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Version:
0.23.4 ▾
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# -*- coding: utf-8 -*-
from datetime import date, datetime, timedelta
import functools
import operator
from pandas.compat import range
from pandas import compat
import numpy as np
from pandas.core.dtypes.generic import ABCSeries, ABCDatetimeIndex, ABCPeriod
from pandas.core.tools.datetimes import to_datetime
import pandas.core.common as com
# import after tools, dateutil check
from dateutil.easter import easter
from pandas._libs import tslib, Timestamp, OutOfBoundsDatetime, Timedelta
from pandas.util._decorators import cache_readonly
from pandas._libs.tslibs import ccalendar, frequencies as libfrequencies
from pandas._libs.tslibs.timedeltas import delta_to_nanoseconds
import pandas._libs.tslibs.offsets as liboffsets
from pandas._libs.tslibs.offsets import (
ApplyTypeError,
as_datetime, _is_normalized,
_get_calendar, _to_dt64,
_determine_offset,
apply_index_wraps,
roll_yearday,
shift_month,
BaseOffset)
__all__ = ['Day', 'BusinessDay', 'BDay', 'CustomBusinessDay', 'CDay',
'CBMonthEnd', 'CBMonthBegin',
'MonthBegin', 'BMonthBegin', 'MonthEnd', 'BMonthEnd',
'SemiMonthEnd', 'SemiMonthBegin',
'BusinessHour', 'CustomBusinessHour',
'YearBegin', 'BYearBegin', 'YearEnd', 'BYearEnd',
'QuarterBegin', 'BQuarterBegin', 'QuarterEnd', 'BQuarterEnd',
'LastWeekOfMonth', 'FY5253Quarter', 'FY5253',
'Week', 'WeekOfMonth', 'Easter',
'Hour', 'Minute', 'Second', 'Milli', 'Micro', 'Nano',
'DateOffset']
# convert to/from datetime/timestamp to allow invalid Timestamp ranges to
# pass thru
def as_timestamp(obj):
if isinstance(obj, Timestamp):
return obj
try:
return Timestamp(obj)
except (OutOfBoundsDatetime):
pass
return obj
def apply_wraps(func):
@functools.wraps(func)
def wrapper(self, other):
if other is tslib.NaT:
return tslib.NaT
elif isinstance(other, (timedelta, Tick, DateOffset)):
# timedelta path
return func(self, other)
elif isinstance(other, (np.datetime64, datetime, date)):
other = as_timestamp(other)
tz = getattr(other, 'tzinfo', None)
nano = getattr(other, 'nanosecond', 0)
try:
if self._adjust_dst and isinstance(other, Timestamp):
other = other.tz_localize(None)
result = func(self, other)
if self._adjust_dst:
result = tslib._localize_pydatetime(result, tz)
result = Timestamp(result)
if self.normalize:
result = result.normalize()
# nanosecond may be deleted depending on offset process
if not self.normalize and nano != 0:
if not isinstance(self, Nano) and result.nanosecond != nano:
if result.tz is not None:
# convert to UTC
value = tslib.tz_convert_single(
result.value, 'UTC', result.tz)
else:
value = result.value
result = Timestamp(value + nano)
if tz is not None and result.tzinfo is None:
result = tslib._localize_pydatetime(result, tz)
except OutOfBoundsDatetime:
result = func(self, as_datetime(other))
if self.normalize:
# normalize_date returns normal datetime
result = tslib.normalize_date(result)
if tz is not None and result.tzinfo is None:
result = tslib._localize_pydatetime(result, tz)
return result
return wrapper
def shift_day(other, days):
"""
Increment the datetime `other` by the given number of days, retaining
the time-portion of the datetime. For tz-naive datetimes this is
equivalent to adding a timedelta. For tz-aware datetimes it is similar to
dateutil's relativedelta.__add__, but handles pytz tzinfo objects.
Parameters
----------
other : datetime or Timestamp
days : int
Returns
-------
shifted: datetime or Timestamp
"""
if other.tzinfo is None:
return other + timedelta(days=days)
tz = other.tzinfo
naive = other.replace(tzinfo=None)
shifted = naive + timedelta(days=days)
return tslib._localize_pydatetime(shifted, tz)
# ---------------------------------------------------------------------
# DateOffset
class DateOffset(BaseOffset):
"""
Standard kind of date increment used for a date range.
Works exactly like relativedelta in terms of the keyword args you
pass in, use of the keyword n is discouraged-- you would be better
off specifying n in the keywords you use, but regardless it is
there for you. n is needed for DateOffset subclasses.
DateOffets work as follows. Each offset specify a set of dates
that conform to the DateOffset. For example, Bday defines this
set to be the set of dates that are weekdays (M-F). To test if a
date is in the set of a DateOffset dateOffset we can use the
onOffset method: dateOffset.onOffset(date).
If a date is not on a valid date, the rollback and rollforward
methods can be used to roll the date to the nearest valid date
before/after the date.
DateOffsets can be created to move dates forward a given number of
valid dates. For example, Bday(2) can be added to a date to move
it two business days forward. If the date does not start on a
valid date, first it is moved to a valid date. Thus pseudo code
is:
def __add__(date):
date = rollback(date) # does nothing if date is valid
return date + <n number of periods>
When a date offset is created for a negative number of periods,
the date is first rolled forward. The pseudo code is:
def __add__(date):
date = rollforward(date) # does nothing is date is valid
return date + <n number of periods>
Zero presents a problem. Should it roll forward or back? We
arbitrarily have it rollforward:
date + BDay(0) == BDay.rollforward(date)
Since 0 is a bit weird, we suggest avoiding its use.
"""
_use_relativedelta = False
_adjust_dst = False
_attributes = frozenset(['n', 'normalize'] +
list(liboffsets.relativedelta_kwds))
# default for prior pickles
normalize = False
def __init__(self, n=1, normalize=False, **kwds):
self.n = self._validate_n(n)
self.normalize = normalize
self._offset, self._use_relativedelta = _determine_offset(kwds)
self.__dict__.update(kwds)
@apply_wraps
def apply(self, other):
if self._use_relativedelta:
other = as_datetime(other)
if len(self.kwds) > 0:
tzinfo = getattr(other, 'tzinfo', None)
if tzinfo is not None and self._use_relativedelta:
# perform calculation in UTC
other = other.replace(tzinfo=None)
if self.n > 0:
for i in range(self.n):
other = other + self._offset
else:
for i in range(-self.n):
other = other - self._offset
if tzinfo is not None and self._use_relativedelta:
# bring tz back from UTC calculation
other = tslib._localize_pydatetime(other, tzinfo)
return as_timestamp(other)
else:
return other + timedelta(self.n)
@apply_index_wraps
def apply_index(self, i):
"""
Vectorized apply of DateOffset to DatetimeIndex,
raises NotImplentedError for offsets without a
vectorized implementation
Parameters
----------
i : DatetimeIndex
Returns
-------
y : DatetimeIndex
"""
if type(self) is not DateOffset:
raise NotImplementedError("DateOffset subclass {name} "
"does not have a vectorized "
"implementation".format(
name=self.__class__.__name__))
kwds = self.kwds
relativedelta_fast = set(['years', 'months', 'weeks',
'days', 'hours', 'minutes',
'seconds', 'microseconds'])
# relativedelta/_offset path only valid for base DateOffset
if (self._use_relativedelta and
set(kwds).issubset(relativedelta_fast)):
months = ((kwds.get('years', 0) * 12 +
kwds.get('months', 0)) * self.n)
if months:
shifted = liboffsets.shift_months(i.asi8, months)
i = i._shallow_copy(shifted)
weeks = (kwds.get('weeks', 0)) * self.n
if weeks:
i = (i.to_period('W') + weeks).to_timestamp() + \
i.to_perioddelta('W')
timedelta_kwds = {k: v for k, v in kwds.items()
if k in ['days', 'hours', 'minutes',
'seconds', 'microseconds']}
if timedelta_kwds:
delta = Timedelta(**timedelta_kwds)
i = i + (self.n * delta)
return i
elif not self._use_relativedelta and hasattr(self, '_offset'):
# timedelta
return i + (self._offset * self.n)
else:
# relativedelta with other keywords
kwd = set(kwds) - relativedelta_fast
raise NotImplementedError("DateOffset with relativedelta "
"keyword(s) {kwd} not able to be "
"applied vectorized".format(kwd=kwd))
def isAnchored(self):
# TODO: Does this make sense for the general case? It would help
# if there were a canonical docstring for what isAnchored means.
return (self.n == 1)
def _params(self):
all_paras = self.__dict__.copy()
if 'holidays' in all_paras and not all_paras['holidays']:
all_paras.pop('holidays')
exclude = ['kwds', 'name', 'normalize', 'calendar']
attrs = [(k, v) for k, v in all_paras.items()
if (k not in exclude) and (k[0] != '_')]
attrs = sorted(set(attrs))
params = tuple([str(self.__class__)] + attrs)
return params
# TODO: Combine this with BusinessMixin version by defining a whitelisted
# set of attributes on each object rather than the existing behavior of
# iterating over internal ``__dict__``
def _repr_attrs(self):
exclude = set(['n', 'inc', 'normalize'])
attrs = []
for attr in sorted(self.__dict__):
if attr.startswith('_') or attr == 'kwds':
continue
elif attr not in exclude:
value = getattr(self, attr)
attrs.append('{attr}={value}'.format(attr=attr, value=value))
out = ''
if attrs:
out += ': ' + ', '.join(attrs)
return out
@property
def name(self):
return self.rule_code
def __eq__(self, other):
if other is None:
return False
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if not isinstance(other, DateOffset):
return False
return self._params() == other._params()
def __ne__(self, other):
return not self == other
def __hash__(self):
return hash(self._params())
def __add__(self, other):
if isinstance(other, (ABCDatetimeIndex, ABCSeries)):
return other + self
elif isinstance(other, ABCPeriod):
return other + self
try:
return self.apply(other)
except ApplyTypeError:
return NotImplemented
def __sub__(self, other):
if isinstance(other, datetime):
raise TypeError('Cannot subtract datetime from offset.')
elif type(other) == type(self):
return self.__class__(self.n - other.n, normalize=self.normalize,
**self.kwds)
else: # pragma: no cover
return NotImplemented
def rollback(self, dt):
"""Roll provided date backward to next offset only if not on offset"""
dt = as_timestamp(dt)
if not self.onOffset(dt):
dt = dt - self.__class__(1, normalize=self.normalize, **self.kwds)
return dt
def rollforward(self, dt):
"""Roll provided date forward to next offset only if not on offset"""
dt = as_timestamp(dt)
if not self.onOffset(dt):
dt = dt + self.__class__(1, normalize=self.normalize, **self.kwds)
return dt
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
# XXX, see #1395
if type(self) == DateOffset or isinstance(self, Tick):
return True
# Default (slow) method for determining if some date is a member of the
# date range generated by this offset. Subclasses may have this
# re-implemented in a nicer way.
a = dt
b = ((dt + self) - self)
return a == b
# way to get around weirdness with rule_code
@property
def _prefix(self):
raise NotImplementedError('Prefix not defined')
@property
def rule_code(self):
return self._prefix
@property
def freqstr(self):
try:
code = self.rule_code
except NotImplementedError:
return repr(self)
if self.n != 1:
fstr = '{n}{code}'.format(n=self.n, code=code)
else:
fstr = code
try:
if self._offset:
fstr += self._offset_str()
except AttributeError:
# TODO: standardize `_offset` vs `offset` naming convention
pass
return fstr
def _offset_str(self):
return ''
@property
def nanos(self):
raise ValueError("{name} is a non-fixed frequency".format(name=self))
def __setstate__(self, state):
"""Reconstruct an instance from a pickled state"""
if 'offset' in state:
# Older (<0.22.0) versions have offset attribute instead of _offset
if '_offset' in state: # pragma: no cover
raise AssertionError('Unexpected key `_offset`')
state['_offset'] = state.pop('offset')
state['kwds']['offset'] = state['_offset']
if '_offset' in state and not isinstance(state['_offset'], timedelta):
# relativedelta, we need to populate using its kwds
offset = state['_offset']
odict = offset.__dict__
kwds = {key: odict[key] for key in odict if odict[key]}
state.update(kwds)
self.__dict__ = state
if 'weekmask' in state and 'holidays' in state:
calendar, holidays = _get_calendar(weekmask=self.weekmask,
holidays=self.holidays,
calendar=None)
self.calendar = calendar
self.holidays = holidays
class SingleConstructorOffset(DateOffset):
@classmethod
def _from_name(cls, suffix=None):
# default _from_name calls cls with no args
if suffix:
raise ValueError("Bad freq suffix {suffix}".format(suffix=suffix))
return cls()
class _CustomMixin(object):
"""
Mixin for classes that define and validate calendar, holidays,
and weekdays attributes
"""
def __init__(self, weekmask, holidays, calendar):
calendar, holidays = _get_calendar(weekmask=weekmask,
holidays=holidays,
calendar=calendar)
# Custom offset instances are identified by the
# following two attributes. See DateOffset._params()
# holidays, weekmask
self.weekmask = weekmask
self.holidays = holidays
self.calendar = calendar
class BusinessMixin(object):
""" Mixin to business types to provide related functions """
@property
def offset(self):
"""Alias for self._offset"""
# Alias for backward compat
return self._offset
def _repr_attrs(self):
if self.offset:
attrs = ['offset={offset!r}'.format(offset=self.offset)]
else:
attrs = None
out = ''
if attrs:
out += ': ' + ', '.join(attrs)
return out
def __getstate__(self):
"""Return a pickleable state"""
state = self.__dict__.copy()
# we don't want to actually pickle the calendar object
# as its a np.busyday; we recreate on deserilization
if 'calendar' in state:
del state['calendar']
try:
state['kwds'].pop('calendar')
except KeyError:
pass
return state
class BusinessDay(BusinessMixin, SingleConstructorOffset):
"""
DateOffset subclass representing possibly n business days
"""
_prefix = 'B'
_adjust_dst = True
_attributes = frozenset(['n', 'normalize', 'offset'])
def __init__(self, n=1, normalize=False, offset=timedelta(0)):
self.n = self._validate_n(n)
self.normalize = normalize
self._offset = offset
def _offset_str(self):
def get_str(td):
off_str = ''
if td.days > 0:
off_str += str(td.days) + 'D'
if td.seconds > 0:
s = td.seconds
hrs = int(s / 3600)
if hrs != 0:
off_str += str(hrs) + 'H'
s -= hrs * 3600
mts = int(s / 60)
if mts != 0:
off_str += str(mts) + 'Min'
s -= mts * 60
if s != 0:
off_str += str(s) + 's'
if td.microseconds > 0:
off_str += str(td.microseconds) + 'us'
return off_str
if isinstance(self.offset, timedelta):
zero = timedelta(0, 0, 0)
if self.offset >= zero:
off_str = '+' + get_str(self.offset)
else:
off_str = '-' + get_str(-self.offset)
return off_str
else:
return '+' + repr(self.offset)
@apply_wraps
def apply(self, other):
if isinstance(other, datetime):
n = self.n
wday = other.weekday()
# avoid slowness below by operating on weeks first
weeks = n // 5
if n <= 0 and wday > 4:
# roll forward
n += 1
n -= 5 * weeks
# n is always >= 0 at this point
if n == 0 and wday > 4:
# roll back
days = 4 - wday
elif wday > 4:
# roll forward
days = (7 - wday) + (n - 1)
elif wday + n <= 4:
# shift by n days without leaving the current week
days = n
else:
# shift by n days plus 2 to get past the weekend
days = n + 2
result = other + timedelta(days=7 * weeks + days)
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine business day with '
'datetime or timedelta.')
@apply_index_wraps
def apply_index(self, i):
time = i.to_perioddelta('D')
# to_period rolls forward to next BDay; track and
# reduce n where it does when rolling forward
shifted = (i.to_perioddelta('B') - time).asi8 != 0
if self.n > 0:
roll = np.where(shifted, self.n - 1, self.n)
else:
roll = self.n
return (i.to_period('B') + roll).to_timestamp() + time
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return dt.weekday() < 5
class BusinessHourMixin(BusinessMixin):
def __init__(self, start='09:00', end='17:00', offset=timedelta(0)):
# must be validated here to equality check
self.start = liboffsets._validate_business_time(start)
self.end = liboffsets._validate_business_time(end)
self._offset = offset
@cache_readonly
def next_bday(self):
"""used for moving to next businessday"""
if self.n >= 0:
nb_offset = 1
else:
nb_offset = -1
if self._prefix.startswith('C'):
# CustomBusinessHour
return CustomBusinessDay(n=nb_offset,
weekmask=self.weekmask,
holidays=self.holidays,
calendar=self.calendar)
else:
return BusinessDay(n=nb_offset)
# TODO: Cache this once offsets are immutable
def _get_daytime_flag(self):
if self.start == self.end:
raise ValueError('start and end must not be the same')
elif self.start < self.end:
return True
else:
return False
def _next_opening_time(self, other):
"""
If n is positive, return tomorrow's business day opening time.
Otherwise yesterday's business day's opening time.
Opening time always locates on BusinessDay.
Otherwise, closing time may not if business hour extends over midnight.
"""
if not self.next_bday.onOffset(other):
other = other + self.next_bday
else:
if self.n >= 0 and self.start < other.time():
other = other + self.next_bday
elif self.n < 0 and other.time() < self.start:
other = other + self.next_bday
return datetime(other.year, other.month, other.day,
self.start.hour, self.start.minute)
def _prev_opening_time(self, other):
"""
If n is positive, return yesterday's business day opening time.
Otherwise yesterday business day's opening time.
"""
if not self.next_bday.onOffset(other):
other = other - self.next_bday
else:
if self.n >= 0 and other.time() < self.start:
other = other - self.next_bday
elif self.n < 0 and other.time() > self.start:
other = other - self.next_bday
return datetime(other.year, other.month, other.day,
self.start.hour, self.start.minute)
# TODO: cache this once offsets are immutable
def _get_business_hours_by_sec(self):
"""
Return business hours in a day by seconds.
"""
if self._get_daytime_flag():
# create dummy datetime to calculate businesshours in a day
dtstart = datetime(2014, 4, 1, self.start.hour, self.start.minute)
until = datetime(2014, 4, 1, self.end.hour, self.end.minute)
return (until - dtstart).total_seconds()
else:
self.daytime = False
dtstart = datetime(2014, 4, 1, self.start.hour, self.start.minute)
until = datetime(2014, 4, 2, self.end.hour, self.end.minute)
return (until - dtstart).total_seconds()
@apply_wraps
def rollback(self, dt):
"""Roll provided date backward to next offset only if not on offset"""
if not self.onOffset(dt):
businesshours = self._get_business_hours_by_sec()
if self.n >= 0:
dt = self._prev_opening_time(
dt) + timedelta(seconds=businesshours)
else:
dt = self._next_opening_time(
dt) + timedelta(seconds=businesshours)
return dt
@apply_wraps
def rollforward(self, dt):
"""Roll provided date forward to next offset only if not on offset"""
if not self.onOffset(dt):
if self.n >= 0:
return self._next_opening_time(dt)
else:
return self._prev_opening_time(dt)
return dt
@apply_wraps
def apply(self, other):
# calculate here because offset is not immutable
daytime = self._get_daytime_flag()
businesshours = self._get_business_hours_by_sec()
bhdelta = timedelta(seconds=businesshours)
if isinstance(other, datetime):
# used for detecting edge condition
nanosecond = getattr(other, 'nanosecond', 0)
# reset timezone and nanosecond
# other may be a Timestamp, thus not use replace
other = datetime(other.year, other.month, other.day,
other.hour, other.minute,
other.second, other.microsecond)
n = self.n
if n >= 0:
if (other.time() == self.end or
not self._onOffset(other, businesshours)):
other = self._next_opening_time(other)
else:
if other.time() == self.start:
# adjustment to move to previous business day
other = other - timedelta(seconds=1)
if not self._onOffset(other, businesshours):
other = self._next_opening_time(other)
other = other + bhdelta
bd, r = divmod(abs(n * 60), businesshours // 60)
if n < 0:
bd, r = -bd, -r
if bd != 0:
skip_bd = BusinessDay(n=bd)
# midnight business hour may not on BusinessDay
if not self.next_bday.onOffset(other):
remain = other - self._prev_opening_time(other)
other = self._next_opening_time(other + skip_bd) + remain
else:
other = other + skip_bd
hours, minutes = divmod(r, 60)
result = other + timedelta(hours=hours, minutes=minutes)
# because of previous adjustment, time will be larger than start
if ((daytime and (result.time() < self.start or
self.end < result.time())) or
not daytime and (self.end < result.time() < self.start)):
if n >= 0:
bday_edge = self._prev_opening_time(other)
bday_edge = bday_edge + bhdelta
# calculate remainder
bday_remain = result - bday_edge
result = self._next_opening_time(other)
result += bday_remain
else:
bday_edge = self._next_opening_time(other)
bday_remain = result - bday_edge
result = self._next_opening_time(result) + bhdelta
result += bday_remain
# edge handling
if n >= 0:
if result.time() == self.end:
result = self._next_opening_time(result)
else:
if result.time() == self.start and nanosecond == 0:
# adjustment to move to previous business day
result = self._next_opening_time(
result - timedelta(seconds=1)) + bhdelta
return result
else:
# TODO: Figure out the end of this sente
raise ApplyTypeError(
'Only know how to combine business hour with ')
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
if dt.tzinfo is not None:
dt = datetime(dt.year, dt.month, dt.day, dt.hour,
dt.minute, dt.second, dt.microsecond)
# Valid BH can be on the different BusinessDay during midnight
# Distinguish by the time spent from previous opening time
businesshours = self._get_business_hours_by_sec()
return self._onOffset(dt, businesshours)
def _onOffset(self, dt, businesshours):
"""
Slight speedups using calculated values
"""
# if self.normalize and not _is_normalized(dt):
# return False
# Valid BH can be on the different BusinessDay during midnight
# Distinguish by the time spent from previous opening time
if self.n >= 0:
op = self._prev_opening_time(dt)
else:
op = self._next_opening_time(dt)
span = (dt - op).total_seconds()
if span <= businesshours:
return True
else:
return False
def _repr_attrs(self):
out = super(BusinessHourMixin, self)._repr_attrs()
start = self.start.strftime('%H:%M')
end = self.end.strftime('%H:%M')
attrs = ['{prefix}={start}-{end}'.format(prefix=self._prefix,
start=start, end=end)]
out += ': ' + ', '.join(attrs)
return out
class BusinessHour(BusinessHourMixin, SingleConstructorOffset):
"""
DateOffset subclass representing possibly n business days
.. versionadded:: 0.16.1
"""
_prefix = 'BH'
_anchor = 0
_attributes = frozenset(['n', 'normalize', 'start', 'end', 'offset'])
def __init__(self, n=1, normalize=False, start='09:00',
end='17:00', offset=timedelta(0)):
self.n = self._validate_n(n)
self.normalize = normalize
super(BusinessHour, self).__init__(start=start, end=end, offset=offset)
class CustomBusinessDay(_CustomMixin, BusinessDay):
"""
DateOffset subclass representing possibly n custom business days,
excluding holidays
Parameters
----------
n : int, default 1
offset : timedelta, default timedelta(0)
normalize : bool, default False
Normalize start/end dates to midnight before generating date range
weekmask : str, Default 'Mon Tue Wed Thu Fri'
weekmask of valid business days, passed to ``numpy.busdaycalendar``
holidays : list
list/array of dates to exclude from the set of valid business days,
passed to ``numpy.busdaycalendar``
calendar : pd.HolidayCalendar or np.busdaycalendar
"""
_cacheable = False
_prefix = 'C'
_attributes = frozenset(['n', 'normalize',
'weekmask', 'holidays', 'calendar', 'offset'])
def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
holidays=None, calendar=None, offset=timedelta(0)):
self.n = self._validate_n(n)
self.normalize = normalize
self._offset = offset
_CustomMixin.__init__(self, weekmask, holidays, calendar)
@apply_wraps
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
def apply_index(self, i):
raise NotImplementedError
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
day64 = _to_dt64(dt, 'datetime64[D]')
return np.is_busday(day64, busdaycal=self.calendar)
class CustomBusinessHour(_CustomMixin, BusinessHourMixin,
SingleConstructorOffset):
"""
DateOffset subclass representing possibly n custom business days
.. versionadded:: 0.18.1
"""
_prefix = 'CBH'
_anchor = 0
_attributes = frozenset(['n', 'normalize',
'weekmask', 'holidays', 'calendar',
'start', 'end', 'offset'])
def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
holidays=None, calendar=None,
start='09:00', end='17:00', offset=timedelta(0)):
self.n = self._validate_n(n)
self.normalize = normalize
self._offset = offset
_CustomMixin.__init__(self, weekmask, holidays, calendar)
BusinessHourMixin.__init__(self, start=start, end=end, offset=offset)
# ---------------------------------------------------------------------
# Month-Based Offset Classes
class MonthOffset(SingleConstructorOffset):
_adjust_dst = True
_attributes = frozenset(['n', 'normalize'])
def __init__(self, n=1, normalize=False):
self.n = self._validate_n(n)
self.normalize = normalize
@property
def name(self):
if self.isAnchored:
return self.rule_code
else:
month = ccalendar.MONTH_ALIASES[self.n]
return "{code}-{month}".format(code=self.rule_code,
month=month)
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return dt.day == self._get_offset_day(dt)
@apply_wraps
def apply(self, other):
compare_day = self._get_offset_day(other)
n = liboffsets.roll_convention(other.day, self.n, compare_day)
return shift_month(other, n, self._day_opt)
@apply_index_wraps
def apply_index(self, i):
shifted = liboffsets.shift_months(i.asi8, self.n, self._day_opt)
return i._shallow_copy(shifted)
class MonthEnd(MonthOffset):
"""DateOffset of one month end"""
_prefix = 'M'
_day_opt = 'end'
class MonthBegin(MonthOffset):
"""DateOffset of one month at beginning"""
_prefix = 'MS'
_day_opt = 'start'
class BusinessMonthEnd(MonthOffset):
"""DateOffset increments between business EOM dates"""
_prefix = 'BM'
_day_opt = 'business_end'
class BusinessMonthBegin(MonthOffset):
"""DateOffset of one business month at beginning"""
_prefix = 'BMS'
_day_opt = 'business_start'
class _CustomBusinessMonth(_CustomMixin, BusinessMixin, MonthOffset):
"""
DateOffset subclass representing one custom business month, incrementing
between [BEGIN/END] of month dates
Parameters
----------
n : int, default 1
offset : timedelta, default timedelta(0)
normalize : bool, default False
Normalize start/end dates to midnight before generating date range
weekmask : str, Default 'Mon Tue Wed Thu Fri'
weekmask of valid business days, passed to ``numpy.busdaycalendar``
holidays : list
list/array of dates to exclude from the set of valid business days,
passed to ``numpy.busdaycalendar``
calendar : pd.HolidayCalendar or np.busdaycalendar
"""
_cacheable = False
_attributes = frozenset(['n', 'normalize',
'weekmask', 'holidays', 'calendar', 'offset'])
onOffset = DateOffset.onOffset # override MonthOffset method
apply_index = DateOffset.apply_index # override MonthOffset method
def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
holidays=None, calendar=None, offset=timedelta(0)):
self.n = self._validate_n(n)
self.normalize = normalize
self._offset = offset
_CustomMixin.__init__(self, weekmask, holidays, calendar)
@cache_readonly
def cbday_roll(self):
"""Define default roll function to be called in apply method"""
cbday = CustomBusinessDay(n=self.n, normalize=False, **self.kwds)
if self._prefix.endswith('S'):
# MonthBegin
roll_func = cbday.rollforward
else:
# MonthEnd
roll_func = cbday.rollback
return roll_func
@cache_readonly
def m_offset(self):
if self._prefix.endswith('S'):
# MonthBegin
moff = MonthBegin(n=1, normalize=False)
else:
# MonthEnd
moff = MonthEnd(n=1, normalize=False)
return moff
@cache_readonly
def month_roll(self):
"""Define default roll function to be called in apply method"""
if self._prefix.endswith('S'):
# MonthBegin
roll_func = self.m_offset.rollback
else:
# MonthEnd
roll_func = self.m_offset.rollforward
return roll_func
@apply_wraps
def apply(self, other):
# First move to month offset
cur_month_offset_date = self.month_roll(other)
# Find this custom month offset
compare_date = self.cbday_roll(cur_month_offset_date)
n = liboffsets.roll_convention(other.day, self.n, compare_date.day)
new = cur_month_offset_date + n * self.m_offset
result = self.cbday_roll(new)
return result
class CustomBusinessMonthEnd(_CustomBusinessMonth):
# TODO(py27): Replace condition with Subsitution after dropping Py27
if _CustomBusinessMonth.__doc__:
__doc__ = _CustomBusinessMonth.__doc__.replace('[BEGIN/END]', 'end')
_prefix = 'CBM'
class CustomBusinessMonthBegin(_CustomBusinessMonth):
# TODO(py27): Replace condition with Subsitution after dropping Py27
if _CustomBusinessMonth.__doc__:
__doc__ = _CustomBusinessMonth.__doc__.replace('[BEGIN/END]',
'beginning')
_prefix = 'CBMS'
# ---------------------------------------------------------------------
# Semi-Month Based Offset Classes
class SemiMonthOffset(DateOffset):
_adjust_dst = True
_default_day_of_month = 15
_min_day_of_month = 2
_attributes = frozenset(['n', 'normalize', 'day_of_month'])
def __init__(self, n=1, normalize=False, day_of_month=None):
if day_of_month is None:
self.day_of_month = self._default_day_of_month
else:
self.day_of_month = int(day_of_month)
if not self._min_day_of_month <= self.day_of_month <= 27:
msg = 'day_of_month must be {min}<=day_of_month<=27, got {day}'
raise ValueError(msg.format(min=self._min_day_of_month,
day=self.day_of_month))
self.n = self._validate_n(n)
self.normalize = normalize
@classmethod
def _from_name(cls, suffix=None):
return cls(day_of_month=suffix)
@property
def rule_code(self):
suffix = '-{day_of_month}'.format(day_of_month=self.day_of_month)
return self._prefix + suffix
@apply_wraps
def apply(self, other):
# shift `other` to self.day_of_month, incrementing `n` if necessary
n = liboffsets.roll_convention(other.day, self.n, self.day_of_month)
days_in_month = tslib.monthrange(other.year, other.month)[1]
# For SemiMonthBegin on other.day == 1 and
# SemiMonthEnd on other.day == days_in_month,
# shifting `other` to `self.day_of_month` _always_ requires
# incrementing/decrementing `n`, regardless of whether it is
# initially positive.
if type(self) is SemiMonthBegin and (self.n <= 0 and other.day == 1):
n -= 1
elif type(self) is SemiMonthEnd and (self.n > 0 and
other.day == days_in_month):
n += 1
return self._apply(n, other)
def _apply(self, n, other):
"""Handle specific apply logic for child classes"""
raise com.AbstractMethodError(self)
@apply_index_wraps
def apply_index(self, i):
# determine how many days away from the 1st of the month we are
days_from_start = i.to_perioddelta('M').asi8
delta = Timedelta(days=self.day_of_month - 1).value
# get boolean array for each element before the day_of_month
before_day_of_month = days_from_start < delta
# get boolean array for each element after the day_of_month
after_day_of_month = days_from_start > delta
# determine the correct n for each date in i
roll = self._get_roll(i, before_day_of_month, after_day_of_month)
# isolate the time since it will be striped away one the next line
time = i.to_perioddelta('D')
# apply the correct number of months
i = (i.to_period('M') + (roll // 2)).to_timestamp()
# apply the correct day
i = self._apply_index_days(i, roll)
return i + time
def _get_roll(self, i, before_day_of_month, after_day_of_month):
"""Return an array with the correct n for each date in i.
The roll array is based on the fact that i gets rolled back to
the first day of the month.
"""
raise com.AbstractMethodError(self)
def _apply_index_days(self, i, roll):
"""Apply the correct day for each date in i"""
raise com.AbstractMethodError(self)
class SemiMonthEnd(SemiMonthOffset):
"""
Two DateOffset's per month repeating on the last
day of the month and day_of_month.
.. versionadded:: 0.19.0
Parameters
----------
n: int
normalize : bool, default False
day_of_month: int, {1, 3,...,27}, default 15
"""
_prefix = 'SM'
_min_day_of_month = 1
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
_, days_in_month = tslib.monthrange(dt.year, dt.month)
return dt.day in (self.day_of_month, days_in_month)
def _apply(self, n, other):
months = n // 2
day = 31 if n % 2 else self.day_of_month
return shift_month(other, months, day)
def _get_roll(self, i, before_day_of_month, after_day_of_month):
n = self.n
is_month_end = i.is_month_end
if n > 0:
roll_end = np.where(is_month_end, 1, 0)
roll_before = np.where(before_day_of_month, n, n + 1)
roll = roll_end + roll_before
elif n == 0:
roll_after = np.where(after_day_of_month, 2, 0)
roll_before = np.where(~after_day_of_month, 1, 0)
roll = roll_before + roll_after
else:
roll = np.where(after_day_of_month, n + 2, n + 1)
return roll
def _apply_index_days(self, i, roll):
"""Add days portion of offset to DatetimeIndex i
Parameters
----------
i : DatetimeIndex
roll : ndarray[int64_t]
Returns
-------
result : DatetimeIndex
"""
nanos = (roll % 2) * Timedelta(days=self.day_of_month).value
i += nanos.astype('timedelta64[ns]')
return i + Timedelta(days=-1)
class SemiMonthBegin(SemiMonthOffset):
"""
Two DateOffset's per month repeating on the first
day of the month and day_of_month.
.. versionadded:: 0.19.0
Parameters
----------
n: int
normalize : bool, default False
day_of_month: int, {2, 3,...,27}, default 15
"""
_prefix = 'SMS'
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return dt.day in (1, self.day_of_month)
def _apply(self, n, other):
months = n // 2 + n % 2
day = 1 if n % 2 else self.day_of_month
return shift_month(other, months, day)
def _get_roll(self, i, before_day_of_month, after_day_of_month):
n = self.n
is_month_start = i.is_month_start
if n > 0:
roll = np.where(before_day_of_month, n, n + 1)
elif n == 0:
roll_start = np.where(is_month_start, 0, 1)
roll_after = np.where(after_day_of_month, 1, 0)
roll = roll_start + roll_after
else:
roll_after = np.where(after_day_of_month, n + 2, n + 1)
roll_start = np.where(is_month_start, -1, 0)
roll = roll_after + roll_start
return roll
def _apply_index_days(self, i, roll):
"""Add days portion of offset to DatetimeIndex i
Parameters
----------
i : DatetimeIndex
roll : ndarray[int64_t]
Returns
-------
result : DatetimeIndex
"""
nanos = (roll % 2) * Timedelta(days=self.day_of_month - 1).value
return i + nanos.astype('timedelta64[ns]')
# ---------------------------------------------------------------------
# Week-Based Offset Classes
class Week(DateOffset):
"""
Weekly offset
Parameters
----------
weekday : int, default None
Always generate specific day of week. 0 for Monday
"""
_adjust_dst = True
_inc = timedelta(weeks=1)
_prefix = 'W'
_attributes = frozenset(['n', 'normalize', 'weekday'])
def __init__(self, n=1, normalize=False, weekday=None):
self.n = self._validate_n(n)
self.normalize = normalize
self.weekday = weekday
if self.weekday is not None:
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got {day}'
.format(day=self.weekday))
def isAnchored(self):
return (self.n == 1 and self.weekday is not None)
@apply_wraps
def apply(self, other):
if self.weekday is None:
return other + self.n * self._inc
k = self.n
otherDay = other.weekday()
if otherDay != self.weekday:
other = other + timedelta((self.weekday - otherDay) % 7)
if k > 0:
k -= 1
return other + timedelta(weeks=k)
@apply_index_wraps
def apply_index(self, i):
if self.weekday is None:
return ((i.to_period('W') + self.n).to_timestamp() +
i.to_perioddelta('W'))
else:
return self._end_apply_index(i)
def _end_apply_index(self, dtindex):
"""Add self to the given DatetimeIndex, specialized for case where
self.weekday is non-null.
Parameters
----------
dtindex : DatetimeIndex
Returns
-------
result : DatetimeIndex
"""
off = dtindex.to_perioddelta('D')
base, mult = libfrequencies.get_freq_code(self.freqstr)
base_period = dtindex.to_period(base)
if self.n > 0:
# when adding, dates on end roll to next
normed = dtindex - off
roll = np.where(base_period.to_timestamp(how='end') == normed,
self.n, self.n - 1)
else:
roll = self.n
base = (base_period + roll).to_timestamp(how='end')
return base + off
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
elif self.weekday is None:
return True
return dt.weekday() == self.weekday
@property
def rule_code(self):
suffix = ''
if self.weekday is not None:
weekday = ccalendar.int_to_weekday[self.weekday]
suffix = '-{weekday}'.format(weekday=weekday)
return self._prefix + suffix
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
weekday = None
else:
weekday = ccalendar.weekday_to_int[suffix]
return cls(weekday=weekday)
class _WeekOfMonthMixin(object):
"""Mixin for methods common to WeekOfMonth and LastWeekOfMonth"""
@apply_wraps
def apply(self, other):
compare_day = self._get_offset_day(other)
months = self.n
if months > 0 and compare_day > other.day:
months -= 1
elif months <= 0 and compare_day < other.day:
months += 1
shifted = shift_month(other, months, 'start')
to_day = self._get_offset_day(shifted)
return shift_day(shifted, to_day - shifted.day)
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return dt.day == self._get_offset_day(dt)
class WeekOfMonth(_WeekOfMonthMixin, DateOffset):
"""
Describes monthly dates like "the Tuesday of the 2nd week of each month"
Parameters
----------
n : int
week : {0, 1, 2, 3, ...}, default 0
0 is 1st week of month, 1 2nd week, etc.
weekday : {0, 1, ..., 6}, default 0
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
"""
_prefix = 'WOM'
_adjust_dst = True
_attributes = frozenset(['n', 'normalize', 'week', 'weekday'])
def __init__(self, n=1, normalize=False, week=0, weekday=0):
self.n = self._validate_n(n)
self.normalize = normalize
self.weekday = weekday
self.week = week
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got {day}'
.format(day=self.weekday))
if self.week < 0 or self.week > 3:
raise ValueError('Week must be 0<=week<=3, got {week}'
.format(week=self.week))
def _get_offset_day(self, other):
"""
Find the day in the same month as other that has the same
weekday as self.weekday and is the self.week'th such day in the month.
Parameters
----------
other: datetime
Returns
-------
day: int
"""
mstart = datetime(other.year, other.month, 1)
wday = mstart.weekday()
shift_days = (self.weekday - wday) % 7
return 1 + shift_days + self.week * 7
@property
def rule_code(self):
weekday = ccalendar.int_to_weekday.get(self.weekday, '')
return '{prefix}-{week}{weekday}'.format(prefix=self._prefix,
week=self.week + 1,
weekday=weekday)
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError("Prefix {prefix!r} requires a suffix."
.format(prefix=cls._prefix))
# TODO: handle n here...
# only one digit weeks (1 --> week 0, 2 --> week 1, etc.)
week = int(suffix[0]) - 1
weekday = ccalendar.weekday_to_int[suffix[1:]]
return cls(week=week, weekday=weekday)
class LastWeekOfMonth(_WeekOfMonthMixin, DateOffset):
"""
Describes monthly dates in last week of month like "the last Tuesday of
each month"
Parameters
----------
n : int, default 1
weekday : {0, 1, ..., 6}, default 0
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
"""
_prefix = 'LWOM'
_adjust_dst = True
_attributes = frozenset(['n', 'normalize', 'weekday'])
def __init__(self, n=1, normalize=False, weekday=0):
self.n = self._validate_n(n)
self.normalize = normalize
self.weekday = weekday
if self.n == 0:
raise ValueError('N cannot be 0')
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got {day}'
.format(day=self.weekday))
def _get_offset_day(self, other):
"""
Find the day in the same month as other that has the same
weekday as self.weekday and is the last such day in the month.
Parameters
----------
other: datetime
Returns
-------
day: int
"""
dim = ccalendar.get_days_in_month(other.year, other.month)
mend = datetime(other.year, other.month, dim)
wday = mend.weekday()
shift_days = (wday - self.weekday) % 7
return dim - shift_days
@property
def rule_code(self):
weekday = ccalendar.int_to_weekday.get(self.weekday, '')
return '{prefix}-{weekday}'.format(prefix=self._prefix,
weekday=weekday)
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError("Prefix {prefix!r} requires a suffix."
.format(prefix=cls._prefix))
# TODO: handle n here...
weekday = ccalendar.weekday_to_int[suffix]
return cls(weekday=weekday)
# ---------------------------------------------------------------------
# Quarter-Based Offset Classes
class QuarterOffset(DateOffset):
"""Quarter representation - doesn't call super"""
_default_startingMonth = None
_from_name_startingMonth = None
_adjust_dst = True
_attributes = frozenset(['n', 'normalize', 'startingMonth'])
# TODO: Consider combining QuarterOffset and YearOffset __init__ at some
# point. Also apply_index, onOffset, rule_code if
# startingMonth vs month attr names are resolved
def __init__(self, n=1, normalize=False, startingMonth=None):
self.n = self._validate_n(n)
self.normalize = normalize
if startingMonth is None:
startingMonth = self._default_startingMonth
self.startingMonth = startingMonth
def isAnchored(self):
return (self.n == 1 and self.startingMonth is not None)
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs['startingMonth'] = ccalendar.MONTH_TO_CAL_NUM[suffix]
else:
if cls._from_name_startingMonth is not None:
kwargs['startingMonth'] = cls._from_name_startingMonth
return cls(**kwargs)
@property
def rule_code(self):
month = ccalendar.MONTH_ALIASES[self.startingMonth]
return '{prefix}-{month}'.format(prefix=self._prefix, month=month)
@apply_wraps
def apply(self, other):
# months_since: find the calendar quarter containing other.month,
# e.g. if other.month == 8, the calendar quarter is [Jul, Aug, Sep].
# Then find the month in that quarter containing an onOffset date for
# self. `months_since` is the number of months to shift other.month
# to get to this on-offset month.
months_since = other.month % 3 - self.startingMonth % 3
qtrs = liboffsets.roll_qtrday(other, self.n, self.startingMonth,
day_opt=self._day_opt, modby=3)
months = qtrs * 3 - months_since
return shift_month(other, months, self._day_opt)
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
mod_month = (dt.month - self.startingMonth) % 3
return mod_month == 0 and dt.day == self._get_offset_day(dt)
@apply_index_wraps
def apply_index(self, dtindex):
shifted = liboffsets.shift_quarters(dtindex.asi8, self.n,
self.startingMonth, self._day_opt)
return dtindex._shallow_copy(shifted)
class BQuarterEnd(QuarterOffset):
"""DateOffset increments between business Quarter dates
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
"""
_outputName = 'BusinessQuarterEnd'
_default_startingMonth = 3
_from_name_startingMonth = 12
_prefix = 'BQ'
_day_opt = 'business_end'
# TODO: This is basically the same as BQuarterEnd
class BQuarterBegin(QuarterOffset):
_outputName = "BusinessQuarterBegin"
# I suspect this is wrong for *all* of them.
_default_startingMonth = 3
_from_name_startingMonth = 1
_prefix = 'BQS'
_day_opt = 'business_start'
class QuarterEnd(QuarterOffset):
"""DateOffset increments between business Quarter dates
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/31/2007, 6/30/2007, ...
"""
_outputName = 'QuarterEnd'
_default_startingMonth = 3
_prefix = 'Q'
_day_opt = 'end'
class QuarterBegin(QuarterOffset):
_outputName = 'QuarterBegin'
_default_startingMonth = 3
_from_name_startingMonth = 1
_prefix = 'QS'
_day_opt = 'start'
# ---------------------------------------------------------------------
# Year-Based Offset Classes
class YearOffset(DateOffset):
"""DateOffset that just needs a month"""
_adjust_dst = True
_attributes = frozenset(['n', 'normalize', 'month'])
def _get_offset_day(self, other):
# override BaseOffset method to use self.month instead of other.month
# TODO: there may be a more performant way to do this
return liboffsets.get_day_of_month(other.replace(month=self.month),
self._day_opt)
@apply_wraps
def apply(self, other):
years = roll_yearday(other, self.n, self.month, self._day_opt)
months = years * 12 + (self.month - other.month)
return shift_month(other, months, self._day_opt)
@apply_index_wraps
def apply_index(self, dtindex):
shifted = liboffsets.shift_quarters(dtindex.asi8, self.n,
self.month, self._day_opt,
modby=12)
return dtindex._shallow_copy(shifted)
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return dt.month == self.month and dt.day == self._get_offset_day(dt)
def __init__(self, n=1, normalize=False, month=None):
self.n = self._validate_n(n)
self.normalize = normalize
month = month if month is not None else self._default_month
self.month = month
if self.month < 1 or self.month > 12:
raise ValueError('Month must go from 1 to 12')
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs['month'] = ccalendar.MONTH_TO_CAL_NUM[suffix]
return cls(**kwargs)
@property
def rule_code(self):
month = ccalendar.MONTH_ALIASES[self.month]
return '{prefix}-{month}'.format(prefix=self._prefix, month=month)
class BYearEnd(YearOffset):
"""DateOffset increments between business EOM dates"""
_outputName = 'BusinessYearEnd'
_default_month = 12
_prefix = 'BA'
_day_opt = 'business_end'
class BYearBegin(YearOffset):
"""DateOffset increments between business year begin dates"""
_outputName = 'BusinessYearBegin'
_default_month = 1
_prefix = 'BAS'
_day_opt = 'business_start'
class YearEnd(YearOffset):
"""DateOffset increments between calendar year ends"""
_default_month = 12
_prefix = 'A'
_day_opt = 'end'
class YearBegin(YearOffset):
"""DateOffset increments between calendar year begin dates"""
_default_month = 1
_prefix = 'AS'
_day_opt = 'start'
# ---------------------------------------------------------------------
# Special Offset Classes
class FY5253(DateOffset):
"""
Describes 52-53 week fiscal year. This is also known as a 4-4-5 calendar.
It is used by companies that desire that their
fiscal year always end on the same day of the week.
It is a method of managing accounting periods.
It is a common calendar structure for some industries,
such as retail, manufacturing and parking industry.
For more information see:
http://en.wikipedia.org/wiki/4-4-5_calendar
The year may either:
- end on the last X day of the Y month.
- end on the last X day closest to the last day of the Y month.
X is a specific day of the week.
Y is a certain month of the year
Parameters
----------
n : int
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
startingMonth : The month in which fiscal years end. {1, 2, ... 12}
variation : str
{"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
"""
_prefix = 'RE'
_adjust_dst = True
_attributes = frozenset(['weekday', 'startingMonth', 'variation'])
def __init__(self, n=1, normalize=False, weekday=0, startingMonth=1,
variation="nearest"):
self.n = self._validate_n(n)
self.normalize = normalize
self.startingMonth = startingMonth
self.weekday = weekday
self.variation = variation
if self.n == 0:
raise ValueError('N cannot be 0')
if self.variation not in ["nearest", "last"]:
raise ValueError('{variation} is not a valid variation'
.format(variation=self.variation))
def isAnchored(self):
return (self.n == 1 and
self.startingMonth is not None and
self.weekday is not None)
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
dt = datetime(dt.year, dt.month, dt.day)
year_end = self.get_year_end(dt)
if self.variation == "nearest":
# We have to check the year end of "this" cal year AND the previous
return (year_end == dt or
self.get_year_end(shift_month(dt, -1, None)) == dt)
else:
return year_end == dt
@apply_wraps
def apply(self, other):
norm = Timestamp(other).normalize()
n = self.n
prev_year = self.get_year_end(
datetime(other.year - 1, self.startingMonth, 1))
cur_year = self.get_year_end(
datetime(other.year, self.startingMonth, 1))
next_year = self.get_year_end(
datetime(other.year + 1, self.startingMonth, 1))
prev_year = tslib._localize_pydatetime(prev_year, other.tzinfo)
cur_year = tslib._localize_pydatetime(cur_year, other.tzinfo)
next_year = tslib._localize_pydatetime(next_year, other.tzinfo)
# Note: next_year.year == other.year + 1, so we will always
# have other < next_year
if norm == prev_year:
n -= 1
elif norm == cur_year:
pass
elif n > 0:
if norm < prev_year:
n -= 2
elif prev_year < norm < cur_year:
n -= 1
elif cur_year < norm < next_year:
pass
else:
if cur_year < norm < next_year:
n += 1
elif prev_year < norm < cur_year:
pass
elif (norm.year == prev_year.year and norm < prev_year and
prev_year - norm <= timedelta(6)):
# GH#14774, error when next_year.year == cur_year.year
# e.g. prev_year == datetime(2004, 1, 3),
# other == datetime(2004, 1, 1)
n -= 1
else:
assert False
shifted = datetime(other.year + n, self.startingMonth, 1)
result = self.get_year_end(shifted)
result = datetime(result.year, result.month, result.day,
other.hour, other.minute, other.second,
other.microsecond)
return result
def get_year_end(self, dt):
assert dt.tzinfo is None
dim = ccalendar.get_days_in_month(dt.year, self.startingMonth)
target_date = datetime(dt.year, self.startingMonth, dim)
wkday_diff = self.weekday - target_date.weekday()
if wkday_diff == 0:
# year_end is the same for "last" and "nearest" cases
return target_date
if self.variation == "last":
days_forward = (wkday_diff % 7) - 7
# days_forward is always negative, so we always end up
# in the same year as dt
return target_date + timedelta(days=days_forward)
else:
# variation == "nearest":
days_forward = wkday_diff % 7
if days_forward <= 3:
# The upcoming self.weekday is closer than the previous one
return target_date + timedelta(days_forward)
else:
# The previous self.weekday is closer than the upcoming one
return target_date + timedelta(days_forward - 7)
@property
def rule_code(self):
prefix = self._prefix
suffix = self.get_rule_code_suffix()
return "{prefix}-{suffix}".format(prefix=prefix, suffix=suffix)
def _get_suffix_prefix(self):
if self.variation == "nearest":
return 'N'
else:
return 'L'
def get_rule_code_suffix(self):
prefix = self._get_suffix_prefix()
month = ccalendar.MONTH_ALIASES[self.startingMonth]
weekday = ccalendar.int_to_weekday[self.weekday]
return '{prefix}-{month}-{weekday}'.format(prefix=prefix, month=month,
weekday=weekday)
@classmethod
def _parse_suffix(cls, varion_code, startingMonth_code, weekday_code):
if varion_code == "N":
variation = "nearest"
elif varion_code == "L":
variation = "last"
else:
raise ValueError("Unable to parse varion_code: "
"{code}".format(code=varion_code))
startingMonth = ccalendar.MONTH_TO_CAL_NUM[startingMonth_code]
weekday = ccalendar.weekday_to_int[weekday_code]
return {"weekday": weekday,
"startingMonth": startingMonth,
"variation": variation}
@classmethod
def _from_name(cls, *args):
return cls(**cls._parse_suffix(*args))
class FY5253Quarter(DateOffset):
"""
DateOffset increments between business quarter dates
for 52-53 week fiscal year (also known as a 4-4-5 calendar).
It is used by companies that desire that their
fiscal year always end on the same day of the week.
It is a method of managing accounting periods.
It is a common calendar structure for some industries,
such as retail, manufacturing and parking industry.
For more information see:
http://en.wikipedia.org/wiki/4-4-5_calendar
The year may either:
- end on the last X day of the Y month.
- end on the last X day closest to the last day of the Y month.
X is a specific day of the week.
Y is a certain month of the year
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
Parameters
----------
n : int
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
startingMonth : The month in which fiscal years end. {1, 2, ... 12}
qtr_with_extra_week : The quarter number that has the leap
or 14 week when needed. {1,2,3,4}
variation : str
{"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
"""
_prefix = 'REQ'
_adjust_dst = True
_attributes = frozenset(['weekday', 'startingMonth', 'qtr_with_extra_week',
'variation'])
def __init__(self, n=1, normalize=False, weekday=0, startingMonth=1,
qtr_with_extra_week=1, variation="nearest"):
self.n = self._validate_n(n)
self.normalize = normalize
self.weekday = weekday
self.startingMonth = startingMonth
self.qtr_with_extra_week = qtr_with_extra_week
self.variation = variation
if self.n == 0:
raise ValueError('N cannot be 0')
@cache_readonly
def _offset(self):
return FY5253(startingMonth=self.startingMonth,
weekday=self.weekday,
variation=self.variation)
def isAnchored(self):
return self.n == 1 and self._offset.isAnchored()
def _rollback_to_year(self, other):
"""roll `other` back to the most recent date that was on a fiscal year
end. Return the date of that year-end, the number of full quarters
elapsed between that year-end and other, and the remaining Timedelta
since the most recent quarter-end.
Parameters
----------
other : datetime or Timestamp
Returns
-------
tuple of
prev_year_end : Timestamp giving most recent fiscal year end
num_qtrs : int
tdelta : Timedelta
"""
num_qtrs = 0
norm = Timestamp(other).tz_localize(None)
start = self._offset.rollback(norm)
# Note: start <= norm and self._offset.onOffset(start)
if start < norm:
# roll adjustment
qtr_lens = self.get_weeks(norm)
# check thet qtr_lens is consistent with self._offset addition
end = shift_day(start, days=7 * sum(qtr_lens))
assert self._offset.onOffset(end), (start, end, qtr_lens)
tdelta = norm - start
for qlen in qtr_lens:
if qlen * 7 <= tdelta.days:
num_qtrs += 1
tdelta -= Timedelta(days=qlen * 7)
else:
break
else:
tdelta = Timedelta(0)
# Note: we always have tdelta.value >= 0
return start, num_qtrs, tdelta
@apply_wraps
def apply(self, other):
# Note: self.n == 0 is not allowed.
n = self.n
prev_year_end, num_qtrs, tdelta = self._rollback_to_year(other)
res = prev_year_end
n += num_qtrs
if self.n <= 0 and tdelta.value > 0:
n += 1
# Possible speedup by handling years first.
years = n // 4
if years:
res += self._offset * years
n -= years * 4
# Add an extra day to make *sure* we are getting the quarter lengths
# for the upcoming year, not the previous year
qtr_lens = self.get_weeks(res + Timedelta(days=1))
# Note: we always have 0 <= n < 4
weeks = sum(qtr_lens[:n])
if weeks:
res = shift_day(res, days=weeks * 7)
return res
def get_weeks(self, dt):
ret = [13] * 4
year_has_extra_week = self.year_has_extra_week(dt)
if year_has_extra_week:
ret[self.qtr_with_extra_week - 1] = 14
return ret
def year_has_extra_week(self, dt):
# Avoid round-down errors --> normalize to get
# e.g. '370D' instead of '360D23H'
norm = Timestamp(dt).normalize().tz_localize(None)
next_year_end = self._offset.rollforward(norm)
prev_year_end = norm - self._offset
weeks_in_year = (next_year_end - prev_year_end).days / 7
assert weeks_in_year in [52, 53], weeks_in_year
return weeks_in_year == 53
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
if self._offset.onOffset(dt):
return True
next_year_end = dt - self._offset
qtr_lens = self.get_weeks(dt)
current = next_year_end
for qtr_len in qtr_lens:
current = shift_day(current, days=qtr_len * 7)
if dt == current:
return True
return False
@property
def rule_code(self):
suffix = self._offset.get_rule_code_suffix()
qtr = self.qtr_with_extra_week
return "{prefix}-{suffix}-{qtr}".format(prefix=self._prefix,
suffix=suffix, qtr=qtr)
@classmethod
def _from_name(cls, *args):
return cls(**dict(FY5253._parse_suffix(*args[:-1]),
qtr_with_extra_week=int(args[-1])))
class Easter(DateOffset):
"""
DateOffset for the Easter holiday using
logic defined in dateutil. Right now uses
the revised method which is valid in years
1583-4099.
"""
_adjust_dst = True
_attributes = frozenset(['n', 'normalize'])
def __init__(self, n=1, normalize=False):
self.n = self._validate_n(n)
self.normalize = normalize
@apply_wraps
def apply(self, other):
current_easter = easter(other.year)
current_easter = datetime(current_easter.year,
current_easter.month, current_easter.day)
current_easter = tslib._localize_pydatetime(current_easter,
other.tzinfo)
n = self.n
if n >= 0 and other < current_easter:
n -= 1
elif n < 0 and other > current_easter:
n += 1
# TODO: Why does this handle the 0 case the opposite of others?
# NOTE: easter returns a datetime.date so we have to convert to type of
# other
new = easter(other.year + n)
new = datetime(new.year, new.month, new.day, other.hour,
other.minute, other.second, other.microsecond)
return new
def onOffset(self, dt):
if self.normalize and not _is_normalized(dt):
return False
return date(dt.year, dt.month, dt.day) == easter(dt.year)
# ---------------------------------------------------------------------
# Ticks
def _tick_comp(op):
def f(self, other):
return op(self.delta, other.delta)
return f
class Tick(SingleConstructorOffset):
_inc = Timedelta(microseconds=1000)
_prefix = 'undefined'
_attributes = frozenset(['n', 'normalize'])
def __init__(self, n=1, normalize=False):
# TODO: do Tick classes with normalize=True make sense?
self.n = self._validate_n(n)
self.normalize = normalize
__gt__ = _tick_comp(operator.gt)
__ge__ = _tick_comp(operator.ge)
__lt__ = _tick_comp(operator.lt)
__le__ = _tick_comp(operator.le)
__eq__ = _tick_comp(operator.eq)
__ne__ = _tick_comp(operator.ne)
def __add__(self, other):
if isinstance(other, Tick):
if type(self) == type(other):
return type(self)(self.n + other.n)
else:
return _delta_to_tick(self.delta + other.delta)
elif isinstance(other, ABCPeriod):
return other + self
try:
return self.apply(other)
except ApplyTypeError:
return NotImplemented
except OverflowError:
raise OverflowError("the add operation between {self} and {other} "
"will overflow".format(self=self, other=other))
def __eq__(self, other):
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if isinstance(other, Tick):
return self.delta == other.delta
else:
# TODO: Are there cases where this should raise TypeError?
return False
# This is identical to DateOffset.__hash__, but has to be redefined here
# for Python 3, because we've redefined __eq__.
def __hash__(self):
return hash(self._params())
def __ne__(self, other):
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if isinstance(other, Tick):
return self.delta != other.delta
else:
# TODO: Are there cases where this should raise TypeError?
return True
@property
def delta(self):
return self.n * self._inc
@property
def nanos(self):
return delta_to_nanoseconds(self.delta)
# TODO: Should Tick have its own apply_index?
def apply(self, other):
# Timestamp can handle tz and nano sec, thus no need to use apply_wraps
if isinstance(other, Timestamp):
# GH 15126
# in order to avoid a recursive
# call of __add__ and __radd__ if there is
# an exception, when we call using the + operator,
# we directly call the known method
result = other.__add__(self)
if result == NotImplemented:
raise OverflowError
return result
elif isinstance(other, (datetime, np.datetime64, date)):
return as_timestamp(other) + self
if isinstance(other, timedelta):
return other + self.delta
elif isinstance(other, type(self)):
return type(self)(self.n + other.n)
raise ApplyTypeError('Unhandled type: {type_str}'
.format(type_str=type(other).__name__))
def isAnchored(self):
return False
def _delta_to_tick(delta):
if delta.microseconds == 0:
if delta.seconds == 0:
return Day(delta.days)
else:
seconds = delta.days * 86400 + delta.seconds
if seconds % 3600 == 0:
return Hour(seconds / 3600)
elif seconds % 60 == 0:
return Minute(seconds / 60)
else:
return Second(seconds)
else:
nanos = delta_to_nanoseconds(delta)
if nanos % 1000000 == 0:
return Milli(nanos // 1000000)
elif nanos % 1000 == 0:
return Micro(nanos // 1000)
else: # pragma: no cover
return Nano(nanos)
class Day(Tick):
_inc = Timedelta(days=1)
_prefix = 'D'
class Hour(Tick):
_inc = Timedelta(hours=1)
_prefix = 'H'
class Minute(Tick):
_inc = Timedelta(minutes=1)
_prefix = 'T'
class Second(Tick):
_inc = Timedelta(seconds=1)
_prefix = 'S'
class Milli(Tick):
_inc = Timedelta(milliseconds=1)
_prefix = 'L'
class Micro(Tick):
_inc = Timedelta(microseconds=1)
_prefix = 'U'
class Nano(Tick):
_inc = Timedelta(nanoseconds=1)
_prefix = 'N'
BDay = BusinessDay
BMonthEnd = BusinessMonthEnd
BMonthBegin = BusinessMonthBegin
CBMonthEnd = CustomBusinessMonthEnd
CBMonthBegin = CustomBusinessMonthBegin
CDay = CustomBusinessDay
# ---------------------------------------------------------------------
def generate_range(start=None, end=None, periods=None,
offset=BDay(), time_rule=None):
"""
Generates a sequence of dates corresponding to the specified time
offset. Similar to dateutil.rrule except uses pandas DateOffset
objects to represent time increments
Parameters
----------
start : datetime (default None)
end : datetime (default None)
periods : int, optional
time_rule : (legacy) name of DateOffset object to be used, optional
Corresponds with names expected by tseries.frequencies.get_offset
Notes
-----
* This method is faster for generating weekdays than dateutil.rrule
* At least two of (start, end, periods) must be specified.
* If both start and end are specified, the returned dates will
satisfy start <= date <= end.
* If both time_rule and offset are specified, time_rule supersedes offset.
Returns
-------
dates : generator object
"""
if time_rule is not None:
from pandas.tseries.frequencies import get_offset
offset = get_offset(time_rule)
start = to_datetime(start)
end = to_datetime(end)
if start and not offset.onOffset(start):
start = offset.rollforward(start)
elif end and not offset.onOffset(end):
end = offset.rollback(end)
if periods is None and end < start:
end = None
periods = 0
if end is None:
end = start + (periods - 1) * offset
if start is None:
start = end - (periods - 1) * offset
cur = start
if offset.n >= 0:
while cur <= end:
yield cur
# faster than cur + offset
next_date = offset.apply(cur)
if next_date <= cur:
raise ValueError('Offset {offset} did not increment date'
.format(offset=offset))
cur = next_date
else:
while cur >= end:
yield cur
# faster than cur + offset
next_date = offset.apply(cur)
if next_date >= cur:
raise ValueError('Offset {offset} did not decrement date'
.format(offset=offset))
cur = next_date
prefix_mapping = dict((offset._prefix, offset) for offset in [
YearBegin, # 'AS'
YearEnd, # 'A'
BYearBegin, # 'BAS'
BYearEnd, # 'BA'
BusinessDay, # 'B'
BusinessMonthBegin, # 'BMS'
BusinessMonthEnd, # 'BM'
BQuarterEnd, # 'BQ'
BQuarterBegin, # 'BQS'
BusinessHour, # 'BH'
CustomBusinessDay, # 'C'
CustomBusinessMonthEnd, # 'CBM'
CustomBusinessMonthBegin, # 'CBMS'
CustomBusinessHour, # 'CBH'
MonthEnd, # 'M'
MonthBegin, # 'MS'
Nano, # 'N'
SemiMonthEnd, # 'SM'
SemiMonthBegin, # 'SMS'
Week, # 'W'
Second, # 'S'
Minute, # 'T'
Micro, # 'U'
QuarterEnd, # 'Q'
QuarterBegin, # 'QS'
Milli, # 'L'
Hour, # 'H'
Day, # 'D'
WeekOfMonth, # 'WOM'
FY5253,
FY5253Quarter,
])