Continue porting period_helper; fix leftover asfreq bug (pandas-dev#19834)

Author: jbrockmendel

doc/source/whatsnew/v0.23.0.txt

@@ -765,7 +765,7 @@ Timedelta
 - Bug in :class:`TimedeltaIndex` where division by a ``Series`` would return a ``TimedeltaIndex`` instead of a ``Series`` (:issue:`19042`)
 - Bug in :func:`Timedelta.__add__`, :func:`Timedelta.__sub__` where adding or subtracting a ``np.timedelta64`` object would return another ``np.timedelta64`` instead of a ``Timedelta`` (:issue:`19738`)
 - Bug in :func:`Timedelta.__floordiv__`, :func:`Timedelta.__rfloordiv__` where operating with a ``Tick`` object would raise a ``TypeError`` instead of returning a numeric value (:issue:`19738`)
-- Bug in :func:`Period.asfreq` where periods near ``datetime(1, 1, 1)`` could be converted incorrectly (:issue:`19643`)
+- Bug in :func:`Period.asfreq` where periods near ``datetime(1, 1, 1)`` could be converted incorrectly (:issue:`19643`, :issue:`19834`)
 - Bug in :func:`Timedelta.total_seconds()` causing precision errors i.e. ``Timedelta('30S').total_seconds()==30.000000000000004`` (:issue:`19458`)
 - Bug in :func: `Timedelta.__rmod__` where operating with a ``numpy.timedelta64`` returned a ``timedelta64`` object instead of a ``Timedelta`` (:issue:`19820`)
 - Multiplication of :class:`TimedeltaIndex` by ``TimedeltaIndex`` will now raise ``TypeError`` instead of raising ``ValueError`` in cases of length mis-match (:issue`19333`)

pandas/_libs/src/period_helper.c

@@ -42,10 +42,10 @@ static int floordiv(int x, int divisor) {
 static int monthToQuarter(int month) { return ((month - 1) / 3) + 1; }
 
 
-/* Find the absdate (days elapsed since datetime(1, 1, 1)
+/* Find the unix_date (days elapsed since datetime(1970, 1, 1)
  * for the given year/month/day.
  * Assumes GREGORIAN_CALENDAR */
-npy_int64 absdate_from_ymd(int year, int month, int day) {
+npy_int64 unix_date_from_ymd(int year, int month, int day) {
     /* Calculate the absolute date */
     pandas_datetimestruct dts;
     npy_int64 unix_date;
@@ -55,16 +55,16 @@ npy_int64 absdate_from_ymd(int year, int month, int day) {
     dts.month = month;
     dts.day = day;
     unix_date = pandas_datetimestruct_to_datetime(PANDAS_FR_D, &dts);
-    return ORD_OFFSET + unix_date;
+    return unix_date;
 }
 
 /* Sets the date part of the date_info struct
    Assumes GREGORIAN_CALENDAR */
 static int dInfoCalc_SetFromAbsDate(register struct date_info *dinfo,
-                                    npy_int64 absdate) {
+                                    npy_int64 unix_date) {
     pandas_datetimestruct dts;
 
-    pandas_datetime_to_datetimestruct(absdate - ORD_OFFSET, PANDAS_FR_D, &dts);
+    pandas_datetime_to_datetimestruct(unix_date, PANDAS_FR_D, &dts);
     dinfo->year = dts.year;
     dinfo->month = dts.month;
     dinfo->day = dts.day;
@@ -137,26 +137,26 @@ PANDAS_INLINE npy_int64 transform_via_day(npy_int64 ordinal,
     return result;
 }
 
-static npy_int64 DtoB_weekday(npy_int64 absdate) {
-    return floordiv(absdate, 7) * 5 + mod_compat(absdate, 7) - BDAY_OFFSET;
+static npy_int64 DtoB_weekday(npy_int64 unix_date) {
+    return floordiv(unix_date + 4, 7) * 5 + mod_compat(unix_date + 4, 7) - 4;
 }
 
 static npy_int64 DtoB(struct date_info *dinfo,
-                      int roll_back, npy_int64 absdate) {
+                      int roll_back, npy_int64 unix_date) {
     int day_of_week = dayofweek(dinfo->year, dinfo->month, dinfo->day);
 
     if (roll_back == 1) {
         if (day_of_week > 4) {
             // change to friday before weekend
-            absdate -= (day_of_week - 4);
+            unix_date -= (day_of_week - 4);
         }
     } else {
         if (day_of_week > 4) {
             // change to Monday after weekend
-            absdate += (7 - day_of_week);
+            unix_date += (7 - day_of_week);
         }
     }
-    return DtoB_weekday(absdate);
+    return DtoB_weekday(unix_date);
 }
 
 
@@ -165,18 +165,19 @@ static npy_int64 DtoB(struct date_info *dinfo,
 static npy_int64 asfreq_DTtoA(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
     ordinal = downsample_daytime(ordinal, af_info);
-    dInfoCalc_SetFromAbsDate(&dinfo, ordinal + ORD_OFFSET);
+    dInfoCalc_SetFromAbsDate(&dinfo, ordinal);
     if (dinfo.month > af_info->to_a_year_end) {
-        return (npy_int64)(dinfo.year + 1 - BASE_YEAR);
+        return (npy_int64)(dinfo.year + 1 - 1970);
     } else {
-        return (npy_int64)(dinfo.year - BASE_YEAR);
+        return (npy_int64)(dinfo.year - 1970);
     }
 }
 
-static npy_int64 DtoQ_yq(npy_int64 ordinal, asfreq_info *af_info, int *year,
-                         int *quarter) {
+static int DtoQ_yq(npy_int64 ordinal, asfreq_info *af_info, int *year) {
     struct date_info dinfo;
-    dInfoCalc_SetFromAbsDate(&dinfo, ordinal + ORD_OFFSET);
+    int quarter;
+
+    dInfoCalc_SetFromAbsDate(&dinfo, ordinal);
     if (af_info->to_q_year_end != 12) {
         dinfo.month -= af_info->to_q_year_end;
         if (dinfo.month <= 0) {
@@ -187,47 +188,43 @@ static npy_int64 DtoQ_yq(npy_int64 ordinal, asfreq_info *af_info, int *year,
     }
 
     *year = dinfo.year;
-    *quarter = monthToQuarter(dinfo.month);
-
-    return 0;
+    quarter = monthToQuarter(dinfo.month);
+    return quarter;
 }
 
 static npy_int64 asfreq_DTtoQ(npy_int64 ordinal, asfreq_info *af_info) {
     int year, quarter;
 
     ordinal = downsample_daytime(ordinal, af_info);
 
-    DtoQ_yq(ordinal, af_info, &year, &quarter);
-    return (npy_int64)((year - BASE_YEAR) * 4 + quarter - 1);
+    quarter = DtoQ_yq(ordinal, af_info, &year);
+    return (npy_int64)((year - 1970) * 4 + quarter - 1);
 }
 
 static npy_int64 asfreq_DTtoM(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
 
     ordinal = downsample_daytime(ordinal, af_info);
 
-    dInfoCalc_SetFromAbsDate(&dinfo, ordinal + ORD_OFFSET);
-    return (npy_int64)((dinfo.year - BASE_YEAR) * 12 + dinfo.month - 1);
+    dInfoCalc_SetFromAbsDate(&dinfo, ordinal);
+    return (npy_int64)((dinfo.year - 1970) * 12 + dinfo.month - 1);
 }
 
 static npy_int64 asfreq_DTtoW(npy_int64 ordinal, asfreq_info *af_info) {
     ordinal = downsample_daytime(ordinal, af_info);
-    return (ordinal + ORD_OFFSET - (1 + af_info->to_week_end)) / 7 + 1 -
-           WEEK_OFFSET;
+    return floordiv(ordinal + 3 - af_info->to_week_end, 7) + 1;
 }
 
 static npy_int64 asfreq_DTtoB(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
-    npy_int64 absdate;
     int roll_back;
 
     ordinal = downsample_daytime(ordinal, af_info);
-    absdate = ordinal + ORD_OFFSET;
-    dInfoCalc_SetFromAbsDate(&dinfo, absdate);
+    dInfoCalc_SetFromAbsDate(&dinfo, ordinal);
 
     // This usage defines roll_back the opposite way from the others
     roll_back = 1 - af_info->is_end;
-    return DtoB(&dinfo, roll_back, absdate);
+    return DtoB(&dinfo, roll_back, ordinal);
 }
 
 // all intra day calculations are now done within one function
@@ -243,10 +240,7 @@ static npy_int64 asfreq_UpsampleWithinDay(npy_int64 ordinal,
 //************ FROM BUSINESS ***************
 
 static npy_int64 asfreq_BtoDT(npy_int64 ordinal, asfreq_info *af_info) {
-    ordinal += BDAY_OFFSET;
-    ordinal =
-        (floordiv(ordinal - 1, 5) * 7 + mod_compat(ordinal - 1, 5) + 1 -
-         ORD_OFFSET);
+    ordinal = floordiv(ordinal + 3, 5) * 7 + mod_compat(ordinal + 3, 5) - 3;
 
     return upsample_daytime(ordinal, af_info);
 }
@@ -270,8 +264,7 @@ static npy_int64 asfreq_BtoW(npy_int64 ordinal, asfreq_info *af_info) {
 //************ FROM WEEKLY ***************
 
 static npy_int64 asfreq_WtoDT(npy_int64 ordinal, asfreq_info *af_info) {
-    ordinal = (ordinal + WEEK_OFFSET) * 7 +
-               af_info->from_week_end - ORD_OFFSET +
+    ordinal = ordinal * 7 + af_info->from_week_end - 4 +
                (7 - 1) * (af_info->is_end - 1);
     return upsample_daytime(ordinal, af_info);
 }
@@ -294,30 +287,29 @@ static npy_int64 asfreq_WtoW(npy_int64 ordinal, asfreq_info *af_info) {
 
 static npy_int64 asfreq_WtoB(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
-    npy_int64 absdate = asfreq_WtoDT(ordinal, af_info) + ORD_OFFSET;
+    npy_int64 unix_date = asfreq_WtoDT(ordinal, af_info);
     int roll_back = af_info->is_end;
-    dInfoCalc_SetFromAbsDate(&dinfo, absdate);
+    dInfoCalc_SetFromAbsDate(&dinfo, unix_date);
 
-    return DtoB(&dinfo, roll_back, absdate);
+    return DtoB(&dinfo, roll_back, unix_date);
 }
 
 //************ FROM MONTHLY ***************
 static void MtoD_ym(npy_int64 ordinal, int *y, int *m) {
-    *y = floordiv(ordinal, 12) + BASE_YEAR;
+    *y = floordiv(ordinal, 12) + 1970;
     *m = mod_compat(ordinal, 12) + 1;
 }
 
 static npy_int64 asfreq_MtoDT(npy_int64 ordinal, asfreq_info *af_info) {
-    npy_int64 absdate;
+    npy_int64 unix_date;
     int y, m;
 
     ordinal += af_info->is_end;
     MtoD_ym(ordinal, &y, &m);
-    absdate = absdate_from_ymd(y, m, 1);
-    ordinal = absdate - ORD_OFFSET;
+    unix_date = unix_date_from_ymd(y, m, 1);
 
-    ordinal -= af_info->is_end;
-    return upsample_daytime(ordinal, af_info);
+    unix_date -= af_info->is_end;
+    return upsample_daytime(unix_date, af_info);
 }
 
 static npy_int64 asfreq_MtoA(npy_int64 ordinal, asfreq_info *af_info) {
@@ -334,18 +326,18 @@ static npy_int64 asfreq_MtoW(npy_int64 ordinal, asfreq_info *af_info) {
 
 static npy_int64 asfreq_MtoB(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
-    npy_int64 absdate = asfreq_MtoDT(ordinal, af_info) + ORD_OFFSET;
+    npy_int64 unix_date = asfreq_MtoDT(ordinal, af_info);
     int roll_back = af_info->is_end;
 
-    dInfoCalc_SetFromAbsDate(&dinfo, absdate);
+    dInfoCalc_SetFromAbsDate(&dinfo, unix_date);
 
-    return DtoB(&dinfo, roll_back, absdate);
+    return DtoB(&dinfo, roll_back, unix_date);
 }
 
 //************ FROM QUARTERLY ***************
 
 static void QtoD_ym(npy_int64 ordinal, int *y, int *m, asfreq_info *af_info) {
-    *y = floordiv(ordinal, 4) + BASE_YEAR;
+    *y = floordiv(ordinal, 4) + 1970;
     *m = mod_compat(ordinal, 4) * 3 + 1;
 
     if (af_info->from_q_year_end != 12) {
@@ -359,16 +351,16 @@ static void QtoD_ym(npy_int64 ordinal, int *y, int *m, asfreq_info *af_info) {
 }
 
 static npy_int64 asfreq_QtoDT(npy_int64 ordinal, asfreq_info *af_info) {
-    npy_int64 absdate;
+    npy_int64 unix_date;
     int y, m;
 
     ordinal += af_info->is_end;
     QtoD_ym(ordinal, &y, &m, af_info);
 
-    absdate = absdate_from_ymd(y, m, 1);
+    unix_date = unix_date_from_ymd(y, m, 1);
 
-    absdate -= af_info->is_end;
-    return upsample_daytime(absdate - ORD_OFFSET, af_info);
+    unix_date -= af_info->is_end;
+    return upsample_daytime(unix_date, af_info);
 }
 
 static npy_int64 asfreq_QtoQ(npy_int64 ordinal, asfreq_info *af_info) {
@@ -389,32 +381,32 @@ static npy_int64 asfreq_QtoW(npy_int64 ordinal, asfreq_info *af_info) {
 
 static npy_int64 asfreq_QtoB(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
-    npy_int64 absdate = asfreq_QtoDT(ordinal, af_info) + ORD_OFFSET;
+    npy_int64 unix_date = asfreq_QtoDT(ordinal, af_info);
     int roll_back = af_info->is_end;
 
-    dInfoCalc_SetFromAbsDate(&dinfo, absdate);
+    dInfoCalc_SetFromAbsDate(&dinfo, unix_date);
 
-    return DtoB(&dinfo, roll_back, absdate);
+    return DtoB(&dinfo, roll_back, unix_date);
 }
 
 //************ FROM ANNUAL ***************
 
 static npy_int64 asfreq_AtoDT(npy_int64 ordinal, asfreq_info *af_info) {
-    npy_int64 absdate;
+    npy_int64 unix_date;
 
     // start from 1970
-    npy_int64 year = ordinal + BASE_YEAR;
+    npy_int64 year = ordinal + 1970;
 
     int month = (af_info->from_a_year_end % 12) + 1;
     if (af_info->from_a_year_end != 12) {
         year -= 1;
     }
 
     year += af_info->is_end;
-    absdate = absdate_from_ymd(year, month, 1);
+    unix_date = unix_date_from_ymd(year, month, 1);
 
-    absdate -= af_info->is_end;
-    return upsample_daytime(absdate - ORD_OFFSET, af_info);
+    unix_date -= af_info->is_end;
+    return upsample_daytime(unix_date, af_info);
 }
 
 static npy_int64 asfreq_AtoA(npy_int64 ordinal, asfreq_info *af_info) {
@@ -435,11 +427,11 @@ static npy_int64 asfreq_AtoW(npy_int64 ordinal, asfreq_info *af_info) {
 
 static npy_int64 asfreq_AtoB(npy_int64 ordinal, asfreq_info *af_info) {
     struct date_info dinfo;
-    npy_int64 absdate = asfreq_AtoDT(ordinal, af_info) + ORD_OFFSET;
+    npy_int64 unix_date = asfreq_AtoDT(ordinal, af_info);
     int roll_back = af_info->is_end;
-    dInfoCalc_SetFromAbsDate(&dinfo, absdate);
+    dInfoCalc_SetFromAbsDate(&dinfo, unix_date);
 
-    return DtoB(&dinfo, roll_back, absdate);
+    return DtoB(&dinfo, roll_back, unix_date);
 }
 
 static npy_int64 nofunc(npy_int64 ordinal, asfreq_info *af_info) {

pandas/_libs/src/period_helper.h

@@ -20,32 +20,8 @@ frequency conversion routines.
 #include "limits.h"
 #include "numpy/ndarraytypes.h"
 
-/*
- * declarations from period here
- */
-
-#define Py_Error(errortype, errorstr)         \
-    {                                         \
-        PyErr_SetString(errortype, errorstr); \
-        goto onError;                         \
-    }
-
 /*** FREQUENCY CONSTANTS ***/
 
-// HIGHFREQ_ORIG is the datetime ordinal from which to begin the second
-// frequency ordinal sequence
-
-// #define HIGHFREQ_ORIG 62135683200LL
-#define BASE_YEAR 1970
-#define ORD_OFFSET 719163LL   // days until 1970-01-01
-#define BDAY_OFFSET 513689LL  // days until 1970-01-01
-#define WEEK_OFFSET 102737LL
-#define BASE_WEEK_TO_DAY_OFFSET \
-    1  // difference between day 0 and end of week in days
-#define DAYS_PER_WEEK 7
-#define BUSINESS_DAYS_PER_WEEK 5
-#define HIGHFREQ_ORIG 0  // ORD_OFFSET * 86400LL // days until 1970-01-01
-
 #define FR_ANN 1000      /* Annual */
 #define FR_ANNDEC FR_ANN /* Annual - December year end*/
 #define FR_ANNJAN 1001   /* Annual - January year end*/