com/pandas-dev/pandas/pull/46886#discussion_r860261305
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res_flat[i] = res_val
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cnp.PyArray_ITER_NEXT(it)
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return result
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# -------------------------------------------------------------------------
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cdef c_Resolution _reso_stamp(npy_datetimestruct *dts):
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if dts.ps != 0:
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return c_Resolution.RESO_NS
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elif dts.us != 0:
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if dts.us % 1000 == 0:
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return c_Resolution.RESO_MS
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return c_Resolution.RESO_US
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elif dts.sec != 0:
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return c_Resolution.RESO_SEC
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elif dts.min != 0:
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return c_Resolution.RESO_MIN
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elif dts.hour != 0:
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return c_Resolution.RESO_HR
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return c_Resolution.RESO_DAY
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@cython.wraparound(False)
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@cython.boundscheck(False)
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def get_resolution(
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ndarray stamps, tzinfo tz=None, NPY_DATETIMEUNIT reso=NPY_FR_ns
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) -> Resolution:
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# stamps is int64_t, any ndim
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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int64_t utc_val, local_val
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Py_ssize_t i, n = stamps.size
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Py_ssize_t pos = -1 # unused, avoid not-initialized warning
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cnp.flatiter it = cnp.PyArray_IterNew(stamps)
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npy_datetimestruct dts
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c_Resolution pd_reso = c_Resolution.RESO_DAY, curr_reso
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = cnp.PyArray_GETITEM(stamps, cnp.PyArray_ITER_DATA(it))
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if utc_val == NPY_NAT:
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pass
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else:
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local_val = info.utc_val_to_local_val(utc_val, &pos)
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pandas_datetime_to_datetimestruct(local_val, reso, &dts)
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curr_reso = _reso_stamp(&dts)
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if curr_reso < pd_reso:
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pd_reso = curr_reso
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cnp.PyArray_ITER_NEXT(it)
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return Resolution(pd_reso)
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# -------------------------------------------------------------------------
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@cython.cdivision(False)
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@cython.wraparound(False)
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@cython.boundscheck(False)
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cpdef ndarray normalize_i8_timestamps(ndarray stamps, tzinfo tz, NPY_DATETIMEUNIT reso):
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# stamps is int64_t, arbitrary ndim
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"""
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Normalize each of the (nanosecond) timezone aware timestamps in the given
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array by rounding down to the beginning of the day (i.e. midnight).
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This is midnight for timezone, `tz`.
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Parameters
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----------
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stamps : int64 ndarray
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tz : tzinfo or None
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reso : NPY_DATETIMEUNIT
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Returns
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-------
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result : int64 ndarray of converted of normalized nanosecond timestamps
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"""
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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int64_t utc_val, local_val, res_val
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Py_ssize_t i, n = stamps.size
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Py_ssize_t pos = -1 # unused, avoid not-initialized warning
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ndarray result = cnp.PyArray_EMPTY(stamps.ndim, stamps.shape, cnp.NPY_INT64, 0)
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cnp.broadcast mi = cnp.PyArray_MultiIterNew2(result, stamps)
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int64_t ppd = periods_per_day(reso)
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
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if utc_val == NPY_NAT:
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res_val = NPY_NAT
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else:
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local_val = info.utc_val_to_local_val(utc_val, &pos)
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res_val = local_val - (local_val % ppd)
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# Analogous to: result[i] = res_val
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(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
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cnp.PyArray_MultiIter_NEXT(mi)
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return result
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@cython.wraparound(False)
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@cython.boundscheck(False)
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def is_date_array_normalized(ndarray stamps, tzinfo tz, NPY_DATETIMEUNIT reso) -> bool:
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# stamps is int64_t, arbitrary ndim
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"""
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Check if all of the given (nanosecond) timestamps are normalized to
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midnight, i.e. hour == minute == second == 0. If the optional timezone
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`tz` is not None, then this is midnight for this timezone.
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Parameters
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----------
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stamps : int64 ndarray
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tz : tzinfo or None
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reso : NPY_DATETIMEUNIT
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Returns
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-------
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is_normalized : bool True if all stamps are normalized
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"""
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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int64_t utc_val, local_val
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Py_ssize_t i, n = stamps.size
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Py_ssize_t pos = -1 # unused, avoid not-initialized warning
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cnp.flatiter it = cnp.PyArray_IterNew(stamps)
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int64_t ppd = periods_per_day(reso)
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = cnp.PyArray_GETITEM(stamps, cnp.PyArray_ITER_DATA(it))
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local_val = info.utc_val_to_local_val(utc_val, &pos)
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if local_val % ppd != 0:
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return False
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cnp.PyArray_ITER_NEXT(it)
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return True
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# -------------------------------------------------------------------------
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@cython.wraparound(False)
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@cython.boundscheck(False)
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def dt64arr_to_periodarr(
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ndarray stamps, int freq, tzinfo tz, NPY_DATETIMEUNIT reso=NPY_FR_ns
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):
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# stamps is int64_t, arbitrary ndim
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cdef:
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Localizer info = Localizer(tz, creso=reso)
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Py_ssize_t i, n = stamps.size
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Py_ssize_t pos = -1 # unused, avoid not-initialized warning
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int64_t utc_val, local_val, res_val
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npy_datetimestruct dts
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ndarray result = cnp.PyArray_EMPTY(stamps.ndim, stamps.shape, cnp.NPY_INT64, 0)
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cnp.broadcast mi = cnp.PyArray_MultiIterNew2(result, stamps)
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for i in range(n):
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# Analogous to: utc_val = stamps[i]
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utc_val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
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if utc_val == NPY_NAT:
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res_val = NPY_NAT
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else:
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||
|
|
local_val = info.utc_val_to_local_val(utc_val, &pos)
|
||
|
|
pandas_datetime_to_datetimestruct(local_val, reso, &dts)
|
||
|
|
res_val = get_period_ordinal(&dts, freq)
|
||
|
|
|
||
|
|
# Analogous to: result[i] = res_val
|
||
|
|
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
|
||
|
|
|
||
|
|
cnp.PyArray_MultiIter_NEXT(mi)
|
||
|
|
|
||
|
|
return result
|