def fill_missing_dates(dates, freq=None):
"""
Finds and fills the missing dates in a :class:`DateArray`.
Parameters
----------
dates : {DateArray}
Initial array of dates.
freq : {freq_spec}, optional
Frequency of result.
If not specified, the frequency of the input is used.
"""
# Check the frequency ........
orig_freq = freq
freq = check_freq(freq)
if (orig_freq is not None) and (freq == _c.FR_UND):
freqstr = check_freq_str(freq)
errmsg = "Unable to define a proper date resolution (found %s)."
raise ValueError(errmsg % freqstr)
# Check the dates .............
if not isinstance(dates, DateArray):
errmsg = "A DateArray was expected, got %s instead."
raise ValueError(errmsg % type(dates))
# Convert the dates to the new frequency (if needed)
if freq != dates.freq:
dates = dates.asfreq(freq)
# Flatten the array
if dates.ndim != 1:
dates = dates.ravel()
# Skip if there's no need to fill
if not dates.has_missing_dates():
return dates
# ...and now, fill it ! ......
(tstart, tend) = dates[[0, -1]]
return date_array(start_date=tstart, end_date=tend)
def fill_missing_dates(dates, freq=None):
"""
Finds and fills the missing dates in a :class:`DateArray`.
Parameters
----------
dates : {DateArray}
Initial array of dates.
freq : {freq_spec}, optional
Frequency of result.
If not specified, the frequency of the input is used.
"""
# Check the frequency ........
orig_freq = freq
freq = check_freq(freq)
if (orig_freq is not None) and (freq == _c.FR_UND):
freqstr = check_freq_str(freq)
errmsg = "Unable to define a proper date resolution (found %s)."
raise ValueError(errmsg % freqstr)
# Check the dates .............
if not isinstance(dates, DateArray):
errmsg = "A DateArray was expected, got %s instead."
raise ValueError(errmsg % type(dates))
# Convert the dates to the new frequency (if needed)
if freq != dates.freq:
dates = dates.asfreq(freq)
# Flatten the array
if dates.ndim != 1:
dates = dates.ravel()
# Skip if there's no need to fill
if not dates.has_missing_dates():
return dates
# ...and now, fill it ! ......
(tstart, tend) = dates[[0, -1]]
return date_array(start_date=tstart, end_date=tend)
def freqstr(self):
"Returns the frequency string code."
return check_freq_str(self.freq)
def convert_to_float(datearray, ofreq):
"""
Convert a :class:`~scikits.timeseries.DateArray` object from a ndarray
of integers to a ndarray of float at a lower frequency.
Parameters
----------
datearray : DateArray
Input :class:`~scikits.timeseries.DateArray` to convert.
ofreq : var
Valid frequency specifier.
Notes
-----
This function is currently restricted to conversion between annual (``'A'``),
quarterly (``'Q'``), monthly (``'M'``) and daily (``'D'``) frequencies only.
"""
if not isinstance(datearray, DateArray):
raise TypeError("The input should be a valid DateArray instance !"\
" (got '%s' instead)" % type(datearray))
errmsg = "Not implemented for the frequencies ('%s', '%s')"
#
freqdict = dict([(f, check_freq(f)) for f in ('A', 'Q', 'M', 'D')])
ifreq = datearray.freq
ofreq = check_freq(ofreq)
errmsg = "Not implemented for the frequencies ('%s', '%s')" % \
(check_freq_str(ifreq), check_freq_str(ofreq))
if ifreq < ofreq:
output = datearray.asfreq(ofreq).tovalue().astype(float)
elif ifreq == ofreq:
output = datearray.tovalue().astype(float)
# Quarterly.........
elif (ifreq >= freqdict['Q']) and (ifreq < freqdict['M']):
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.years.astype(float) + (datearray.quarters - 1.) / 4.
# Monthly...........
elif ifreq == freqdict['M']:
#... to annual
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.years.astype(float) + (datearray.months - 1) / 12.
else:
raise NotImplementedError(errmsg)
# Daily ............
elif ifreq == freqdict['D']:
# ... to annual
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.asfreq('A')
output = output.tovalue().astype(float) + \
(datearray.yeardays - 1.) / output.yeardays.astype(float)
# ... to quarterly
elif (ofreq >= freqdict['Q']) and (ofreq < freqdict['M']):
raise NotImplementedError
# ... to monthly
elif ofreq == freqdict['M']:
output = datearray.asfreq('M')
output = output.tovalue().astype(float) + \
(datearray.days - 1.) / output.days.astype(float)
# ... to other
else:
raise NotImplementedError(errmsg)
# Less than daily
elif ifreq > freqdict['D']:
raise NotImplementedError(errmsg)
else:
raise NotImplementedError(errmsg)
return output
def freqstr(self):
"Returns the frequency string code."
return check_freq_str(self.freq)
def convert_to_float(datearray, ofreq):
"""
Convert a :class:`~scikits.timeseries.DateArray` object from a ndarray
of integers to a ndarray of float at a lower frequency.
Parameters
----------
datearray : DateArray
Input :class:`~scikits.timeseries.DateArray` to convert.
ofreq : var
Valid frequency specifier.
Notes
-----
This function is currently restricted to conversion between annual (``'A'``),
quarterly (``'Q'``), monthly (``'M'``) and daily (``'D'``) frequencies only.
"""
if not isinstance(datearray, DateArray):
raise TypeError("The input should be a valid DateArray instance !"\
" (got '%s' instead)" % type(datearray))
errmsg = "Not implemented for the frequencies ('%s', '%s')"
#
freqdict = dict([(f, check_freq(f)) for f in ('A', 'Q', 'M', 'D')])
ifreq = datearray.freq
ofreq = check_freq(ofreq)
errmsg = "Not implemented for the frequencies ('%s', '%s')" % \
(check_freq_str(ifreq), check_freq_str(ofreq))
if ifreq < ofreq:
output = datearray.asfreq(ofreq).tovalue().astype(float)
elif ifreq == ofreq:
output = datearray.tovalue().astype(float)
# Quarterly.........
elif (ifreq >= freqdict['Q']) and (ifreq < freqdict['M']):
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.years.astype(float) + (datearray.quarters -
1.) / 4.
# Monthly...........
elif ifreq == freqdict['M']:
#... to annual
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.years.astype(float) + (datearray.months -
1) / 12.
else:
raise NotImplementedError(errmsg)
# Daily ............
elif ifreq == freqdict['D']:
# ... to annual
if (ofreq >= freqdict['A']) and (ofreq < freqdict['Q']):
output = datearray.asfreq('A')
output = output.tovalue().astype(float) + \
(datearray.yeardays - 1.) / output.yeardays.astype(float)
# ... to quarterly
elif (ofreq >= freqdict['Q']) and (ofreq < freqdict['M']):
raise NotImplementedError
# ... to monthly
elif ofreq == freqdict['M']:
output = datearray.asfreq('M')
output = output.tovalue().astype(float) + \
(datearray.days - 1.) / output.days.astype(float)
# ... to other
else:
raise NotImplementedError(errmsg)
# Less than daily
elif ifreq > freqdict['D']:
raise NotImplementedError(errmsg)
else:
raise NotImplementedError(errmsg)
return output
