[Scipy-svn] r2852 - in trunk/Lib/sandbox/timeseries: . src tests
scipy-svn at scipy.org
scipy-svn at scipy.org
Tue Mar 20 10:44:15 EDT 2007
Author: mattknox_ca
Date: 2007-03-20 09:44:08 -0500 (Tue, 20 Mar 2007)
New Revision: 2852
Modified:
trunk/Lib/sandbox/timeseries/__init__.py
trunk/Lib/sandbox/timeseries/setup.py
trunk/Lib/sandbox/timeseries/src/cseries.c
trunk/Lib/sandbox/timeseries/tcore.py
trunk/Lib/sandbox/timeseries/tdates.py
trunk/Lib/sandbox/timeseries/tests/test_dates.py
trunk/Lib/sandbox/timeseries/tests/test_timeseries.py
trunk/Lib/sandbox/timeseries/tseries.py
Log:
major update. Ported Date class to C, removed a lot of stuff from tcore
Modified: trunk/Lib/sandbox/timeseries/__init__.py
===================================================================
--- trunk/Lib/sandbox/timeseries/__init__.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/__init__.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -1,34 +1,42 @@
-"""TimeSeries
-
-Support for time series in numpy/scipy
-
-:author: Pierre GF Gerard-Marchant & Matt Knox
-:contact: pierregm_at_uga_dot_edu - mattknox_ca_at_hotmail_dot_com
-:version: $Id$
-"""
+"""TimeSeries
+Support for time series in numpy/scipy
-__author__ = "Pierre GF Gerard-Marchant & Matt Knox ($Author$)"
-__version__ = '1.0'
-__revision__ = "$Revision$"
-__date__ = '$Date$'
-
-import tcore
-from tcore import *
-import tdates
-from tdates import *
-import tseries
-from tseries import *
-import tmulti
-from tmulti import *
+:author: Pierre GF Gerard-Marchant & Matt Knox
+:contact: pierregm_at_uga_dot_edu - mattknox_ca_at_hotmail_dot_com
+:version: $Id$
+"""
+
+
+__author__ = "Pierre GF Gerard-Marchant & Matt Knox ($Author$)"
+__version__ = '1.0'
+__revision__ = "$Revision$"
+__date__ = '$Date$'
+
+# initialize python callbacks for C code
+import cseries as cs
+import parser
+from parser import DateFromString, DateTimeFromString
+cs.set_callback_DateFromString(DateFromString)
+cs.set_callback_DateTimeFromString(DateTimeFromString)
+
+import tcore
+from tcore import *
+import const
+import tdates
+from tdates import *
+import tseries
+from tseries import *
+import tmulti
+from tmulti import *
import reportlib
-from reportlib import *
-from addons import filters, interpolate
+from reportlib import *
+from addons import filters, interpolate
-
-__all__ = ['tdates', 'tseries','tmulti','reportlib','filters','interpolate']
-__all__ += tdates.__all__
-__all__ += tseries.__all__
+
+__all__ = ['const', 'tdates','parser','tseries','tmulti','reportlib','filters',
+ 'interpolate','DateFromString','DateTimeFromString']
+__all__ += tdates.__all__
+__all__ += tseries.__all__
__all__ += tmulti.__all__
__all__ += reportlib.__all__
-
Modified: trunk/Lib/sandbox/timeseries/setup.py
===================================================================
--- trunk/Lib/sandbox/timeseries/setup.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/setup.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -25,5 +25,5 @@
if __name__ == "__main__":
from numpy.distutils.core import setup
#setup.update(nmasetup)
- config = configuration(top_path='').todict()
+ config = configuration(top_path='').todict()
setup(**config)
\ No newline at end of file
Modified: trunk/Lib/sandbox/timeseries/src/cseries.c
===================================================================
--- trunk/Lib/sandbox/timeseries/src/cseries.c 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/src/cseries.c 2007-03-20 14:44:08 UTC (rev 2852)
@@ -1,8 +1,6 @@
#include <Python.h>
#include <datetime.h>
#include <structmember.h>
-#include <stdio.h>
-#include <string.h>
#include <time.h>
#include "arrayobject.h"
@@ -41,15 +39,16 @@
#define FR_SEC 9000 /* Secondly */
#define FR_UND -10000 /* Undefined */
-#define ADD_INT_TO_DICT(dict, key, val) \
- {PyObject *pyval = PyInt_FromLong(val); \
- PyDict_SetItemString(dict, key, pyval); \
- Py_DECREF(pyval); }
+#define INT_ERR_CODE -999
-#define DINFO_ERR -99
+#define HIGHFREQ_ORIG 719163
-#define CHECK_ASFREQ(result) if ((result) == DINFO_ERR) return NULL
+#define CHECK_ASFREQ(result) if ((result) == INT_ERR_CODE) return NULL
+static int get_freq_group(int freq) {
+ return (freq/1000)*1000;
+}
+
struct asfreq_info{
int from_week_end; //day the week ends on in the "from" frequency
int to_week_end; //day the week ends on in the "to" frequency
@@ -61,6 +60,129 @@
static struct asfreq_info NULL_AF_INFO;
+/*********************************************************
+** Python callbacks. These functions must be called by **
+** the module __init__ script **
+*********************************************************/
+static PyObject *
+set_callback(PyObject *args, PyObject **callback)
+{
+ PyObject *result = NULL;
+ PyObject *temp;
+
+ if (PyArg_ParseTuple(args, "O:set_callback", &temp)) {
+
+ if (!PyCallable_Check(temp)) {
+ PyErr_SetString(PyExc_TypeError, "parameter must be callable");
+ return NULL;
+ }
+
+ Py_XINCREF(temp); // Add a reference to new callback
+ Py_XDECREF(*callback); // Dispose of previous callback
+ *callback = temp; // Remember new callback
+ // Boilerplate to return "None"
+ Py_INCREF(Py_None);
+ result = Py_None;
+ }
+ return result;
+}
+
+static PyObject *DateFromString = NULL;
+static char set_callback_DateFromString_doc[] =
+"set DateFromString function python callback";
+static PyObject *
+set_callback_DateFromString(PyObject *dummy, PyObject *args) {
+ return set_callback(args, &DateFromString);
+}
+
+static PyObject *DateTimeFromString = NULL;
+static char set_callback_DateTimeFromString_doc[] =
+"set DateTimeFromString function python callback";
+static PyObject *
+set_callback_DateTimeFromString(PyObject *dummy, PyObject *args) {
+ return set_callback(args, &DateTimeFromString);
+}
+
+/*********************************************************/
+
+static char *
+str_uppercase(char *str) {
+ if (str) {
+ int i, len=strlen(str);
+ char *result;
+ if((result = malloc((len + 1)*sizeof(char))) == NULL) {
+ return (char *)PyErr_NoMemory();
+ }
+ strcpy(result, str);
+
+ for (i=0;i<len;i++) {
+ switch(result[i])
+ {
+ case 'a': { result[i]='A'; break; }
+ case 'b': { result[i]='B'; break; }
+ case 'c': { result[i]='C'; break; }
+ case 'd': { result[i]='D'; break; }
+ case 'e': { result[i]='E'; break; }
+ case 'f': { result[i]='F'; break; }
+ case 'g': { result[i]='G'; break; }
+ case 'h': { result[i]='H'; break; }
+ case 'i': { result[i]='I'; break; }
+ case 'j': { result[i]='J'; break; }
+ case 'k': { result[i]='K'; break; }
+ case 'l': { result[i]='L'; break; }
+ case 'm': { result[i]='M'; break; }
+ case 'n': { result[i]='N'; break; }
+ case 'o': { result[i]='O'; break; }
+ case 'p': { result[i]='P'; break; }
+ case 'q': { result[i]='Q'; break; }
+ case 'r': { result[i]='R'; break; }
+ case 's': { result[i]='S'; break; }
+ case 't': { result[i]='T'; break; }
+ case 'u': { result[i]='U'; break; }
+ case 'v': { result[i]='V'; break; }
+ case 'w': { result[i]='W'; break; }
+ case 'x': { result[i]='X'; break; }
+ case 'y': { result[i]='Y'; break; }
+ case 'z': { result[i]='Z'; break; }
+ }
+ }
+
+ return result;
+ } else { return NULL; }
+}
+
+static char *
+str_replace(const char *s, const char *old, const char *new) {
+ char *ret;
+ int i, count = 0;
+ size_t newlen = strlen(new);
+ size_t oldlen = strlen(old);
+
+ for (i = 0; s[i] != '\0'; i++) {
+ if (strstr(&s[i], old) == &s[i]) {
+ count++;
+ i += oldlen - 1;
+ }
+ }
+
+ ret = malloc(i + 1 + count * (newlen - oldlen));
+ if (ret == NULL) {return (char *)PyErr_NoMemory();}
+
+ i = 0;
+ while (*s) {
+ if (strstr(s, old) == s) {
+ strcpy(&ret[i], new);
+ i += newlen;
+ s += oldlen;
+ } else {
+ ret[i++] = *s++;
+ }
+ }
+ ret[i] = '\0';
+
+ return ret;
+}
+
//DERIVED FROM mx.DateTime
/*
=====================================================
@@ -429,45 +551,36 @@
*/
-//////////////////////////////////////////////////////////
-static long minval_D_toHighFreq = 719163;
-///////////////////////////////////////////////////////////////////////
-static long absdatetime_hour(long absdate, long time) {
-
-}
-
///////////////////////////////////////////////////////////////////////
// helpers for frequency conversion routines //
static long DtoB_weekday(long fromDate) { return (((fromDate) / 7) * 5) + (fromDate)%7; }
-static long DtoB_WeekendToMonday(struct date_info dinfo) {
+static long DtoB_WeekendToMonday(long absdate, int day_of_week) {
- long absdate = dinfo.absdate;
- if (dinfo.day_of_week > 4) {
+ if (day_of_week > 4) {
//change to Monday after weekend
- absdate += (7 - dinfo.day_of_week);
+ absdate += (7 - day_of_week);
}
return DtoB_weekday(absdate);
}
-static long DtoB_WeekendToFriday(struct date_info dinfo) {
+static long DtoB_WeekendToFriday(long absdate, int day_of_week) {
- long absdate = dinfo.absdate;
- if (dinfo.day_of_week > 4) {
+ if (day_of_week > 4) {
//change to friday before weekend
- absdate -= (dinfo.day_of_week - 4);
+ absdate -= (day_of_week - 4);
}
return DtoB_weekday(absdate);
}
static long absdate_from_ymd(int y, int m, int d) {
struct date_info tempDate;
- if (dInfoCalc_SetFromDateAndTime(&tempDate, y, m, d, 0, 0, 0, GREGORIAN_CALENDAR)) return DINFO_ERR;
+ if (dInfoCalc_SetFromDateAndTime(&tempDate, y, m, d, 0, 0, 0, GREGORIAN_CALENDAR)) return INT_ERR_CODE;
return tempDate.absdate;
}
@@ -483,7 +596,7 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, fromDate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
if (dinfo.month > af_info->to_a_year_end) { return (long)(dinfo.year + 1); }
else { return (long)(dinfo.year); }
}
@@ -493,7 +606,7 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, fromDate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
return (long)((dinfo.year - 1) * 4 + dinfo.quarter);
}
@@ -501,7 +614,7 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, fromDate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
return (long)((dinfo.year - 1) * 12 + dinfo.month);
}
@@ -513,12 +626,12 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, fromDate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
if (relation == 'B') {
- return DtoB_WeekendToFriday(dinfo);
+ return DtoB_WeekendToFriday(dinfo.absdate, dinfo.day_of_week);
} else {
- return DtoB_WeekendToMonday(dinfo);
+ return DtoB_WeekendToMonday(dinfo.absdate, dinfo.day_of_week);
}
}
@@ -526,7 +639,7 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, fromDate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
if (dinfo.day_of_week > 4) {
return -1;
@@ -539,9 +652,9 @@
static long asfreq_DtoD(long fromDate, char relation, struct asfreq_info *af_info) { return fromDate; }
static long asfreq_DtoHIGHFREQ(long fromDate, char relation, long periodsPerDay) {
- if (fromDate >= minval_D_toHighFreq) {
- if (relation == 'B') { return (fromDate - minval_D_toHighFreq)*(periodsPerDay) + 1; }
- else { return (fromDate - minval_D_toHighFreq + 1)*(periodsPerDay); }
+ if (fromDate >= HIGHFREQ_ORIG) {
+ if (relation == 'B') { return (fromDate - HIGHFREQ_ORIG)*(periodsPerDay) + 1; }
+ else { return (fromDate - HIGHFREQ_ORIG + 1)*(periodsPerDay); }
} else { return -1; }
}
@@ -555,7 +668,7 @@
//************ FROM SECONDLY ***************
static long asfreq_StoD(long fromDate, char relation, struct asfreq_info *af_info)
- { return (fromDate - 1)/(60*60*24) + minval_D_toHighFreq; }
+ { return (fromDate - 1)/(60*60*24) + HIGHFREQ_ORIG; }
static long asfreq_StoA(long fromDate, char relation, struct asfreq_info *af_info)
{ return asfreq_DtoA(asfreq_StoD(fromDate, relation, &NULL_AF_INFO), relation, af_info); }
@@ -577,7 +690,7 @@
//************ FROM MINUTELY ***************
static long asfreq_TtoD(long fromDate, char relation, struct asfreq_info *af_info)
- { return (fromDate - 1)/(60*24) + minval_D_toHighFreq; }
+ { return (fromDate - 1)/(60*24) + HIGHFREQ_ORIG; }
static long asfreq_TtoA(long fromDate, char relation, struct asfreq_info *af_info)
{ return asfreq_DtoA(asfreq_TtoD(fromDate, relation, &NULL_AF_INFO), relation, af_info); }
@@ -602,7 +715,7 @@
//************ FROM HOURLY ***************
static long asfreq_HtoD(long fromDate, char relation, struct asfreq_info *af_info)
- { return (fromDate - 1)/24 + minval_D_toHighFreq; }
+ { return (fromDate - 1)/24 + HIGHFREQ_ORIG; }
static long asfreq_HtoA(long fromDate, char relation, struct asfreq_info *af_info)
{ return asfreq_DtoA(asfreq_HtoD(fromDate, relation, &NULL_AF_INFO), relation, af_info); }
static long asfreq_HtoQ(long fromDate, char relation, struct asfreq_info *af_info)
@@ -671,10 +784,10 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, asfreq_WtoD(fromDate, relation, af_info),
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
- if (relation == 'B') { return DtoB_WeekendToMonday(dinfo); }
- else { return DtoB_WeekendToFriday(dinfo); }
+ if (relation == 'B') { return DtoB_WeekendToMonday(dinfo.absdate, dinfo.day_of_week); }
+ else { return DtoB_WeekendToFriday(dinfo.absdate, dinfo.day_of_week); }
}
static long asfreq_WtoH(long fromDate, char relation, struct asfreq_info *af_info)
@@ -697,11 +810,11 @@
if (relation == 'B') {
MtoD_ym(fromDate, &y, &m);
- if ((absdate = absdate_from_ymd(y, m, 1)) == DINFO_ERR) return DINFO_ERR;
+ if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate;
} else {
MtoD_ym(fromDate+1, &y, &m);
- if ((absdate = absdate_from_ymd(y, m, 1)) == DINFO_ERR) return DINFO_ERR;
+ if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate-1;
}
}
@@ -723,10 +836,10 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, asfreq_MtoD(fromDate, relation, &NULL_AF_INFO),
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
- if (relation == 'B') { return DtoB_WeekendToMonday(dinfo); }
- else { return DtoB_WeekendToFriday(dinfo); }
+ if (relation == 'B') { return DtoB_WeekendToMonday(dinfo.absdate, dinfo.day_of_week); }
+ else { return DtoB_WeekendToFriday(dinfo.absdate, dinfo.day_of_week); }
}
static long asfreq_MtoH(long fromDate, char relation, struct asfreq_info *af_info)
@@ -749,11 +862,11 @@
if (relation == 'B') {
QtoD_ym(fromDate, &y, &m);
- if ((absdate = absdate_from_ymd(y, m, 1)) == DINFO_ERR) return DINFO_ERR;
+ if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate;
} else {
QtoD_ym(fromDate+1, &y, &m);
- if ((absdate = absdate_from_ymd(y, m, 1)) == DINFO_ERR) return DINFO_ERR;
+ if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - 1;
}
}
@@ -777,10 +890,10 @@
struct date_info dinfo;
if (dInfoCalc_SetFromAbsDate(&dinfo, asfreq_QtoD(fromDate, relation, &NULL_AF_INFO),
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
- if (relation == 'B') { return DtoB_WeekendToMonday(dinfo); }
- else { return DtoB_WeekendToFriday(dinfo); }
+ if (relation == 'B') { return DtoB_WeekendToMonday(dinfo.absdate, dinfo.day_of_week); }
+ else { return DtoB_WeekendToFriday(dinfo.absdate, dinfo.day_of_week); }
}
@@ -808,7 +921,7 @@
final_adj = -1;
}
absdate = absdate_from_ymd(year, month, 1);
- if (absdate == DINFO_ERR) return DINFO_ERR;
+ if (absdate == INT_ERR_CODE) return INT_ERR_CODE;
return absdate + final_adj;
}
@@ -836,7 +949,7 @@
static long asfreq_AtoB(long fromDate, char relation, struct asfreq_info *af_info) {
- long absdate, year;
+ long year;
int month = (af_info->from_a_year_end + 1) % 12;
struct date_info dailyDate;
@@ -848,8 +961,8 @@
if (dInfoCalc_SetFromDateAndTime(&dailyDate,
year,month,1, 0, 0, 0,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
- return DtoB_WeekendToMonday(dailyDate);
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
+ return DtoB_WeekendToMonday(dailyDate.absdate, dailyDate.day_of_week);
} else {
long absdate;
@@ -858,15 +971,15 @@
if (dInfoCalc_SetFromDateAndTime(&dailyDate,
year,month,1, 0, 0, 0,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
absdate = dailyDate.absdate - 1;
if(dInfoCalc_SetFromAbsDate(&dailyDate,
absdate,
- GREGORIAN_CALENDAR)) return DINFO_ERR;
+ GREGORIAN_CALENDAR)) return INT_ERR_CODE;
- return DtoB_WeekendToFriday(dailyDate);
+ return DtoB_WeekendToFriday(dailyDate.absdate, dailyDate.day_of_week);
}
}
@@ -884,9 +997,11 @@
// return a pointer to appropriate conversion function
static long (*get_asfreq_func(int fromFreq, int toFreq, int forConvert))(long, char, struct asfreq_info*) {
- int fromGroup = (fromFreq/1000)*1000;
- int toGroup = (toFreq/1000)*1000;
+ int fromGroup = get_freq_group(fromFreq);
+ int toGroup = get_freq_group(toFreq);
+ if (fromGroup == FR_UND) { fromGroup = FR_DAY; }
+
switch(fromGroup)
{
case FR_ANN:
@@ -1038,9 +1153,11 @@
int maxBusDaysPerYear, maxBusDaysPerQuarter, maxBusDaysPerMonth;
int maxDaysPerYear, maxDaysPerQuarter, maxDaysPerMonth;
- int fromGroup = (fromFreq/1000)*1000;
- int toGroup = (toFreq/1000)*1000;
+ int fromGroup = get_freq_group(fromFreq);
+ int toGroup = get_freq_group(toFreq);
+ if (fromGroup == FR_UND) { fromGroup = FR_DAY; }
+
maxBusDaysPerYear = 262;
maxBusDaysPerQuarter = 66;
maxBusDaysPerMonth = 23;
@@ -1145,8 +1262,8 @@
static void get_asfreq_info(int fromFreq, int toFreq, struct asfreq_info *af_info) {
- int fromGroup = (fromFreq/1000)*1000;
- int toGroup = (toFreq/1000)*1000;
+ int fromGroup = get_freq_group(fromFreq);
+ int toGroup = get_freq_group(toFreq);
switch(fromGroup)
{
@@ -1170,10 +1287,1250 @@
}
-static char cseries_convert_doc[] = "";
+static int dInfo_year(struct date_info *dateObj) { return dateObj->year; }
+static int dInfo_quarter(struct date_info *dateObj) { return dateObj->quarter; }
+static int dInfo_month(struct date_info *dateObj) { return dateObj->month; }
+static int dInfo_day(struct date_info *dateObj) { return dateObj->day; }
+static int dInfo_day_of_year(struct date_info *dateObj) { return dateObj->day_of_year; }
+static int dInfo_day_of_week(struct date_info *dateObj) { return dateObj->day_of_week; }
+static int dInfo_week(struct date_info *dateObj) { return dInfoCalc_ISOWeek(dateObj); }
+static int dInfo_hour(struct date_info *dateObj) { return dateObj->hour; }
+static int dInfo_minute(struct date_info *dateObj) { return dateObj->minute; }
+static int dInfo_second(struct date_info *dateObj) { return (int)dateObj->second; }
+
+static double getAbsTime(int freq, long dailyDate, long originalDate) {
+
+ long startOfDay, periodsPerDay;
+
+ switch(freq)
+ {
+ case FR_HR:
+ periodsPerDay = 24;
+ break;
+ case FR_MIN:
+ periodsPerDay = 24*60;
+ break;
+ case FR_SEC:
+ periodsPerDay = 24*60*60;
+ break;
+ default:
+ return 0;
+ }
+
+ startOfDay = asfreq_DtoHIGHFREQ(dailyDate, 'B', periodsPerDay);
+ return (24*60*60)*((double)(originalDate - startOfDay))/((double)periodsPerDay);
+}
+
+/************************************************************
+** Date type definition
+************************************************************/
+
+typedef struct {
+ PyObject_HEAD
+ int freq; /* frequency of date */
+ int value; /* integer representation of date */
+ PyObject* cached_vals;
+} DateObject;
+
+/* Forward declarations */
+static PyTypeObject DateType;
+#define DateObject_Check(op) PyObject_TypeCheck(op, &DateType)
+
+static void
+DateObject_dealloc(DateObject* self) {
+ Py_XDECREF(self->cached_vals);
+ self->ob_type->tp_free((PyObject*)self);
+}
+
+
+static PyObject *freq_dict, *freq_dict_rev, *freq_constants;
+
+#define DICT_SETINT_STRKEY(dict, key, val) \
+ {PyObject *pyval = PyInt_FromLong(val); \
+ PyDict_SetItemString(dict, key, pyval); \
+ Py_DECREF(pyval); }
+
+#define ADD_FREQ_CONSTANT(const_name, val) \
+ DICT_SETINT_STRKEY(freq_constants, const_name, val)
+
+#define INIT_FREQ(const_name, key, aliases) \
+ {PyObject *pykey = PyInt_FromLong(key); \
+ PyDict_SetItem(freq_dict, pykey, aliases); \
+ PyDict_SetItemString(freq_constants, const_name, pykey); \
+ Py_DECREF(pykey); \
+ Py_DECREF(aliases); }
+
+
+static int init_freq_group(int num_items, int num_roots, int group_const,
+ char item_abbrevs[][2][10], char group_prefixes[][10],
+ char item_const_names[][10]) {
+
+ int i;
+
+ for (i = 0; i < num_items; i++) {
+
+ PyObject *aliases;
+ int j, size, k;
+
+ if (i == 0) { k = 3; } else { k = 2; }
+
+ size = num_roots * k;
+
+ aliases = PyTuple_New(size);
+
+ for (j = 0; j < num_roots; j++) {
+ PyObject *alias_v1, *alias_v2;
+ char *root, *alt;
+
+ if ((root = malloc((26) * sizeof(char))) == NULL) return INT_ERR_CODE;
+ if ((alt = malloc((26) * sizeof(char))) == NULL) return INT_ERR_CODE;
+
+ strcpy(root, group_prefixes[j]);
+ strcpy(alt, group_prefixes[j]);
+
+ if (i == 0) {
+ PyObject *alias = PyString_FromString(root);
+ PyTuple_SET_ITEM(aliases, j*k + 2, alias);
+ }
+
+ strcat(root, "-");
+ strcat(root, item_abbrevs[i][0]);
+ strcat(alt, "-");
+ strcat(alt, item_abbrevs[i][1]);
+
+ alias_v1 = PyString_FromString(root);
+ alias_v2 = PyString_FromString(alt);
+
+ free(root);
+ free(alt);
+
+ PyTuple_SET_ITEM(aliases, j*k, alias_v1);
+ PyTuple_SET_ITEM(aliases, j*k + 1, alias_v2);
+ }
+
+ INIT_FREQ(item_const_names[i], group_const+i, aliases);
+ }
+
+ return 0;
+}
+
+/* take a dictionary with integer keys and tuples of strings for values,
+ and populate a dictionary with all the strings as keys and integers
+ for values */
+static int reverse_dict(PyObject *source, PyObject *dest) {
+
+ PyObject *key, *value;
+
+ int pos = 0;
+
+ while (PyDict_Next(source, &pos, &key, &value)) {
+ PyObject *tuple_iter;
+ PyObject *item;
+
+ if((tuple_iter = PyObject_GetIter(value)) == NULL) return INT_ERR_CODE;
+
+ while (item = PyIter_Next(tuple_iter)) {
+ PyDict_SetItem(dest, item, key);
+ Py_DECREF(item);
+ }
+ Py_DECREF(tuple_iter);
+ }
+ return 0;
+}
+
+static int build_freq_dict() {
+
+ char ANN_prefixes[8][10] = { "A", "Y", "ANN", "ANNUAL", "ANNUALLY",
+ "YR", "YEAR", "YEARLY" };
+ char WK_prefixes[4][10] = { "W", "WK", "WEEK", "WEEKLY" };
+
+ /* Note: order of this array must match up with how the Annual
+ frequency constants are lined up */
+ char month_names[12][2][10] = {
+ { "DEC", "DECEMBER" },
+ { "JAN", "JANUARY" },
+ { "FEB", "FEBRUARY" },
+ { "MAR", "MARCH" },
+ { "APR", "APRIL" },
+ { "MAY", "MAY" },
+ { "JUN", "JUNE" },
+ { "JUL", "JULY" },
+ { "AUG", "AUGUST" },
+ { "SEP", "SEPTEMBER" },
+ { "OCT", "OCTOBER" },
+ { "NOV", "NOVEMBER" }};
+
+ char ANN_const_names[12][10] = {
+ "FR_ANNDEC",
+ "FR_ANNJAN",
+ "FR_ANNFEB",
+ "FR_ANNMAR",
+ "FR_ANNAPR",
+ "FR_ANNMAY",
+ "FR_ANNJUN",
+ "FR_ANNJUL",
+ "FR_ANNAUG",
+ "FR_ANNSEP",
+ "FR_ANNOCT",
+ "FR_ANNNOV"};
+
+ char day_names[7][2][10] = {
+ { "SUN", "SUNDAY" },
+ { "MON", "MONDAY" },
+ { "TUE", "TUESDAY" },
+ { "WED", "WEDNESDAY" },
+ { "THU", "THURSDAY" },
+ { "FRI", "FRIDAY" },
+ { "SAT", "SATURDAY" }};
+
+ char WK_const_names[7][10] = {
+ "FR_WKSUN",
+ "FR_WKMON",
+ "FR_WKTUE",
+ "FR_WKWED",
+ "FR_WKTHU",
+ "FR_WKFRI",
+ "FR_WKSAT"};
+
+ PyObject *aliases;
+
+ freq_dict = PyDict_New();
+ freq_dict_rev = PyDict_New();
+ freq_constants = PyDict_New();
+
+ aliases = Py_BuildValue("(ssss)", "Q", "QTR", "QUARTER", "QUARTERLY");
+ INIT_FREQ("FR_QTR", FR_QTR, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "M", "MTH", "MONTH", "MONTHLY");
+ INIT_FREQ("FR_MTH", FR_MTH, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "B", "BUS", "BUSINESS", "BUSINESSLY");
+ INIT_FREQ("FR_BUS", FR_BUS, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "D", "DAY", "DLY", "DAILY");
+ INIT_FREQ("FR_DAY", FR_DAY, aliases);
+
+ aliases = Py_BuildValue("(sssss)", "H", "HR", "HOUR", "HRLY", "HOURLY");
+ INIT_FREQ("FR_HR", FR_HR, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "T", "MIN", "MINUTE", "MINUTELY");
+ INIT_FREQ("FR_MIN", FR_MIN, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "S", "SEC", "SECOND", "SECONDLY");
+ INIT_FREQ("FR_SEC", FR_SEC, aliases);
+
+ aliases = Py_BuildValue("(ssss)", "U", "UND", "UNDEF", "UNDEFINED");
+ INIT_FREQ("FR_UND", FR_UND, aliases);
+
+ ADD_FREQ_CONSTANT("FR_ANN", FR_ANN);
+
+ if(init_freq_group(12, 8, FR_ANN,
+ month_names, ANN_prefixes, ANN_const_names) == INT_ERR_CODE) {
+ return INT_ERR_CODE;
+ }
+
+ ADD_FREQ_CONSTANT("FR_WK", FR_WK);
+
+ if(init_freq_group(7, 4, FR_WK,
+ day_names, WK_prefixes, WK_const_names) == INT_ERR_CODE) {
+ return INT_ERR_CODE;
+ }
+
+ if(reverse_dict(freq_dict, freq_dict_rev) == INT_ERR_CODE) {
+ return INT_ERR_CODE;
+ }
+
+ return 0;
+}
+
+
+/* take user specified frequency and convert to int representation
+ of the frequency */
+static int check_freq(PyObject *freq_spec) {
+
+ if (PyInt_Check(freq_spec)) {
+ return (int)PyInt_AsLong(freq_spec);
+ } else if (PyString_Check(freq_spec)) {
+ char *freq_str, *freq_str_uc;
+ PyObject *freq_val;
+
+ freq_str = PyString_AsString(freq_spec);
+ if((freq_str_uc = str_uppercase(freq_str)) == NULL) {return INT_ERR_CODE;}
+
+ freq_val = PyDict_GetItemString(freq_dict_rev, freq_str_uc);
+
+ free(freq_str_uc);
+
+ if (freq_val == NULL) {
+ PyErr_SetString(PyExc_ValueError, "invalid frequency specification");
+ return INT_ERR_CODE;
+ } else {
+ int ret_val = (int)PyInt_AsLong(freq_val);
+ return ret_val;
+ }
+ } else if (freq_spec == Py_None) {
+ return FR_UND;
+ } else {
+ int retval = (int)PyInt_AsLong(freq_spec);
+ if (PyErr_Occurred()) {
+ PyErr_SetString(PyExc_ValueError, "invalid frequency specification");
+ return INT_ERR_CODE;
+ } else { return retval; }
+ }
+
+}
+
static PyObject *
-cseries_convert(PyObject *self, PyObject *args)
+DateObject_new(PyTypeObject *type, PyObject *args, PyObject *kwds) {
+
+ DateObject *self;
+
+ self = (DateObject*)type->tp_alloc(type, 0);
+ if (self != NULL) {
+ // initialize attributes that need initializing in here
+ self->freq = FR_UND;
+ self->value = -1;
+ }
+
+ return (PyObject *)self;
+}
+
+/* for use in C code */
+static DateObject *
+DateObject_New() {
+ PyObject *dummy;
+ return (DateObject*)DateObject_new(&DateType, dummy, dummy);
+}
+
+#define INIT_ERR(errortype, errmsg) PyErr_SetString(errortype,errmsg);return -1
+
+static int
+DateObject_init(DateObject *self, PyObject *args, PyObject *kwds) {
+
+ PyObject *freq=NULL, *value=NULL, *datetime=NULL, *string=NULL;
+ char *INSUFFICIENT_MSG = "insufficient parameters to initialize Date";
+
+ int def_info=INT_ERR_CODE;
+
+ int year=def_info, month=def_info, day=def_info, quarter=def_info,
+ hour=def_info, minute=def_info, second=def_info;
+
+ int free_dt=0;
+
+ static char *kwlist[] = {"freq", "value", "string",
+ "year", "month", "day", "quarter",
+ "hour", "minute", "second",
+ "datetime", NULL};
+
+ if (! PyArg_ParseTupleAndKeywords(args, kwds, "O|OOiiiiiiiO", kwlist,
+ &freq, &value, &string,
+ &year, &month, &day, &quarter,
+ &hour, &minute, &second,
+ &datetime)) return -1;
+
+ if (PyObject_HasAttrString(freq, "freq")) {
+ PyObject *freq_attr = PyObject_GetAttrString(freq, "freq");
+ self->freq = PyInt_AS_LONG(freq_attr);
+ Py_DECREF(freq_attr);
+ } else {
+ if((self->freq = check_freq(freq)) == INT_ERR_CODE) return -1;
+ }
+
+ if ((value && PyString_Check(value)) || string) {
+
+ PyObject *string_arg = PyTuple_New(1);
+ int freq_group = get_freq_group(self->freq);
+
+ free_dt = 1;
+
+ if (!string) {
+ string = value;
+ }
+
+ PyTuple_SET_ITEM(string_arg, 0, string);
+ Py_INCREF(string);
+
+ if (freq_group == FR_HR ||
+ freq_group == FR_MIN ||
+ freq_group == FR_SEC)
+ { datetime = PyEval_CallObject(DateTimeFromString, string_arg); }
+ else { datetime = PyEval_CallObject(DateFromString, string_arg); }
+
+ Py_DECREF(string_arg);
+
+ value = NULL;
+ }
+
+ if (value) {
+ self->value = PyInt_AsLong(value);
+ } else {
+
+ int freq_group = get_freq_group(self->freq);
+
+ if (datetime) {
+ year=PyDateTime_GET_YEAR(datetime);
+ month=PyDateTime_GET_MONTH(datetime);
+ day=PyDateTime_GET_DAY(datetime);
+ hour=PyDateTime_DATE_GET_HOUR(datetime);
+ minute=PyDateTime_DATE_GET_MINUTE(datetime);
+ second=PyDateTime_DATE_GET_SECOND(datetime);
+ }
+
+ if (!datetime) {
+
+ // First, some basic checks.....
+ if (year == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ if (self->freq == FR_BUS ||
+ self->freq == FR_DAY ||
+ self->freq == FR_WK ||
+ self->freq == FR_UND) {
+ if (month == def_info || day == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+
+ // if FR_BUS, check for week day
+
+ } else if (self->freq == FR_MTH) {
+ if (month == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ } else if (self->freq == FR_QTR) {
+ if (quarter == def_info && month == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ } else if (month != def_info) {
+ quarter = (int)asfreq_MtoQ(month, '-', &NULL_AF_INFO);
+ }
+ } else if (self->freq == FR_SEC) {
+ if (month == def_info ||
+ day == def_info ||
+ second == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ if (hour == def_info) {
+ hour = second/3600;
+ minute = (second % 3600)/60;
+ second = second % 60;
+ } else if (minute == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ } else if (self->freq == FR_MIN) {
+ if (month == def_info ||
+ day == def_info ||
+ minute == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ if (hour == def_info) {
+ hour = minute/60;
+ minute = minute % 60;
+ }
+ } else if (self->freq == FR_HR) {
+ if (month == def_info ||
+ day == def_info ||
+ hour == def_info) {
+ INIT_ERR(PyExc_ValueError, INSUFFICIENT_MSG);
+ }
+ }
+
+ }
+
+ if (self->freq == FR_SEC) {
+ long absdays, delta;
+ absdays = absdate_from_ymd(year, month, day);
+ delta = (absdays - HIGHFREQ_ORIG);
+ self->value = (int)(delta*86400 + hour*3600 + minute*60 + second + 1);
+ } else if (self->freq == FR_MIN) {
+ long absdays, delta;
+ absdays = absdate_from_ymd(year, month, day);
+ delta = (absdays - HIGHFREQ_ORIG);
+ self->value = (int)(delta*1440 + hour*60 + minute + 1);
+ } else if (self->freq == FR_HR) {
+ long absdays, delta;
+ absdays = absdate_from_ymd(year, month, day);
+ delta = (absdays - HIGHFREQ_ORIG);
+ self->value = (int)(delta*24 + hour + 1);
+ } else if (self->freq == FR_DAY) {
+ self->value = (int)absdate_from_ymd(year, month, day);
+ } else if (self->freq == FR_UND) {
+ self->value = (int)absdate_from_ymd(year, month, day);
+ } else if (self->freq == FR_BUS) {
+ long weeks, days;
+ days = absdate_from_ymd(year, month, day);
+ weeks = days/7;
+ self->value = (int)(days - weeks*2);
+ } else if (freq_group == FR_WK) {
+ int adj_ordinal;
+ int ordinal = (int)absdate_from_ymd(year, month, day);
+ int day_adj = (7 - (self->freq - FR_WK)) % 7;
+
+ adj_ordinal = ordinal + ((7 - day_adj) - ordinal % 7) % 7;
+ self->value = adj_ordinal/7;
+ } else if (self->freq == FR_MTH) {
+ self->value = (year-1)*12 + month;
+ } else if (self->freq == FR_QTR) {
+ self->value = (year-1)*4 + quarter;
+ } else if (freq_group == FR_ANN) {
+ self->value = year;
+ }
+
+ }
+
+ if (free_dt) { Py_DECREF(datetime); }
+
+ return 0;
+}
+
+static PyMemberDef DateObject_members[] = {
+ {"freq", T_INT, offsetof(DateObject, freq), 0,
+ "frequency"},
+ {"value", T_INT, offsetof(DateObject, value), 0,
+ "integer representation of the Date"},
+ {NULL} /* Sentinel */
+};
+
+static char DateObject_toordinal_doc[] =
+"Return the proleptic Gregorian ordinal of the date, where January 1 of\n"
+"year 1 has ordinal 1";
+static PyObject *
+DateObject_toordinal(DateObject* self)
{
+ if (self->freq == FR_DAY) {
+ return PyInt_FromLong(self->value);
+ } else {
+ long (*toDaily)(long, char, struct asfreq_info*) = NULL;
+ struct asfreq_info af_info;
+
+ toDaily = get_asfreq_func(self->freq, FR_DAY, 0);
+ get_asfreq_info(self->freq, FR_DAY, &af_info);
+
+ return PyInt_FromLong(toDaily(self->value, 'A', &af_info));
+ }
+}
+
+static char DateObject_asfreq_doc[] =
+"Returns a date converted to a specified frequency.\n\n"
+":Parameters:\n"
+" - freq : string/int\n"
+" Frequency to convert the Date to. Accepts any valid frequency\n"
+" specification (string or integer)\n"
+" - relation :string *['After']*\n"
+" Applies only when converting a lower frequency Date to a higher\n"
+" frequency Date, or when converting a weekend Date to a business\n"
+" frequency Date. Valid values are 'before', 'after', 'b', and 'a'.";
+static PyObject *
+DateObject_asfreq(DateObject *self, PyObject *args, PyObject *kwds)
+{
+
+ PyObject *freq=NULL;
+ char *relation_raw=NULL;
+ char *relation_uc;
+ char relation;
+ int invalid_relation=0;
+ int toFreq;
+ int result_val;
+ DateObject *result = DateObject_New();
+
+ static char *kwlist[] = {"freq", "relation", NULL};
+
+ long (*asfreq_func)(long, char, struct asfreq_info*) = NULL;
+ struct asfreq_info af_info;
+
+ if (! PyArg_ParseTupleAndKeywords(args, kwds, "O|s", kwlist,
+ &freq, &relation_raw)) return NULL;
+
+ if(relation_raw) {
+ if (strlen(relation_raw) > 0) {
+ if((relation_uc = str_uppercase(relation_raw)) == NULL)
+ {return PyErr_NoMemory();}
+
+ if (strcmp(relation_uc, "BEFORE") == 0 ||
+ strcmp(relation_uc, "B") == 0 ||
+ strcmp(relation_uc, "AFTER") == 0 ||
+ strcmp(relation_uc, "A") == 0) {
+ relation = relation_uc[0];
+ } else { invalid_relation=1; }
+ } else {
+ invalid_relation=1;
+ }
+
+ if (invalid_relation) {
+ PyErr_SetString(PyExc_ValueError,"Invalid relation specification");
+ return NULL;
+ }
+ } else {
+ relation = 'A';
+ }
+
+ if ((toFreq = check_freq(freq)) == INT_ERR_CODE) return NULL;
+
+ get_asfreq_info(self->freq, toFreq, &af_info);
+ asfreq_func = get_asfreq_func(self->freq, toFreq, 0);
+
+ result_val = asfreq_func(self->value, relation, &af_info);
+
+ result->freq = toFreq;
+ result->value = result_val;
+
+ return (PyObject*)result;
+
+}
+
+static char DateObject_strfmt_doc[] =
+"Returns string representation of Date object according to format specified.\n\n"
+":Parameters:\n"
+" - fmt : string\n"
+" Formatting string. Uses the same directives as in the time.strftime\n"
+" function in the standard Python time module. In addition, a %q directive\n"
+" directive is recognized which represents the 'quarter' of the date";
+static PyObject *
+DateObject_strfmt(DateObject *self, PyObject *args)
+{
+
+ char *orig_fmt_str, *fmt_str;
+ char *result;
+
+ char extra_fmts[1][2][10] = {{"%q", "^`XZ`^"}};
+ int extra_fmts_found[1] = {0};
+ int extra_fmts_found_one = 0;
+ struct tm c_date;
+ struct date_info tempDate;
+ long absdate;
+ double abstime;
+ int i, result_len, special_found=0;
+ PyObject *py_result;
+
+ long (*toDaily)(long, char, struct asfreq_info*) = NULL;
+ struct asfreq_info af_info;
+
+ if (!PyArg_ParseTuple(args, "s:strfmt(fmt)", &orig_fmt_str)) return NULL;
+
+ toDaily = get_asfreq_func(self->freq, FR_DAY, 0);
+ get_asfreq_info(self->freq, FR_DAY, &af_info);
+
+ absdate = toDaily(self->value, 'A', &af_info);
+ abstime = getAbsTime(self->freq, absdate, self->value);
+
+ if(dInfoCalc_SetFromAbsDateTime(&tempDate, absdate, abstime,
+ GREGORIAN_CALENDAR)) return NULL;
+
+ // populate standard C date struct with info from our date_info struct
+ c_date.tm_sec = (int)tempDate.second;
+ c_date.tm_min = tempDate.minute;
+ c_date.tm_hour = tempDate.hour;
+ c_date.tm_mday = tempDate.day;
+ c_date.tm_mon = tempDate.month - 1;
+ c_date.tm_year = tempDate.year - 1900;
+ c_date.tm_wday = tempDate.day_of_week;
+ c_date.tm_yday = tempDate.day_of_year;
+ c_date.tm_isdst = -1;
+
+ result_len = strlen(orig_fmt_str) + 50;
+ if ((result = malloc(result_len * sizeof(char))) == NULL) {return PyErr_NoMemory();}
+
+ fmt_str = orig_fmt_str;
+
+ // replace any special format characters with their place holder
+ for(i=0; i < 1; i++) {
+ char *special_loc;
+ if ((special_loc = strstr(fmt_str,extra_fmts[i][0])) != NULL) {
+ char *tmp_str = fmt_str;
+ fmt_str = str_replace(fmt_str, extra_fmts[i][0],
+ extra_fmts[i][1]);
+ /* only free the previous loop value if this is not the first
+ special format string found */
+ if (extra_fmts_found_one) { free(tmp_str); }
+
+ if (fmt_str == NULL) {return NULL;}
+
+ extra_fmts_found[i] = 1;
+ extra_fmts_found_one = 1;
+ }
+ }
+
+ strftime(result, result_len, fmt_str, &c_date);
+ if (extra_fmts_found_one) { free(fmt_str); }
+
+ // replace any place holders with the appropriate value
+ for(i=0; i < 1; i++) {
+ if (extra_fmts_found[i]) {
+ char *tmp_str = result;
+ char *extra_str;
+
+ if(strcmp(extra_fmts[i][0], "%q") == 0) {
+ if ((extra_str = malloc(2 * sizeof(char))) == NULL) {
+ free(tmp_str);
+ return PyErr_NoMemory();
+ }
+
+ sprintf(extra_str, "%i", tempDate.quarter);
+ } else {
+ PyErr_SetString(PyExc_RuntimeError,"Unrecogized fmt string");
+ return NULL;
+ }
+
+ result = str_replace(result, extra_fmts[i][1], extra_str);
+ free(tmp_str);
+ if (result == NULL) { return NULL; }
+ }
+ }
+
+ py_result = PyString_FromString(result);
+ free(result);
+
+ return py_result;
+}
+
+static PyObject *
+DateObject___str__(DateObject* self)
+{
+
+ int freq_group = get_freq_group(self->freq);
+ PyObject *string_arg, *retval;
+
+ if (freq_group == FR_ANN) { string_arg = Py_BuildValue("(s)", "%Y"); }
+ else if (freq_group == FR_QTR) { string_arg = Py_BuildValue("(s)", "%YQ%q"); }
+ else if (freq_group == FR_MTH) { string_arg = Py_BuildValue("(s)", "%b-%Y"); }
+ else if (freq_group == FR_DAY ||
+ freq_group == FR_BUS ||
+ freq_group == FR_WK ||
+ freq_group == FR_UND) { string_arg = Py_BuildValue("(s)", "%d-%b-%Y"); }
+ else if (freq_group == FR_HR) { string_arg = Py_BuildValue("(s)", "%d-%b-%Y %H:00"); }
+ else if (freq_group == FR_MIN) { string_arg = Py_BuildValue("(s)", "%d-%b-%Y %H:%M"); }
+ else if (freq_group == FR_SEC) { string_arg = Py_BuildValue("(s)", "%d-%b-%Y %H:%M:%S"); }
+
+ if (string_arg == NULL) { return NULL; }
+
+ retval = DateObject_strfmt(self, string_arg);
+ Py_DECREF(string_arg);
+
+ return retval;
+}
+
+static PyObject *
+DateObject_freqstr(DateObject *self, void *closure) {
+ PyObject *key = PyInt_FromLong(self->freq);
+ PyObject *freq_aliases = PyDict_GetItem(freq_dict, key);
+ PyObject *main_alias = PyTuple_GET_ITEM(freq_aliases, 0);
+ Py_DECREF(key);
+ Py_INCREF(main_alias);
+ return main_alias;
+}
+
+
+static PyObject *
+DateObject___repr__(DateObject* self)
+{
+ PyObject *py_str_rep, *py_freqstr, *py_repr;
+ char *str_rep, *freqstr, *repr;
+ int repr_len;
+
+ py_str_rep = DateObject___str__(self);
+ if (py_str_rep == NULL) { return NULL; }
+
+ py_freqstr = DateObject_freqstr(self, NULL);
+
+ str_rep = PyString_AsString(py_str_rep);
+ freqstr = PyString_AsString(py_freqstr);
+
+ repr_len = strlen(str_rep) + strlen(freqstr) + 6;
+
+ if((repr = malloc((repr_len + 1) * sizeof(char))) == NULL)
+ { return PyErr_NoMemory(); }
+
+ strcpy(repr, "<");
+ strcat(repr, freqstr);
+ strcat(repr, " : ");
+ strcat(repr, str_rep);
+ strcat(repr, ">");
+
+ py_repr = PyString_FromString(repr);
+
+ Py_DECREF(py_str_rep);
+ Py_DECREF(py_freqstr);
+
+ free(repr);
+
+ return py_repr;
+}
+
+/******************************
+ These methods seem rather useless. May or may not implement them.
+fromordinal(self, ordinal):
+ return Date(self.freq, datetime=dt.datetime.fromordinal(ordinal))
+tostring(self):
+ return str(self)
+toobject(self):
+ return self
+isvalid(self):
+ return True
+*******************************/
+
+
+static DateObject *
+DateObject_FromFreqAndValue(int freq, int value) {
+
+ DateObject *result = DateObject_New();
+
+ PyObject *args = PyTuple_New(0);
+ PyObject *kw = PyDict_New();
+ PyObject *py_freq = PyInt_FromLong(freq);
+ PyObject *py_value = PyInt_FromLong(value);
+
+ PyDict_SetItemString(kw, "freq", py_freq);
+ PyDict_SetItemString(kw, "value", py_value);
+
+ Py_DECREF(py_freq);
+ Py_DECREF(py_value);
+
+ DateObject_init(result, args, kw);
+
+ Py_DECREF(args);
+ Py_DECREF(kw);
+
+ return result;
+}
+
+static PyObject *
+DateObject_date_plus_int(PyObject *date, PyObject *pyint) {
+ DateObject *dateobj = (DateObject*)date;
+ if (DateObject_Check(pyint)) {
+ PyErr_SetString(PyExc_TypeError, "Cannot add two Date objects");
+ return NULL;
+ }
+
+ return (PyObject*)DateObject_FromFreqAndValue(dateobj->freq, PyInt_AsLong(pyint) + dateobj->value);
+}
+
+static PyObject *
+DateObject___add__(PyObject *left, PyObject *right)
+{
+ if (DateObject_Check(left)) {
+ return DateObject_date_plus_int(left, right);
+ } else {
+ return DateObject_date_plus_int(right, left);
+ }
+}
+
+static PyObject *
+DateObject___subtract__(PyObject *left, PyObject *right)
+{
+ int result;
+ DateObject *dleft;
+ if (!DateObject_Check(left)) {
+ PyErr_SetString(PyExc_ValueError, "Cannot subtract Date from non-Date value");
+ return NULL;
+ }
+
+ dleft = (DateObject*)left;
+
+ if (DateObject_Check(right)) {
+ DateObject *dright = (DateObject*)right;
+ if (dleft->freq != dright->freq) {
+ PyErr_SetString(PyExc_ValueError, "Cannot subtract Dates with different frequency");
+ return NULL;
+ }
+ result = dleft->value - dright->value;
+ return PyInt_FromLong(result);
+ } else {
+ result = dleft->value - PyInt_AsLong(right);
+ return (PyObject*)DateObject_FromFreqAndValue(dleft->freq, result);
+ }
+}
+
+static int
+DateObject___compare__(DateObject * obj1, DateObject * obj2)
+{
+ if (obj1->freq != obj2->freq) {
+ PyErr_SetString(PyExc_ValueError,
+ "Cannot compare dates with different frequency");
+ return -1;
+ }
+
+ if (obj1->value < obj2->value) return -1;
+ if (obj1->value > obj2->value) return 1;
+ if (obj1->value == obj2->value) return 0;
+
+}
+
+static long
+DateObject___hash__(DateObject *self)
+{
+ register int freq_group = get_freq_group(self->freq);
+
+ /* within a given frequency, hash values are guaranteed to be unique
+ for different dates. For different frequencies, we make a reasonable
+ effort to ensure hash values will be unique, but it is not guaranteed */
+ if (freq_group == FR_BUS) {
+ return self->value + 10000000;
+ } else if (freq_group == FR_WK) {
+ return self->value + 100000000;
+ } else { return self->value; }
+}
+
+static PyObject *
+DateObject___int__(DateObject *self)
+{
+ return PyInt_FromLong(self->value);
+}
+
+static PyObject *
+DateObject___float__(DateObject *self)
+{
+ return PyFloat_FromDouble((double)(self->value));
+}
+
+/***************************************************
+ ====== Date Properties ======
+****************************************************/
+
+// helper function for date property funcs
+static int
+DateObject_set_date_info(DateObject *self, struct date_info *dinfo) {
+ PyObject *daily_obj = DateObject_toordinal(self);
+ long absdate = PyInt_AsLong(daily_obj);
+
+ Py_DECREF(daily_obj);
+
+ if(dInfoCalc_SetFromAbsDate(dinfo, absdate,
+ GREGORIAN_CALENDAR)) return -1;
+
+ return 0;
+}
+
+// helper function for date property funcs
+static int
+DateObject_set_date_info_wtime(DateObject *self, struct date_info *dinfo) {
+ PyObject *daily_obj = DateObject_toordinal(self);
+ long absdate = PyInt_AsLong(daily_obj);
+ double abstime;
+
+ Py_DECREF(daily_obj);
+
+ abstime = getAbsTime(self->freq, absdate, self->value);
+
+ if(dInfoCalc_SetFromAbsDateTime(dinfo, absdate, abstime,
+ GREGORIAN_CALENDAR)) return -1;
+
+ return 0;
+}
+
+static PyObject *
+DateObject_year(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.year);
+}
+
+static PyObject *
+DateObject_quarter(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.quarter);
+}
+
+static PyObject *
+DateObject_month(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.month);
+}
+
+static PyObject *
+DateObject_day(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.day);
+}
+
+static PyObject *
+DateObject_day_of_week(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.day_of_week);
+}
+
+static PyObject *
+DateObject_day_of_year(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.day_of_year);
+}
+
+static PyObject *
+DateObject_week(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dInfoCalc_ISOWeek(&dinfo));
+}
+
+static PyObject *
+DateObject_hour(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info_wtime(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.hour);
+}
+
+static PyObject *
+DateObject_minute(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info_wtime(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong(dinfo.minute);
+}
+
+static PyObject *
+DateObject_second(DateObject *self, void *closure) {
+ struct date_info dinfo;
+ if(DateObject_set_date_info_wtime(self, &dinfo) == -1) return NULL;
+ return PyInt_FromLong((int)dinfo.second);
+}
+
+static PyObject *
+DateObject_datetime(DateObject *self, void *closure) {
+ PyObject *datetime;
+ struct date_info dinfo;
+ if(DateObject_set_date_info_wtime(self, &dinfo) == -1) return NULL;
+ datetime = PyDateTime_FromDateAndTime(dinfo.year, dinfo.month,
+ dinfo.day, dinfo.hour,
+ dinfo.minute, (int)dinfo.second, 0);
+ return datetime;
+}
+
+static int
+DateObject_ReadOnlyErr(DateObject *self, PyObject *value, void *closure) {
+ PyErr_SetString(PyExc_AttributeError, "Cannot set read-only property");
+ return -1;
+}
+
+static PyGetSetDef DateObject_getseters[] = {
+ {"year", (getter)DateObject_year, (setter)DateObject_ReadOnlyErr,
+ "Returns the year.", NULL},
+ {"quarter", (getter)DateObject_quarter, (setter)DateObject_ReadOnlyErr,
+ "Returns the quarter.", NULL},
+ {"month", (getter)DateObject_month, (setter)DateObject_ReadOnlyErr,
+ "Returns the month.", NULL},
+ {"week", (getter)DateObject_week, (setter)DateObject_ReadOnlyErr,
+ "Returns the week.", NULL},
+ {"day", (getter)DateObject_day, (setter)DateObject_ReadOnlyErr,
+ "Returns the day of month.", NULL},
+ {"day_of_week", (getter)DateObject_day_of_week, (setter)DateObject_ReadOnlyErr,
+ "Returns the day of week.", NULL},
+ {"day_of_year", (getter)DateObject_day_of_year, (setter)DateObject_ReadOnlyErr,
+ "Returns the day of year.", NULL},
+ {"second", (getter)DateObject_second, (setter)DateObject_ReadOnlyErr,
+ "Returns the second.", NULL},
+ {"minute", (getter)DateObject_minute, (setter)DateObject_ReadOnlyErr,
+ "Returns the minute.", NULL},
+ {"hour", (getter)DateObject_hour, (setter)DateObject_ReadOnlyErr,
+ "Returns the hour.", NULL},
+
+ {"freqstr", (getter)DateObject_freqstr, (setter)DateObject_ReadOnlyErr,
+ "Returns the string representation of frequency.", NULL},
+ {"datetime", (getter)DateObject_datetime, (setter)DateObject_ReadOnlyErr,
+ "Returns the Date object converted to standard python datetime object",
+ NULL},
+
+ {NULL} /* Sentinel */
+};
+
+
+static PyNumberMethods DateObject_as_number = {
+ (binaryfunc)DateObject___add__, /* nb_add */
+ (binaryfunc)DateObject___subtract__, /* nb_subtract */
+ 0, /* nb_multiply */
+ 0, /* nb_divide */
+ 0, /* nb_remainder */
+ 0, /* nb_divmod */
+ 0, /* nb_power */
+ 0, /* nb_negative */
+ 0, /* nb_positive */
+ 0, /* nb_absolute */
+ 0, /* nb_nonzero */
+ 0, /* nb_invert */
+ 0, /* nb_lshift */
+ 0, /* nb_rshift */
+ 0, /* nb_and */
+ 0, /* nb_xor */
+ 0, /* nb_or */
+ 0, /* nb_coerce */
+ (unaryfunc)DateObject___int__, /* nb_int */
+ (unaryfunc)0, /* nb_long */
+ (unaryfunc)DateObject___float__, /* nb_float */
+ (unaryfunc)0, /* nb_oct */
+ (unaryfunc)0, /* nb_hex */
+};
+
+static PyMethodDef DateObject_methods[] = {
+ {"toordinal", (PyCFunction)DateObject_toordinal, METH_NOARGS,
+ DateObject_toordinal_doc},
+ {"strfmt", (PyCFunction)DateObject_strfmt, METH_VARARGS,
+ DateObject_strfmt_doc},
+ {"asfreq", (PyCFunction)DateObject_asfreq, METH_VARARGS | METH_KEYWORDS,
+ DateObject_asfreq_doc},
+ {NULL} /* Sentinel */
+};
+
+
+static PyTypeObject DateType = {
+ PyObject_HEAD_INIT(NULL)
+ 0, /* ob_size */
+ "timeseries.Date", /* tp_name */
+ sizeof(DateObject), /* tp_basicsize */
+ 0, /* tp_itemsize */
+ (destructor)DateObject_dealloc, /* tp_dealloc */
+ 0, /* tp_print */
+ 0, /* tp_getattr */
+ 0, /* tp_setattr */
+ (cmpfunc)DateObject___compare__, /* tp_compare */
+ (reprfunc)DateObject___repr__, /* tp_repr */
+ &DateObject_as_number, /* tp_as_number */
+ 0, /* tp_as_sequence */
+ 0, /* tp_as_mapping */
+ (hashfunc)DateObject___hash__, /* tp_hash */
+ 0, /* tp_call*/
+ (reprfunc)DateObject___str__, /* tp_str */
+ 0, /* tp_getattro */
+ 0, /* tp_setattro */
+ 0, /* tp_as_buffer */
+ Py_TPFLAGS_DEFAULT | /* tp_flags */
+ Py_TPFLAGS_CHECKTYPES |
+ Py_TPFLAGS_BASETYPE,
+ "Defines a Date object, as the combination of a date and a frequency.\n"
+ "Several options are available to construct a Date object explicitly:\n\n"
+ "- Give appropriate values to the `year`, `month`, `day`, `quarter`, `hours`,\n"
+ " `minutes`, `seconds` arguments.\n\n"
+ " >>> td.Date(freq='Q',year=2004,quarter=3)\n"
+ " >>> td.Date(freq='D',year=2001,month=1,day=1)\n\n"
+ "- Use the `string` keyword. This method uses a modified version of the\n"
+ " mx.DateTime parser submodule. More information is available in its\n"
+ " documentation.\n\n"
+ " >>> ts.Date('D', '2007-01-01')\n\n"
+ "- Use the `datetime` keyword with an existing datetime.datetime object.\n\n"
+ " >>> td.Date('D', datetime=datetime.datetime.now())", /* tp_doc */
+ 0, /* tp_traverse */
+ 0, /* tp_clear */
+ 0, /* tp_richcompare */
+ 0, /* tp_weaklistoffset */
+ 0, /* tp_iter */
+ 0, /* tp_iternext */
+ DateObject_methods, /* tp_methods */
+ DateObject_members, /* tp_members */
+ DateObject_getseters, /* tp_getset */
+ 0, /* tp_base */
+ 0, /* tp_dict */
+ 0, /* tp_descr_get */
+ 0, /* tp_descr_set */
+ 0, /* tp_dictoffset */
+ (initproc)DateObject_init, /* tp_init */
+ 0, /* tp_alloc */
+ DateObject_new, /* tp_new */
+};
+
+
+///////////////////////////////////////////////////////////////////////
+
+static char cseries_check_freq_doc[] =
+"translate user specified frequency into frequency constant";
+static PyObject *
+cseries_check_freq(PyObject *self, PyObject *args) {
+
+ PyObject *freq;
+ int freq_val;
+
+ if (!PyArg_ParseTuple(args, "O:check_freq(freq)", &freq)) return NULL;
+ if ((freq_val = check_freq(freq)) == INT_ERR_CODE) return NULL;
+
+ return PyInt_FromLong(freq_val);
+}
+
+static char cseries_check_freq_str_doc[] =
+"translate user specified frequency into standard string representation";
+static PyObject *
+cseries_check_freq_str(PyObject *self, PyObject *args) {
+
+ PyObject *alias_tuple, *result, *freq_key;
+ int freq_val;
+
+ if ((freq_key = cseries_check_freq(self, args)) == NULL) return NULL;
+
+ alias_tuple = PyDict_GetItem(freq_dict, freq_key);
+ result = PyTuple_GET_ITEM(alias_tuple, 0);
+
+ Py_INCREF(result);
+
+ Py_DECREF(freq_key);
+
+ return result;
+}
+
+static char cseries_thisday_doc[] =
+"Returns today's date, at the given frequency\n\n"
+":Parameters:\n"
+" - freq : string/int\n"
+" Frequency to convert the Date to. Accepts any valid frequency\n"
+" specification (string or integer)\n";
+static PyObject *
+cseries_thisday(PyObject *self, PyObject *args) {
+
+ PyObject *freq, *init_args, *init_kwargs;
+ time_t rawtime;
+ struct tm *timeinfo;
+ int freq_val;
+
+ DateObject *secondly_date;
+
+ if (!PyArg_ParseTuple(args, "O:thisday(freq)", &freq)) return NULL;
+
+ if ((freq_val = check_freq(freq)) == INT_ERR_CODE) return NULL;
+
+ time(&rawtime);
+ timeinfo = localtime(&rawtime);
+
+ init_args = PyTuple_New(0);
+ init_kwargs = PyDict_New();
+
+ DICT_SETINT_STRKEY(init_kwargs, "freq", FR_SEC);
+ DICT_SETINT_STRKEY(init_kwargs, "year", timeinfo->tm_year+1900);
+ DICT_SETINT_STRKEY(init_kwargs, "month", timeinfo->tm_mon+1);
+ DICT_SETINT_STRKEY(init_kwargs, "day", timeinfo->tm_mday);
+ DICT_SETINT_STRKEY(init_kwargs, "hour", timeinfo->tm_hour);
+ DICT_SETINT_STRKEY(init_kwargs, "minute", timeinfo->tm_min);
+ DICT_SETINT_STRKEY(init_kwargs, "second", timeinfo->tm_sec);
+
+ secondly_date = DateObject_New();
+ DateObject_init(secondly_date, init_args, init_kwargs);
+
+ Py_DECREF(init_args);
+ Py_DECREF(init_kwargs);
+
+ if (freq_val != FR_SEC) {
+ DateObject *result = DateObject_New();
+
+ long (*asfreq_func)(long, char, struct asfreq_info*) = NULL;
+ struct asfreq_info af_info;
+
+ int date_val;
+
+ get_asfreq_info(FR_SEC, freq_val, &af_info);
+ asfreq_func = get_asfreq_func(FR_SEC, freq_val, 0);
+
+ date_val = asfreq_func(secondly_date->value, 'A', &af_info);
+
+ Py_DECREF(secondly_date);
+
+ result->freq = freq_val;
+ result->value = date_val;
+
+ return (PyObject*)result;
+
+ } else { return (PyObject*)secondly_date; }
+}
+
+
+static char TimeSeries_convert_doc[] = "";
+static PyObject *
+TimeSeries_convert(PyObject *self, PyObject *args)
+{
PyObject *arrayTest;
PyArrayObject *array, *newArray;
PyArrayObject *mask, *newMask;
@@ -1190,6 +2547,7 @@
npy_intp *dim, *newIdx;
long currPerLen;
char *position;
+ PyObject *fromFreq_arg, *toFreq_arg;
int fromFreq, toFreq;
char relation;
struct asfreq_info af_info;
@@ -1202,16 +2560,29 @@
returnVal = PyDict_New();
- if (!PyArg_ParseTuple(args, "OiislO:convert(array, fromfreq, tofreq, position, startIndex, mask)", &array, &fromFreq, &toFreq, &position, &startIndex, &mask)) return NULL;
+ if (!PyArg_ParseTuple(args,
+ "OOOslO:convert(array, fromfreq, tofreq, position, startIndex, mask)",
+ &array, &fromFreq_arg, &toFreq_arg,
+ &position, &startIndex, &mask)) return NULL;
+ if((fromFreq = check_freq(fromFreq_arg)) == INT_ERR_CODE) return NULL;
+ if((toFreq = check_freq(toFreq_arg)) == INT_ERR_CODE) return NULL;
+
if (toFreq == fromFreq)
{
- PyDict_SetItemString(returnVal, "values", (PyObject*)array);
- PyDict_SetItemString(returnVal, "mask", (PyObject*)mask);
+ PyObject *sidx;
+ newArray = (PyArrayObject *)PyArray_Copy(array);
+ newMask = (PyArrayObject *)PyArray_Copy(mask);
+ sidx = PyInt_FromLong(startIndex);
- Py_DECREF(array);
- Py_DECREF(mask);
+ PyDict_SetItemString(returnVal, "values", (PyObject*)newArray);
+ PyDict_SetItemString(returnVal, "mask", (PyObject*)newMask);
+ PyDict_SetItemString(returnVal, "startindex", sidx);
+ Py_DECREF(newArray);
+ Py_DECREF(newMask);
+ Py_DECREF(sidx);
+
return returnVal;
}
@@ -1338,9 +2709,9 @@
return returnVal;
}
-static char cseries_asfreq_doc[] = "";
+static char DateArray_asfreq_doc[] = "";
static PyObject *
-cseries_asfreq(PyObject *self, PyObject *args)
+DateArray_asfreq(PyObject *self, PyObject *args)
{
PyArrayObject *fromDates, *toDates;
PyArrayIterObject *iterFrom, *iterTo;
@@ -1351,7 +2722,9 @@
long (*asfreq_main)(long, char, struct asfreq_info*) = NULL;
struct asfreq_info af_info;
- if (!PyArg_ParseTuple(args, "Oiis:asfreq(fromDates, fromfreq, tofreq, relation)", &fromDates, &fromFreq, &toFreq, &relation)) return NULL;
+ if (!PyArg_ParseTuple(args,
+ "Oiis:asfreq(fromDates, fromfreq, tofreq, relation)",
+ &fromDates, &fromFreq, &toFreq, &relation)) return NULL;
get_asfreq_info(fromFreq, toFreq, &af_info);
@@ -1388,45 +2761,9 @@
}
-static int dInfo_year(struct date_info *dateObj) { return dateObj->year; }
-static int dInfo_quarter(struct date_info *dateObj) { return dateObj->quarter; }
-static int dInfo_month(struct date_info *dateObj) { return dateObj->month; }
-static int dInfo_day(struct date_info *dateObj) { return dateObj->day; }
-static int dInfo_day_of_year(struct date_info *dateObj) { return dateObj->day_of_year; }
-static int dInfo_day_of_week(struct date_info *dateObj) { return dateObj->day_of_week; }
-static int dInfo_week(struct date_info *dateObj) { return dInfoCalc_ISOWeek(dateObj); }
-static int dInfo_hour(struct date_info *dateObj) { return dateObj->hour; }
-static int dInfo_minute(struct date_info *dateObj) { return dateObj->minute; }
-static int dInfo_second(struct date_info *dateObj) { return (int)dateObj->second; }
-
-static double getAbsTime(int freq, long dailyDate, long originalDate) {
-
- long startOfDay, periodsPerDay;
-
- switch(freq)
- {
- case FR_HR:
- periodsPerDay = 24;
- break;
- case FR_MIN:
- periodsPerDay = 24*60;
- break;
- case FR_SEC:
- periodsPerDay = 24*60*60;
- break;
- default:
- return 0;
- }
-
- startOfDay = asfreq_DtoHIGHFREQ(dailyDate, 'B', periodsPerDay);
- return (24*60*60)*((double)(originalDate - startOfDay))/((double)periodsPerDay);
-}
-
-
-
-static char cseries_getDateInfo_doc[] = "";
+static char DateArray_getDateInfo_doc[] = "";
static PyObject *
-cseries_getDateInfo(PyObject *self, PyObject *args)
+DateArray_getDateInfo(PyObject *self, PyObject *args)
{
int freq;
char *info;
@@ -1513,162 +2850,50 @@
return (PyObject *) newArray;
}
-static char *str_replace(const char *s, const char *old, const char *new)
-{
- char *ret;
- int i, count = 0;
- size_t newlen = strlen(new);
- size_t oldlen = strlen(old);
+static PyMethodDef cseries_methods[] = {
- for (i = 0; s[i] != '\0'; i++) {
- if (strstr(&s[i], old) == &s[i]) {
- count++;
- i += oldlen - 1;
- }
- }
+ {"TS_convert", TimeSeries_convert, METH_VARARGS, TimeSeries_convert_doc},
- ret = malloc(i + 1 + count * (newlen - oldlen));
- if (ret == NULL) return NULL;
+ {"DA_asfreq", DateArray_asfreq, METH_VARARGS, DateArray_asfreq_doc},
+ {"DA_getDateInfo", DateArray_getDateInfo, METH_VARARGS, DateArray_getDateInfo_doc},
- i = 0;
- while (*s) {
- if (strstr(s, old) == s) {
- strcpy(&ret[i], new);
- i += newlen;
- s += oldlen;
- } else {
- ret[i++] = *s++;
- }
- }
- ret[i] = '\0';
+ {"thisday", cseries_thisday, METH_VARARGS, cseries_thisday_doc},
+ {"check_freq", cseries_check_freq, METH_VARARGS, cseries_check_freq_doc},
+ {"check_freq_str", cseries_check_freq_str, METH_VARARGS, cseries_check_freq_str_doc},
- return ret;
-}
+ {"set_callback_DateFromString", set_callback_DateFromString, METH_VARARGS,
+ set_callback_DateFromString_doc},
+ {"set_callback_DateTimeFromString", set_callback_DateTimeFromString, METH_VARARGS,
+ set_callback_DateTimeFromString_doc},
-static char cseries_strfmt_doc[] = "";
-static PyObject *
-cseries_strfmt(PyObject *self, PyObject *args)
-{
-
- char *orig_fmt_str, *fmt_str, *q_loc;
- char *result;
- char place_holder[] = "^`";
- struct tm c_date;
- struct date_info tempDate;
- int result_len;
- PyObject *date, *py_result;
-
- if (!PyArg_ParseTuple(args, "Os:strfmt(datetime, fmt_str)", &date, &orig_fmt_str)) return NULL;
-
- if (dInfoCalc_SetFromDateAndTime(&tempDate,
- PyDateTime_GET_YEAR(date),
- PyDateTime_GET_MONTH(date),
- PyDateTime_GET_DAY(date),
- PyDateTime_DATE_GET_HOUR(date),
- PyDateTime_DATE_GET_MINUTE(date),
- PyDateTime_DATE_GET_SECOND(date),
- GREGORIAN_CALENDAR)) return NULL;
-
- /* We need to modify the fmt_str passed in to handle our special syntax for quarters.
- We can't modify the string passed in directly, so we must make a copy. */
- fmt_str = malloc((strlen(orig_fmt_str) + 1)*sizeof(char));
- strcpy(fmt_str, orig_fmt_str);
-
- if ((q_loc = strstr(fmt_str,"%q")) != NULL) {
- q_loc = strstr(fmt_str,"%q");
- strncpy (q_loc,place_holder,2);
- }
-
- c_date.tm_sec = (int)tempDate.second;
- c_date.tm_min = tempDate.minute;
- c_date.tm_hour = tempDate.hour;
- c_date.tm_mday = tempDate.day;
- c_date.tm_mon = tempDate.month - 1;
- c_date.tm_year = tempDate.year - 1900;
- c_date.tm_wday = tempDate.day_of_week;
- c_date.tm_yday = tempDate.day_of_year;
- c_date.tm_isdst = -1;
-
- result_len = strlen(orig_fmt_str) + 50;
-
- result = malloc(result_len * sizeof(char));
-
- strftime(result, result_len, fmt_str, &c_date);
-
- if (q_loc != NULL) {
- char *alt_result;
- char q_str[2];
-
- sprintf(q_str, "%i", tempDate.quarter);
- alt_result = str_replace(result, place_holder, q_str);
- py_result = PyString_FromString(alt_result);
- free(result);
- free(alt_result);
- } else {
- py_result = PyString_FromString(result);
- free(result);
- }
-
- return py_result;
-
-}
-
-
-///////////////////////////////////////////////////////////////////////
-
-//{"fpointer", cseries_fpointer, METH_VARARGS, cseries_fpointer_doc},
-
-static PyMethodDef cseries_methods[] = {
- {"strfmt", cseries_strfmt, METH_VARARGS, cseries_strfmt_doc},
- {"convert", cseries_convert, METH_VARARGS, cseries_convert_doc},
- {"asfreq", cseries_asfreq, METH_VARARGS, cseries_asfreq_doc},
- {"getDateInfo", cseries_getDateInfo, METH_VARARGS, cseries_getDateInfo_doc},
{NULL, NULL}
};
PyMODINIT_FUNC
initcseries(void)
{
- PyObject *m, *TSER_CONSTANTS;
+ PyObject *m;
+
+ if (PyType_Ready(&DateType) < 0) return;
+
m = Py_InitModule3("cseries", cseries_methods, cseries_doc);
+ if (m == NULL)
+ return;
+
import_array();
PyDateTime_IMPORT;
- TSER_CONSTANTS = PyDict_New();
+ Py_INCREF(&DateType);
+ PyModule_AddObject(m, "Date", (PyObject *)&DateType);
- // Add all the frequency constants to a python dictionary
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANN", FR_ANN);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNJAN", FR_ANNJAN);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNFEB", FR_ANNFEB);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNMAR", FR_ANNMAR);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNAPR", FR_ANNAPR);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNMAY", FR_ANNMAY);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNJUN", FR_ANNJUN);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNJUL", FR_ANNJUL);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNAUG", FR_ANNAUG);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNSEP", FR_ANNSEP);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNOCT", FR_ANNOCT);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNNOV", FR_ANNNOV);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_ANNDEC", FR_ANNDEC);
+ if(build_freq_dict(m) == INT_ERR_CODE) {
+ PyErr_SetString( \
+ PyExc_ImportError, \
+ "initialization of module timeseries.cseries failed");
+ return;
+ };
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_QTR", FR_QTR);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_MTH", FR_MTH);
-
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WK", FR_WK);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKSUN", FR_WKSUN);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKSAT", FR_WKSAT);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKFRI", FR_WKFRI);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKTHU", FR_WKTHU);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKWED", FR_WKWED);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKTUE", FR_WKTUE);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_WKMON", FR_WKMON);
-
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_BUS", FR_BUS);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_DAY", FR_DAY);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_HR", FR_HR);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_MIN", FR_MIN);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_SEC", FR_SEC);
- ADD_INT_TO_DICT(TSER_CONSTANTS, "FR_UND", FR_UND);
-
- PyModule_AddObject(m, "TSER_CONSTANTS", TSER_CONSTANTS);
+ PyModule_AddObject(m, "freq_dict", freq_dict);
+ PyModule_AddObject(m, "freq_dict_rev", freq_dict_rev);
+ PyModule_AddObject(m, "freq_constants", freq_constants);
}
\ No newline at end of file
Modified: trunk/Lib/sandbox/timeseries/tcore.py
===================================================================
--- trunk/Lib/sandbox/timeseries/tcore.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/tcore.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -13,19 +13,8 @@
import numpy
import numpy.core.numeric as numeric
-from scipy.interpolate import fitpack
-
import maskedarray as MA
-from cseries import TSER_CONSTANTS
-
-"""add constants in cfame.FAME_CONSTANTS dictionary to global namespace
-for this module"""
-
-_g = globals()
-_g.update(TSER_CONSTANTS)
-
-
#####---------------------------------------------------------------------------
#---- --- Generic functions ---
#####---------------------------------------------------------------------------
@@ -48,149 +37,6 @@
#####---------------------------------------------------------------------------
-#---- --- Option conversion ---
-#####---------------------------------------------------------------------------
-fmtobs_dict = {'UNDEFINED': ['UNDEF','UNDEFINED',None],
- 'BEGINNING': ['BEGIN','BEGINNING'],
- 'ENDING': ['END','ENDING'],
- 'AVERAGED': ['AVERAGE','AVERAGE','MEAN'],
- 'SUMMED': ['SUM','SUMMED'],
- 'MAXIMUM': ['MAX','MAXIMUM','HIGH'],
- 'MINIMUM': ['MIN','MINIMUM','LOW']}
-
-obs_dict = {None:None,
- "UNDEFINED":None,
- "UNDEF":None,
- "BEGIN": first_unmasked_val,
- "BEGINNING": first_unmasked_val,
- "END": last_unmasked_val,
- "ENDING": last_unmasked_val,
- "AVERAGED": MA.average,
- "AVERAGE": MA.average,
- "MEAN": MA.average,
- "SUMMED": MA.sum,
- "SUM": MA.sum,
- "MAXIMUM": MA.maximum,
- "MAX": MA.maximum,
- "MINIMUM": MA.minimum,
- "MIN": MA.minimum,
- }
-obsDict = obs_dict
-fmtobs_revdict = reverse_dict(fmtobs_dict)
-
-#
-def fmtObserv(obStr):
- "Converts a possible 'Observed' string into acceptable values."
- if obStr is None:
- return fmtobs_revdict[None]
- elif obStr.upper() in fmtobs_revdict:
- return fmtobs_revdict[obStr.upper()]
- else:
- raise ValueError("Invalid value for observed attribute: %s " % str(obStr))
-
-_weekly_prefixes = ['W','WEEK','WEEKLY']
-_week_end_map = {
- FR_WKSUN:'SUNDAY',
- FR_WKSAT:'SATURDAY',
- FR_WKFRI:'FRIDAY',
- FR_WKTHU:'THURSDAY',
- FR_WKWED:'WEDNESDAY',
- FR_WKTUE:'TUESDAY',
- FR_WKMON:'MONDAY'}
-
-def _gen_weekly_strs(day):
- result = []
- for pr in _weekly_prefixes:
- result += [pr+'-'+day_str for day_str in (day[:3], day)]
- return result
-
-_annual_prefixes = ['A','Y','ANNUAL','ANNUALLY','YEAR','YEARLY']
-_year_end_map = {
- FR_ANNJAN:'JANUARY',
- FR_ANNFEB:'FEBRUARY',
- FR_ANNMAR:'MARCH',
- FR_ANNAPR:'APRIL',
- FR_ANNMAY:'MAY',
- FR_ANNJUN:'JUNE',
- FR_ANNJUL:'JULY',
- FR_ANNAUG:'AUGUST',
- FR_ANNSEP:'SEPTEMBER',
- FR_ANNOCT:'OCTOBER',
- FR_ANNNOV:'NOVEMBER',
- FR_ANNDEC:'DECEMBER'
- }
-
-def _gen_annual_strs(month):
- result = []
- for pr in _annual_prefixes:
- result += [pr+'-'+mth_str for mth_str in (month[:3], month)]
- return result
-
-freq_dict = { FR_QTR: ['Q','QUARTER','QUARTERLY'],
- FR_MTH: ['M','MONTH','MONTHLY'],
- FR_BUS: ['B','BUSINESS','BUSINESSLY'],
- FR_DAY: ['D','DAY','DAILY'],
- FR_HR: ['H','HOUR','HOURLY'],
- FR_MIN: ['T','MINUTE','MINUTELY'],
- FR_SEC: ['S','SECOND','SECONDLY'],
- FR_UND: ['U','UNDEF','UNDEFINED']
- }
-
-for _freq, day_str in _week_end_map.iteritems():
- freq_dict[_freq] = _gen_weekly_strs(day_str)
-freq_dict[FR_WK] += _weekly_prefixes
-
-for _freq, mth_str in _year_end_map.iteritems():
- freq_dict[_freq] = _gen_annual_strs(mth_str)
-freq_dict[FR_ANN] += _annual_prefixes
-
-freq_revdict = reverse_dict(freq_dict)
-
-def freq_fromstr(freq_asstr):
- "Converts a frequency given as string to the corresponding integer."
- freq_asstr = freq_asstr.upper()
- if freq_asstr not in freq_revdict.keys():
- raise ValueError, "Invalid frequency string %s" % freq_asstr
- return freq_revdict[freq_asstr]
-
-def freq_tostr(freq_asint):
- "Converts a frequency given as integer to the corresponding symbol."
- if freq_asint not in freq_dict.keys():
- raise ValueError, "Invalid frequency representation %s" % freq_asint
- return freq_dict[freq_asint][0]
-
-def check_freq(freq):
- "Converts a possible 'frequency' string to acceptable values."
- if freq is None:
- return None
- elif isinstance(freq, int):
- if freq not in freq_dict.keys():
- raise ValueError("Invalid frequency: %s " % str(freq))
- return freq
- elif freq.upper() in freq_revdict.keys():
- return freq_revdict[freq.upper()]
- else:
- raise ValueError("Invalid frequency: %s " % str(freq))
-
-def check_freqstr(freq):
- if freq is None:
- return None
- elif isinstance(freq, int):
- if freq not in freq_dict.keys():
- raise ValueError("Invalid frequency: %s " % str(freq))
- return freq_dict[freq][0]
- elif freq.upper() in freq_revdict.keys():
- return freq_dict[freq_revdict[freq.upper()]][0]
- else:
- raise ValueError("Invalid frequency: %s " % str(freq))
-fmtFreq = check_freqstr
-
-def get_freq_group(freq):
- # truncate frequency to nearest thousand
- return (freq//1000)*1000
-
-
-#####---------------------------------------------------------------------------
#---- --- Misc functions ---
#####---------------------------------------------------------------------------
#http://aspn.activestate.com/ASPN/Mail/Message/python-tutor/2302348
@@ -203,11 +49,10 @@
yield f
else:
yield elm
-
+
def flatargs(*args):
"Flattens the arguments."
if not hasattr(args, '__iter__'):
return args
else:
return flatten_sequence(args)
-
Modified: trunk/Lib/sandbox/timeseries/tdates.py
===================================================================
--- trunk/Lib/sandbox/timeseries/tdates.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/tdates.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -27,38 +27,25 @@
import maskedarray as MA
-try:
- from mx.DateTime import DateTimeType
-except ImportError:
- class DateTimeType: pass
+from parser import DateFromString, DateTimeFromString
-from parser import DateFromString, DateTimeFromString
-
import tcore as corelib
-import tcore as _c
+import const as _c
import cseries
+from cseries import Date, thisday, check_freq, check_freq_str
+today = thisday
-
__all__ = [
'Date', 'DateArray','isDate','isDateArray',
'DateError', 'ArithmeticDateError', 'FrequencyDateError','InsufficientDateError',
'datearray','date_array', 'date_array_fromlist', 'date_array_fromrange',
-'day_of_week','day_of_year','day','month','quarter','year','hour','minute','second',
-'truncateDate','monthToQuarter','thisday','today','prevbusday','asfreq',
-'period_break'
+'day_of_week','day_of_year','day','month','quarter','year','hour','minute',
+'second','thisday','today','prevbusday','period_break', 'check_freq',
+'check_freq_str'
]
-#####---------------------------------------------------------------------------
-#---- --- Date Info ---
-#####---------------------------------------------------------------------------
-OriginDate = dt.datetime(1970, 1, 1)
-secondlyOriginDate = OriginDate - dt.timedelta(seconds=1)
-minutelyOriginDate = OriginDate - dt.timedelta(minutes=1)
-hourlyOriginDate = OriginDate - dt.timedelta(hours=1)
-
-
#####---------------------------------------------------------------------------
#---- --- Date Exceptions ---
#####---------------------------------------------------------------------------
@@ -72,15 +59,15 @@
"Calculate the string representation"
return str(self.args)
__repr__ = __str__
-
+
class InsufficientDateError(DateError):
- """Defines the exception raised when there is not enough information
+ """Defines the exception raised when there is not enough information
to create a Date object."""
def __init__(self, msg=None):
if msg is None:
msg = "Insufficient parameters given to create a date at the given frequency"
DateError.__init__(self, msg)
-
+
class FrequencyDateError(DateError):
"""Defines the exception raised when the frequencies are incompatible."""
def __init__(self, msg, freql=None, freqr=None):
@@ -88,470 +75,45 @@
if not (freql is None or freqr is None):
msg += " (%s<>%s)" % (freql, freqr)
DateError.__init__(self, msg)
-
+
class ArithmeticDateError(DateError):
"""Defines the exception raised when dates are used in arithmetic expressions."""
def __init__(self, msg=''):
msg += " Cannot use dates for arithmetics!"
DateError.__init__(self, msg)
-#####---------------------------------------------------------------------------
-#---- --- Date Class ---
-#####---------------------------------------------------------------------------
-class Date:
- """Defines a Date object, as the combination of a date and a frequency.
- Several options are available to construct a Date object explicitly:
-
- - Give appropriate values to the `year`, `month`, `day`, `quarter`, `hours`,
- `minutes`, `seconds` arguments.
-
- >>> td.Date(freq='Q',year=2004,quarter=3)
- >>> td.Date(freq='D',year=2001,month=1,day=1)
-
- - Use the `string` keyword. This method calls the `mx.DateTime.Parser`
- submodule, more information is available in its documentation.
-
- >>> ts.Date('D', '2007-01-01')
-
- - Use the `datetime` keyword with an existing datetime.datetime object.
-
- >>> td.Date('D', datetime=datetime.datetime.now())
- """
- default_fmtstr = {_c.FR_ANN: "%Y",
- _c.FR_QTR: "%YQ%q",
- _c.FR_MTH: "%b-%Y",
- _c.FR_WK: "%d-%b-%Y",
- _c.FR_BUS: "%d-%b-%Y",
- _c.FR_DAY: "%d-%b-%Y",
- _c.FR_UND: "%d-%b-%Y",
- _c.FR_HR: "%d-%b-%Y %H:00",
- _c.FR_MIN: "%d-%b-%Y %H:%M",
- _c.FR_SEC: "%d-%b-%Y %H:%M:%S"
- }
-
- for x in range(7): default_fmtstr[_c.FR_WK+x] = default_fmtstr[_c.FR_WK]
- for x in range(12): default_fmtstr[_c.FR_ANN+x] = default_fmtstr[_c.FR_ANN]
-
- def __init__(self, freq, value=None, string=None,
- year=None, month=None, day=None, quarter=None,
- hour=None, minute=None, second=None,
- datetime=None):
-
- if hasattr(freq, 'freq'):
- self.freq = corelib.check_freq(freq.freq)
- else:
- self.freq = corelib.check_freq(freq)
- self.freqstr = corelib.freq_tostr(self.freq)
-
- _freqGroup = corelib.get_freq_group(self.freq)
-
- if isinstance(value, str):
- if self.freq in (_c.FR_HR, _c.FR_MIN, _c.FR_SEC):
- self.datetime = DateTimeFromString(value)
- else:
- self.datetime = DateFromString(value)
- elif value is not None:
-
- #value could be a numpy scalar, which is not acceptable
- value = int(value)
-
- if self.freq == _c.FR_SEC:
- self.datetime = secondlyOriginDate + dt.timedelta(seconds=value)
- elif self.freq == _c.FR_MIN:
- self.datetime = minutelyOriginDate + dt.timedelta(minutes=value)
- elif self.freq == _c.FR_HR:
- self.datetime = hourlyOriginDate + dt.timedelta(hours=value)
- elif self.freq == _c.FR_DAY:
- self.datetime = dt.datetime.fromordinal(value)
- elif self.freq == _c.FR_UND:
- self.datetime = int(value)
- elif self.freq == _c.FR_BUS:
- valtmp = (value - 1)//5
- self.datetime = dt.datetime.fromordinal(value + valtmp*2)
- elif _freqGroup == _c.FR_WK:
- """value=1 must correspond to first FULL week in the year 0001
- ending on the given day of the week"""
- self.datetime = dt.datetime(1,1,7) + \
- dt.timedelta(days=(value-1)*7 + (self.freq - _c.FR_WK))
- elif self.freq == _c.FR_MTH:
- year = (value - 1)//12 + 1
- month = value - (year - 1)*12
- self.datetime = dt.datetime(year, month, 1)
- elif self.freq == _c.FR_QTR:
- year = (value - 1)//4 + 1
- month = (value - (year - 1)*4)*3
- self.datetime = dt.datetime(year, month, 1)
- elif _freqGroup == _c.FR_ANN:
- if self.freq == _c.FR_ANNDEC:
- self.datetime = dt.datetime(value, 12, 1)
- else:
- self.datetime = dt.datetime(value, self.freq - _c.FR_ANN, 1)
- else:
- raise ValueError("unrecognized frequency: "+str(self.freq))
-
- elif string is not None:
- if self.freq in (_c.FR_HR, _c.FR_MIN, _c.FR_SEC):
- self.datetime = DateTimeFromString(string)
- else:
- self.datetime = DateFromString(string)
-
- elif datetime is not None:
- if isinstance(datetime, DateTimeType):
- datetime = mx_to_datetime(datetime)
- self.datetime = truncateDate(self.freq, datetime)
-
- else:
- # First, some basic checks.....
- if year is None:
- raise InsufficientDateError
- if _freqGroup in (_c.FR_BUS, _c.FR_DAY, _c.FR_WK, _c.FR_UND):
- if month is None or day is None:
- raise InsufficientDateError
- elif self.freq == _c.FR_MTH:
- if month is None:
- raise InsufficientDateError
- day = 1
- elif self.freq == _c.FR_QTR:
- if quarter is None:
- raise InsufficientDateError
- month = quarter * 3
- day = 1
- elif _freqGroup == _c.FR_ANN:
- month = self.freq - _freqGroup
- if month == 0: month = 12
- day = 1
- elif self.freq == _c.FR_SEC:
- if month is None or day is None or second is None:
- raise InsufficientDateError
-
- if _freqGroup in (_c.FR_BUS, _c.FR_DAY, _c.FR_WK,
- _c.FR_MTH, _c.FR_QTR, _c.FR_ANN):
- self.datetime = truncateDate(self.freq, dt.datetime(year, month, day))
- if self.freq == _c.FR_BUS:
- if self.datetime.isoweekday() in [6,7]:
- raise ValueError("Weekend passed as business day")
- elif self.freq in (_c.FR_HR, _c.FR_MIN, _c.FR_SEC):
- if hour is None:
- if minute is None:
- if second is None:
- hour = 0
- else:
- hour = second//3600
- else:
- hour = minute // 60
- if minute is None:
- if second is None:
- minute = 0
- else:
- minute = (second-hour*3600)//60
- if second is None:
- second = 0
- else:
- second = second % 60
- self.datetime = truncateDate(self.freq,
- dt.datetime(year, month, day,
- hour, minute, second))
- else:
- raise ValueError("unrecognized frequency: "+str(self.freq))
-
- self.value = self.__value()
-
- def __getitem__(self, indx):
- return self
-
- @property
- def day(self):
- "Returns the day of month."
- return self.__getdateinfo__('D')
- @property
- def day_of_week(self):
- "Returns the day of week."
- return self.__getdateinfo__('W')
- @property
- def day_of_year(self):
- "Returns the day of year."
- return self.__getdateinfo__('R')
- @property
- def month(self):
- "Returns the month."
- return self.__getdateinfo__('M')
- @property
- def quarter(self):
- "Returns the quarter."
- return self.__getdateinfo__('Q')
- @property
- def year(self):
- "Returns the year."
- return self.__getdateinfo__('Y')
- @property
- def second(self):
- "Returns the seconds."
- return self.__getdateinfo__('S')
- @property
- def minute(self):
- "Returns the minutes."
- return self.__getdateinfo__('T')
- @property
- def hour(self):
- "Returns the hour."
- return self.__getdateinfo__('H')
- @property
- def week(self):
- "Returns the week."
- return self.__getdateinfo__('I')
-
- def __getdateinfo__(self, info):
- return int(cseries.getDateInfo(numpy.asarray(self.value),
- self.freq, info))
- __getDateInfo = __getdateinfo__
-
- def __add__(self, other):
- if isinstance(other, Date):
- raise FrequencyDateError("Cannot add dates",
- self.freqstr, other.freqstr)
- return Date(freq=self.freq, value=int(self) + other)
-
- def __radd__(self, other):
- return self+other
-
- def __sub__(self, other):
- if isinstance(other, Date):
- if self.freq != other.freq:
- raise FrequencyDateError("Cannot subtract dates", \
- self.freqstr, other.freqstr)
- else:
- return int(self) - int(other)
- else:
- return self + (-1) * int(other)
-
- def __eq__(self, other):
- if not hasattr(other, 'freq'):
- return False
- elif self.freq != other.freq:
- raise FrequencyDateError("Cannot compare dates", \
- self.freqstr, other.freqstr)
- return int(self) == int(other)
-
- def __cmp__(self, other):
- if not hasattr(other, 'freq'):
- return False
- elif self.freq != other.freq:
- raise FrequencyDateError("Cannot compare dates", \
- self.freqstr, other.freqstr)
- return int(self)-int(other)
-
- def __hash__(self):
- return hash(int(self)) ^ hash(self.freq)
-
- def __int__(self):
- return self.value
-
- def __float__(self):
- return float(self.value)
-
- def __value(self):
- "Converts the date to an integer, depending on the current frequency."
- _freqGroup = corelib.get_freq_group(self.freq)
- # Secondly......
- if self.freq == _c.FR_SEC:
- delta = (self.datetime - secondlyOriginDate)
- val = delta.days*86400 + delta.seconds
- # Minutely......
- elif self.freq == _c.FR_MIN:
- delta = (self.datetime - minutelyOriginDate)
- val = delta.days*1440 + delta.seconds/(60)
- # Hourly........
- elif self.freq == _c.FR_HR:
- delta = (self.datetime - hourlyOriginDate)
- val = delta.days*24 + delta.seconds/(3600)
- # Daily
- elif self.freq == _c.FR_DAY:
- val = self.datetime.toordinal()
- # undefined
- elif self.freq == _c.FR_UND:
- if not hasattr(self.datetime, 'toordinal'):
- val = self.datetime
- else:
- val = self.datetime.toordinal()
- # Business days.
- elif self.freq == _c.FR_BUS:
- days = self.datetime.toordinal()
- weeks = days // 7
- val = days - weeks*2
- # Weekly........
- elif _freqGroup == _c.FR_WK:
- val = self.datetime.toordinal()//7
- # Monthly.......
- elif self.freq == _c.FR_MTH:
- val = (self.datetime.year-1)*12 + self.datetime.month
- # Quarterly.....
- elif self.freq == _c.FR_QTR:
- val = (self.datetime.year-1)*4 + self.datetime.month//3
- # Annual .......
- elif _freqGroup == _c.FR_ANN:
- val = self.datetime.year
-
- return int(val)
- #......................................................
- def strfmt(self, fmt):
- "Formats the date"
- if fmt is None:
- fmt = self.default_fmtstr[self.freq]
- if self.freq == _c.FR_UND:
- return str(self.value)
- return cseries.strfmt(self.datetime, fmt)
-
- def __str__(self):
- return self.strfmt(self.default_fmtstr[self.freq])
-
- def __repr__(self):
- return "<%s : %s>" % (str(self.freqstr), str(self))
- #......................................................
- def toordinal(self):
- "Returns the date as an ordinal."
- # FIXME: We shouldn't need the test if we were in C
- if self.freq == _c.FR_UND:
- return self.value
- return self.datetime.toordinal()
-
- def fromordinal(self, ordinal):
- "Returns the date as an ordinal."
- return Date(self.freq, datetime=dt.datetime.fromordinal(ordinal))
-
- def tostring(self):
- "Returns the date as a string."
- return str(self)
-
- def toobject(self):
- "Returns the date as itself."
- return self
-
- def isvalid(self):
- "Returns whether the DateArray is valid: no missing/duplicated dates."
- # A date is always valid by itself, but we need the object to support the function
- # when we're working with singletons.
- return True
- #......................................................
-
-
#####---------------------------------------------------------------------------
#---- --- Functions ---
#####---------------------------------------------------------------------------
-def mx_to_datetime(mxDate):
- microsecond = 1000000*(mxDate.second % 1)
- return dt.datetime(mxDate.year, mxDate.month,
- mxDate.day, mxDate.hour,
- mxDate.minute,
- int(mxDate.second), microsecond)
-
-
-def truncateDate(freq, datetime):
- "Chops off the irrelevant information from the datetime object passed in."
- freq = corelib.check_freq(freq)
- _freqGroup = corelib.get_freq_group(freq)
- if freq == _c.FR_MIN:
- return dt.datetime(datetime.year, datetime.month, datetime.day, \
- datetime.hour, datetime.minute)
- elif freq == _c.FR_HR:
- return dt.datetime(datetime.year, datetime.month, datetime.day, \
- datetime.hour)
- elif freq in (_c.FR_BUS, _c.FR_DAY):
- if freq == _c.FR_BUS and datetime.isoweekday() in (6,7):
- raise ValueError("Weekend passed as business day")
- return dt.datetime(datetime.year, datetime.month, datetime.day)
- elif _freqGroup == _c.FR_WK:
- d = datetime.toordinal()
- day_adj = (7 - (freq - _c.FR_WK)) % 7
- return dt.datetime.fromordinal(d + ((7 - day_adj) - d % 7) % 7)
- elif freq == _c.FR_MTH:
- return dt.datetime(datetime.year, datetime.month, 1)
- elif freq == _c.FR_QTR:
- return dt.datetime(datetime.year, monthToQuarter(datetime.month)*3, 1)
- elif _freqGroup == _c.FR_ANN:
-
- if freq == _c.FR_ANNDEC: fr_month = 12
- else: fr_month = freq - _c.FR_ANN
-
- if datetime.month <= fr_month:
- return dt.datetime(datetime.year, fr_month, 1)
- else:
- return dt.datetime(datetime.year+1, fr_month, 1)
-
- else:
- return datetime
-
-def monthToQuarter(monthNum):
- """Returns the quarter corresponding to the month `monthnum`.
- For example, December is the 4th quarter, Januray the first."""
- return int((monthNum-1)/3)+1
-
-def thisday(freq):
- "Returns today's date, at the given frequency `freq`."
- freq = corelib.check_freq(freq)
- _freqGroup = corelib.get_freq_group(freq)
- tempDate = dt.datetime.now()
- # if it is Saturday or Sunday currently, freq==B, then we want to use Friday
- if freq == _c.FR_BUS and tempDate.isoweekday() >= 6:
- tempDate = tempDate - dt.timedelta(days=(tempDate.isoweekday() - 5))
- return Date(freq=freq, datetime=tempDate)
-today = thisday
-
def prevbusday(day_end_hour=18, day_end_min=0):
"Returns the previous business day."
tempDate = dt.datetime.now()
dateNum = tempDate.hour + float(tempDate.minute)/60
checkNum = day_end_hour + float(day_end_min)/60
- if dateNum < checkNum:
+ if dateNum < checkNum:
return thisday(_c.FR_BUS) - 1
- else:
+ else:
return thisday(_c.FR_BUS)
-
-def asfreq(date, toFreq, relation="BEFORE"):
- """Returns a date converted to another frequency `toFreq`, according to the
- relation `relation` ."""
- tofreq = corelib.check_freq(toFreq)
- _rel = relation.upper()[0]
- if _rel not in ['B', 'A']:
- msg = "Invalid relation '%s': Should be in ['before', 'after']"
- raise ValueError, msg % relation
- if not isinstance(date, Date):
- raise DateError, "Date should be a valid Date instance!"
- if date.freq == _c.FR_UND:
- warnings.warn("Undefined frequency: assuming daily!")
- fromfreq = _c.FR_DAY
- else:
- fromfreq = date.freq
-
- if fromfreq == tofreq:
- return date
- else:
- value = cseries.asfreq(numeric.asarray(date.value), fromfreq, tofreq, _rel)
- if value > 0:
- return Date(freq=tofreq, value=value)
- else:
- return None
-Date.asfreq = asfreq
-
def isDate(data):
"Returns whether `data` is an instance of Date."
return isinstance(data, Date) or \
(hasattr(data,'freq') and hasattr(data,'value'))
-
+
#####---------------------------------------------------------------------------
#---- --- DateArray ---
-#####---------------------------------------------------------------------------
+#####---------------------------------------------------------------------------
ufunc_dateOK = ['add','subtract',
'equal','not_equal','less','less_equal', 'greater','greater_equal',
'isnan']
class _datearithmetics(object):
"""Defines a wrapper for arithmetic methods.
-Instead of directly calling a ufunc, the corresponding method of the `array._data`
+Instead of directly calling a ufunc, the corresponding method of the `array._data`
object is called instead.
If `asdates` is True, a DateArray object is returned , else a regular ndarray
is returned.
@@ -590,14 +152,14 @@
if other.dtype.kind not in ['i','f']:
raise ArithmeticDateError
if self._asdates:
- return instance.__class__(method(other, *args),
+ return instance.__class__(method(other, *args),
freq=freq)
else:
return method(other, *args)
-class DateArray(ndarray):
+class DateArray(ndarray):
"""Defines a ndarray of dates, as ordinals.
-
+
When viewed globally (array-wise), DateArray is an array of integers.
When viewed element-wise, DateArray is a sequence of dates.
For example, a test such as :
@@ -605,17 +167,17 @@
will be valid only if value is an integer, not a Date
However, a loop such as :
>>> for d in DateArray(...):
-accesses the array element by element. Therefore, `d` is a Date object.
+accesses the array element by element. Therefore, `d` is a Date object.
"""
- _defcachedinfo = dict(toobj=None, tostr=None, toord=None,
+ _defcachedinfo = dict(toobj=None, tostr=None, toord=None,
steps=None, full=None, hasdups=None)
def __new__(cls, dates=None, freq=None, copy=False):
# Get the frequency ......
if freq is None:
_freq = getattr(dates, 'freq', _c.FR_UND)
else:
- _freq = corelib.check_freq(freq)
- cls._defaultfreq = corelib.check_freq(_freq)
+ _freq = check_freq(freq)
+ cls._defaultfreq = check_freq(_freq)
# Get the dates ..........
_dates = numeric.array(dates, copy=copy, dtype=int_, subok=1)
if _dates.ndim == 0:
@@ -623,29 +185,29 @@
_dates = _dates.view(cls)
_dates.freq = _freq
return _dates
-
+
def __array_wrap__(self, obj, context=None):
if context is None:
return self
elif context[0].__name__ not in ufunc_dateOK:
raise ArithmeticDateError, "(function %s)" % context[0].__name__
-
+
def __array_finalize__(self, obj):
self.freq = getattr(obj, 'freq', _c.FR_UND)
- self._cachedinfo = dict(toobj=None, tostr=None, toord=None,
+ self._cachedinfo = dict(toobj=None, tostr=None, toord=None,
steps=None, full=None, hasdups=None)
if hasattr(obj,'_cachedinfo'):
self._cachedinfo.update(obj._cachedinfo)
return
-
+
def __getitem__(self, indx):
if isinstance(indx, Date):
indx = self.find_dates(indx)
elif numeric.asarray(indx).dtype.kind == 'O':
try:
- indx = self.find_dates(indx)
+ indx = self.find_dates(indx)
except AttributeError:
- pass
+ pass
r = ndarray.__getitem__(self, indx)
if isinstance(r, (generic, int)):
return Date(self.freq, value=r)
@@ -662,7 +224,7 @@
if r._cachedinfo[attr] is not None:
r._cachedinfo[attr] = r._cachedinfo[attr][indx]
return r
-
+
def __repr__(self):
return ndarray.__repr__(self)[:-1] + \
",\n freq='%s')" % self.freqstr
@@ -681,41 +243,41 @@
@property
def freqstr(self):
"Returns the frequency string code."
- return corelib.freq_tostr(self.freq)
+ return check_freq_str(self.freq)
@property
- def day(self):
+ def day(self):
"Returns the day of month."
return self.__getdateinfo__('D')
@property
- def day_of_week(self):
+ def day_of_week(self):
"Returns the day of week."
return self.__getdateinfo__('W')
@property
- def day_of_year(self):
+ def day_of_year(self):
"Returns the day of year."
return self.__getdateinfo__('R')
@property
- def month(self):
+ def month(self):
"Returns the month."
return self.__getdateinfo__('M')
@property
- def quarter(self):
- "Returns the quarter."
+ def quarter(self):
+ "Returns the quarter."
return self.__getdateinfo__('Q')
@property
- def year(self):
+ def year(self):
"Returns the year."
return self.__getdateinfo__('Y')
@property
- def second(self):
- "Returns the seconds."
+ def second(self):
+ "Returns the seconds."
return self.__getdateinfo__('S')
@property
- def minute(self):
- "Returns the minutes."
+ def minute(self):
+ "Returns the minutes."
return self.__getdateinfo__('T')
@property
- def hour(self):
+ def hour(self):
"Returns the hour."
return self.__getdateinfo__('H')
@property
@@ -733,12 +295,12 @@
minutes = minute
hours = hour
weeks = week
-
+
def __getdateinfo__(self, info):
- return numeric.asarray(cseries.getDateInfo(numeric.asarray(self),
- self.freq, info),
+ return numeric.asarray(cseries.DA_getDateInfo(numeric.asarray(self),
+ self.freq, info),
dtype=int_)
- __getDateInfo = __getdateinfo__
+ __getDateInfo = __getdateinfo__
#.... Conversion methods ....................
#
def tovalue(self):
@@ -771,20 +333,20 @@
tostr = firststr
self._cachedinfo['tostr'] = tostr
return self._cachedinfo['tostr']
- #
+ #
def asfreq(self, freq=None, relation="BEFORE"):
"Converts the dates to another frequency."
# Note: As we define a new object, we don't need caching
if freq is None or freq == _c.FR_UND:
return self
- tofreq = corelib.check_freq(freq)
+ tofreq = check_freq(freq)
if tofreq == self.freq:
- return self
- _rel = relation.upper()[0]
+ return self
+ _rel = relation.upper()[0]
fromfreq = self.freq
if fromfreq == _c.FR_UND:
fromfreq = _c.FR_DAY
- new = cseries.asfreq(numeric.asarray(self), fromfreq, tofreq, _rel)
+ new = cseries.DA_asfreq(numeric.asarray(self), fromfreq, tofreq, _rel)
return DateArray(new, freq=freq)
#......................................................
@@ -799,7 +361,7 @@
c = c.nonzero()
if fromnumeric.size(c) == 0:
raise IndexError, "Date out of bounds!"
- return c
+ return c
def date_to_index(self, date):
"Returns the index corresponding to one given date, as an integer."
@@ -811,9 +373,9 @@
else:
index_asarray = (self == date.value).nonzero()
if fromnumeric.size(index_asarray) == 0:
- raise IndexError, "Date out of bounds!"
+ raise IndexError, "Date out of bounds!"
return index_asarray[0][0]
- #......................................................
+ #......................................................
def get_steps(self):
"""Returns the time steps between consecutive dates.
The timesteps have the same unit as the frequency of the series."""
@@ -834,25 +396,25 @@
steps = numeric.array([], dtype=int_)
self._cachedinfo['steps'] = steps
return self._cachedinfo['steps']
-
+
def has_missing_dates(self):
"Returns whether the DateArray have missing dates."
if self._cachedinfo['full'] is None:
steps = self.get_steps()
return not(self._cachedinfo['full'])
-
+
def isfull(self):
"Returns whether the DateArray has no missing dates."
if self._cachedinfo['full'] is None:
steps = self.get_steps()
return self._cachedinfo['full']
-
+
def has_duplicated_dates(self):
"Returns whether the DateArray has duplicated dates."
if self._cachedinfo['hasdups'] is None:
steps = self.get_steps()
return self._cachedinfo['hasdups']
-
+
def isvalid(self):
"Returns whether the DateArray is valid: no missing/duplicated dates."
return (self.isfull() and not self.has_duplicated_dates())
@@ -863,7 +425,7 @@
#####---------------------------------------------------------------------------
#---- --- DateArray functions ---
-#####---------------------------------------------------------------------------
+#####---------------------------------------------------------------------------
def isDateArray(a):
"Tests whether an array is a DateArray object."
return isinstance(a,DateArray)
@@ -915,14 +477,16 @@
float_)
ords += 1
#...try to guess the frequency
- if freq is None:
+ if freq is None or freq == _c.FR_UND:
freq = guess_freq(ords)
#...construct a list of dates
+ for s in dlist:
+ x = Date(freq, string=s)
dates = [Date(freq, string=s) for s in dlist]
# Case #2: dates as numbers .................
elif dlist.dtype.kind in 'if':
#...hopefully, they are values
- if freq is None:
+ if freq is None or freq == _c.FR_UND:
freq = guess_freq(dlist)
dates = dlist
# Case #3: dates as objects .................
@@ -934,7 +498,7 @@
#...as mx.DateTime objects
elif hasattr(template,'absdays'):
# no freq given: try to guess it from absdays
- if freq is None:
+ if freq == _c.FR_UND:
ords = numpy.fromiter((s.absdays for s in dlist), float_)
ords += 1
freq = guess_freq(ords)
@@ -942,7 +506,7 @@
#...as datetime objects
elif hasattr(template, 'toordinal'):
ords = numpy.fromiter((d.toordinal() for d in dlist), float_)
- if freq is None:
+ if freq == _c.FR_UND:
freq = guess_freq(ords)
dates = [Date(freq, datetime=dt.datetime.fromordinal(a)) for a in ords]
#
@@ -950,18 +514,18 @@
return result
-def date_array(dlist=None, start_date=None, end_date=None, length=None,
+def date_array(dlist=None, start_date=None, end_date=None, length=None,
include_last=True, freq=None):
"""Constructs a DateArray from:
- a starting date and either an ending date or a given length.
- a list of dates.
"""
- freq = corelib.check_freq(freq)
+ freq = check_freq(freq)
# Case #1: we have a list ...................
if dlist is not None:
# Already a DateArray....................
if isinstance(dlist, DateArray):
- if (freq is not None) and (dlist.freq != corelib.check_freq(freq)):
+ if (freq != _c.FR_UND) and (dlist.freq != check_freq(freq)):
return dlist.asfreq(freq)
else:
return dlist
@@ -999,7 +563,7 @@
# dlist = [(start_date+i).value for i in range(length)]
dlist = numeric.arange(length, dtype=int_)
dlist += start_date.value
- if freq is None:
+ if freq == _c.FR_UND:
freq = start_date.freq
return DateArray(dlist, freq=freq)
datearray = date_array
@@ -1008,12 +572,12 @@
"Constructs a DateArray from a list of dates."
return date_array(dlist=dlist, freq=freq)
-def date_array_fromrange(start_date, end_date=None, length=None,
+def date_array_fromrange(start_date, end_date=None, length=None,
include_last=True, freq=None):
- """Constructs a DateArray from a starting date and either an ending date or
+ """Constructs a DateArray from a starting date and either an ending date or
a length."""
- return date_array(start_date=start_date, end_date=end_date,
- length=length, include_last=include_last, freq=freq)
+ return date_array(start_date=start_date, end_date=end_date,
+ length=length, include_last=include_last, freq=freq)
#####---------------------------------------------------------------------------
#---- --- Definition of functions from the corresponding methods ---
@@ -1089,7 +653,7 @@
hodie = today('D')
D = DateArray(today('D'))
assert_equal(D.freq, 6000)
-
+
if 0:
freqs = [x[0] for x in corelib.freq_dict.values() if x[0] != 'U']
print freqs
@@ -1097,17 +661,17 @@
print f
today = thisday(f)
assert(Date(freq=f, value=today.value) == today)
-
+
if 1:
D = date_array(freq='U', start_date=Date('U',1), length=10)
-
+
if 1:
dlist = ['2007-01-%02i' % i for i in (1,2,4,5,7,8,10,11,13)]
-
-
+
+
ords = numpy.fromiter((DateTimeFromString(s).toordinal() for s in dlist),
float_)
-
+
if 1:
"Tests the automatic sorting of dates."
D = date_array_fromlist(dlist=['2006-01','2005-01','2004-01'],freq='M')
Modified: trunk/Lib/sandbox/timeseries/tests/test_dates.py
===================================================================
--- trunk/Lib/sandbox/timeseries/tests/test_dates.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/tests/test_dates.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -1,5 +1,5 @@
# pylint: disable-msg=W0611, W0612, W0511,R0201
-"""Tests suite for timeseries.tdates.
+"""Tests suite for Date handling.
:author: Pierre Gerard-Marchant & Matt Knox
:contact: pierregm_at_uga_dot_edu - mattknow_ca_at_hotmail_dot_com
@@ -25,20 +25,20 @@
import maskedarray.testutils
from maskedarray.testutils import assert_equal, assert_array_equal
-import timeseries.tdates as tdates
-from timeseries.tdates import *
-from timeseries.parser import DateFromString
-from timeseries import tcore
+import timeseries as ts
+from timeseries import *
+from timeseries.cseries import freq_dict
class test_creation(NumpyTestCase):
"Base test class for MaskedArrays."
-
+
def __init__(self, *args, **kwds):
NumpyTestCase.__init__(self, *args, **kwds)
-
+
def test_fromstrings(self):
"Tests creation from list of strings"
+ print "starting test_fromstrings..."
dlist = ['2007-01-%02i' % i for i in range(1,15)]
# A simple case: daily data
dates = date_array_fromlist(dlist, 'D')
@@ -72,9 +72,11 @@
assert(dates.isfull())
assert(not dates.has_duplicated_dates())
assert_equal(dates, 24073 + numpy.arange(12))
-
+ print "finished test_fromstrings"
+
def test_fromstrings_wmissing(self):
"Tests creation from list of strings w/ missing dates"
+ print "starting test_fromstrings_wmissing..."
dlist = ['2007-01-%02i' % i for i in (1,2,4,5,7,8,10,11,13)]
dates = date_array_fromlist(dlist)
assert_equal(dates.freqstr,'U')
@@ -91,10 +93,12 @@
assert_equal(mdates.freqstr,'M')
assert(not dates.isfull())
assert(mdates.has_duplicated_dates())
+ print "finished test_fromstrings_wmissing"
#
-
+
def test_fromsobjects(self):
"Tests creation from list of objects."
+ print "starting test_fromsobjects..."
dlist = ['2007-01-%02i' % i for i in (1,2,4,5,7,8,10,11,13)]
dates = date_array_fromlist(dlist)
dobj = [datetime.datetime.fromordinal(d) for d in dates.toordinal()]
@@ -103,17 +107,21 @@
dobj = [DateFromString(d) for d in dlist]
odates = date_array_fromlist(dobj)
assert_equal(dates,odates)
+ print "finished test_fromsobjects"
def test_consistent_value(self):
"Tests that values don't get mutated when constructing dates from a value"
- freqs = [x[0] for x in tcore.freq_dict.values() if x[0] != 'U']
+ print "starting test_consistent_value..."
+ freqs = [x[0] for x in freq_dict.values() if x[0] != 'U']
print freqs
for f in freqs:
- today = tdates.thisday(f)
- assert_equal(tdates.Date(freq=f, value=today.value), today)
-
+ today = thisday(f)
+ assert_equal(Date(freq=f, value=today.value), today)
+ print "finished test_consistent_value"
+
def test_shortcuts(self):
"Tests some creation shortcuts. Because I'm lazy like that."
+ print "starting test_shortcuts..."
# Dates shortcuts
assert_equal(Date('D','2007-01'), Date('D',string='2007-01'))
assert_equal(Date('D','2007-01'), Date('D', value=732677))
@@ -123,26 +131,27 @@
d = date_array(start_date=n, length=3)
assert_equal(date_array(n,length=3), d)
assert_equal(date_array(n, n+2), d)
+ print "finished test_shortcuts"
class test_date_properties(NumpyTestCase):
"Test properties such as year, month, day_of_week, etc...."
-
+
def __init__(self, *args, **kwds):
NumpyTestCase.__init__(self, *args, **kwds)
def test_properties(self):
-
- a_date = tdates.Date(freq='A', year=2007)
- q_date = tdates.Date(freq='Q', year=2007, quarter=1)
- m_date = tdates.Date(freq='M', year=2007, month=1)
- w_date = tdates.Date(freq='W', year=2007, month=1, day=7)
- b_date = tdates.Date(freq='B', year=2007, month=1, day=1)
- d_date = tdates.Date(freq='D', year=2007, month=1, day=1)
- h_date = tdates.Date(freq='H', year=2007, month=1, day=1,
+
+ a_date = Date(freq='A', year=2007)
+ q_date = Date(freq='Q', year=2007, quarter=1)
+ m_date = Date(freq='M', year=2007, month=1)
+ w_date = Date(freq='W', year=2007, month=1, day=7)
+ b_date = Date(freq='B', year=2007, month=1, day=1)
+ d_date = Date(freq='D', year=2007, month=1, day=1)
+ h_date = Date(freq='H', year=2007, month=1, day=1,
hour=0)
- t_date = tdates.Date(freq='T', year=2007, month=1, day=1,
+ t_date = Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0)
- s_date = tdates.Date(freq='T', year=2007, month=1, day=1,
+ s_date = Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0, second=0)
assert_equal(a_date.year, 2007)
@@ -219,12 +228,12 @@
class test_freq_conversion(NumpyTestCase):
"Test frequency conversion of date objects"
-
+
def __init__(self, *args, **kwds):
NumpyTestCase.__init__(self, *args, **kwds)
self.dateWrap = [(dArrayWrap, assert_array_equal),
(noWrap, assert_equal)]
-
+
def test_conv_annual(self):
"frequency conversion tests: from Annual Frequency"
@@ -240,17 +249,17 @@
date_A_to_B_after = dWrap(Date(freq='B', year=2007, month=12, day=31))
date_A_to_D_before = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_A_to_D_after = dWrap(Date(freq='D', year=2007, month=12, day=31))
- date_A_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_A_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_A_to_H_after = dWrap(Date(freq='H', year=2007, month=12, day=31,
+ date_A_to_H_after = dWrap(Date(freq='H', year=2007, month=12, day=31,
hour=23))
- date_A_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_A_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_A_to_T_after = dWrap(Date(freq='T', year=2007, month=12, day=31,
+ date_A_to_T_after = dWrap(Date(freq='T', year=2007, month=12, day=31,
hour=23, minute=59))
- date_A_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_A_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_A_to_S_after = dWrap(Date(freq='S', year=2007, month=12, day=31,
+ date_A_to_S_after = dWrap(Date(freq='S', year=2007, month=12, day=31,
hour=23, minute=59, second=59))
assert_func(date_A.asfreq('Q', "BEFORE"), date_A_to_Q_before)
@@ -270,7 +279,7 @@
assert_func(date_A.asfreq('S', "BEFORE"), date_A_to_S_before)
assert_func(date_A.asfreq('S', "AFTER"), date_A_to_S_after)
-
+
def test_conv_quarterly(self):
"frequency conversion tests: from Quarterly Frequency"
@@ -286,17 +295,17 @@
date_Q_to_B_after = dWrap(Date(freq='B', year=2007, month=3, day=30))
date_Q_to_D_before = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_Q_to_D_after = dWrap(Date(freq='D', year=2007, month=3, day=31))
- date_Q_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_Q_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_Q_to_H_after = dWrap(Date(freq='H', year=2007, month=3, day=31,
+ date_Q_to_H_after = dWrap(Date(freq='H', year=2007, month=3, day=31,
hour=23))
- date_Q_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_Q_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_Q_to_T_after = dWrap(Date(freq='T', year=2007, month=3, day=31,
+ date_Q_to_T_after = dWrap(Date(freq='T', year=2007, month=3, day=31,
hour=23, minute=59))
- date_Q_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_Q_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_Q_to_S_after = dWrap(Date(freq='S', year=2007, month=3, day=31,
+ date_Q_to_S_after = dWrap(Date(freq='S', year=2007, month=3, day=31,
hour=23, minute=59, second=59))
assert_func(date_Q.asfreq('A'), date_Q_to_A)
@@ -316,11 +325,11 @@
assert_func(date_Q.asfreq('T', "AFTER"), date_Q_to_T_after)
assert_func(date_Q.asfreq('S', "BEFORE"), date_Q_to_S_before)
assert_func(date_Q.asfreq('S', "AFTER"), date_Q_to_S_after)
-
+
def test_conv_monthly(self):
"frequency conversion tests: from Monthly Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
date_M = dWrap(Date(freq='M', year=2007, month=1))
date_M_end_of_year = dWrap(Date(freq='M', year=2007, month=12))
@@ -333,17 +342,17 @@
date_M_to_B_after = dWrap(Date(freq='B', year=2007, month=1, day=31))
date_M_to_D_before = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_M_to_D_after = dWrap(Date(freq='D', year=2007, month=1, day=31))
- date_M_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_M_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_M_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=31,
+ date_M_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=31,
hour=23))
- date_M_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_M_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_M_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=31,
+ date_M_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=31,
hour=23, minute=59))
- date_M_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_M_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_M_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=31,
+ date_M_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=31,
hour=23, minute=59, second=59))
assert_func(date_M.asfreq('A'), date_M_to_A)
@@ -364,10 +373,10 @@
assert_func(date_M.asfreq('S', "BEFORE"), date_M_to_S_before)
assert_func(date_M.asfreq('S', "AFTER"), date_M_to_S_after)
-
+
def test_conv_weekly(self):
"frequency conversion tests: from Weekly Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
date_W = dWrap(Date(freq='W', year=2007, month=1, day=1))
date_W_end_of_year = dWrap(Date(freq='W', year=2007, month=12, day=31))
@@ -396,17 +405,17 @@
date_W_to_B_after = dWrap(Date(freq='B', year=2007, month=1, day=5))
date_W_to_D_before = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_W_to_D_after = dWrap(Date(freq='D', year=2007, month=1, day=7))
- date_W_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_W_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_W_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=7,
+ date_W_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=7,
hour=23))
- date_W_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_W_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_W_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=7,
+ date_W_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=7,
hour=23, minute=59))
- date_W_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_W_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_W_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=7,
+ date_W_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=7,
hour=23, minute=59, second=59))
assert_func(date_W.asfreq('A'), date_W_to_A)
@@ -426,10 +435,10 @@
assert_func(date_W.asfreq('T', "AFTER"), date_W_to_T_after)
assert_func(date_W.asfreq('S', "BEFORE"), date_W_to_S_before)
assert_func(date_W.asfreq('S', "AFTER"), date_W_to_S_after)
-
+
def test_conv_business(self):
"frequency conversion tests: from Business Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
date_B = dWrap(Date(freq='B', year=2007, month=1, day=1))
date_B_end_of_year = dWrap(Date(freq='B', year=2007, month=12, day=31))
@@ -442,17 +451,17 @@
date_B_to_M = dWrap(Date(freq='M', year=2007, month=1))
date_B_to_W = dWrap(Date(freq='W', year=2007, month=1, day=7))
date_B_to_D = dWrap(Date(freq='D', year=2007, month=1, day=1))
- date_B_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_B_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_B_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_B_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=23))
- date_B_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_B_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_B_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_B_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=23, minute=59))
- date_B_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_B_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_B_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_B_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=23, minute=59, second=59))
assert_func(date_B.asfreq('A'), date_B_to_A)
@@ -475,7 +484,7 @@
def test_conv_daily(self):
"frequency conversion tests: from Business Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
date_D = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_D_end_of_year = dWrap(Date(freq='D', year=2007, month=12, day=31))
@@ -496,17 +505,17 @@
date_D_to_M = dWrap(Date(freq='M', year=2007, month=1))
date_D_to_W = dWrap(Date(freq='W', year=2007, month=1, day=7))
- date_D_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_D_to_H_before = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_D_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_D_to_H_after = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=23))
- date_D_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_D_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_D_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_D_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=23, minute=59))
- date_D_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_D_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_D_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_D_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=23, minute=59, second=59))
assert_func(date_D.asfreq('A'), date_D_to_A)
@@ -533,20 +542,20 @@
def test_conv_hourly(self):
"frequency conversion tests: from Hourly Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
date_H = dWrap(Date(freq='H', year=2007, month=1, day=1, hour=0))
- date_H_end_of_year = dWrap(Date(freq='H', year=2007, month=12, day=31,
+ date_H_end_of_year = dWrap(Date(freq='H', year=2007, month=12, day=31,
hour=23))
- date_H_end_of_quarter = dWrap(Date(freq='H', year=2007, month=3, day=31,
+ date_H_end_of_quarter = dWrap(Date(freq='H', year=2007, month=3, day=31,
hour=23))
- date_H_end_of_month = dWrap(Date(freq='H', year=2007, month=1, day=31,
+ date_H_end_of_month = dWrap(Date(freq='H', year=2007, month=1, day=31,
hour=23))
- date_H_end_of_week = dWrap(Date(freq='H', year=2007, month=1, day=7,
+ date_H_end_of_week = dWrap(Date(freq='H', year=2007, month=1, day=7,
hour=23))
- date_H_end_of_day = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_H_end_of_day = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=23))
- date_H_end_of_bus = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_H_end_of_bus = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=23))
date_H_to_A = dWrap(Date(freq='A', year=2007))
@@ -556,13 +565,13 @@
date_H_to_D = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_H_to_B = dWrap(Date(freq='B', year=2007, month=1, day=1))
- date_H_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_H_to_T_before = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_H_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_H_to_T_after = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=59))
- date_H_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_H_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_H_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_H_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=59, second=59))
assert_func(date_H.asfreq('A'), date_H_to_A)
@@ -585,23 +594,23 @@
def test_conv_minutely(self):
"frequency conversion tests: from Minutely Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
- date_T = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_T = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
- date_T_end_of_year = dWrap(Date(freq='T', year=2007, month=12, day=31,
+ date_T_end_of_year = dWrap(Date(freq='T', year=2007, month=12, day=31,
hour=23, minute=59))
- date_T_end_of_quarter = dWrap(Date(freq='T', year=2007, month=3, day=31,
+ date_T_end_of_quarter = dWrap(Date(freq='T', year=2007, month=3, day=31,
hour=23, minute=59))
- date_T_end_of_month = dWrap(Date(freq='T', year=2007, month=1, day=31,
+ date_T_end_of_month = dWrap(Date(freq='T', year=2007, month=1, day=31,
hour=23, minute=59))
- date_T_end_of_week = dWrap(Date(freq='T', year=2007, month=1, day=7,
+ date_T_end_of_week = dWrap(Date(freq='T', year=2007, month=1, day=7,
hour=23, minute=59))
- date_T_end_of_day = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_T_end_of_day = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=23, minute=59))
- date_T_end_of_bus = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_T_end_of_bus = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=23, minute=59))
- date_T_end_of_hour = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_T_end_of_hour = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=59))
date_T_to_A = dWrap(Date(freq='A', year=2007))
@@ -612,9 +621,9 @@
date_T_to_B = dWrap(Date(freq='B', year=2007, month=1, day=1))
date_T_to_H = dWrap(Date(freq='H', year=2007, month=1, day=1, hour=0))
- date_T_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_T_to_S_before = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_T_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_T_to_S_after = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=59))
assert_func(date_T.asfreq('A'), date_T_to_A)
@@ -638,25 +647,25 @@
def test_conv_secondly(self):
"frequency conversion tests: from Secondly Frequency"
-
+
for dWrap, assert_func in self.dateWrap:
- date_S = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_S = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=0))
- date_S_end_of_year = dWrap(Date(freq='S', year=2007, month=12, day=31,
+ date_S_end_of_year = dWrap(Date(freq='S', year=2007, month=12, day=31,
hour=23, minute=59, second=59))
- date_S_end_of_quarter = dWrap(Date(freq='S', year=2007, month=3, day=31,
+ date_S_end_of_quarter = dWrap(Date(freq='S', year=2007, month=3, day=31,
hour=23, minute=59, second=59))
- date_S_end_of_month = dWrap(Date(freq='S', year=2007, month=1, day=31,
+ date_S_end_of_month = dWrap(Date(freq='S', year=2007, month=1, day=31,
hour=23, minute=59, second=59))
- date_S_end_of_week = dWrap(Date(freq='S', year=2007, month=1, day=7,
+ date_S_end_of_week = dWrap(Date(freq='S', year=2007, month=1, day=7,
hour=23, minute=59, second=59))
- date_S_end_of_day = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_S_end_of_day = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=23, minute=59, second=59))
- date_S_end_of_bus = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_S_end_of_bus = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=23, minute=59, second=59))
- date_S_end_of_hour = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_S_end_of_hour = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=59, second=59))
- date_S_end_of_minute = dWrap(Date(freq='S', year=2007, month=1, day=1,
+ date_S_end_of_minute = dWrap(Date(freq='S', year=2007, month=1, day=1,
hour=0, minute=0, second=59))
date_S_to_A = dWrap(Date(freq='A', year=2007))
@@ -665,9 +674,9 @@
date_S_to_W = dWrap(Date(freq='W', year=2007, month=1, day=7))
date_S_to_D = dWrap(Date(freq='D', year=2007, month=1, day=1))
date_S_to_B = dWrap(Date(freq='B', year=2007, month=1, day=1))
- date_S_to_H = dWrap(Date(freq='H', year=2007, month=1, day=1,
+ date_S_to_H = dWrap(Date(freq='H', year=2007, month=1, day=1,
hour=0))
- date_S_to_T = dWrap(Date(freq='T', year=2007, month=1, day=1,
+ date_S_to_T = dWrap(Date(freq='T', year=2007, month=1, day=1,
hour=0, minute=0))
assert_func(date_S.asfreq('A'), date_S_to_A)
@@ -686,14 +695,14 @@
assert_func(date_S_end_of_hour.asfreq('H'), date_S_to_H)
assert_func(date_S.asfreq('T'), date_S_to_T)
assert_func(date_S_end_of_minute.asfreq('T'), date_S_to_T)
-
+
class test_methods(NumpyTestCase):
"Base test class for MaskedArrays."
-
+
def __init__(self, *args, **kwds):
- NumpyTestCase.__init__(self, *args, **kwds)
-
+ NumpyTestCase.__init__(self, *args, **kwds)
+
def test_getitem(self):
"Tests getitem"
dlist = ['2007-%02i' % i for i in range(1,5)+range(7,13)]
@@ -708,7 +717,7 @@
assert_equal(mdates[lag], mdates[5])
# Using several dates
lag = mdates.find_dates(Date('M',value=24073), Date('M',value=24084))
- assert_equal(mdates[lag],
+ assert_equal(mdates[lag],
DateArray([mdates[0], mdates[-1]], freq='M'))
assert_equal(mdates[[mdates[0],mdates[-1]]], mdates[lag])
#
@@ -717,20 +726,20 @@
mdates = date_array_fromlist(dlist).asfreq('M')
#CHECK : Oops, what were we supposed to do here ?
-
+
def test_getsteps(self):
"Tests the getsteps method"
dlist = ['2007-01-%02i' %i for i in (1,2,3,4,8,9,10,11,12,15)]
ddates = date_array_fromlist(dlist)
assert_equal(ddates.get_steps(), [1,1,1,4,1,1,1,1,3])
-
-
+
+
def test_empty_datearray(self):
empty_darray = DateArray([], freq='b')
assert_equal(empty_darray.isfull(), True)
assert_equal(empty_darray.isvalid(), True)
assert_equal(empty_darray.get_steps(), None)
-
+
def test_cachedinfo(self):
D = date_array(start_date=thisday('D'), length=5)
Dstr = D.tostring()
@@ -741,4 +750,4 @@
###############################################################################
#------------------------------------------------------------------------------
if __name__ == "__main__":
- NumpyTest().run()
\ No newline at end of file
+ NumpyTest().run()
\ No newline at end of file
Modified: trunk/Lib/sandbox/timeseries/tests/test_timeseries.py
===================================================================
--- trunk/Lib/sandbox/timeseries/tests/test_timeseries.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/tests/test_timeseries.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -2,7 +2,7 @@
"""Tests suite for MaskedArray.
Adapted from the original test_ma by Pierre Gerard-Marchant
-:author: Pierre Gerard-Marchant & Matt Knox
+:author: Pierre Gerard-Marchant & Matt Knox
:contact: pierregm_at_uga_dot_edu & mattknox_ca_at_hotmail_dot_com
:version: $Id$
"""
@@ -26,8 +26,8 @@
from maskedarray.testutils import assert_equal, assert_array_equal
from timeseries import tseries
-from timeseries.tseries import Date, date_array_fromlist, date_array, thisday
-from timeseries.tseries import time_series, TimeSeries, adjust_endpoints, \
+from timeseries import Date, date_array_fromlist, date_array, thisday
+from timeseries import time_series, TimeSeries, adjust_endpoints, \
mask_period, align_series, fill_missing_dates, tsmasked, concatenate_series
class test_creation(NumpyTestCase):
@@ -70,26 +70,26 @@
assert_equal(series._series, data)
assert_equal(series._dates, dates)
assert_equal(series.freqstr, 'D')
-
-
+
+
def test_fromdatearray(self):
_, dates, _ = self.d
data = dates
-
+
series = time_series(data, dates)
assert(isinstance(series, TimeSeries))
assert_equal(series._dates, dates)
assert_equal(series._data, data)
assert_equal(series.freqstr, 'D')
-
+
series[5] = MA.masked
-
+
# ensure that series can be represented by a string after masking a value
- # (there was a bug before that prevented this from working when using a
+ # (there was a bug before that prevented this from working when using a
# DateArray for the data)
strrep = str(series)
-
-
+
+
def test_datafromlist(self):
(_, dates, _) = self.d
data = list(range(15))
@@ -105,7 +105,7 @@
dates = date_array_fromlist(dlist)
data = masked_array(numeric.arange(15), mask=[1,0,0,0,0]*3)
self.d = (time_series(data, dlist), data)
-
+
def test_intfloat(self):
"Test arithmetic timeseries/integers"
(series, data) =self.d
@@ -115,7 +115,7 @@
assert_equal(nseries._mask, [1,0,0,0,0]*3)
assert_equal(nseries._series, data+1)
assert_equal(nseries._dates, series._dates)
- #
+ #
nseries = series-1
assert(isinstance(nseries, TimeSeries))
assert_equal(nseries._mask, [1,0,0,0,0]*3)
@@ -133,7 +133,7 @@
assert_equal(nseries._mask, [1,0,0,0,0]*3)
assert_equal(nseries._series, data/1.)
assert_equal(nseries._dates, series._dates)
-
+
def test_intfloat_inplace(self):
"Test int/float arithmetics in place."
(series, data) =self.d
@@ -191,8 +191,8 @@
assert(tsmasked._series is masked)
assert(series._series[0] is masked)
assert(series[0]._series is masked)
-
-
+
+
#...............................................................................
class test_getitem(NumpyTestCase):
@@ -203,7 +203,7 @@
dates = date_array_fromlist(dlist)
data = masked_array(numeric.arange(15), mask=[1,0,0,0,0]*3, dtype=float_)
self.d = (time_series(data, dlist), data, dates)
-
+
def test_wdate(self):
"Tests getitem with date as index"
(series, data, dates) = self.d
@@ -231,7 +231,7 @@
# Testing a basic condition on dates
series[series._dates < Date('D',string='2007-01-06')] = masked
assert_equal(series[:5]._series._mask, [1,1,1,1,1])
-
+
def test_wslices(self):
"Test get/set items."
(series, data, dates) = self.d
@@ -252,16 +252,16 @@
# Now, using dates !
dseries = series[series.dates[3]:series.dates[7]]
assert_equal(dseries, series[3:7])
-
+
def test_on2d(self):
"Tests getitem on a 2D series"
(a,b,d) = ([1,2,3],[3,2,1], date_array(thisday('M'),length=3))
ser_x = time_series(N.column_stack((a,b)), dates=d)
assert_equal(ser_x[0,0], time_series(a[0],d[0]))
assert_equal(ser_x[0,:], time_series([(a[0],b[0])], d[0]))
- assert_equal(ser_x[:,0], time_series(a, d))
- assert_equal(ser_x[:,:], ser_x)
-
+ assert_equal(ser_x[:,0], time_series(a, d))
+ assert_equal(ser_x[:,:], ser_x)
+
def test_onnd(self):
"Tests getitem on a nD series"
hodie = thisday('D')
@@ -287,7 +287,7 @@
assert_equal(series[0]._dates[0], (hodie))
assert_equal(series[:,0]._data, [0,2,4,6,8])
assert_equal(series[:,0]._mask, [1,0,0,0,0])
- assert_equal(series[:,0]._dates, series._dates)
+ assert_equal(series[:,0]._dates, series._dates)
# Case 3D
series = time_series(N.arange(30).reshape(5,3,2), start_date=hodie)
x = series[0]
@@ -299,7 +299,7 @@
x = series[:,:,0]
assert_equal(series[:,:,0], series._data[:,:,0])
assert_equal(series[:,:,0]._dates, series._dates)
-
+
class test_functions(NumpyTestCase):
"Some getitem tests"
def __init__(self, *args, **kwds):
@@ -322,7 +322,7 @@
dseries = adjust_endpoints(series, end_date=Date('D', string='2007-01-06'))
assert_equal(dseries.size, 6)
assert_equal(dseries, series[:6])
- dseries = adjust_endpoints(series,
+ dseries = adjust_endpoints(series,
start_date=Date('D', string='2007-01-06'),
end_date=Date('D', string='2007-01-31'))
assert_equal(dseries.size, 26)
@@ -332,7 +332,7 @@
a, b = align_series(series, empty_series)
assert_equal(a.start_date, b.start_date)
assert_equal(a.end_date, b.end_date)
- #
+ #
def test_tshift(self):
"Test tshift function"
series = self.d[0]
@@ -345,13 +345,13 @@
result_data = [1,2,3,4,5,6,7,8,9,10,11,12,13,14] + [999]
result_mask = [0,0,0,0,1,0,0,0,0,1, 0, 0, 0, 0 ] + [1 ]
shift_positive_result = time_series(result_data, series._dates, mask=result_mask)
-
+
assert_array_equal(shift_negative, shift_negative_result)
assert_array_equal(shift_positive, shift_positive_result)
#
def test_convert(self):
"""Test convert function
-
+
Just check basic functionality. The details of the actual
date conversion algorithms already tested by asfreq in the
test_dates test suite.
@@ -360,9 +360,9 @@
start_date=Date(freq='m', year=2005, month=6))
highFreqSeries = time_series(N.arange(100),
start_date=Date(freq='b', year=2005, month=6, day=1))
-
+
lowToHigh_start = lowFreqSeries.convert('B', position='START')
-
+
assert_equal(lowToHigh_start.start_date,
Date(freq='m', year=2005, month=6).asfreq("B", relation="BEFORE"))
assert_equal(lowToHigh_start.end_date,
@@ -372,41 +372,43 @@
assert_equal(lowToHigh_start._mask[-1], True)
lowToHigh_end = lowFreqSeries.convert('B', position='END')
-
+
assert_equal(lowToHigh_end.start_date,
Date(freq='m', year=2005, month=6).asfreq("B", relation="BEFORE"))
assert_equal(lowToHigh_end.end_date,
(Date(freq='m', year=2005, month=6) + 9).asfreq("B", relation="AFTER"))
-
+
assert_equal(lowToHigh_end._mask[0], True)
assert_equal(lowToHigh_end._mask[-1], False)
-
+
highToLow = highFreqSeries.convert('M', func=None)
-
+
assert_equal(highToLow.ndim, 2)
assert_equal(highToLow.shape[1], 23)
assert_equal(highToLow.start_date,
Date(freq='b', year=2005, month=6, day=1).asfreq('M'))
assert_equal(highToLow.end_date,
(Date(freq='b', year=2005, month=6, day=1) + 99).asfreq('M'))
- #
+
+ assert_array_equal(lowFreqSeries, lowFreqSeries.convert("M"))
+ #
def test_fill_missing_dates(self):
"""Test fill_missing_dates function"""
_start = Date(freq='m', year=2005, month=1)
_end = Date(freq='m', year=2005, month=4)
-
+
dates = date_array([_start, _end], freq='M')
series = time_series([1, 2], dates)
filled_ser = fill_missing_dates(series)
-
+
assert_equal(filled_ser.start_date, _start)
assert_equal(filled_ser.end_date, _end)
assert(filled_ser.isfull())
assert(not filled_ser.has_duplicated_dates())
assert_equal(filled_ser.size, _end - _start + 1)
#
- def test_maskperiod(self):
+ def test_maskperiod(self):
"Test mask_period"
(series, data, dates) = self.d
series.mask = nomask
@@ -430,8 +432,8 @@
inplace=False)
result = N.array([0,0,0,0,0,1,1,1,1,1,1,1,0,0,0])
assert_equal(mask._mask, result.repeat(2).reshape(-1,2))
-
-
+
+
#
def test_pickling(self):
"Tests pickling/unpickling"
@@ -450,8 +452,8 @@
assert_equal(series_pickled._data, series._data)
assert_equal(series_pickled._mask, series._mask)
assert(isinstance(series_pickled._data, N.matrix))
-
-
+
+
def test_empty_timeseries(self):
"Tests that empty TimeSeries are handled properly"
empty_ts = time_series([], freq='b')
@@ -459,33 +461,33 @@
assert_array_equal(empty_ts, empty_ts + empty_ts)
assert_equal(empty_ts.start_date, None)
assert_equal(empty_ts.end_date, None)
-
+
def test__timeseriescompat_multiple(self):
-
+
seriesM_10 = time_series(N.arange(10),
date_array(
start_date=Date(freq='m', year=2005, month=1),
length=10)
)
-
+
seriesD_10 = time_series(N.arange(10),
date_array(
start_date=Date(freq='d', year=2005, month=1, day=1),
length=10)
)
-
+
seriesD_5 = time_series(N.arange(5),
date_array(
start_date=Date(freq='d', year=2005, month=1, day=1),
length=5)
)
-
+
seriesD_5_apr = time_series(N.arange(5),
date_array(
start_date=Date(freq='d', year=2005, month=4, day=1),
length=5)
)
-
+
assert(tseries._timeseriescompat_multiple(seriesM_10, seriesM_10, seriesM_10))
try:
@@ -501,14 +503,14 @@
except:
exception = True
assert(exception)
-
+
try:
tseries._timeseriescompat_multiple(seriesD_5, seriesD_5_apr)
exception = False
except:
exception = True
assert(exception)
-
+
def test_compressed(self):
"Tests compress"
dlist = ['2007-01-%02i' % i for i in range(1,16)]
@@ -522,14 +524,14 @@
assert_equal(c_series._mask, nomask)
assert_equal(c_series._dates, dates[keeper])
#
- series_st = time_series(MA.column_stack((data,data[::-1])),
+ series_st = time_series(MA.column_stack((data,data[::-1])),
dates=dates)
c_series = series_st.compressed()
d = [1,2,3,6,7,8,11,12,13]
assert_equal(c_series._data, N.c_[(d,list(reversed(d)))])
assert_equal(c_series._mask, nomask)
assert_equal(c_series._dates, dates[d])
-
+
def test_concatenate(self):
"Tests concatenate"
dlist = ['2007-%02i' % i for i in range(1,6)]
@@ -554,11 +556,11 @@
assert_equal(newseries._data,[0,1,2,0,1,2,3,4])
assert_equal(newseries._mask,[1,0,0,1,0,0,0,0])
#
-
-
-
+
+
+
###############################################################################
#------------------------------------------------------------------------------
if __name__ == "__main__":
- NumpyTest().run()
\ No newline at end of file
+ NumpyTest().run()
\ No newline at end of file
Modified: trunk/Lib/sandbox/timeseries/tseries.py
===================================================================
--- trunk/Lib/sandbox/timeseries/tseries.py 2007-03-20 14:42:18 UTC (rev 2851)
+++ trunk/Lib/sandbox/timeseries/tseries.py 2007-03-20 14:44:08 UTC (rev 2852)
@@ -1,7 +1,7 @@
"""
The `TimeSeries` class provides a base for the definition of time series.
A time series is defined here as the combination of two arrays:
-
+
- an array storing the time information (as a `DateArray` instance);
- an array storing the data (as a `MaskedArray` instance.)
@@ -26,23 +26,23 @@
from numpy.core.records import recarray
from numpy.core.records import fromarrays as recfromarrays
-import maskedarray.core as MA
-from maskedarray.core import MaskedArray, MAError, masked, nomask, \
+import maskedarray as MA
+from maskedarray import MaskedArray, MAError, masked, nomask, \
filled, getmask, getmaskarray, make_mask_none, mask_or, make_mask, \
masked_array
import tcore as corelib
-from tcore import *
+import const as _c
import tdates
from tdates import DateError, InsufficientDateError
from tdates import Date, isDate, DateArray, isDateArray, \
- date_array, date_array_fromlist, date_array_fromrange, thisday, today
+ date_array, date_array_fromlist, date_array_fromrange, thisday, today, \
+ check_freq, check_freq_str
import cseries
-
__all__ = [
'TimeSeriesError','TimeSeriesCompatibilityError','TimeSeries','isTimeSeries',
'time_series', 'tsmasked',
@@ -50,15 +50,48 @@
'adjust_endpoints','align_series','aligned','convert','group_byperiod',
'tshift','fill_missing_dates', 'stack', 'concatenate_series','empty_like',
'day_of_week','day_of_year','day','month','quarter','year',
-'hour','minute','second',
+'hour','minute','second',
'tofile','asrecords','flatten',
]
-#...............................................................................
-#
-#ufunc_domain = {}
-#ufunc_fills = {}
+#####---------------------------------------------------------------------------
+#---- --- Observed options ---
+#####---------------------------------------------------------------------------
+fmtobs_dict = {'UNDEFINED': ['UNDEF','UNDEFINED',None],
+ 'BEGINNING': ['BEGIN','BEGINNING'],
+ 'ENDING': ['END','ENDING'],
+ 'AVERAGED': ['AVERAGE','AVERAGED','MEAN'],
+ 'SUMMED': ['SUM','SUMMED'],
+ 'MAXIMUM': ['MAX','MAXIMUM','HIGH'],
+ 'MINIMUM': ['MIN','MINIMUM','LOW']}
+
+obs_dict = {"UNDEFINED":None,
+ "BEGINNING": corelib.first_unmasked_val,
+ "ENDING": corelib.last_unmasked_val,
+ "AVERAGED": MA.average,
+ "SUMMED": MA.sum,
+ "MAXIMUM": MA.maximum,
+ "MINIMUM": MA.minimum,
+ }
+
+alias_obs_dict = {}
+for ob, aliases in fmtobs_dict.iteritems():
+ for al in aliases:
+ alias_obs_dict[al] = obs_dict[ob]
+obs_dict.update(alias_obs_dict)
+fmtobs_revdict = corelib.reverse_dict(fmtobs_dict)
+
+def fmtObserv(obStr):
+ "Converts a possible 'Observed' string into acceptable values."
+ if obStr is None:
+ return fmtobs_revdict[None]
+ elif obStr.upper() in fmtobs_revdict:
+ return fmtobs_revdict[obStr.upper()]
+ else:
+ raise ValueError("Invalid value for observed attribute: %s " % str(obStr))
+
+
#### --------------------------------------------------------------------------
#--- ... TimeSeriesError class ...
#### --------------------------------------------------------------------------
@@ -96,46 +129,46 @@
if a.freq != b.freq:
raise TimeSeriesCompatibilityError('freq', a.freq, b.freq)
elif a.start_date != b.start_date:
- raise TimeSeriesCompatibilityError('start_date',
+ raise TimeSeriesCompatibilityError('start_date',
a.start_date, b.start_date)
else:
step_diff = a._dates.get_steps() != b._dates.get_steps()
if (step_diff is True) or (hasattr(step_diff, "any") and step_diff.any()):
- raise TimeSeriesCompatibilityError('time_steps',
+ raise TimeSeriesCompatibilityError('time_steps',
a._dates.get_steps(), b._dates.get_steps())
elif a.shape != b.shape:
- raise TimeSeriesCompatibilityError('size', "1: %s" % str(a.shape),
+ raise TimeSeriesCompatibilityError('size', "1: %s" % str(a.shape),
"2: %s" % str(b.shape))
return True
-
+
def _timeseriescompat_multiple(*series):
"""Checks the date compatibility of multiple TimeSeries objects.
Returns True if everything's fine, or raises an exception. Unlike
the binary version, all items must be TimeSeries objects."""
-
+
freqs, start_dates, steps, shapes = \
zip(*[(ser.freq, ser.start_date,
(ser._dates.get_steps() != series[0]._dates.get_steps()).any(),
ser.shape) for ser in series])
-
+
if len(set(freqs)) > 1:
errItems = tuple(set(freqs))
raise TimeSeriesCompatibilityError('freq', errItems[0], errItems[1])
-
+
if len(set(start_dates)) > 1:
errItems = tuple(set(start_dates))
raise TimeSeriesCompatibilityError('start_dates', errItems[0], errItems[1])
-
+
if max(steps) == True:
bad_index = [x for x, val in enumerate(steps) if val][0]
- raise TimeSeriesCompatibilityError('time_steps',
- series[0]._dates.get_steps(), series[bad_index]._dates.get_steps())
+ raise TimeSeriesCompatibilityError('time_steps',
+ series[0]._dates.get_steps(), series[bad_index]._dates.get_steps())
if len(set(shapes)) > 1:
errItems = tuple(set(shapes))
- raise TimeSeriesCompatibilityError('size', "1: %s" % str(errItems[0].shape),
+ raise TimeSeriesCompatibilityError('size', "1: %s" % str(errItems[0].shape),
"2: %s" % str(errItems[1].shape))
return True
@@ -143,7 +176,7 @@
def _datadatescompat(data,dates):
"""Checks the compatibility of dates and data at the creation of a TimeSeries.
- Returns True if everything's fine, raises an exception otherwise."""
+ Returns True if everything's fine, raises an exception otherwise."""
# If there's only 1 element, the date is a Date object, which has no size...
tsize = numeric.size(dates)
dsize = data.size
@@ -154,10 +187,10 @@
#dsize = numeric.asarray(data.shape)[:-1].prod()
dsize = data.shape[0]
if dsize == tsize:
- return True
+ return True
elif data.ndim == 0 and tsize <= 1:
- return True
- raise TimeSeriesCompatibilityError('size', "data: %s" % dsize,
+ return True
+ raise TimeSeriesCompatibilityError('size', "data: %s" % dsize,
"dates: %s" % tsize)
def _getdatalength(data):
@@ -166,10 +199,10 @@
return numeric.asarray(numeric.shape(data))[:-1].prod()
else:
return numeric.size(data)
-
+
def _compare_frequencies(*series):
- """Compares the frequencies of a sequence of series.
- Returns the common frequency, or raises an exception if series have different
+ """Compares the frequencies of a sequence of series.
+ Returns the common frequency, or raises an exception if series have different
frequencies."""
unique_freqs = numpy.unique([x.freqstr for x in series])
try:
@@ -177,7 +210,7 @@
except ValueError:
raise TimeSeriesError, \
"All series must have same frequency!"
- return common_freq
+ return common_freq
##### --------------------------------------------------------------------------
##--- ... Time Series ...
@@ -266,33 +299,34 @@
pass
return result
-class TimeSeries(MaskedArray, object):
+class TimeSeries(MaskedArray, object):
"""Base class for the definition of time series.
A time series is here defined as the combination of three arrays:
-
+
- `series` : *[ndarray]*
Data part
- `mask` : *[ndarray]*
Mask part
- `dates` : *[DateArray]*
Date part
-
+
The combination of `series` and `dates` is the `data` part.
"""
options = None
_defaultobserved = None
_genattributes = ['fill_value', 'observed']
- def __new__(cls, data, dates=None, mask=nomask,
+ def __new__(cls, data, dates=None, mask=nomask,
freq=None, observed=None, start_date=None, length=None,
dtype=None, copy=False, fill_value=None,
keep_mask=True, small_mask=True, hard_mask=False, **options):
maparms = dict(copy=copy, dtype=dtype, fill_value=fill_value,
- keep_mask=keep_mask, small_mask=small_mask,
+ keep_mask=keep_mask, small_mask=small_mask,
hard_mask=hard_mask,)
# Get the data ...............................
_data = MaskedArray(data, mask=mask, **maparms).view(cls)
# Get the frequency ..........................
- freq = corelib.check_freq(freq)
+ freq = check_freq(freq)
+
# Get the dates ..............................
if dates is None:
newdates = getattr(data, '_dates', None)
@@ -301,8 +335,8 @@
if newdates is not None:
if not hasattr(newdates, 'freq'):
newdates = date_array(dlist=dates, freq=freq)
- if freq is not None and newdates.freq != freq:
- newdates = newdates.tofreq(freq)
+ if freq != _c.FR_UND and newdates.freq != freq:
+ newdates = newdates.asfreq(freq)
else:
dshape = _data.shape
if len(dshape) > 0:
@@ -311,10 +345,10 @@
newdates = date_array(start_date=start_date, length=length,
freq=freq)
else:
- newdates = date_array([], freq=freq)
+ newdates = date_array([], freq=freq)
# Get observed ...............................
- observed = getattr(data, 'observed', corelib.fmtObserv(observed))
-
+ observed = getattr(data, 'observed', fmtObserv(observed))
+
if _data is masked:
assert(numeric.size(newdates)==1)
return _data.view(cls)
@@ -326,7 +360,7 @@
return _data
#............................................
def __array_finalize__(self,obj):
- MaskedArray.__array_finalize__(self, obj)
+ MaskedArray.__array_finalize__(self, obj)
self._dates = getattr(obj, '_dates', [])
self.observed = getattr(obj, 'observed', None)
return
@@ -400,7 +434,7 @@
# CHECK: use reshape, or set shape ?
newshape = (list((1,)) + list(newdata.shape))
newdata.shape = newshape
- newdata = newdata.view(type(self))
+ newdata = newdata.view(type(self))
newdata._dates = newdate
return newdata
# CHECK : The implementation below should work, but does not. Why ?
@@ -421,7 +455,7 @@
# newdata = newdata.reshape((list((1,)) + list(newdata.shape)))
# if newmask is not nomask:
# newmask.shape = newdata.shape
-# newdata = newdata.view(type(self))
+# newdata = newdata.view(type(self))
# newdata._dates = newdates
# newdata._mask = newmask
# return newdata
@@ -436,8 +470,8 @@
if self is masked:
raise MAError, 'Cannot alter the masked element.'
(sindx, dindx) = self.__checkindex(indx)
- #....
- super(TimeSeries, self).__setitem__(sindx, value)
+ #....
+ super(TimeSeries, self).__setitem__(sindx, value)
#........................
def __getslice__(self, i, j):
"Gets slice described by i, j"
@@ -466,8 +500,8 @@
desc = """\
timeseries(data =
%(data)s,
- dates =
- %(time)s,
+ dates =
+ %(time)s,
freq = %(freq)s)
"""
desc_short = """\
@@ -507,7 +541,7 @@
__le__ = _tsmathmethod('__le__')
__gt__ = _tsmathmethod('__gt__')
__ge__ = _tsmathmethod('__ge__')
-
+
reshape = _tsarraymethod('reshape', ondates=True)
copy = _tsarraymethod('copy', ondates=True)
compress = _tsarraymethod('compress', ondates=True)
@@ -515,7 +549,7 @@
cumsum = _tsarraymethod('cumsum',ondates=False)
cumprod = _tsarraymethod('cumprod',ondates=False)
anom = _tsarraymethod('anom',ondates=False)
-
+
sum = _tsaxismethod('sum')
prod = _tsaxismethod('prod')
mean = _tsaxismethod('mean')
@@ -526,18 +560,18 @@
all = _tsaxismethod('all')
any = _tsaxismethod('any')
-
+
# def nonzero(self):
# """Returns a tuple of ndarrays, one for each dimension of the array,
# containing the indices of the non-zero elements in that dimension."""
# return self._series.nonzero()
-
+
# filled = _tsarraymethod('filled', ondates=False)
-
- #............................................
+
+ #............................................
def ids (self):
"""Return the ids of the data, dates and mask areas"""
- return (id(self._series), id(self.dates),)
+ return (id(self._series), id(self.dates),)
#------------------------------------------------------
@property
def series(self):
@@ -556,39 +590,39 @@
"""Returns the corresponding frequency (as a string)."""
return self._dates.freqstr
@property
- def day(self):
+ def day(self):
"Returns the day of month for each date in self._dates."
return self._dates.day
@property
- def day_of_week(self):
+ def day_of_week(self):
"Returns the day of week for each date in self._dates."
return self._dates.day_of_week
@property
- def day_of_year(self):
+ def day_of_year(self):
"Returns the day of year for each date in self._dates."
return self._dates.day_of_year
@property
- def month(self):
+ def month(self):
"Returns the month for each date in self._dates."
return self._dates.month
@property
- def quarter(self):
- "Returns the quarter for each date in self._dates."
+ def quarter(self):
+ "Returns the quarter for each date in self._dates."
return self._dates.quarter
@property
- def year(self):
+ def year(self):
"Returns the year for each date in self._dates."
return self._dates.year
@property
- def second(self):
- "Returns the seconds for each date in self._dates."
+ def second(self):
+ "Returns the seconds for each date in self._dates."
return self._dates.second
@property
- def minute(self):
- "Returns the minutes for each date in self._dates."
+ def minute(self):
+ "Returns the minutes for each date in self._dates."
return self._dates.minute
@property
- def hour(self):
+ def hour(self):
"Returns the hour for each date in self._dates."
return self._dates.hour
@property
@@ -629,33 +663,33 @@
return _dates[-1]
else:
return Date(self.freq, _dates.flat[-1])
-
+
def isvalid(self):
"""Returns whether the series has no duplicate/missing dates."""
return self._dates.isvalid()
-
+
def has_missing_dates(self):
"""Returns whether there's a date gap in the series."""
return self._dates.has_missing_dates()
-
+
def isfull(self):
"""Returns whether there's no date gap in the series."""
return self._dates.isfull()
-
+
def has_duplicated_dates(self):
"""Returns whether there are duplicated dates in the series."""
return self._dates.has_duplicated_dates()
-
+
def date_to_index(self, date):
"Returns the index corresponding to a given date, as an integer."
- return self._dates.date_to_index(date)
+ return self._dates.date_to_index(date)
#.....................................................
def asfreq(self, freq=None):
"Converts the dates to another frequency."
if freq is None:
return self
return TimeSeries(self._series, dates=self._dates.asfreq(freq))
-
+
def convert(self, freq, func='auto', position='END'):
"Converts the dates to another frequency, and adapt the data."
return convert(self, freq, func=func, position=position)
@@ -707,11 +741,11 @@
self.freq,
)
return state
- #
+ #
def __setstate__(self, state):
"""Restores the internal state of the TimeSeries, for pickling purposes.
`state` is typically the output of the ``__getstate__`` output, and is a 5-tuple:
-
+
- class name
- a tuple giving the shape of the data
- a typecode for the data
@@ -722,11 +756,11 @@
super(TimeSeries, self).__setstate__((ver, shp, typ, isf, raw, msk, flv))
self._dates.__setstate__((dsh, dtype(int_), isf, dtm))
self._dates.freq = frq
-#
+#
def __reduce__(self):
"""Returns a 3-tuple for pickling a MaskedArray."""
return (_tsreconstruct,
- (self.__class__, self._baseclass,
+ (self.__class__, self._baseclass,
self.shape, self._dates.shape, self.dtype, self._fill_value),
self.__getstate__())
@@ -737,17 +771,17 @@
_series = ndarray.__new__(baseclass, baseshape, basetype)
_dates = ndarray.__new__(DateArray, dateshape, int_)
_mask = ndarray.__new__(ndarray, baseshape, bool_)
- return genclass.__new__(genclass, _series, dates=_dates, mask=_mask,
+ return genclass.__new__(genclass, _series, dates=_dates, mask=_mask,
dtype=basetype, fill_value=fill_value)
-
+
def _attrib_dict(series, exclude=[]):
"""this function is used for passing through attributes of one
time series to a new one being created"""
result = {'fill_value':series.fill_value,
'observed':series.observed}
return dict(filter(lambda x: x[0] not in exclude, result.iteritems()))
-
-
+
+
##### --------------------------------------------------------------------------
##--- ... Additional methods ...
##### --------------------------------------------------------------------------
@@ -789,7 +823,7 @@
try:
return getattr(TimeSeries, self._methodname).__doc__
except:
- return "???"
+ return "???"
#
def __call__ (self, caller, *args, **params):
if hasattr(caller, self._methodname):
@@ -832,7 +866,7 @@
if format_dates is None:
format_dates = self.dates[0].default_fmtstr()
oformat = "%%s%s%s" % (sep,format_dates)
- for (_dates,_data) in numpy.broadcast(self._dates.ravel().asstrings(),
+ for (_dates,_data) in numpy.broadcast(self._dates.ravel().asstrings(),
filled(self)):
ofile.write('%s\n' % sep.join([oformat % (_dates, _data) ]))
ofile.close()
@@ -849,11 +883,11 @@
if flat.size > 0:
return recfromarrays([_dates, flat._data, getmaskarray(flat)],
dtype=desctype,
- shape = (flat.size,),
+ shape = (flat.size,),
)
else:
- return recfromarrays([[], [], []], dtype=desctype,
- shape = (flat.size,),
+ return recfromarrays([[], [], []], dtype=desctype,
+ shape = (flat.size,),
)
TimeSeries.asrecords = asrecords
@@ -892,11 +926,11 @@
dtype=None, copy=False, fill_value=None,
keep_mask=True, small_mask=True, hard_mask=False):
"""Creates a TimeSeries object
-
+
:Parameters:
`dates` : ndarray
Array of dates.
- `data` :
+ `data` :
Array of data.
"""
data = numeric.array(data, copy=False, subok=True)
@@ -907,15 +941,15 @@
length = dshape[0]
if len(dshape) > 0:
dates = date_array(start_date=start_date, end_date=end_date,
- length=length, include_last=include_last,
- freq=freq)
+ length=length, include_last=include_last,
+ freq=freq)
else:
- dates = date_array([], freq=freq)
+ dates = date_array([], freq=freq)
elif not isinstance(dates, DateArray):
dates = date_array(dlist=dates, freq=freq)
return TimeSeries(data=data, dates=dates, mask=mask, observed=observed,
copy=copy, dtype=dtype, fill_value=fill_value,
- keep_mask=keep_mask, small_mask=small_mask,
+ keep_mask=keep_mask, small_mask=small_mask,
hard_mask=hard_mask,)
@@ -928,7 +962,7 @@
##### --------------------------------------------------------------------------
#---- ... Additional functions ...
##### --------------------------------------------------------------------------
-def mask_period(data, period=None, start_date=None, end_date=None,
+def mask_period(data, period=None, start_date=None, end_date=None,
inside=True, include_edges=True, inplace=False):
"""Returns x as an array masked where dates fall outside the selection period,
as well as where data are initially missing (masked).
@@ -961,9 +995,9 @@
# Check the period .....................
if period is not None:
if isinstance(period, (tuple, list, ndarray)):
- (start_date, end_date) = (period[0], period[-1])
+ (start_date, end_date) = (period[0], period[-1])
else:
- (start_date, end_date) = (period, start_date)
+ (start_date, end_date) = (period, start_date)
# Check the starting date ..............
if start_date is None:
start_date = dates_lims[0]
@@ -993,17 +1027,17 @@
data[selection] = masked
return data
-def mask_inside_period(data, start_date=None, end_date=None,
+def mask_inside_period(data, start_date=None, end_date=None,
include_edges=True, inplace=False):
"""Masks values falling inside a given range of dates."""
- return mask_period(data, start_date=start_date, end_date=end_date,
+ return mask_period(data, start_date=start_date, end_date=end_date,
inside=True, include_edges=include_edges, inplace=inplace)
-def mask_outside_period(data, start_date=None, end_date=None,
+def mask_outside_period(data, start_date=None, end_date=None,
include_edges=True, inplace=False):
"""Masks values falling outside a given range of dates."""
- return mask_period(data, start_date=start_date, end_date=end_date,
+ return mask_period(data, start_date=start_date, end_date=end_date,
inside=False, include_edges=include_edges, inplace=inplace)
-
+
#...............................................................................
def compressed(series):
"""Suppresses missing values from a time series."""
@@ -1026,7 +1060,7 @@
#...............................................................................
def adjust_endpoints(a, start_date=None, end_date=None):
"""Returns a TimeSeries going from `start_date` to `end_date`.
- If `start_date` and `end_date` both fall into the initial range of dates,
+ If `start_date` and `end_date` both fall into the initial range of dates,
the new series is NOT a copy.
"""
# Series validity tests .....................
@@ -1050,9 +1084,9 @@
# Skip the empty series case
if dstart is None and (start_date is None or end_date is None):
raise TimeSeriesError, "Both start_date and end_date must be specified"+\
- " to adjust endpoints of a zero length series!"
+ " to adjust endpoints of a zero length series!"
#....
- if start_date is None:
+ if start_date is None:
start_date = dstart
start_lag = 0
else:
@@ -1062,15 +1096,15 @@
start_lag = start_date - dstart
else:
start_lag = start_date
- #....
- if end_date is None:
+ #....
+ if end_date is None:
end_date = dend
end_lag = 0
else:
if not isinstance(end_date, Date):
raise TypeError, msg % ('end_date', type(end_date))
if dend is not None:
- end_lag = end_date - dend
+ end_lag = end_date - dend
else:
end_lag = end_date
# Check if the new range is included in the old one
@@ -1081,11 +1115,11 @@
return a[start_lag:end_lag]
# Create a new series .......................
newdates = date_array(start_date=start_date, end_date=end_date)
-
+
newshape = list(shp_flat)
newshape[0] = len(newdates)
newshape = tuple(newshape)
-
+
newseries = numeric.empty(newshape, dtype=a.dtype).view(type(a))
newseries.__setmask__(numeric.ones(newseries.shape, dtype=bool_))
newseries._dates = newdates
@@ -1099,39 +1133,39 @@
def align_series(*series, **kwargs):
"""Aligns several TimeSeries, so that their starting and ending dates match.
Series are resized and filled with mased values accordingly.
-
+
The function accepts two extras parameters:
- `start_date` forces the series to start at that given date,
- `end_date` forces the series to end at that given date.
By default, `start_date` and `end_date` are set to the smallest and largest
- dates respectively.
+ dates respectively.
"""
if len(series) < 2:
- return series
+ return series
unique_freqs = numpy.unique([x.freqstr for x in series])
common_freq = _compare_frequencies(*series)
valid_states = [x.isvalid() for x in series]
if not numpy.all(valid_states):
raise TimeSeriesError, \
"Cannot adjust a series with missing or duplicated dates."
-
- start_date = kwargs.pop('start_date',
- min([x.start_date for x in series
+
+ start_date = kwargs.pop('start_date',
+ min([x.start_date for x in series
if x.start_date is not None]))
if isinstance(start_date,str):
start_date = Date(common_freq, string=start_date)
- end_date = kwargs.pop('end_date',
+ end_date = kwargs.pop('end_date',
max([x.end_date for x in series
if x.end_date is not None]))
if isinstance(end_date,str):
end_date = Date(common_freq, string=end_date)
-
+
return [adjust_endpoints(x, start_date, end_date) for x in series]
aligned = align_series
#....................................................................
def convert(series, freq, func='auto', position='END'):
"""Converts a series to a frequency.
-
+
When converting to a lower frequency, func is a function that acts
on a 1-d array and returns a scalar or 1-d array. func should handle
masked values appropriately. If func is "auto", then an
@@ -1139,7 +1173,7 @@
of the series. If func is None, then a 2D array is returned, where each
column represents the values appropriately grouped into the new frequency.
interp and position will be ignored in this case.
-
+
When converting to a higher frequency, position is 'START' or 'END'
and determines where the data point is in each period (eg. if going
from monthly to daily, and position is 'END', then each data point is
@@ -1150,33 +1184,31 @@
if not series.isvalid():
raise TimeSeriesError, \
"Cannot adjust a series with missing or duplicated dates."
-
- if position.upper() not in ('END','START'):
+
+ if position.upper() not in ('END','START'):
raise ValueError("invalid value for position argument: (%s)",str(position))
-
- toFreq = corelib.check_freq(freq)
+
+ toFreq = freq
fromFreq = series.freq
+
start_date = series._dates[0]
-
- if fromFreq == toFreq:
- return series.copy()
-
+
if series.size == 0:
- return TimeSeries(series, freq=toFreq,
+ return TimeSeries(series, freq=toFreq,
start_date=start_date.asfreq(toFreq))
if func == 'auto':
- func = corelib.obs_dict[series.observed]
+ func = obs_dict[series.observed]
tempData = series._series.filled()
tempMask = getmaskarray(series)
- cRetVal = cseries.convert(tempData, fromFreq, toFreq, position,
- int(start_date), tempMask)
+ cRetVal = cseries.TS_convert(tempData, fromFreq, toFreq, position,
+ int(start_date), tempMask)
_values = cRetVal['values']
_mask = cRetVal['mask']
_startindex = cRetVal['startindex']
start_date = Date(freq=toFreq, value=_startindex)
-
+
tempData = masked_array(_values, mask=_mask)
if tempData.ndim == 2 and func is not None:
@@ -1226,7 +1258,7 @@
"""
#Backup series attributes
options = _attrib_dict(series)
- newdata = masked_array(numeric.empty(series.shape, dtype=series.dtype),
+ newdata = masked_array(numeric.empty(series.shape, dtype=series.dtype),
mask=True)
if copy:
inidata = series._series.copy()
@@ -1248,21 +1280,25 @@
#...............................................................................
def fill_missing_dates(data, dates=None, freq=None,fill_value=None):
"""Finds and fills the missing dates in a time series.
-The data corresponding to the initially missing dates are masked, or filled to
+The data corresponding to the initially missing dates are masked, or filled to
`fill_value`.
-
+
:Parameters:
`data`
Initial array of data.
- `dates`
- Initial array of dates.
+ `dates`
+ Initial array of dates.
`freq` : float *[None]*
New date resolutions. If *None*, the initial resolution is used instead.
`fill_value` : float *[None]*
Default value for missing data. If None, the data are just masked.
"""
- (freq, freqstr) = corelib.check_freq(freq), corelib.check_freqstr(freq)
- if freqstr == 'U':
+
+ orig_freq = freq
+ freq = check_freq(freq)
+
+ if orig_freq is not None and freq == _c.FR_UND:
+ freqstr = check_freq_str(freq)
raise ValueError,\
"Unable to define a proper date resolution (found %s)." % freqstr
if dates is None:
@@ -1291,16 +1327,16 @@
newdates = date_array(start_date=tstart, end_date=tend, include_last=True)
nsize = newdates.size
#.............................
- # Get the steps between consecutive data.
+ # Get the steps between consecutive data.
delta = dflat.get_steps()-1
gap = delta.nonzero()
slcid = numpy.r_[[0,], numpy.arange(1,n)[gap], [n,]]
- oldslc = numpy.array([slice(i,e)
+ oldslc = numpy.array([slice(i,e)
for (i,e) in numpy.broadcast(slcid[:-1],slcid[1:])])
addidx = delta[gap].astype(int_).cumsum()
- newslc = numpy.r_[[oldslc[0]],
+ newslc = numpy.r_[[oldslc[0]],
[slice(i+d,e+d) for (i,e,d) in \
- numpy.broadcast(slcid[1:-1],slcid[2:],addidx)]
+ numpy.broadcast(slcid[1:-1],slcid[2:],addidx)]
]
#.............................
# Just a quick check
@@ -1322,7 +1358,7 @@
for (new,old) in zip(newslc,oldslc):
newdatad[new] = datad[old]
newdatam[new] = datam[old]
- newdata = MA.masked_array(newdatad, mask=newdatam, fill_value=fill_value)
+ newdata = MA.masked_array(newdatad, mask=newdatam, fill_value=fill_value)
# Get new shape ..............
if data.ndim == 1:
nshp = (newdates.size,)
@@ -1334,7 +1370,7 @@
"""performs a column_stack on the data from each series, and the
resulting series has the same dates as each individual series. All series
must be date compatible.
-
+
:Parameters:
`*series` : the series to be stacked
"""
@@ -1354,7 +1390,7 @@
end_date = max([s.end_date for s in series if s.end_date is not None])
newdtype = max([s.dtype for s in series])
whichone = numeric.zeros((end_date-start_date+1), dtype=int_)
- newseries = time_series(numeric.empty((end_date-start_date+1), dtype=newdtype),
+ newseries = time_series(numeric.empty((end_date-start_date+1), dtype=newdtype),
dates=date_array(start_date, end_date, freq=common_f),
mask=True)
newdata = newseries._data
@@ -1379,41 +1415,41 @@
result = N.empty_like(series).view(type(series))
result._dates = series._dates
result._mask = series._mask
- return result
-
+ return result
+
################################################################################
if __name__ == '__main__':
from maskedarray.testutils import assert_equal, assert_array_equal
import numpy as N
-
+
if 1:
dlist = ['2007-01-%02i' % i for i in range(1,11)]
dates = date_array_fromlist(dlist)
data = masked_array(numeric.arange(10), mask=[1,0,0,0,0]*2, dtype=float_)
-
+
if 0:
ser1d = time_series(data, dlist)
-
+
serfolded = ser1d.reshape((5,2))
assert_equal(serfolded._dates.shape, (5,2))
assert_equal(serfolded[0], time_series([0,1],mask=[1,0],
start_date=dates[0]))
- assert_equal(serfolded[:,0],
+ assert_equal(serfolded[:,0],
time_series(ser1d[::2], dates=dates[::2]))
sertrans = serfolded.transpose()
assert_equal(sertrans.shape, (2,5))
-
- if 1:
+
+ if 1:
data = dates
series = time_series(data, dates)
assert(isinstance(series, TimeSeries))
assert_equal(series._dates, dates)
assert_equal(series._data, data)
assert_equal(series.freqstr, 'D')
-
+
series[5] = MA.masked
-
+
# ensure that series can be represented by a string after masking a value
- # (there was a bug before that prevented this from working when using a
+ # (there was a bug before that prevented this from working when using a
# DateArray for the data)
strrep = str(series)
\ No newline at end of file
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