/usr/lib/python2.7/dist-packages/pandas/tseries/offsets.py is in python-pandas 0.13.1-2ubuntu2.
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from pandas.compat import range
from pandas import compat
import numpy as np
from pandas.tseries.tools import to_datetime
# import after tools, dateutil check
from dateutil.relativedelta import relativedelta, weekday
import pandas.tslib as tslib
from pandas.tslib import Timestamp, OutOfBoundsDatetime
from pandas import _np_version_under1p7
__all__ = ['Day', 'BusinessDay', 'BDay', 'CustomBusinessDay', 'CDay',
'MonthBegin', 'BMonthBegin', 'MonthEnd', 'BMonthEnd',
'YearBegin', 'BYearBegin', 'YearEnd', 'BYearEnd',
'QuarterBegin', 'BQuarterBegin', 'QuarterEnd', 'BQuarterEnd',
'LastWeekOfMonth', 'FY5253Quarter', 'FY5253',
'Week', 'WeekOfMonth',
'Hour', 'Minute', 'Second', 'Milli', 'Micro', 'Nano']
# convert to/from datetime/timestamp to allow invalid Timestamp ranges to pass thru
def as_timestamp(obj):
try:
return Timestamp(obj)
except (OutOfBoundsDatetime):
pass
return obj
def as_datetime(obj):
f = getattr(obj,'to_pydatetime',None)
if f is not None:
obj = f()
return obj
#----------------------------------------------------------------------
# DateOffset
class ApplyTypeError(TypeError):
# sentinel class for catching the apply error to return NotImplemented
pass
class CacheableOffset(object):
_cacheable = True
class DateOffset(object):
"""
Standard kind of date increment used for a date range.
Works exactly like relativedelta in terms of the keyword args you
pass in, use of the keyword n is discouraged-- you would be better
off specifying n in the keywords you use, but regardless it is
there for you. n is needed for DateOffset subclasses.
DateOffets work as follows. Each offset specify a set of dates
that conform to the DateOffset. For example, Bday defines this
set to be the set of dates that are weekdays (M-F). To test if a
date is in the set of a DateOffset dateOffset we can use the
onOffset method: dateOffset.onOffset(date).
If a date is not on a valid date, the rollback and rollforward
methods can be used to roll the date to the nearest valid date
before/after the date.
DateOffsets can be created to move dates forward a given number of
valid dates. For example, Bday(2) can be added to a date to move
it two business days forward. If the date does not start on a
valid date, first it is moved to a valid date. Thus psedo code
is:
def __add__(date):
date = rollback(date) # does nothing if date is valid
return date + <n number of periods>
When a date offset is created for a negitive number of periods,
the date is first rolled forward. The pseudo code is:
def __add__(date):
date = rollforward(date) # does nothing is date is valid
return date + <n number of periods>
Zero presents a problem. Should it roll forward or back? We
arbitrarily have it rollforward:
date + BDay(0) == BDay.rollforward(date)
Since 0 is a bit weird, we suggest avoiding its use.
"""
_cacheable = False
_normalize_cache = True
def __init__(self, n=1, **kwds):
self.n = int(n)
self.kwds = kwds
if len(kwds) > 0:
self._offset = relativedelta(**kwds)
else:
self._offset = timedelta(1)
def apply(self, other):
other = as_datetime(other)
if len(self.kwds) > 0:
if self.n > 0:
for i in range(self.n):
other = other + self._offset
else:
for i in range(-self.n):
other = other - self._offset
return as_timestamp(other)
else:
return as_timestamp(other + timedelta(self.n))
def isAnchored(self):
return (self.n == 1)
def copy(self):
return self.__class__(self.n, **self.kwds)
def _should_cache(self):
return self.isAnchored() and self._cacheable
def _params(self):
attrs = [(k, v) for k, v in compat.iteritems(vars(self))
if (k not in ['kwds', 'name', 'normalize',
'busdaycalendar']) and (k[0] != '_')]
attrs.extend(list(self.kwds.items()))
attrs = sorted(set(attrs))
params = tuple([str(self.__class__)] + attrs)
return params
def __repr__(self):
if hasattr(self, '_named'):
return self._named
className = getattr(self, '_outputName', type(self).__name__)
exclude = set(['n', 'inc'])
attrs = []
for attr in sorted(self.__dict__):
if ((attr == 'kwds' and len(self.kwds) == 0)
or attr.startswith('_')):
continue
elif attr == 'kwds':
kwds_new = {}
for key in self.kwds:
if not hasattr(self, key):
kwds_new[key] = self.kwds[key]
if len(kwds_new) > 0:
attrs.append('='.join((attr, repr(kwds_new))))
else:
if attr not in exclude:
attrs.append('='.join((attr, repr(getattr(self, attr)))))
if abs(self.n) != 1:
plural = 's'
else:
plural = ''
n_str = ""
if self.n != 1:
n_str = "%s * " % self.n
out = '<%s' % n_str + className + plural
if attrs:
out += ': ' + ', '.join(attrs)
out += '>'
return out
@property
def name(self):
if hasattr(self, '_named'):
return self._named
else:
return self.rule_code
def __eq__(self, other):
if other is None:
return False
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if not isinstance(other, DateOffset):
return False
return self._params() == other._params()
def __ne__(self, other):
return not self == other
def __hash__(self):
return hash(self._params())
def __call__(self, other):
return self.apply(other)
def __add__(self, other):
try:
return self.apply(other)
except ApplyTypeError:
return NotImplemented
def __radd__(self, other):
return self.__add__(other)
def __sub__(self, other):
if isinstance(other, datetime):
raise TypeError('Cannot subtract datetime from offset.')
elif type(other) == type(self):
return self.__class__(self.n - other.n, **self.kwds)
else: # pragma: no cover
return NotImplemented
def __rsub__(self, other):
return self.__class__(-self.n, **self.kwds) + other
def __mul__(self, someInt):
return self.__class__(n=someInt * self.n, **self.kwds)
def __rmul__(self, someInt):
return self.__mul__(someInt)
def __neg__(self):
return self.__class__(-self.n, **self.kwds)
def rollback(self, dt):
"""Roll provided date backward to next offset only if not on offset"""
if type(dt) == date:
dt = datetime(dt.year, dt.month, dt.day)
if not self.onOffset(dt):
dt = dt - self.__class__(1, **self.kwds)
return dt
def rollforward(self, dt):
"""Roll provided date forward to next offset only if not on offset"""
if type(dt) == date:
dt = datetime(dt.year, dt.month, dt.day)
if not self.onOffset(dt):
dt = dt + self.__class__(1, **self.kwds)
return dt
def onOffset(self, dt):
# XXX, see #1395
if type(self) == DateOffset or isinstance(self, Tick):
return True
# Default (slow) method for determining if some date is a member of the
# date range generated by this offset. Subclasses may have this
# re-implemented in a nicer way.
a = dt
b = ((dt + self) - self)
return a == b
# way to get around weirdness with rule_code
@property
def _prefix(self):
raise NotImplementedError('Prefix not defined')
@property
def rule_code(self):
return self._prefix
@property
def freqstr(self):
try:
code = self.rule_code
except NotImplementedError:
return repr(self)
if self.n != 1:
fstr = '%d%s' % (self.n, code)
else:
fstr = code
return fstr
class SingleConstructorOffset(DateOffset):
@classmethod
def _from_name(cls, suffix=None):
# default _from_name calls cls with no args
if suffix:
raise ValueError("Bad freq suffix %s" % suffix)
return cls()
class BusinessDay(CacheableOffset, SingleConstructorOffset):
"""
DateOffset subclass representing possibly n business days
"""
_prefix = 'B'
def __init__(self, n=1, **kwds):
self.n = int(n)
self.kwds = kwds
self.offset = kwds.get('offset', timedelta(0))
self.normalize = kwds.get('normalize', False)
# TODO: Combine this with DateOffset by defining a whitelisted set of
# attributes on each object rather than the existing behavior of iterating
# over internal ``__dict__``
def __repr__(self):
if hasattr(self, '_named'):
return self._named
className = getattr(self, '_outputName', self.__class__.__name__)
attrs = []
if self.offset:
attrs = ['offset=%s' % repr(self.offset)]
if abs(self.n) != 1:
plural = 's'
else:
plural = ''
n_str = ""
if self.n != 1:
n_str = "%s * " % self.n
out = '<%s' % n_str + className + plural
if attrs:
out += ': ' + ', '.join(attrs)
out += '>'
return out
@property
def freqstr(self):
try:
code = self.rule_code
except NotImplementedError:
return repr(self)
if self.n != 1:
fstr = '%d%s' % (self.n, code)
else:
fstr = code
if self.offset:
fstr += self._offset_str()
return fstr
def _offset_str(self):
def get_str(td):
off_str = ''
if td.days > 0:
off_str += str(td.days) + 'D'
if td.seconds > 0:
s = td.seconds
hrs = int(s / 3600)
if hrs != 0:
off_str += str(hrs) + 'H'
s -= hrs * 3600
mts = int(s / 60)
if mts != 0:
off_str += str(mts) + 'Min'
s -= mts * 60
if s != 0:
off_str += str(s) + 's'
if td.microseconds > 0:
off_str += str(td.microseconds) + 'us'
return off_str
if isinstance(self.offset, timedelta):
zero = timedelta(0, 0, 0)
if self.offset >= zero:
off_str = '+' + get_str(self.offset)
else:
off_str = '-' + get_str(-self.offset)
return off_str
else:
return '+' + repr(self.offset)
def isAnchored(self):
return (self.n == 1)
def apply(self, other):
if isinstance(other, datetime):
n = self.n
if n == 0 and other.weekday() > 4:
n = 1
result = other
# avoid slowness below
if abs(n) > 5:
k = n // 5
result = result + timedelta(7 * k)
if n < 0 and result.weekday() > 4:
n += 1
n -= 5 * k
if n == 0 and result.weekday() > 4:
n -= 1
while n != 0:
k = n // abs(n)
result = result + timedelta(k)
if result.weekday() < 5:
n -= k
if self.normalize:
result = datetime(result.year, result.month, result.day)
if self.offset:
result = result + self.offset
return as_timestamp(result)
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine business day with '
'datetime or timedelta.')
@classmethod
def onOffset(cls, dt):
return dt.weekday() < 5
class CustomBusinessDay(BusinessDay):
"""
**EXPERIMENTAL** DateOffset subclass representing possibly n business days
excluding holidays
.. warning:: EXPERIMENTAL
This class is not officially supported and the API is likely to change
in future versions. Use this at your own risk.
Parameters
----------
n : int, default 1
offset : timedelta, default timedelta(0)
normalize : bool, default False
Normalize start/end dates to midnight before generating date range
weekmask : str, Default 'Mon Tue Wed Thu Fri'
weekmask of valid business days, passed to ``numpy.busdaycalendar``
holidays : list
list/array of dates to exclude from the set of valid business days,
passed to ``numpy.busdaycalendar``
"""
_cacheable = False
_prefix = 'C'
def __init__(self, n=1, **kwds):
# Check we have the required numpy version
from distutils.version import LooseVersion
if LooseVersion(np.__version__) < '1.7.0':
raise NotImplementedError("CustomBusinessDay requires numpy >= "
"1.7.0. Current version: " +
np.__version__)
self.n = int(n)
self.kwds = kwds
self.offset = kwds.get('offset', timedelta(0))
self.normalize = kwds.get('normalize', False)
self.weekmask = kwds.get('weekmask', 'Mon Tue Wed Thu Fri')
holidays = kwds.get('holidays', [])
holidays = [self._to_dt64(dt, dtype='datetime64[D]') for dt in
holidays]
self.holidays = tuple(sorted(holidays))
self.kwds['holidays'] = self.holidays
self._set_busdaycalendar()
def _set_busdaycalendar(self):
holidays = np.array(self.holidays, dtype='datetime64[D]')
self.busdaycalendar = np.busdaycalendar(holidays=holidays,
weekmask=self.weekmask)
def __getstate__(self):
""""Return a pickleable state"""
state = self.__dict__.copy()
del state['busdaycalendar']
return state
def __setstate__(self, state):
"""Reconstruct an instance from a pickled state"""
self.__dict__ = state
self._set_busdaycalendar()
@staticmethod
def _to_dt64(dt, dtype='datetime64'):
if isinstance(dt, (datetime, compat.string_types)):
dt = np.datetime64(dt, dtype=dtype)
if isinstance(dt, np.datetime64):
dt = dt.astype(dtype)
else:
raise TypeError('dt must be datestring, datetime or datetime64')
return dt
def apply(self, other):
if isinstance(other, datetime):
dtype = type(other)
elif isinstance(other, np.datetime64):
dtype = other.dtype
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
dt64 = self._to_dt64(other)
day64 = dt64.astype('datetime64[D]')
time = dt64 - day64
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
result = np.busday_offset(day64, self.n, roll=roll,
busdaycal=self.busdaycalendar)
if not self.normalize:
result = result + time
result = result.astype(dtype)
if self.offset:
result = result + self.offset
return result
def onOffset(self, dt):
day64 = self._to_dt64(dt).astype('datetime64[D]')
return np.is_busday(day64, busdaycal=self.busdaycalendar)
class MonthOffset(SingleConstructorOffset):
@property
def name(self):
if self.isAnchored:
return self.rule_code
else:
return "%s-%s" % (self.rule_code, _int_to_month[self.n])
class MonthEnd(CacheableOffset, MonthOffset):
"""DateOffset of one month end"""
def apply(self, other):
other = datetime(other.year, other.month, other.day,
tzinfo=other.tzinfo)
n = self.n
_, days_in_month = tslib.monthrange(other.year, other.month)
if other.day != days_in_month:
other = as_datetime(other) + relativedelta(months=-1, day=31)
if n <= 0:
n = n + 1
other = as_datetime(other) + relativedelta(months=n, day=31)
return as_timestamp(other)
@classmethod
def onOffset(cls, dt):
days_in_month = tslib.monthrange(dt.year, dt.month)[1]
return dt.day == days_in_month
_prefix = 'M'
class MonthBegin(CacheableOffset, MonthOffset):
"""DateOffset of one month at beginning"""
def apply(self, other):
n = self.n
if other.day > 1 and n <= 0: # then roll forward if n<=0
n += 1
other = as_datetime(other) + relativedelta(months=n, day=1)
return as_timestamp(other)
@classmethod
def onOffset(cls, dt):
return dt.day == 1
_prefix = 'MS'
class BusinessMonthEnd(CacheableOffset, MonthOffset):
"""DateOffset increments between business EOM dates"""
def isAnchored(self):
return (self.n == 1)
def apply(self, other):
other = datetime(other.year, other.month, other.day)
n = self.n
wkday, days_in_month = tslib.monthrange(other.year, other.month)
lastBDay = days_in_month - max(((wkday + days_in_month - 1)
% 7) - 4, 0)
if n > 0 and not other.day >= lastBDay:
n = n - 1
elif n <= 0 and other.day > lastBDay:
n = n + 1
other = as_datetime(other) + relativedelta(months=n, day=31)
if other.weekday() > 4:
other = other - BDay()
return other
_prefix = 'BM'
class BusinessMonthBegin(CacheableOffset, MonthOffset):
"""DateOffset of one business month at beginning"""
def apply(self, other):
n = self.n
wkday, _ = tslib.monthrange(other.year, other.month)
first = _get_firstbday(wkday)
if other.day > first and n <= 0:
# as if rolled forward already
n += 1
elif other.day < first and n > 0:
other = as_datetime(other) + timedelta(days=first - other.day)
n -= 1
other = as_datetime(other) + relativedelta(months=n)
wkday, _ = tslib.monthrange(other.year, other.month)
first = _get_firstbday(wkday)
result = datetime(other.year, other.month, first)
return as_timestamp(result)
@classmethod
def onOffset(cls, dt):
first_weekday, _ = tslib.monthrange(dt.year, dt.month)
if first_weekday == 5:
return dt.day == 3
elif first_weekday == 6:
return dt.day == 2
else:
return dt.day == 1
_prefix = 'BMS'
class Week(CacheableOffset, DateOffset):
"""
Weekly offset
Parameters
----------
weekday : int, default None
Always generate specific day of week. 0 for Monday
"""
def __init__(self, n=1, **kwds):
self.n = n
self.weekday = kwds.get('weekday', None)
if self.weekday is not None:
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got %d' %
self.weekday)
self._inc = timedelta(weeks=1)
self.kwds = kwds
def isAnchored(self):
return (self.n == 1 and self.weekday is not None)
def apply(self, other):
if self.weekday is None:
return as_datetime(other) + self.n * self._inc
if self.n > 0:
k = self.n
otherDay = other.weekday()
if otherDay != self.weekday:
other = as_datetime(other) + timedelta((self.weekday - otherDay) % 7)
k = k - 1
other = as_datetime(other)
for i in range(k):
other = other + self._inc
else:
k = self.n
otherDay = other.weekday()
if otherDay != self.weekday:
other = as_datetime(other) + timedelta((self.weekday - otherDay) % 7)
other = as_datetime(other)
for i in range(-k):
other = other - self._inc
return as_timestamp(other)
def onOffset(self, dt):
return dt.weekday() == self.weekday
_prefix = 'W'
@property
def rule_code(self):
suffix = ''
if self.weekday is not None:
suffix = '-%s' % (_int_to_weekday[self.weekday])
return self._prefix + suffix
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
weekday = None
else:
weekday = _weekday_to_int[suffix]
return cls(weekday=weekday)
class WeekDay(object):
MON = 0
TUE = 1
WED = 2
THU = 3
FRI = 4
SAT = 5
SUN = 6
_int_to_weekday = {
WeekDay.MON: 'MON',
WeekDay.TUE: 'TUE',
WeekDay.WED: 'WED',
WeekDay.THU: 'THU',
WeekDay.FRI: 'FRI',
WeekDay.SAT: 'SAT',
WeekDay.SUN: 'SUN'
}
_weekday_to_int = dict((v, k) for k, v in _int_to_weekday.items())
class WeekOfMonth(CacheableOffset, DateOffset):
"""
Describes monthly dates like "the Tuesday of the 2nd week of each month"
Parameters
----------
n : int
week : {0, 1, 2, 3, ...}
0 is 1st week of month, 1 2nd week, etc.
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
"""
def __init__(self, n=1, **kwds):
self.n = n
self.weekday = kwds['weekday']
self.week = kwds['week']
if self.n == 0:
raise ValueError('N cannot be 0')
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got %d' %
self.weekday)
if self.week < 0 or self.week > 3:
raise ValueError('Week must be 0<=day<=3, got %d' %
self.week)
self.kwds = kwds
def apply(self, other):
offsetOfMonth = self.getOffsetOfMonth(other)
if offsetOfMonth > other:
if self.n > 0:
months = self.n - 1
else:
months = self.n
elif offsetOfMonth == other:
months = self.n
else:
if self.n > 0:
months = self.n
else:
months = self.n + 1
return self.getOffsetOfMonth(as_datetime(other) + relativedelta(months=months,
day=1))
def getOffsetOfMonth(self, dt):
w = Week(weekday=self.weekday)
d = datetime(dt.year, dt.month, 1)
d = w.rollforward(d)
for i in range(self.week):
d = w.apply(d)
return d
def onOffset(self, dt):
return dt == self.getOffsetOfMonth(dt)
@property
def rule_code(self):
return '%s-%d%s' % (self._prefix, self.week + 1,
_int_to_weekday.get(self.weekday, ''))
_prefix = 'WOM'
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError("Prefix %r requires a suffix." % (cls._prefix))
# TODO: handle n here...
# only one digit weeks (1 --> week 0, 2 --> week 1, etc.)
week = int(suffix[0]) - 1
weekday = _weekday_to_int[suffix[1:]]
return cls(week=week, weekday=weekday)
class LastWeekOfMonth(CacheableOffset, DateOffset):
"""
Describes monthly dates in last week of month like "the last Tuesday of each month"
Parameters
----------
n : int
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
"""
def __init__(self, n=1, **kwds):
self.n = n
self.weekday = kwds['weekday']
if self.n == 0:
raise ValueError('N cannot be 0')
if self.weekday < 0 or self.weekday > 6:
raise ValueError('Day must be 0<=day<=6, got %d' %
self.weekday)
self.kwds = kwds
def apply(self, other):
offsetOfMonth = self.getOffsetOfMonth(other)
if offsetOfMonth > other:
if self.n > 0:
months = self.n - 1
else:
months = self.n
elif offsetOfMonth == other:
months = self.n
else:
if self.n > 0:
months = self.n
else:
months = self.n + 1
return self.getOffsetOfMonth(as_datetime(other) + relativedelta(months=months, day=1))
def getOffsetOfMonth(self, dt):
m = MonthEnd()
d = datetime(dt.year, dt.month, 1)
eom = m.rollforward(d)
w = Week(weekday=self.weekday)
return w.rollback(eom)
def onOffset(self, dt):
return dt == self.getOffsetOfMonth(dt)
@property
def rule_code(self):
return '%s-%s' % (self._prefix, _int_to_weekday.get(self.weekday, ''))
_prefix = 'LWOM'
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError("Prefix %r requires a suffix." % (cls._prefix))
# TODO: handle n here...
weekday = _weekday_to_int[suffix]
return cls(weekday=weekday)
class QuarterOffset(DateOffset):
"""Quarter representation - doesn't call super"""
#: default month for __init__
_default_startingMonth = None
#: default month in _from_name
_from_name_startingMonth = None
# TODO: Consider combining QuarterOffset and YearOffset __init__ at some
# point
def __init__(self, n=1, **kwds):
self.n = n
self.startingMonth = kwds.get('startingMonth',
self._default_startingMonth)
self.kwds = kwds
def isAnchored(self):
return (self.n == 1 and self.startingMonth is not None)
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs['startingMonth'] = _month_to_int[suffix]
else:
if cls._from_name_startingMonth is not None:
kwargs['startingMonth'] = cls._from_name_startingMonth
return cls(**kwargs)
@property
def rule_code(self):
return '%s-%s' % (self._prefix, _int_to_month[self.startingMonth])
class BQuarterEnd(CacheableOffset, QuarterOffset):
"""DateOffset increments between business Quarter dates
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
"""
_outputName = 'BusinessQuarterEnd'
_default_startingMonth = 3
# 'BQ'
_from_name_startingMonth = 12
_prefix = 'BQ'
def apply(self, other):
n = self.n
wkday, days_in_month = tslib.monthrange(other.year, other.month)
lastBDay = days_in_month - max(((wkday + days_in_month - 1)
% 7) - 4, 0)
monthsToGo = 3 - ((other.month - self.startingMonth) % 3)
if monthsToGo == 3:
monthsToGo = 0
if n > 0 and not (other.day >= lastBDay and monthsToGo == 0):
n = n - 1
elif n <= 0 and other.day > lastBDay and monthsToGo == 0:
n = n + 1
other = as_datetime(other) + relativedelta(months=monthsToGo + 3 * n, day=31)
if other.weekday() > 4:
other = other - BDay()
return other
def onOffset(self, dt):
modMonth = (dt.month - self.startingMonth) % 3
return BMonthEnd().onOffset(dt) and modMonth == 0
_int_to_month = {
1: 'JAN',
2: 'FEB',
3: 'MAR',
4: 'APR',
5: 'MAY',
6: 'JUN',
7: 'JUL',
8: 'AUG',
9: 'SEP',
10: 'OCT',
11: 'NOV',
12: 'DEC'
}
_month_to_int = dict((v, k) for k, v in _int_to_month.items())
# TODO: This is basically the same as BQuarterEnd
class BQuarterBegin(CacheableOffset, QuarterOffset):
_outputName = "BusinessQuarterBegin"
# I suspect this is wrong for *all* of them.
_default_startingMonth = 3
_from_name_startingMonth = 1
_prefix = 'BQS'
def apply(self, other):
n = self.n
other = as_datetime(other)
wkday, _ = tslib.monthrange(other.year, other.month)
first = _get_firstbday(wkday)
monthsSince = (other.month - self.startingMonth) % 3
if n <= 0 and monthsSince != 0: # make sure to roll forward so negate
monthsSince = monthsSince - 3
# roll forward if on same month later than first bday
if n <= 0 and (monthsSince == 0 and other.day > first):
n = n + 1
# pretend to roll back if on same month but before firstbday
elif n > 0 and (monthsSince == 0 and other.day < first):
n = n - 1
# get the first bday for result
other = other + relativedelta(months=3 * n - monthsSince)
wkday, _ = tslib.monthrange(other.year, other.month)
first = _get_firstbday(wkday)
result = datetime(other.year, other.month, first,
other.hour, other.minute, other.second,
other.microsecond)
return as_timestamp(result)
class QuarterEnd(CacheableOffset, QuarterOffset):
"""DateOffset increments between business Quarter dates
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/31/2007, 6/30/2007, ...
"""
_outputName = 'QuarterEnd'
_default_startingMonth = 3
_prefix = 'Q'
def __init__(self, n=1, **kwds):
self.n = n
self.startingMonth = kwds.get('startingMonth', 3)
self.kwds = kwds
def isAnchored(self):
return (self.n == 1 and self.startingMonth is not None)
def apply(self, other):
n = self.n
other = as_datetime(other)
wkday, days_in_month = tslib.monthrange(other.year, other.month)
monthsToGo = 3 - ((other.month - self.startingMonth) % 3)
if monthsToGo == 3:
monthsToGo = 0
if n > 0 and not (other.day >= days_in_month and monthsToGo == 0):
n = n - 1
other = other + relativedelta(months=monthsToGo + 3 * n, day=31)
return as_timestamp(other)
def onOffset(self, dt):
modMonth = (dt.month - self.startingMonth) % 3
return MonthEnd().onOffset(dt) and modMonth == 0
class QuarterBegin(CacheableOffset, QuarterOffset):
_outputName = 'QuarterBegin'
_default_startingMonth = 3
_from_name_startingMonth = 1
_prefix = 'QS'
def isAnchored(self):
return (self.n == 1 and self.startingMonth is not None)
def apply(self, other):
n = self.n
other = as_datetime(other)
wkday, days_in_month = tslib.monthrange(other.year, other.month)
monthsSince = (other.month - self.startingMonth) % 3
if n <= 0 and monthsSince != 0:
# make sure you roll forward, so negate
monthsSince = monthsSince - 3
if n < 0 and (monthsSince == 0 and other.day > 1):
# after start, so come back an extra period as if rolled forward
n = n + 1
other = other + relativedelta(months=3 * n - monthsSince, day=1)
return as_timestamp(other)
class YearOffset(DateOffset):
"""DateOffset that just needs a month"""
def __init__(self, n=1, **kwds):
self.month = kwds.get('month', self._default_month)
if self.month < 1 or self.month > 12:
raise ValueError('Month must go from 1 to 12')
DateOffset.__init__(self, n=n, **kwds)
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs['month'] = _month_to_int[suffix]
return cls(**kwargs)
@property
def rule_code(self):
return '%s-%s' % (self._prefix, _int_to_month[self.month])
class BYearEnd(CacheableOffset, YearOffset):
"""DateOffset increments between business EOM dates"""
_outputName = 'BusinessYearEnd'
_default_month = 12
_prefix = 'BA'
def apply(self, other):
n = self.n
other = as_datetime(other)
wkday, days_in_month = tslib.monthrange(other.year, self.month)
lastBDay = (days_in_month -
max(((wkday + days_in_month - 1) % 7) - 4, 0))
years = n
if n > 0:
if (other.month < self.month or
(other.month == self.month and other.day < lastBDay)):
years -= 1
elif n <= 0:
if (other.month > self.month or
(other.month == self.month and other.day > lastBDay)):
years += 1
other = other + relativedelta(years=years)
_, days_in_month = tslib.monthrange(other.year, self.month)
result = datetime(other.year, self.month, days_in_month,
other.hour, other.minute, other.second,
other.microsecond)
if result.weekday() > 4:
result = result - BDay()
return result
class BYearBegin(CacheableOffset, YearOffset):
"""DateOffset increments between business year begin dates"""
_outputName = 'BusinessYearBegin'
_default_month = 1
_prefix = 'BAS'
def apply(self, other):
n = self.n
other = as_datetime(other)
wkday, days_in_month = tslib.monthrange(other.year, self.month)
first = _get_firstbday(wkday)
years = n
if n > 0: # roll back first for positive n
if (other.month < self.month or
(other.month == self.month and other.day < first)):
years -= 1
elif n <= 0: # roll forward
if (other.month > self.month or
(other.month == self.month and other.day > first)):
years += 1
# set first bday for result
other = other + relativedelta(years=years)
wkday, days_in_month = tslib.monthrange(other.year, self.month)
first = _get_firstbday(wkday)
return as_timestamp(datetime(other.year, self.month, first))
class YearEnd(CacheableOffset, YearOffset):
"""DateOffset increments between calendar year ends"""
_default_month = 12
_prefix = 'A'
def apply(self, other):
def _increment(date):
if date.month == self.month:
_, days_in_month = tslib.monthrange(date.year, self.month)
if date.day != days_in_month:
year = date.year
else:
year = date.year + 1
elif date.month < self.month:
year = date.year
else:
year = date.year + 1
_, days_in_month = tslib.monthrange(year, self.month)
return datetime(year, self.month, days_in_month,
date.hour, date.minute, date.second,
date.microsecond)
def _decrement(date):
year = date.year if date.month > self.month else date.year - 1
_, days_in_month = tslib.monthrange(year, self.month)
return datetime(year, self.month, days_in_month,
date.hour, date.minute, date.second,
date.microsecond)
def _rollf(date):
if date.month != self.month or\
date.day < tslib.monthrange(date.year, date.month)[1]:
date = _increment(date)
return date
n = self.n
result = other
if n > 0:
while n > 0:
result = _increment(result)
n -= 1
elif n < 0:
while n < 0:
result = _decrement(result)
n += 1
else:
# n == 0, roll forward
result = _rollf(result)
return as_timestamp(result)
def onOffset(self, dt):
wkday, days_in_month = tslib.monthrange(dt.year, self.month)
return self.month == dt.month and dt.day == days_in_month
class YearBegin(CacheableOffset, YearOffset):
"""DateOffset increments between calendar year begin dates"""
_default_month = 1
_prefix = 'AS'
def apply(self, other):
def _increment(date):
year = date.year
if date.month >= self.month:
year += 1
return datetime(year, self.month, 1, date.hour, date.minute,
date.second, date.microsecond)
def _decrement(date):
year = date.year
if date.month < self.month or (date.month == self.month and
date.day == 1):
year -= 1
return datetime(year, self.month, 1, date.hour, date.minute,
date.second, date.microsecond)
def _rollf(date):
if (date.month != self.month) or date.day > 1:
date = _increment(date)
return date
n = self.n
result = other
if n > 0:
while n > 0:
result = _increment(result)
n -= 1
elif n < 0:
while n < 0:
result = _decrement(result)
n += 1
else:
# n == 0, roll forward
result = _rollf(result)
return as_timestamp(result)
def onOffset(self, dt):
return dt.month == self.month and dt.day == 1
class FY5253(CacheableOffset, DateOffset):
"""
Describes 52-53 week fiscal year. This is also known as a 4-4-5 calendar.
It is used by companies that desire that their
fiscal year always end on the same day of the week.
It is a method of managing accounting periods.
It is a common calendar structure for some industries,
such as retail, manufacturing and parking industry.
For more information see:
http://en.wikipedia.org/wiki/4%E2%80%934%E2%80%935_calendar
The year may either:
- end on the last X day of the Y month.
- end on the last X day closest to the last day of the Y month.
X is a specific day of the week.
Y is a certain month of the year
Parameters
----------
n : int
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
startingMonth : The month in which fiscal years end. {1, 2, ... 12}
variation : str
{"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
"""
_prefix = 'RE'
_suffix_prefix_last = 'L'
_suffix_prefix_nearest = 'N'
def __init__(self, n=1, **kwds):
self.n = n
self.startingMonth = kwds['startingMonth']
self.weekday = kwds["weekday"]
self.variation = kwds["variation"]
self.kwds = kwds
if self.n == 0:
raise ValueError('N cannot be 0')
if self.variation not in ["nearest", "last"]:
raise ValueError('%s is not a valid variation' % self.variation)
if self.variation == "nearest":
weekday_offset = weekday(self.weekday)
self._rd_forward = relativedelta(weekday=weekday_offset)
self._rd_backward = relativedelta(weekday=weekday_offset(-1))
else:
self._offset_lwom = LastWeekOfMonth(n=1, weekday=self.weekday)
def isAnchored(self):
return self.n == 1 \
and self.startingMonth is not None \
and self.weekday is not None
def onOffset(self, dt):
year_end = self.get_year_end(dt)
if self.variation == "nearest":
# We have to check the year end of "this" cal year AND the previous
return year_end == dt or \
self.get_year_end(dt - relativedelta(months=1)) == dt
else:
return year_end == dt
def apply(self, other):
n = self.n
prev_year = self.get_year_end(
datetime(other.year - 1, self.startingMonth, 1))
cur_year = self.get_year_end(
datetime(other.year, self.startingMonth, 1))
next_year = self.get_year_end(
datetime(other.year + 1, self.startingMonth, 1))
if n > 0:
if other == prev_year:
year = other.year - 1
elif other == cur_year:
year = other.year
elif other == next_year:
year = other.year + 1
elif other < prev_year:
year = other.year - 1
n -= 1
elif other < cur_year:
year = other.year
n -= 1
elif other < next_year:
year = other.year + 1
n -= 1
else:
assert False
return self.get_year_end(datetime(year + n, self.startingMonth, 1))
else:
n = -n
if other == prev_year:
year = other.year - 1
elif other == cur_year:
year = other.year
elif other == next_year:
year = other.year + 1
elif other > next_year:
year = other.year + 1
n -= 1
elif other > cur_year:
year = other.year
n -= 1
elif other > prev_year:
year = other.year - 1
n -= 1
else:
assert False
return self.get_year_end(datetime(year - n, self.startingMonth, 1))
def get_year_end(self, dt):
if self.variation == "nearest":
return self._get_year_end_nearest(dt)
else:
return self._get_year_end_last(dt)
def get_target_month_end(self, dt):
target_month = datetime(year=dt.year, month=self.startingMonth, day=1)
next_month_first_of = target_month + relativedelta(months=+1)
return next_month_first_of + relativedelta(days=-1)
def _get_year_end_nearest(self, dt):
target_date = self.get_target_month_end(dt)
if target_date.weekday() == self.weekday:
return target_date
else:
forward = target_date + self._rd_forward
backward = target_date + self._rd_backward
if forward - target_date < target_date - backward:
return forward
else:
return backward
def _get_year_end_last(self, dt):
current_year = datetime(year=dt.year, month=self.startingMonth, day=1)
return current_year + self._offset_lwom
@property
def rule_code(self):
suffix = self.get_rule_code_suffix()
return "%s-%s" % (self._get_prefix(), suffix)
def _get_prefix(self):
return self._prefix
def _get_suffix_prefix(self):
if self.variation == "nearest":
return self._suffix_prefix_nearest
else:
return self._suffix_prefix_last
def get_rule_code_suffix(self):
return '%s-%s-%s' % (self._get_suffix_prefix(), \
_int_to_month[self.startingMonth], \
_int_to_weekday[self.weekday])
@classmethod
def _parse_suffix(cls, varion_code, startingMonth_code, weekday_code):
if varion_code == "N":
variation = "nearest"
elif varion_code == "L":
variation = "last"
else:
raise ValueError(
"Unable to parse varion_code: %s" % (varion_code,))
startingMonth = _month_to_int[startingMonth_code]
weekday = _weekday_to_int[weekday_code]
return {
"weekday": weekday,
"startingMonth": startingMonth,
"variation": variation,
}
@classmethod
def _from_name(cls, *args):
return cls(**cls._parse_suffix(*args))
class FY5253Quarter(CacheableOffset, DateOffset):
"""
DateOffset increments between business quarter dates
for 52-53 week fiscal year (also known as a 4-4-5 calendar).
It is used by companies that desire that their
fiscal year always end on the same day of the week.
It is a method of managing accounting periods.
It is a common calendar structure for some industries,
such as retail, manufacturing and parking industry.
For more information see:
http://en.wikipedia.org/wiki/4%E2%80%934%E2%80%935_calendar
The year may either:
- end on the last X day of the Y month.
- end on the last X day closest to the last day of the Y month.
X is a specific day of the week.
Y is a certain month of the year
startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
Parameters
----------
n : int
weekday : {0, 1, ..., 6}
0: Mondays
1: Tuesdays
2: Wednesdays
3: Thursdays
4: Fridays
5: Saturdays
6: Sundays
startingMonth : The month in which fiscal years end. {1, 2, ... 12}
qtr_with_extra_week : The quarter number that has the leap
or 14 week when needed. {1,2,3,4}
variation : str
{"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
"""
_prefix = 'REQ'
def __init__(self, n=1, **kwds):
self.n = n
self.qtr_with_extra_week = kwds["qtr_with_extra_week"]
self.kwds = kwds
if self.n == 0:
raise ValueError('N cannot be 0')
self._offset = FY5253( \
startingMonth=kwds['startingMonth'], \
weekday=kwds["weekday"],
variation=kwds["variation"])
def isAnchored(self):
return self.n == 1 and self._offset.isAnchored()
def apply(self, other):
other = as_datetime(other)
n = self.n
if n > 0:
while n > 0:
if not self._offset.onOffset(other):
qtr_lens = self.get_weeks(other)
start = other - self._offset
else:
start = other
qtr_lens = self.get_weeks(other + self._offset)
for weeks in qtr_lens:
start += relativedelta(weeks=weeks)
if start > other:
other = start
n -= 1
break
else:
n = -n
while n > 0:
if not self._offset.onOffset(other):
qtr_lens = self.get_weeks(other)
end = other + self._offset
else:
end = other
qtr_lens = self.get_weeks(other)
for weeks in reversed(qtr_lens):
end -= relativedelta(weeks=weeks)
if end < other:
other = end
n -= 1
break
return other
def get_weeks(self, dt):
ret = [13] * 4
year_has_extra_week = self.year_has_extra_week(dt)
if year_has_extra_week:
ret[self.qtr_with_extra_week - 1] = 14
return ret
def year_has_extra_week(self, dt):
if self._offset.onOffset(dt):
prev_year_end = dt - self._offset
next_year_end = dt
else:
next_year_end = dt + self._offset
prev_year_end = dt - self._offset
week_in_year = (next_year_end - prev_year_end).days / 7
return week_in_year == 53
def onOffset(self, dt):
if self._offset.onOffset(dt):
return True
next_year_end = dt - self._offset
qtr_lens = self.get_weeks(dt)
current = next_year_end
for qtr_len in qtr_lens[0:4]:
current += relativedelta(weeks=qtr_len)
if dt == current:
return True
return False
@property
def rule_code(self):
suffix = self._offset.get_rule_code_suffix()
return "%s-%s" % (self._prefix,
"%s-%d" % (suffix, self.qtr_with_extra_week))
@classmethod
def _from_name(cls, *args):
return cls(**dict(FY5253._parse_suffix(*args[:-1]),
qtr_with_extra_week=int(args[-1])))
#----------------------------------------------------------------------
# Ticks
import operator
def _tick_comp(op):
def f(self, other):
return op(self.delta, other.delta)
return f
class Tick(SingleConstructorOffset):
_inc = timedelta(microseconds=1000)
__gt__ = _tick_comp(operator.gt)
__ge__ = _tick_comp(operator.ge)
__lt__ = _tick_comp(operator.lt)
__le__ = _tick_comp(operator.le)
__eq__ = _tick_comp(operator.eq)
__ne__ = _tick_comp(operator.ne)
def __add__(self, other):
if isinstance(other, Tick):
if type(self) == type(other):
return type(self)(self.n + other.n)
else:
return _delta_to_tick(self.delta + other.delta)
try:
return self.apply(other)
except ApplyTypeError:
return NotImplemented
def __eq__(self, other):
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if isinstance(other, Tick):
return self.delta == other.delta
else:
return DateOffset.__eq__(self, other)
# This is identical to DateOffset.__hash__, but has to be redefined here
# for Python 3, because we've redefined __eq__.
def __hash__(self):
return hash(self._params())
def __ne__(self, other):
if isinstance(other, compat.string_types):
from pandas.tseries.frequencies import to_offset
other = to_offset(other)
if isinstance(other, Tick):
return self.delta != other.delta
else:
return DateOffset.__ne__(self, other)
@property
def delta(self):
return self.n * self._inc
@property
def nanos(self):
return _delta_to_nanoseconds(self.delta)
def apply(self, other):
if type(other) == date:
other = datetime(other.year, other.month, other.day)
if isinstance(other, (datetime, timedelta)):
return other + self.delta
elif isinstance(other, type(self)):
return type(self)(self.n + other.n)
else:
raise ApplyTypeError('Unhandled type: %s' % type(other).__name__)
_prefix = 'undefined'
def isAnchored(self):
return False
def _delta_to_tick(delta):
if delta.microseconds == 0:
if delta.seconds == 0:
return Day(delta.days)
else:
seconds = delta.days * 86400 + delta.seconds
if seconds % 3600 == 0:
return Hour(seconds / 3600)
elif seconds % 60 == 0:
return Minute(seconds / 60)
else:
return Second(seconds)
else:
nanos = _delta_to_nanoseconds(delta)
if nanos % 1000000 == 0:
return Milli(nanos // 1000000)
elif nanos % 1000 == 0:
return Micro(nanos // 1000)
else: # pragma: no cover
return Nano(nanos)
def _delta_to_nanoseconds(delta):
if isinstance(delta, np.timedelta64):
return delta.astype('timedelta64[ns]').item()
elif isinstance(delta, Tick):
delta = delta.delta
return (delta.days * 24 * 60 * 60 * 1000000
+ delta.seconds * 1000000
+ delta.microseconds) * 1000
class Day(CacheableOffset, Tick):
_inc = timedelta(1)
_prefix = 'D'
class Hour(Tick):
_inc = timedelta(0, 3600)
_prefix = 'H'
class Minute(Tick):
_inc = timedelta(0, 60)
_prefix = 'T'
class Second(Tick):
_inc = timedelta(0, 1)
_prefix = 'S'
class Milli(Tick):
_prefix = 'L'
class Micro(Tick):
_inc = timedelta(microseconds=1)
_prefix = 'U'
class Nano(Tick):
_inc = np.timedelta64(1, 'ns') if not _np_version_under1p7 else 1
_prefix = 'N'
BDay = BusinessDay
BMonthEnd = BusinessMonthEnd
BMonthBegin = BusinessMonthBegin
CDay = CustomBusinessDay
def _get_firstbday(wkday):
"""
wkday is the result of monthrange(year, month)
If it's a saturday or sunday, increment first business day to reflect this
"""
first = 1
if wkday == 5: # on Saturday
first = 3
elif wkday == 6: # on Sunday
first = 2
return first
def generate_range(start=None, end=None, periods=None,
offset=BDay(), time_rule=None):
"""
Generates a sequence of dates corresponding to the specified time
offset. Similar to dateutil.rrule except uses pandas DateOffset
objects to represent time increments
Parameters
----------
start : datetime (default None)
end : datetime (default None)
periods : int, optional
time_rule : (legacy) name of DateOffset object to be used, optional
Corresponds with names expected by tseries.frequencies.get_offset
Notes
-----
* This method is faster for generating weekdays than dateutil.rrule
* At least two of (start, end, periods) must be specified.
* If both start and end are specified, the returned dates will
satisfy start <= date <= end.
* If both time_rule and offset are specified, time_rule supersedes offset.
Returns
-------
dates : generator object
"""
if time_rule is not None:
from pandas.tseries.frequencies import get_offset
offset = get_offset(time_rule)
start = to_datetime(start)
end = to_datetime(end)
if start and not offset.onOffset(start):
start = offset.rollforward(start)
if end and not offset.onOffset(end):
end = offset.rollback(end)
if periods is None and end < start:
end = None
periods = 0
if end is None:
end = start + (periods - 1) * offset
if start is None:
start = end - (periods - 1) * offset
cur = start
next_date = cur
while cur <= end:
yield cur
# faster than cur + offset
next_date = offset.apply(cur)
if next_date <= cur:
raise ValueError('Offset %s did not increment date' % offset)
cur = next_date
prefix_mapping = dict((offset._prefix, offset) for offset in [
YearBegin, # 'AS'
YearEnd, # 'A'
BYearBegin, # 'BAS'
BYearEnd, # 'BA'
BusinessDay, # 'B'
BusinessMonthBegin, # 'BMS'
BusinessMonthEnd, # 'BM'
BQuarterEnd, # 'BQ'
BQuarterBegin, # 'BQS'
CustomBusinessDay, # 'C'
MonthEnd, # 'M'
MonthBegin, # 'MS'
Week, # 'W'
Second, # 'S'
Minute, # 'T'
Micro, # 'U'
QuarterEnd, # 'Q'
QuarterBegin, # 'QS'
Milli, # 'L'
Hour, # 'H'
Day, # 'D'
WeekOfMonth, # 'WOM'
FY5253,
FY5253Quarter,
])
if not _np_version_under1p7:
# Only 1.7+ supports nanosecond resolution
prefix_mapping['N'] = Nano
def _make_offset(key):
"""Gets offset based on key. KeyError if prefix is bad, ValueError if
suffix is bad. All handled by `get_offset` in tseries/frequencies. Not
public."""
if key is None:
return None
split = key.replace('@', '-').split('-')
klass = prefix_mapping[split[0]]
# handles case where there's no suffix (and will TypeError if too many '-')
obj = klass._from_name(*split[1:])
obj._named = key
return obj
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