def date_array(dlist=None, start_date=None, end_date=None, length=None,
freq=None):
"""Constructs a DateArray from:
- a starting date and either an ending date or a given length.
- a list of dates.
"""
freq = check_freq(freq)
# Case #1: we have a list ...................
if dlist is not None:
# Already a DateArray....................
if isinstance(dlist, DateArray):
if (freq != _c.FR_UND) and (dlist.freq != check_freq(freq)):
return dlist.asfreq(freq)
else:
return dlist
# Make sure it's a sequence, else that's a start_date
if hasattr(dlist,'__len__'):
return _listparser(dlist, freq)
elif start_date is not None:
if end_date is not None:
dmsg = "What starting date should be used ? '%s' or '%s' ?"
raise DateError, dmsg % (dlist, start_date)
else:
(start_date, end_date) = (dlist, start_date)
else:
start_date = dlist
# Case #2: we have a starting date ..........
if start_date is None:
if length == 0:
return DateArray([], freq=freq)
raise InsufficientDateError
if not isDate(start_date):
dmsg = "Starting date should be a valid Date instance! "
dmsg += "(got '%s' instead)" % type(start_date)
raise DateError, dmsg
# Check if we have an end_date
if end_date is None:
if length is None:
# raise ValueError,"No length precised!"
length = 1
else:
if not isDate(end_date):
raise DateError, "Ending date should be a valid Date instance!"
length = int(end_date - start_date) + 1
# dlist = [(start_date+i).value for i in range(length)]
dlist = numeric.arange(length, dtype=int_)
dlist += start_date.value
if freq == _c.FR_UND:
freq = start_date.freq
return DateArray(dlist, freq=freq)
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 __new__(cls, dates=None, unit=None, freq=None, copy=False, timestep=None):
#
if unit is None:
unit = freq
# Get the frequency ......
if unit is None:
_unit = getattr(dates, 'unit', _c.FR_UND)
else:
_unit = check_freq(unit)
# Get the timestep
_timestep = timestep or 1
# Get the dates ..........
_dates = np.array(dates, copy=copy, dtype=int, subok=1)
if _dates.ndim == 0:
_dates.shape = (1,)
_dates = _dates.view(cls)
_dates._unit = _unit
_dates._timestep = _timestep
#
_cached = _dates._cachedinfo
if _cached['ischrono'] is None:
sortidx = _dates.__array__().ravel().argsort()
sortflag = (sortidx == np.arange(_dates.size)).all()
if sortflag:
_cached['chronidx'] = None
else:
_cached['chronidx'] = sortidx
_cached['ischrono'] = sortflag
return _dates
def asfreq(self, freq=None, relation="AFTER"):
"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 = check_freq(freq)
if tofreq == self.freq:
return self
_rel = relation.upper()[0]
fromfreq = self.freq
if fromfreq == _c.FR_UND:
fromfreq = _c.FR_DAY
new = cseries.DA_asfreq(numeric.asarray(self), fromfreq, tofreq, _rel)
return DateArray(new, freq=freq)
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 = check_freq(freq)
# Get the dates ..........
_dates = numeric.array(dates, copy=copy, dtype=int_, subok=1)
if _dates.ndim == 0:
_dates.shape = (1,)
_dates = _dates.view(cls)
_dates.freq = _freq
_dates._unsorted = None
return _dates
def asunit(self, unit=None, relation="END", freq=None):
"""
Converts the dates to another frequency.
Parameters
----------
unit : {freq_spec}
Frequency into which :class:`DateArray` must be converted.
Accepts any valid frequency specification (string or integer)
relation : {"END", "START"} (optional)
Applies only when converting a lower frequency :class:`Date` to a higher
frequency :class:`Date`, or when converting a weekend :class:`Date` to a business
frequency :class:`Date`. Valid values are 'START' and 'END' (or just 'S' and
'E' for brevity if you wish).
For example, if converting a monthly date to a daily date, specifying
'START' ('END') would result in the first (last) day in the month.
"""
if unit is None:
unit = freq
# Note: As we define a new object, we don't need caching
if (unit is None) or (unit == _c.FR_UND):
return self
tounit = check_freq(unit)
if tounit == self._unit:
return self
relation = relation.upper()
if relation not in ('START', 'END', 'S', 'E'):
errmsg = "Invalid specification for the 'relation' parameter: %s"
raise ValueError(errmsg % relation)
fromunit = self._unit
if fromunit == _c.FR_UND:
new = self.__array__()
else:
new = cseries.DateArray_asfreq(self.__array__(),
fromunit, tounit, relation[0])
return DateArray(new, unit=unit)
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 = check_freq(freq)
# Get the dates ..........
_dates = np.array(dates, copy=copy, dtype=int, subok=1)
if _dates.ndim == 0:
_dates.shape = (1,)
_dates = _dates.view(cls)
_dates.freq = _freq
#
_cached = _dates._cachedinfo
if _cached['ischrono'] is None:
sortidx = _dates.__array__().ravel().argsort()
sortflag = (sortidx == np.arange(_dates.size)).all()
if sortflag:
_cached['chronidx'] = None
else:
_cached['chronidx'] = sortidx
_cached['ischrono'] = sortflag
return _dates
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 = check_freq(freq)
# Get the dates ..........
_dates = np.array(dates, copy=copy, dtype=int, subok=1)
if _dates.ndim == 0:
_dates.shape = (1, )
_dates = _dates.view(cls)
_dates.freq = _freq
#
_cached = _dates._cachedinfo
if _cached['ischrono'] is None:
sortidx = _dates.__array__().ravel().argsort()
sortflag = (sortidx == np.arange(_dates.size)).all()
if sortflag:
_cached['chronidx'] = None
else:
_cached['chronidx'] = sortidx
_cached['ischrono'] = sortflag
return _dates
def date_array(dlist=None, start_date=None, end_date=None, length=None,
freq=None, autosort=False):
"""
Factory function for constructing a :class:`DateArray`.
Parameters
----------
dlist : {sequence, DateArray}, optional
If not None, :keyword:`dlist` must be any of these possibilities:
* an existing :class:`DateArray` object;
* a sequence of :class:`Date` objects with the same frequency;
* a sequence of :class:`datetime.datetime` objects;
* a sequence of dates in string format;
* a sequence of integers corresponding to the representation of
:class:`Date` objects.
In any of the last four possibilities, the :keyword:`freq` parameter
must also be given.
start_date : {var}, optional
First date of a continuous :class:`DateArray`.
This parameter is used only if :keyword:`dlist` is None.
In that case, one of the :keyword:`end_date` or the :keyword:`length`
parameters must be given.
end_date : {var}, optional
Last date of the output.
Use this parameter in combination with :keyword:`start_date` to create
a continuous :class:`DateArray`.
length : {int}, optional
Length of the output.
Use this parameter in combination with :keyword:`start_date` to create
a continuous :class:`DateArray`.
autosort : {True, False}, optional
Whether the input dates must be sorted in chronological order.
Notes
-----
* When the input is a list of dates, the dates are **not** sorted.
Use ``autosort = True`` to sort the dates by chronological order.
* If `start_date` is a :class:`Date` object and `freq` is None,
the frequency of the output is ``start_date.freq``.
Returns
-------
output : :class:`DateArray` object.
"""
freq = check_freq(freq)
# Case #1: we have a list ...................
if dlist is not None:
# Already a DateArray....................
if isinstance(dlist, DateArray):
if (freq != _c.FR_UND) and (dlist.freq != check_freq(freq)):
# Convert to the new frequency
dlist = dlist.asfreq()
else:
# Take a view so that we don't propagate modifications....
# ... in _cachedinfo.
dlist = dlist.view()
if autosort:
dlist.sort_chronologically()
return dlist
# Make sure it's a sequence, else that's a start_date
if hasattr(dlist, '__len__') and not isinstance(dlist, basestring):
dlist = _listparser(dlist, freq=freq)
if autosort:
dlist.sort_chronologically()
return dlist
elif start_date is not None:
if end_date is not None:
dmsg = "What starting date should be used ? '%s' or '%s' ?"
raise DateError, dmsg % (dlist, start_date)
else:
(start_date, end_date) = (dlist, start_date)
else:
start_date = dlist
# Case #2: we have a starting date ..........
if start_date is None:
if length == 0:
return DateArray([], freq=freq)
raise InsufficientDateError
if not isinstance(start_date, Date):
try:
start_date = Date(freq, start_date)
except:
dmsg = "Starting date should be a valid Date instance! "
dmsg += "(got '%s' instead)" % type(start_date)
raise DateError, dmsg
# Check if we have an end_date
if end_date is None:
if length is None:
length = 1
else:
try:
end_date = Date(start_date.freq, end_date)
except:
raise DateError, "Ending date should be a valid Date instance!"
# Make sure end_date is after start_date
if (end_date < start_date):
(start_date, end_date) = (end_date, start_date)
length = int(end_date - start_date) + 1
#
dlist = np.arange(length, dtype=np.int)
dlist += start_date.value
if freq == _c.FR_UND:
freq = start_date.freq
# Transform the dates and set the cache
dates = dlist.view(DateArray)
dates.freq = freq
dates._cachedinfo.update(ischrono=True, chronidx=np.array([], dtype=int))
return dates
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 date_array(dlist=None,
start_date=None,
end_date=None,
length=None,
freq=None,
autosort=False):
"""
Factory function for constructing a :class:`DateArray`.
Parameters
----------
dlist : {sequence, DateArray}, optional
If not None, :keyword:`dlist` must be any of these possibilities:
* an existing :class:`DateArray` object;
* a sequence of :class:`Date` objects with the same frequency;
* a sequence of :class:`datetime.datetime` objects;
* a sequence of dates in string format;
* a sequence of integers corresponding to the representation of
:class:`Date` objects.
In any of the last four possibilities, the :keyword:`freq` parameter
must also be given.
start_date : {var}, optional
First date of a continuous :class:`DateArray`.
This parameter is used only if :keyword:`dlist` is None.
In that case, one of the :keyword:`end_date` or the :keyword:`length`
parameters must be given.
end_date : {var}, optional
Last date of the output.
Use this parameter in combination with :keyword:`start_date` to create
a continuous :class:`DateArray`.
length : {int}, optional
Length of the output.
Use this parameter in combination with :keyword:`start_date` to create
a continuous :class:`DateArray`.
autosort : {True, False}, optional
Whether the input dates must be sorted in chronological order.
Notes
-----
* When the input is a list of dates, the dates are **not** sorted.
Use ``autosort = True`` to sort the dates by chronological order.
* If `start_date` is a :class:`Date` object and `freq` is None,
the frequency of the output is ``start_date.freq``.
Returns
-------
output : :class:`DateArray` object.
"""
freq = check_freq(freq)
# Case #1: we have a list ...................
if dlist is not None:
# Already a DateArray....................
if isinstance(dlist, DateArray):
if (freq != _c.FR_UND) and (dlist.freq != check_freq(freq)):
# Convert to the new frequency
dlist = dlist.asfreq()
else:
# Take a view so that we don't propagate modifications....
# ... in _cachedinfo.
dlist = dlist.view()
if autosort:
dlist.sort_chronologically()
return dlist
# Make sure it's a sequence, else that's a start_date
if hasattr(dlist, '__len__') and not isinstance(dlist, basestring):
dlist = _listparser(dlist, freq=freq)
if autosort:
dlist.sort_chronologically()
return dlist
elif start_date is not None:
if end_date is not None:
dmsg = "What starting date should be used ? '%s' or '%s' ?"
raise DateError, dmsg % (dlist, start_date)
else:
(start_date, end_date) = (dlist, start_date)
else:
start_date = dlist
# Case #2: we have a starting date ..........
if start_date is None:
if length == 0:
return DateArray([], freq=freq)
raise InsufficientDateError
if not isinstance(start_date, Date):
try:
start_date = Date(freq, start_date)
except:
dmsg = "Starting date should be a valid Date instance! "
dmsg += "(got '%s' instead)" % type(start_date)
raise DateError, dmsg
# Check if we have an end_date
if end_date is None:
if length is None:
length = 1
else:
try:
end_date = Date(start_date.freq, end_date)
except:
raise DateError, "Ending date should be a valid Date instance!"
# Make sure end_date is after start_date
if (end_date < start_date):
(start_date, end_date) = (end_date, start_date)
length = int(end_date - start_date) + 1
#
dlist = np.arange(length, dtype=np.int)
dlist += start_date.value
if freq == _c.FR_UND:
freq = start_date.freq
# Transform the dates and set the cache
dates = dlist.view(DateArray)
dates.freq = freq
dates._cachedinfo.update(ischrono=True, chronidx=np.array([], dtype=int))
return dates
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
