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PERF: Implement get_freq_code in cython frequencies (pandas-dev#17422)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,201 @@ | ||
| # -*- coding: utf-8 -*- | ||
| # cython: profile=False | ||
| import re | ||
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| cimport cython | ||
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| import numpy as np | ||
| cimport numpy as np | ||
| np.import_array() | ||
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| from util cimport is_integer_object | ||
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| cpdef get_freq_code(freqstr): | ||
| """ | ||
| Return freq str or tuple to freq code and stride (mult) | ||
| Parameters | ||
| ---------- | ||
| freqstr : str or tuple | ||
| Returns | ||
| ------- | ||
| return : tuple of base frequency code and stride (mult) | ||
| Example | ||
| ------- | ||
| >>> get_freq_code('3D') | ||
| (6000, 3) | ||
| >>> get_freq_code('D') | ||
| (6000, 1) | ||
| >>> get_freq_code(('D', 3)) | ||
| (6000, 3) | ||
| """ | ||
| if getattr(freqstr, '_typ', None) == 'dateoffset': | ||
| freqstr = (freqstr.rule_code, freqstr.n) | ||
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| if isinstance(freqstr, tuple): | ||
| if (is_integer_object(freqstr[0]) and | ||
| is_integer_object(freqstr[1])): | ||
| # e.g., freqstr = (2000, 1) | ||
| return freqstr | ||
| else: | ||
| # e.g., freqstr = ('T', 5) | ||
| try: | ||
| code = _period_str_to_code(freqstr[0]) | ||
| stride = freqstr[1] | ||
| except: | ||
| if is_integer_object(freqstr[1]): | ||
| raise | ||
| code = _period_str_to_code(freqstr[1]) | ||
| stride = freqstr[0] | ||
| return code, stride | ||
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| if is_integer_object(freqstr): | ||
| return (freqstr, 1) | ||
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| base, stride = _base_and_stride(freqstr) | ||
| code = _period_str_to_code(base) | ||
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| return code, stride | ||
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| # hack to handle WOM-1MON | ||
| opattern = re.compile( | ||
| r'([\-]?\d*|[\-]?\d*\.\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)' | ||
| ) | ||
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| cpdef _base_and_stride(freqstr): | ||
| """ | ||
| Return base freq and stride info from string representation | ||
| Examples | ||
| -------- | ||
| _freq_and_stride('5Min') -> 'Min', 5 | ||
| """ | ||
| groups = opattern.match(freqstr) | ||
|
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| if not groups: | ||
| raise ValueError("Could not evaluate {freq}".format(freq=freqstr)) | ||
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| stride = groups.group(1) | ||
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| if len(stride): | ||
| stride = int(stride) | ||
| else: | ||
| stride = 1 | ||
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| base = groups.group(2) | ||
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| return (base, stride) | ||
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| # --------------------------------------------------------------------- | ||
| # Period codes | ||
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| # period frequency constants corresponding to scikits timeseries | ||
| # originals | ||
| _period_code_map = { | ||
| # Annual freqs with various fiscal year ends. | ||
| # eg, 2005 for A-FEB runs Mar 1, 2004 to Feb 28, 2005 | ||
| "A-DEC": 1000, # Annual - December year end | ||
| "A-JAN": 1001, # Annual - January year end | ||
| "A-FEB": 1002, # Annual - February year end | ||
| "A-MAR": 1003, # Annual - March year end | ||
| "A-APR": 1004, # Annual - April year end | ||
| "A-MAY": 1005, # Annual - May year end | ||
| "A-JUN": 1006, # Annual - June year end | ||
| "A-JUL": 1007, # Annual - July year end | ||
| "A-AUG": 1008, # Annual - August year end | ||
| "A-SEP": 1009, # Annual - September year end | ||
| "A-OCT": 1010, # Annual - October year end | ||
| "A-NOV": 1011, # Annual - November year end | ||
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| # Quarterly frequencies with various fiscal year ends. | ||
| # eg, Q42005 for Q-OCT runs Aug 1, 2005 to Oct 31, 2005 | ||
| "Q-DEC": 2000, # Quarterly - December year end | ||
| "Q-JAN": 2001, # Quarterly - January year end | ||
| "Q-FEB": 2002, # Quarterly - February year end | ||
| "Q-MAR": 2003, # Quarterly - March year end | ||
| "Q-APR": 2004, # Quarterly - April year end | ||
| "Q-MAY": 2005, # Quarterly - May year end | ||
| "Q-JUN": 2006, # Quarterly - June year end | ||
| "Q-JUL": 2007, # Quarterly - July year end | ||
| "Q-AUG": 2008, # Quarterly - August year end | ||
| "Q-SEP": 2009, # Quarterly - September year end | ||
| "Q-OCT": 2010, # Quarterly - October year end | ||
| "Q-NOV": 2011, # Quarterly - November year end | ||
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| "M": 3000, # Monthly | ||
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| "W-SUN": 4000, # Weekly - Sunday end of week | ||
| "W-MON": 4001, # Weekly - Monday end of week | ||
| "W-TUE": 4002, # Weekly - Tuesday end of week | ||
| "W-WED": 4003, # Weekly - Wednesday end of week | ||
| "W-THU": 4004, # Weekly - Thursday end of week | ||
| "W-FRI": 4005, # Weekly - Friday end of week | ||
| "W-SAT": 4006, # Weekly - Saturday end of week | ||
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| "B": 5000, # Business days | ||
| "D": 6000, # Daily | ||
| "H": 7000, # Hourly | ||
| "T": 8000, # Minutely | ||
| "S": 9000, # Secondly | ||
| "L": 10000, # Millisecondly | ||
| "U": 11000, # Microsecondly | ||
| "N": 12000, # Nanosecondly | ||
| } | ||
|
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| # Yearly aliases; careful not to put these in _reverse_period_code_map | ||
| _period_code_map.update({'Y' + key[1:]: _period_code_map[key] | ||
| for key in _period_code_map | ||
| if key.startswith('A-')}) | ||
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| _period_code_map.update({ | ||
| "Q": 2000, # Quarterly - December year end (default quarterly) | ||
| "A": 1000, # Annual | ||
| "W": 4000, # Weekly | ||
| "C": 5000, # Custom Business Day | ||
| }) | ||
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| _dont_uppercase = set(('MS', 'ms')) | ||
|
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| _lite_rule_alias = { | ||
| 'W': 'W-SUN', | ||
| 'Q': 'Q-DEC', | ||
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| 'A': 'A-DEC', # YearEnd(month=12), | ||
| 'Y': 'A-DEC', | ||
| 'AS': 'AS-JAN', # YearBegin(month=1), | ||
| 'YS': 'AS-JAN', | ||
| 'BA': 'BA-DEC', # BYearEnd(month=12), | ||
| 'BY': 'BA-DEC', | ||
| 'BAS': 'BAS-JAN', # BYearBegin(month=1), | ||
| 'BYS': 'BAS-JAN', | ||
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| 'Min': 'T', | ||
| 'min': 'T', | ||
| 'ms': 'L', | ||
| 'us': 'U', | ||
| 'ns': 'N'} | ||
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| _INVALID_FREQ_ERROR = "Invalid frequency: {0}" | ||
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| cpdef _period_str_to_code(freqstr): | ||
| freqstr = _lite_rule_alias.get(freqstr, freqstr) | ||
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| if freqstr not in _dont_uppercase: | ||
| lower = freqstr.lower() | ||
| freqstr = _lite_rule_alias.get(lower, freqstr) | ||
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| if freqstr not in _dont_uppercase: | ||
| freqstr = freqstr.upper() | ||
| try: | ||
| return _period_code_map[freqstr] | ||
| except KeyError: | ||
| raise ValueError(_INVALID_FREQ_ERROR.format(freqstr)) |
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