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agriconnect / pandas   python

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/ tseries / frequencies.py

# -*- coding: utf-8 -*-
from datetime import timedelta
import re

import numpy as np
from pytz import AmbiguousTimeError

from pandas._libs.algos import unique_deltas
from pandas._libs.tslibs import Timedelta, Timestamp
from pandas._libs.tslibs.ccalendar import MONTH_ALIASES, int_to_weekday
from pandas._libs.tslibs.conversion import tz_convert
from pandas._libs.tslibs.fields import build_field_sarray
import pandas._libs.tslibs.frequencies as libfreqs
from pandas._libs.tslibs.offsets import _offset_to_period_map
import pandas._libs.tslibs.resolution as libresolution
from pandas._libs.tslibs.resolution import Resolution
from pandas._libs.tslibs.timezones import UTC
import pandas.compat as compat
from pandas.compat import zip
from pandas.util._decorators import cache_readonly

from pandas.core.dtypes.common import (
    is_datetime64_dtype, is_period_arraylike, is_timedelta64_dtype)
from pandas.core.dtypes.generic import ABCSeries

from pandas.core.algorithms import unique

from pandas.tseries.offsets import (
    DateOffset, Day, Hour, Micro, Milli, Minute, Nano, Second, prefix_mapping)

_ONE_MICRO = 1000
_ONE_MILLI = (_ONE_MICRO * 1000)
_ONE_SECOND = (_ONE_MILLI * 1000)
_ONE_MINUTE = (60 * _ONE_SECOND)
_ONE_HOUR = (60 * _ONE_MINUTE)
_ONE_DAY = (24 * _ONE_HOUR)

# ---------------------------------------------------------------------
# Offset names ("time rules") and related functions

#: cache of previously seen offsets
_offset_map = {}


def get_period_alias(offset_str):
    """ alias to closest period strings BQ->Q etc"""
    return _offset_to_period_map.get(offset_str, None)


_name_to_offset_map = {'days': Day(1),
                       'hours': Hour(1),
                       'minutes': Minute(1),
                       'seconds': Second(1),
                       'milliseconds': Milli(1),
                       'microseconds': Micro(1),
                       'nanoseconds': Nano(1)}


def to_offset(freq):
    """
    Return DateOffset object from string or tuple representation
    or datetime.timedelta object

    Parameters
    ----------
    freq : str, tuple, datetime.timedelta, DateOffset or None

    Returns
    -------
    delta : DateOffset
        None if freq is None

    Raises
    ------
    ValueError
        If freq is an invalid frequency

    See Also
    --------
    pandas.DateOffset

    Examples
    --------
    >>> to_offset('5min')
    <5 * Minutes>

    >>> to_offset('1D1H')
    <25 * Hours>

    >>> to_offset(('W', 2))
    <2 * Weeks: weekday=6>

    >>> to_offset((2, 'B'))
    <2 * BusinessDays>

    >>> to_offset(datetime.timedelta(days=1))
    <Day>

    >>> to_offset(Hour())
    <Hour>
    """
    if freq is None:
        return None

    if isinstance(freq, DateOffset):
        return freq

    if isinstance(freq, tuple):
        name = freq[0]
        stride = freq[1]
        if isinstance(stride, compat.string_types):
            name, stride = stride, name
        name, _ = libfreqs._base_and_stride(name)
        delta = get_offset(name) * stride

    elif isinstance(freq, timedelta):
        delta = None
        freq = Timedelta(freq)
        try:
            for name in freq.components._fields:
                offset = _name_to_offset_map[name]
                stride = getattr(freq.components, name)
                if stride != 0:
                    offset = stride * offset
                    if delta is None:
                        delta = offset
                    else:
                        delta = delta + offset
        except Exception:
            raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))

    else:
        delta = None
        stride_sign = None
        try:
            splitted = re.split(libfreqs.opattern, freq)
            if splitted[-1] != '' and not splitted[-1].isspace():
                # the last element must be blank
                raise ValueError('last element must be blank')
            for sep, stride, name in zip(splitted[0::4], splitted[1::4],
                                         splitted[2::4]):
                if sep != '' and not sep.isspace():
                    raise ValueError('separator must be spaces')
                prefix = libfreqs._lite_rule_alias.get(name) or name
                if stride_sign is None:
                    stride_sign = -1 if stride.startswith('-') else 1
                if not stride:
                    stride = 1
                if prefix in Resolution._reso_str_bump_map.keys():
                    stride, name = Resolution.get_stride_from_decimal(
                        float(stride), prefix
                    )
                stride = int(stride)
                offset = get_offset(name)
                offset = offset * int(np.fabs(stride) * stride_sign)
                if delta is None:
                    delta = offset
                else:
                    delta = delta + offset
        except Exception:
            raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))

    if delta is None:
        raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(freq))

    return delta


def get_offset(name):
    """
    Return DateOffset object associated with rule name

    Examples
    --------
    get_offset('EOM') --> BMonthEnd(1)
    """
    if name not in libfreqs._dont_uppercase:
        name = name.upper()
        name = libfreqs._lite_rule_alias.get(name, name)
        name = libfreqs._lite_rule_alias.get(name.lower(), name)
    else:
        name = libfreqs._lite_rule_alias.get(name, name)

    if name not in _offset_map:
        try:
            split = name.split('-')
            klass = prefix_mapping[split[0]]
            # handles case where there's no suffix (and will TypeError if too
            # many '-')
            offset = klass._from_name(*split[1:])
        except (ValueError, TypeError, KeyError):
            # bad prefix or suffix
            raise ValueError(libfreqs.INVALID_FREQ_ERR_MSG.format(name))
        # cache
        _offset_map[name] = offset

    return _offset_map[name]


# ---------------------------------------------------------------------
# Period codes


def infer_freq(index, warn=True):
    """
    Infer the most likely frequency given the input index. If the frequency is
    uncertain, a warning will be printed.

    Parameters
    ----------
    index : DatetimeIndex or TimedeltaIndex
      if passed a Series will use the values of the series (NOT THE INDEX)
    warn : boolean, default True

    Returns
    -------
    freq : string or None
        None if no discernible frequency
        TypeError if the index is not datetime-like
        ValueError if there are less than three values.
    """
    import pandas as pd

    if isinstance(index, ABCSeries):
        values = index._values
        if not (is_datetime64_dtype(values) or
                is_timedelta64_dtype(values) or
                values.dtype == object):
            raise TypeError("cannot infer freq from a non-convertible dtype "
                            "on a Series of {dtype}".format(dtype=index.dtype))
        index = values

    if is_period_arraylike(index):
        raise TypeError("PeriodIndex given. Check the `freq` attribute "
                        "instead of using infer_freq.")
    elif is_timedelta64_dtype(index):
        # Allow TimedeltaIndex and TimedeltaArray
        inferer = _TimedeltaFrequencyInferer(index, warn=warn)
        return inferer.get_freq()

    if isinstance(index, pd.Index) and not isinstance(index, pd.DatetimeIndex):
        if isinstance(index, (pd.Int64Index, pd.Float64Index)):
            raise TypeError("cannot infer freq from a non-convertible index "
                            "type {type}".format(type=type(index)))
        index = index.values

    if not isinstance(index, pd.DatetimeIndex):
        try:
            index = pd.DatetimeIndex(index)
        except AmbiguousTimeError:
            index = pd.DatetimeIndex(index.asi8)

    inferer = _FrequencyInferer(index, warn=warn)
    return inferer.get_freq()


class _FrequencyInferer(object):
    """
    Not sure if I can avoid the state machine here
    """

    def __init__(self, index, warn=True):
        self.index = index
        self.values = index.asi8

        # 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.values = tz_convert(self.values, UTC, index.tz)

        self.warn = warn

        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)

    @cache_readonly
    def deltas(self):
        return unique_deltas(self.values)

    @cache_readonly
    def deltas_asi8(self):
        return unique_deltas(self.index.asi8)

    @cache_readonly
    def is_unique(self):
        return len(self.deltas) == 1

    @cache_readonly
    def is_unique_asi8(self):
        return len(self.deltas_asi8) == 1

    def get_freq(self):
        """
        Find the appropriate frequency string to describe the inferred
        frequency of self.values

        Returns
        -------
        freqstr : str or None
        """
        if not self.is_monotonic or not self.index._is_unique:
            return None

        delta = self.deltas[0]
        if _is_multiple(delta, _ONE_DAY):
            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
        elif not self.is_unique_asi8:
            return None

        delta = self.deltas_asi8[0]
        if _is_multiple(delta, _ONE_HOUR):
            # Hours
            return _maybe_add_count('H', delta / _ONE_HOUR)
        elif _is_multiple(delta, _ONE_MINUTE):
            # Minutes
            return _maybe_add_count('T', delta / _ONE_MINUTE)
        elif _is_multiple(delta, _ONE_SECOND):
            # Seconds
            return _maybe_add_count('S', delta / _ONE_SECOND)
        elif _is_multiple(delta, _ONE_MILLI):
            # Milliseconds
            return _maybe_add_count('L', delta / _ONE_MILLI)
        elif _is_multiple(delta, _ONE_MICRO):
            # Microseconds
            return _maybe_add_count('U', delta / _ONE_MICRO)
        else:
            # Nanoseconds
            return _maybe_add_count('N', delta)

    @cache_readonly
    def day_deltas(self):
        return [x / _ONE_DAY for x in self.deltas]

    @cache_readonly
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