def periodicity(df):
"""
Frequencies higher than daily will not be available
"""
med = np.median(np.diff(df.index.values))
seconds = int(med.astype('timedelta64[s]').item().total_seconds())
freq = Frequency()
if seconds < 60:
freq.label = "S"
freq.scale = None
elif seconds < 3600:
freq.label = "T"
freq.scale = None
elif seconds < 86400:
freq.label = "H"
freq.scale = None
elif seconds == 86400:
freq.label = "D"
freq.scale = 252
elif seconds <= 604800:
freq.label = "W"
freq.scale = 52
elif seconds <= 2678400:
freq.label = "M"
freq.scale = 12
elif seconds <= 7948800:
freq.label = "Q"
freq.scale = 4
else: # anything lower than year is deemed as yearly
freq.label = "A"
freq.scale = 1
return freq
def periodicity(df):
"""
Frequencies higher than daily will not be available
"""
med = np.median(np.diff(df.index.values))
seconds = int(med.astype('timedelta64[s]').item().total_seconds())
freq = Frequency()
if seconds < 60:
freq.label = "S"
freq.scale = None
elif seconds < 3600:
freq.label = "T"
freq.scale = None
elif seconds < 86400:
freq.label = "H"
freq.scale = None
elif seconds == 86400:
freq.label = "D"
freq.scale = 252
elif seconds <= 604800:
freq.label = "W"
freq.scale = 52
elif seconds <= 2678400:
freq.label = "M"
freq.scale = 12
elif seconds <= 7948800:
freq.label = "Q"
freq.scale = 4
else: # anything lower than year is deemed as yearly
freq.label = "A"
freq.scale = 1
return freq
