peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/pandas
/tseries
/frequencies.py
from __future__ import annotations | |
from typing import TYPE_CHECKING | |
import numpy as np | |
from pandas._libs import lib | |
from pandas._libs.algos import unique_deltas | |
from pandas._libs.tslibs import ( | |
Timestamp, | |
get_unit_from_dtype, | |
periods_per_day, | |
tz_convert_from_utc, | |
) | |
from pandas._libs.tslibs.ccalendar import ( | |
DAYS, | |
MONTH_ALIASES, | |
MONTH_NUMBERS, | |
MONTHS, | |
int_to_weekday, | |
) | |
from pandas._libs.tslibs.dtypes import ( | |
OFFSET_TO_PERIOD_FREQSTR, | |
freq_to_period_freqstr, | |
) | |
from pandas._libs.tslibs.fields import ( | |
build_field_sarray, | |
month_position_check, | |
) | |
from pandas._libs.tslibs.offsets import ( | |
DateOffset, | |
Day, | |
to_offset, | |
) | |
from pandas._libs.tslibs.parsing import get_rule_month | |
from pandas.util._decorators import cache_readonly | |
from pandas.core.dtypes.common import is_numeric_dtype | |
from pandas.core.dtypes.dtypes import ( | |
DatetimeTZDtype, | |
PeriodDtype, | |
) | |
from pandas.core.dtypes.generic import ( | |
ABCIndex, | |
ABCSeries, | |
) | |
from pandas.core.algorithms import unique | |
if TYPE_CHECKING: | |
from pandas._typing import npt | |
from pandas import ( | |
DatetimeIndex, | |
Series, | |
TimedeltaIndex, | |
) | |
from pandas.core.arrays.datetimelike import DatetimeLikeArrayMixin | |
# -------------------------------------------------------------------- | |
# Offset related functions | |
_need_suffix = ["QS", "BQE", "BQS", "YS", "BYE", "BYS"] | |
for _prefix in _need_suffix: | |
for _m in MONTHS: | |
key = f"{_prefix}-{_m}" | |
OFFSET_TO_PERIOD_FREQSTR[key] = OFFSET_TO_PERIOD_FREQSTR[_prefix] | |
for _prefix in ["Y", "Q"]: | |
for _m in MONTHS: | |
_alias = f"{_prefix}-{_m}" | |
OFFSET_TO_PERIOD_FREQSTR[_alias] = _alias | |
for _d in DAYS: | |
OFFSET_TO_PERIOD_FREQSTR[f"W-{_d}"] = f"W-{_d}" | |
def get_period_alias(offset_str: str) -> str | None: | |
""" | |
Alias to closest period strings BQ->Q etc. | |
""" | |
return OFFSET_TO_PERIOD_FREQSTR.get(offset_str, None) | |
# --------------------------------------------------------------------- | |
# Period codes | |
def infer_freq( | |
index: DatetimeIndex | TimedeltaIndex | Series | DatetimeLikeArrayMixin, | |
) -> str | None: | |
""" | |
Infer the most likely frequency given the input index. | |
Parameters | |
---------- | |
index : DatetimeIndex, TimedeltaIndex, Series or array-like | |
If passed a Series will use the values of the series (NOT THE INDEX). | |
Returns | |
------- | |
str or None | |
None if no discernible frequency. | |
Raises | |
------ | |
TypeError | |
If the index is not datetime-like. | |
ValueError | |
If there are fewer than three values. | |
Examples | |
-------- | |
>>> idx = pd.date_range(start='2020/12/01', end='2020/12/30', periods=30) | |
>>> pd.infer_freq(idx) | |
'D' | |
""" | |
from pandas.core.api import DatetimeIndex | |
if isinstance(index, ABCSeries): | |
values = index._values | |
if not ( | |
lib.is_np_dtype(values.dtype, "mM") | |
or isinstance(values.dtype, DatetimeTZDtype) | |
or values.dtype == object | |
): | |
raise TypeError( | |
"cannot infer freq from a non-convertible dtype " | |
f"on a Series of {index.dtype}" | |
) | |
index = values | |
inferer: _FrequencyInferer | |
if not hasattr(index, "dtype"): | |
pass | |
elif isinstance(index.dtype, PeriodDtype): | |
raise TypeError( | |
"PeriodIndex given. Check the `freq` attribute " | |
"instead of using infer_freq." | |
) | |
elif lib.is_np_dtype(index.dtype, "m"): | |
# Allow TimedeltaIndex and TimedeltaArray | |
inferer = _TimedeltaFrequencyInferer(index) | |
return inferer.get_freq() | |
elif is_numeric_dtype(index.dtype): | |
raise TypeError( | |
f"cannot infer freq from a non-convertible index of dtype {index.dtype}" | |
) | |
if not isinstance(index, DatetimeIndex): | |
index = DatetimeIndex(index) | |
inferer = _FrequencyInferer(index) | |
return inferer.get_freq() | |
class _FrequencyInferer: | |
""" | |
Not sure if I can avoid the state machine here | |
""" | |
def __init__(self, index) -> None: | |
self.index = index | |
self.i8values = index.asi8 | |
# For get_unit_from_dtype we need the dtype to the underlying ndarray, | |
# which for tz-aware is not the same as index.dtype | |
if isinstance(index, ABCIndex): | |
# error: Item "ndarray[Any, Any]" of "Union[ExtensionArray, | |
# ndarray[Any, Any]]" has no attribute "_ndarray" | |
self._creso = get_unit_from_dtype( | |
index._data._ndarray.dtype # type: ignore[union-attr] | |
) | |
else: | |
# otherwise we have DTA/TDA | |
self._creso = get_unit_from_dtype(index._ndarray.dtype) | |
# This moves the values, which are implicitly in UTC, to the | |
# the timezone so they are in local time | |
if hasattr(index, "tz"): | |
if index.tz is not None: | |
self.i8values = tz_convert_from_utc( | |
self.i8values, index.tz, reso=self._creso | |
) | |
if len(index) < 3: | |
raise ValueError("Need at least 3 dates to infer frequency") | |
self.is_monotonic = ( | |
self.index._is_monotonic_increasing or self.index._is_monotonic_decreasing | |
) | |
def deltas(self) -> npt.NDArray[np.int64]: | |
return unique_deltas(self.i8values) | |
def deltas_asi8(self) -> npt.NDArray[np.int64]: | |
# NB: we cannot use self.i8values here because we may have converted | |
# the tz in __init__ | |
return unique_deltas(self.index.asi8) | |
def is_unique(self) -> bool: | |
return len(self.deltas) == 1 | |
def is_unique_asi8(self) -> bool: | |
return len(self.deltas_asi8) == 1 | |
def get_freq(self) -> str | None: | |
""" | |
Find the appropriate frequency string to describe the inferred | |
frequency of self.i8values | |
Returns | |
------- | |
str or None | |
""" | |
if not self.is_monotonic or not self.index._is_unique: | |
return None | |
delta = self.deltas[0] | |
ppd = periods_per_day(self._creso) | |
if delta and _is_multiple(delta, ppd): | |
return self._infer_daily_rule() | |
# Business hourly, maybe. 17: one day / 65: one weekend | |
if self.hour_deltas in ([1, 17], [1, 65], [1, 17, 65]): | |
return "bh" | |
# Possibly intraday frequency. Here we use the | |
# original .asi8 values as the modified values | |
# will not work around DST transitions. See #8772 | |
if not self.is_unique_asi8: | |
return None | |
delta = self.deltas_asi8[0] | |
pph = ppd // 24 | |
ppm = pph // 60 | |
pps = ppm // 60 | |
if _is_multiple(delta, pph): | |
# Hours | |
return _maybe_add_count("h", delta / pph) | |
elif _is_multiple(delta, ppm): | |
# Minutes | |
return _maybe_add_count("min", delta / ppm) | |
elif _is_multiple(delta, pps): | |
# Seconds | |
return _maybe_add_count("s", delta / pps) | |
elif _is_multiple(delta, (pps // 1000)): | |
# Milliseconds | |
return _maybe_add_count("ms", delta / (pps // 1000)) | |
elif _is_multiple(delta, (pps // 1_000_000)): | |
# Microseconds | |
return _maybe_add_count("us", delta / (pps // 1_000_000)) | |
else: | |
# Nanoseconds | |
return _maybe_add_count("ns", delta) | |
def day_deltas(self) -> list[int]: | |
ppd = periods_per_day(self._creso) | |
return [x / ppd for x in self.deltas] | |
def hour_deltas(self) -> list[int]: | |
pph = periods_per_day(self._creso) // 24 | |
return [x / pph for x in self.deltas] | |
def fields(self) -> np.ndarray: # structured array of fields | |
return build_field_sarray(self.i8values, reso=self._creso) | |
def rep_stamp(self) -> Timestamp: | |
return Timestamp(self.i8values[0], unit=self.index.unit) | |
def month_position_check(self) -> str | None: | |
return month_position_check(self.fields, self.index.dayofweek) | |
def mdiffs(self) -> npt.NDArray[np.int64]: | |
nmonths = self.fields["Y"] * 12 + self.fields["M"] | |
return unique_deltas(nmonths.astype("i8")) | |
def ydiffs(self) -> npt.NDArray[np.int64]: | |
return unique_deltas(self.fields["Y"].astype("i8")) | |
def _infer_daily_rule(self) -> str | None: | |
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: | |
return self._get_daily_rule() | |
if self._is_business_daily(): | |
return "B" | |
wom_rule = self._get_wom_rule() | |
if wom_rule: | |
return wom_rule | |
return None | |
def _get_daily_rule(self) -> str | None: | |
ppd = periods_per_day(self._creso) | |
days = self.deltas[0] / ppd | |
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 _get_annual_rule(self) -> str | None: | |
if len(self.ydiffs) > 1: | |
return None | |
if len(unique(self.fields["M"])) > 1: | |
return None | |
pos_check = self.month_position_check() | |
if pos_check is None: | |
return None | |
else: | |
return {"cs": "YS", "bs": "BYS", "ce": "YE", "be": "BYE"}.get(pos_check) | |
def _get_quarterly_rule(self) -> str | None: | |
if len(self.mdiffs) > 1: | |
return None | |
if not self.mdiffs[0] % 3 == 0: | |
return None | |
pos_check = self.month_position_check() | |
if pos_check is None: | |
return None | |
else: | |
return {"cs": "QS", "bs": "BQS", "ce": "QE", "be": "BQE"}.get(pos_check) | |
def _get_monthly_rule(self) -> str | None: | |
if len(self.mdiffs) > 1: | |
return None | |
pos_check = self.month_position_check() | |
if pos_check is None: | |
return None | |
else: | |
return {"cs": "MS", "bs": "BMS", "ce": "ME", "be": "BME"}.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.i8values) | |
ppd = periods_per_day(self._creso) | |
shifts = np.floor_divide(shifts, ppd) | |
weekdays = np.mod(first_weekday + np.cumsum(shifts), 7) | |
return bool( | |
np.all( | |
((weekdays == 0) & (shifts == 3)) | |
| ((weekdays > 0) & (weekdays <= 4) & (shifts == 1)) | |
) | |
) | |
def _get_wom_rule(self) -> str | 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: | |
return self._get_daily_rule() | |
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 | |
# ---------------------------------------------------------------------- | |
# Frequency comparison | |
def is_subperiod(source, target) -> bool: | |
""" | |
Returns True if downsampling is possible between source and target | |
frequencies | |
Parameters | |
---------- | |
source : str or DateOffset | |
Frequency converting from | |
target : str or DateOffset | |
Frequency converting to | |
Returns | |
------- | |
bool | |
""" | |
if target is None or source is None: | |
return False | |
source = _maybe_coerce_freq(source) | |
target = _maybe_coerce_freq(target) | |
if _is_annual(target): | |
if _is_quarterly(source): | |
return _quarter_months_conform( | |
get_rule_month(source), get_rule_month(target) | |
) | |
return source in {"D", "C", "B", "M", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_quarterly(target): | |
return source in {"D", "C", "B", "M", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_monthly(target): | |
return source in {"D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_weekly(target): | |
return source in {target, "D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif target == "B": | |
return source in {"B", "h", "min", "s", "ms", "us", "ns"} | |
elif target == "C": | |
return source in {"C", "h", "min", "s", "ms", "us", "ns"} | |
elif target == "D": | |
return source in {"D", "h", "min", "s", "ms", "us", "ns"} | |
elif target == "h": | |
return source in {"h", "min", "s", "ms", "us", "ns"} | |
elif target == "min": | |
return source in {"min", "s", "ms", "us", "ns"} | |
elif target == "s": | |
return source in {"s", "ms", "us", "ns"} | |
elif target == "ms": | |
return source in {"ms", "us", "ns"} | |
elif target == "us": | |
return source in {"us", "ns"} | |
elif target == "ns": | |
return source in {"ns"} | |
else: | |
return False | |
def is_superperiod(source, target) -> bool: | |
""" | |
Returns True if upsampling is possible between source and target | |
frequencies | |
Parameters | |
---------- | |
source : str or DateOffset | |
Frequency converting from | |
target : str or DateOffset | |
Frequency converting to | |
Returns | |
------- | |
bool | |
""" | |
if target is None or source is None: | |
return False | |
source = _maybe_coerce_freq(source) | |
target = _maybe_coerce_freq(target) | |
if _is_annual(source): | |
if _is_annual(target): | |
return get_rule_month(source) == get_rule_month(target) | |
if _is_quarterly(target): | |
smonth = get_rule_month(source) | |
tmonth = get_rule_month(target) | |
return _quarter_months_conform(smonth, tmonth) | |
return target in {"D", "C", "B", "M", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_quarterly(source): | |
return target in {"D", "C", "B", "M", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_monthly(source): | |
return target in {"D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif _is_weekly(source): | |
return target in {source, "D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif source == "B": | |
return target in {"D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif source == "C": | |
return target in {"D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif source == "D": | |
return target in {"D", "C", "B", "h", "min", "s", "ms", "us", "ns"} | |
elif source == "h": | |
return target in {"h", "min", "s", "ms", "us", "ns"} | |
elif source == "min": | |
return target in {"min", "s", "ms", "us", "ns"} | |
elif source == "s": | |
return target in {"s", "ms", "us", "ns"} | |
elif source == "ms": | |
return target in {"ms", "us", "ns"} | |
elif source == "us": | |
return target in {"us", "ns"} | |
elif source == "ns": | |
return target in {"ns"} | |
else: | |
return False | |
def _maybe_coerce_freq(code) -> str: | |
"""we might need to coerce a code to a rule_code | |
and uppercase it | |
Parameters | |
---------- | |
source : str or DateOffset | |
Frequency converting from | |
Returns | |
------- | |
str | |
""" | |
assert code is not None | |
if isinstance(code, DateOffset): | |
code = freq_to_period_freqstr(1, code.name) | |
if code in {"h", "min", "s", "ms", "us", "ns"}: | |
return code | |
else: | |
return code.upper() | |
def _quarter_months_conform(source: str, target: str) -> bool: | |
snum = MONTH_NUMBERS[source] | |
tnum = MONTH_NUMBERS[target] | |
return snum % 3 == tnum % 3 | |
def _is_annual(rule: str) -> bool: | |
rule = rule.upper() | |
return rule == "Y" or rule.startswith("Y-") | |
def _is_quarterly(rule: str) -> bool: | |
rule = rule.upper() | |
return rule == "Q" or rule.startswith(("Q-", "BQ")) | |
def _is_monthly(rule: str) -> bool: | |
rule = rule.upper() | |
return rule in ("M", "BM") | |
def _is_weekly(rule: str) -> bool: | |
rule = rule.upper() | |
return rule == "W" or rule.startswith("W-") | |
__all__ = [ | |
"Day", | |
"get_period_alias", | |
"infer_freq", | |
"is_subperiod", | |
"is_superperiod", | |
"to_offset", | |
] | |