class TimestampOps:
params = [None, "US/Eastern", pytz.UTC, dateutil.tz.tzutc()]
param_names = ["tz"]
def setup(self, tz):
self.ts = Timestamp("2017-08-25 08:16:14", tz=tz)
def time_replace_tz(self, tz):
self.ts.replace(tzinfo=pytz.timezone("US/Eastern"))
def time_replace_None(self, tz):
self.ts.replace(tzinfo=None)
def time_to_pydatetime(self, tz):
self.ts.to_pydatetime()
def time_normalize(self, tz):
self.ts.normalize()
def time_tz_convert(self, tz):
if self.ts.tz is not None:
self.ts.tz_convert(tz)
def time_tz_localize(self, tz):
if self.ts.tz is None:
self.ts.tz_localize(tz)
def time_to_julian_date(self, tz):
self.ts.to_julian_date()
def time_floor(self, tz):
self.ts.floor("5T")
def time_ceil(self, tz):
self.ts.ceil("5T")
class TimestampOps(object):
params = [None, 'US/Eastern', pytz.UTC, dateutil.tz.tzutc()]
param_names = ['tz']
def setup(self, tz):
self.ts = Timestamp('2017-08-25 08:16:14', tz=tz)
def time_replace_tz(self, tz):
self.ts.replace(tzinfo=pytz.timezone('US/Eastern'))
def time_replace_None(self, tz):
self.ts.replace(tzinfo=None)
def time_to_pydatetime(self, tz):
self.ts.to_pydatetime()
def time_normalize(self, tz):
self.ts.normalize()
def time_tz_convert(self, tz):
if self.ts.tz is not None:
self.ts.tz_convert(tz)
def time_tz_localize(self, tz):
if self.ts.tz is None:
self.ts.tz_localize(tz)
def time_to_julian_date(self, tz):
self.ts.to_julian_date()
def time_floor(self, tz):
self.ts.floor('5T')
def time_ceil(self, tz):
self.ts.ceil('5T')
def __call__(self, timestamp: pd.Timestamp, ticker: str, price: float) \
-> Union[Tuple[pd.Timestamp, np.ndarray, np.ndarray, np.ndarray, np.ndarray], None]:
"""
Update bar information and return opens, highs, lows, closes when time's up
:param pd.Timestamp timestamp: timestamp of current tick
:param str ticker: ticker of the tick
:param float price: mid of the tick
:return: None or opens, highs, lows closes when time's up
"""
self.data[ticker].update(price)
if self.timestamp is None:
# use floor so that we can end this bar earlier
self.timestamp = timestamp.floor(
self.unit) if self.unit != '' else timestamp
elif timestamp >= self.timestamp + self.delta:
opens = np.zeros(self.N)
highs = np.zeros(self.N)
lows = np.zeros(self.N)
closes = np.zeros(self.N)
for idx, tic in enumerate(self.tickers):
opens[idx], highs[idx], lows[idx], closes[idx] = self.data[
tic].clear()
self.timestamp = timestamp.floor(
self.unit) if self.unit != '' else timestamp
return self.timestamp, opens, highs, lows, closes
return None
def _list_historical_pricing(self,
now: pd.Timestamp,
symbol: str,
limit: int = 1500):
assert limit < 2000
if limit >= 1000:
pricing = self.binance_cli.fetch_ohlcv(symbol=symbol,
timeframe="1m",
limit=1000)
ext_limit = (limit + 1) - 1000
pricing += self.binance_cli.fetch_ohlcv(
symbol=symbol,
timeframe="1m",
limit=ext_limit,
since=(pricing[0][0] - (60 * ext_limit * 1000)),
)
else:
pricing = self.binance_cli.fetch_ohlcv(symbol=symbol,
timeframe="1m",
limit=limit + 1)
pricing = pd.DataFrame(
pricing,
columns=["date", "open", "high", "low", "close",
"volume"]).set_index("date")
pricing.index = pricing.index.map(
lambda x: datetime.utcfromtimestamp(x / 1000)).tz_localize("UTC")
# We drop one value always
pricing = pricing.sort_index()
return pricing[pricing.index < now.floor("T")]
def test_round_minute_freq(self, test_input, freq, expected):
# ensure timestamps that shouldn't round don't
# GH#21262
dt = Timestamp(test_input)
expected = Timestamp(expected)
result_ceil = dt.ceil(freq)
assert result_ceil == expected
result_floor = dt.floor(freq)
assert result_floor == expected
result_round = dt.round(freq)
assert result_round == expected
class TimestampOps:
params = [None, 'US/Eastern', pytz.UTC,
dateutil.tz.tzutc()]
param_names = ['tz']
def setup(self, tz):
self.ts = Timestamp('2017-08-25 08:16:14', tz=tz)
def time_replace_tz(self, tz):
self.ts.replace(tzinfo=pytz.timezone('US/Eastern'))
def time_replace_None(self, tz):
self.ts.replace(tzinfo=None)
def time_to_pydatetime(self, tz):
self.ts.to_pydatetime()
def time_normalize(self, tz):
self.ts.normalize()
def time_tz_convert(self, tz):
if self.ts.tz is not None:
self.ts.tz_convert(tz)
def time_tz_localize(self, tz):
if self.ts.tz is None:
self.ts.tz_localize(tz)
def time_to_julian_date(self, tz):
self.ts.to_julian_date()
def time_floor(self, tz):
self.ts.floor('5T')
def time_ceil(self, tz):
self.ts.ceil('5T')
def test_round_int64(self, timestamp, freq):
# check that all rounding modes are accurate to int64 precision
# see GH#22591
dt = Timestamp(timestamp)
unit = to_offset(freq).nanos
# test floor
result = dt.floor(freq)
assert result.value % unit == 0, f"floor not a {freq} multiple"
assert 0 <= dt.value - result.value < unit, "floor error"
# test ceil
result = dt.ceil(freq)
assert result.value % unit == 0, f"ceil not a {freq} multiple"
assert 0 <= result.value - dt.value < unit, "ceil error"
# test round
result = dt.round(freq)
assert result.value % unit == 0, f"round not a {freq} multiple"
assert abs(result.value - dt.value) <= unit // 2, "round error"
if unit % 2 == 0 and abs(result.value - dt.value) == unit // 2:
# round half to even
assert result.value // unit % 2 == 0, "round half to even error"
def test_round_int64(self, timestamp, freq):
"""check that all rounding modes are accurate to int64 precision
see GH#22591
"""
dt = Timestamp(timestamp)
unit = to_offset(freq).nanos
# test floor
result = dt.floor(freq)
assert result.value % unit == 0, "floor not a {} multiple".format(freq)
assert 0 <= dt.value - result.value < unit, "floor error"
# test ceil
result = dt.ceil(freq)
assert result.value % unit == 0, "ceil not a {} multiple".format(freq)
assert 0 <= result.value - dt.value < unit, "ceil error"
# test round
result = dt.round(freq)
assert result.value % unit == 0, "round not a {} multiple".format(freq)
assert abs(result.value - dt.value) <= unit // 2, "round error"
if unit % 2 == 0 and abs(result.value - dt.value) == unit // 2:
# round half to even
assert result.value // unit % 2 == 0, "round half to even error"
def test_floor(self):
dt = Timestamp("20130101 09:10:11")
result = dt.floor("D")
expected = Timestamp("20130101")
assert result == expected
def test_floor(self):
dt = Timestamp('20130101 09:10:11')
result = dt.floor('D')
expected = Timestamp('20130101')
assert result == expected
def test_floor(self):
dt = Timestamp('20130101 09:10:11')
result = dt.floor('D')
expected = Timestamp('20130101')
assert result == expected
def _get_minutes_to_sync(self, now: pd.Timestamp):
last_sync_on = self.usecase.get_last_sync_on()
minutes_delta = int(
(now.floor("T") - last_sync_on).total_seconds() // 60)
return minutes_delta - 1
def nyiso_cbl(meter, event_start, event_end, look_back, event_type = 'weekday'):
'''
calculates the nysio customer baseline given the input parameters
Parameters:
meter (dataframe): A dataframe consisting of datetime and load values
event_start (str) : A str coercile to timestamp for the start of the event
event_end (str) : A str coercile to timestamp for the end of the event
look_back (int) : An integer specifying the number of days to look back
event_type (str) : A string specifying the type of event (weekday, sunday, saturday)
Returns:
tuple : A tuple of dataframe which give the baselins and the performance for the event hour
'''
start = Timestamp(event_start)
end = Timestamp(event_end)
event_hours = date_range(start, end, freq = 'H').hour.tolist()
event_hours = event_hours[:-1] # accounting for hour ending
# get max lookback days
window_start = start.date() - Timedelta(look_back, unit = 'days')
datelist = date_range(window_start, periods = look_back).date.tolist()
data = meter[meter.date.isin(datelist)]
#TODO: weekend cbl logic
if event_type == 'weekday':
days = list(range(1,6))
if event_type == 'saturday':
days = [6]
if event_type == 'sunday':
days = [7]
#get the seed values
seed_data = data[data.hour.isin(event_hours)]
seed_data = seed_data[seed_data['date'] != start.date()]
seed_data = seed_data.groupby(['date','hour']).mean().reset_index()
seed_value = seed_data['kW'].max()*0.25
# identify the low usage days
low_usage = seed_data.groupby(['date']).mean()
low_usage_dates = low_usage[low_usage.kW < seed_value].index.tolist()
rm_day = [d for d in seed_data.date.to_list() if not d.isoweekday() in days]
rm_day = list(set(rm_day))
# get dates and holidays to exclude
exclude = get_holidays(start.year)
exclude.extend(low_usage_dates)
exclude.extend([start.date()-Timedelta(1, unit = 'day')])
exclude.extend(rm_day)
# get cbl basis days
max_days = seed_data.date.unique().tolist()
days_to_keep = [d for d in max_days if d not in exclude]
days_to_keep.sort(reverse = True)
if len(days_to_keep) > 10:
cbl_basis = days_to_keep[:10]
else:
cbl_basis = days_to_keep
#get averages and rank them, pick the top 5 of the averages
averages = seed_data.groupby('date').mean()
averages = averages[averages.index.isin(cbl_basis)]
averages['rank'] = averages['kW'].rank(ascending = False)
baseline_dates = averages[averages['rank'] <= 5].index.tolist()
# calculate baseline as average of the hours for the selected days
baseline = data[data.date.isin(baseline_dates)]
baseline = baseline.groupby('hour').mean()
# actual values during event day
event_day = meter[meter.dttm >= start.floor('24H')]
event_day = event_day[event_day.dttm < start.ceil('24H')]
event_day = event_day.groupby(['id','hour']).mean().reset_index()
event_day['baseline'] = baseline.kW
#get adjustment factor
gaf = weather_adjustment(start = start, end = end, meter = meter,
basis_dates = cbl_basis)
# get the adjusted baseline
event_day['adjustment'] = event_day.baseline * gaf.kW
# calculate the event performance per hour
perf = perf_calc(event_day, event_hours)
return event_day, perf
def round_value(self, value: pd.Timestamp) -> pd.Timestamp:
logger.debug(f"Rounding value: {value}")
round_step_in_seconds = int(self._round_step.total_seconds())
rounded_value = value.floor(f"{round_step_in_seconds}s")
return rounded_value
def sync(session, dataset: str, variables: List[str],
start: pd.Timestamp, end: pd.Timestamp, debug: bool, force: bool):
session.query(Observation).where(
Observation.timestamp.between(start, end),
Observation.dataset == dataset,
Observation.variable.in_(variables)
).delete(synchronize_session=False)
obs_count = row_count = 0
timestamps = set()
latest_timestamp = start
for row_count, row in enumerate(retrieve(dataset, variables, start, end), start=1):
if debug:
print(f'{dataset}:', ' '.join(f'{k}={v}' for k, v in row.items()))
for variable in variables:
value = row[variable]
if value in ('', 'x'):
continue
if value == 'tr':
value = 0
timestamp = row['TimeStamp']
timestamps.add(timestamp)
latest_timestamp = max(latest_timestamp, timestamp)
session.add(Observation(
timestamp=timestamp,
dataset=dataset,
variable=variable,
value=value
))
obs_count += 1
print(f'{dataset}: {row_count} rows giving {obs_count} observations, '
f'latest at {latest_timestamp}')
frequency = FREQUENCY[dataset]
start = pd.Timestamp(start)
end = pd.Timestamp(end)
if frequency == 'D':
expected_timestamps = datetime_range(start, end)
else:
start = (start+pd.Timedelta(1, 'S')).ceil(frequency)
end = end.floor(frequency)
expected_timestamps = pd.date_range(start, end, freq=frequency)
missing = set(expected_timestamps) - timestamps
if missing:
missing_text = ', '.join(str(m) for m in sorted(missing))
message = f'{len(missing)} missing for {dataset}: {missing_text}'
if sorted(missing) == list(expected_timestamps[-len(missing):]) or force:
if len(missing) > 1:
print('WARNING '+message)
else:
raise AssertionError(message)
unexpected = timestamps - set(expected_timestamps)
if unexpected:
raise AssertionError('Unexpected: '+', '.join(str(m) for m in sorted(unexpected)))
if not debug:
session.commit()
def test_round(self):
# round
dt = Timestamp('20130101 09:10:11')
result = dt.round('D')
expected = Timestamp('20130101')
self.assertEqual(result, expected)
dt = Timestamp('20130101 19:10:11')
result = dt.round('D')
expected = Timestamp('20130102')
self.assertEqual(result, expected)
dt = Timestamp('20130201 12:00:00')
result = dt.round('D')
expected = Timestamp('20130202')
self.assertEqual(result, expected)
dt = Timestamp('20130104 12:00:00')
result = dt.round('D')
expected = Timestamp('20130105')
self.assertEqual(result, expected)
dt = Timestamp('20130104 12:32:00')
result = dt.round('30Min')
expected = Timestamp('20130104 12:30:00')
self.assertEqual(result, expected)
dti = date_range('20130101 09:10:11', periods=5)
result = dti.round('D')
expected = date_range('20130101', periods=5)
tm.assert_index_equal(result, expected)
# floor
dt = Timestamp('20130101 09:10:11')
result = dt.floor('D')
expected = Timestamp('20130101')
self.assertEqual(result, expected)
# ceil
dt = Timestamp('20130101 09:10:11')
result = dt.ceil('D')
expected = Timestamp('20130102')
self.assertEqual(result, expected)
# round with tz
dt = Timestamp('20130101 09:10:11', tz='US/Eastern')
result = dt.round('D')
expected = Timestamp('20130101', tz='US/Eastern')
self.assertEqual(result, expected)
dt = Timestamp('20130101 09:10:11', tz='US/Eastern')
result = dt.round('s')
self.assertEqual(result, dt)
dti = date_range('20130101 09:10:11',
periods=5).tz_localize('UTC').tz_convert('US/Eastern')
result = dti.round('D')
expected = date_range('20130101', periods=5).tz_localize('US/Eastern')
tm.assert_index_equal(result, expected)
result = dti.round('s')
tm.assert_index_equal(result, dti)
# invalid
for freq in ['Y', 'M', 'foobar']:
self.assertRaises(ValueError, lambda: dti.round(freq))
