示例#1
0
def get_sysprice_list(start_time, end_time, frequency='hourly'):
    '''Wrapper function for creating pandas Series object from data 
    received from the database.
    Returns: pandas Series object with Elspot daily system prices and 
    corresponding dates for predefined time period.
    Parameters:
    start_time - string representing the start of the time period, 
                format must be 'yyyy-mm-dd'.
    end_time - string representing the end of the time period, 
                format must be 'yyyy-mm-dd'.
    frequency - string representing the frequency of the output pandas 
                Series object. Currently must be one of ['hourly', 'daily']
    '''
    #Retrieve hourly system prices and timestamps from database as lists
    _ , sys_prices, times = get_system_price_volume(start_time, end_time)
    
    ts = Series(sys_prices, index=times)
    
    if frequency == 'daily':
        resampling_frequency = 'D' 
        
    if frequency == 'hourly':
        #Resampling is not necessary
        return ts
    else:
        return ts.resample(resampling_frequency, how='mean', 
                           kind='timestamp') 
示例#2
0
文件: util.py 项目: martin1/thesis
def get_sysprice_list(start_time, end_time, frequency='hourly'):
    '''Wrapper function for creating pandas Series object from data 
    received from the database.
    Returns: pandas Series object with Elspot daily system prices and 
    corresponding dates for predefined time period.
    Parameters:
    start_time - string representing the start of the time period, 
                format must be 'yyyy-mm-dd'.
    end_time - string representing the end of the time period, 
                format must be 'yyyy-mm-dd'.
    frequency - string representing the frequency of the output pandas 
                Series object. Currently must be one of ['hourly', 'daily']
    '''
    #Retrieve hourly system prices and timestamps from database as lists
    _ , sys_prices, times = get_system_price_volume(start_time, end_time)
    
    ts = Series(sys_prices, index=times)
    
    if frequency == 'daily':
        resampling_frequency = 'D'
    '''Weekly functionality not needed for now'''
    '''elif frequency == 'weekly':
        start_time = datetime.datetime.strptime(start_time, '%Y-%m-%d %H:%M:%S')
        end_time = datetime.datetime.strptime(end_time, '%Y-%m-%d %H:%M:%S')

        if start_time.date().weekday() != 0:
            raise ValueError(str(start_time.date())+ " is a " + start_time.date().strftime('%A') + ". start_date must be a Monday.")
        if end_time.date().weekday() != 6:
            raise ValueError(str(end_time.date())+ " is a " + end_time.date().strftime('%A') + ". end_date must be a Sunday.")
        resampling_frequency = 'W' '''    

    if frequency == 'monthly':
        resampling_frequency = 'M'

    if frequency == 'hourly':
        #Resampling is not necessary
        return ts
    else:
        return ts.resample(resampling_frequency, how='mean', 
                           kind='timestamp')