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conversion.pyx
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import cython
import numpy as np
cimport numpy as cnp
from numpy cimport int64_t, int32_t, intp_t, ndarray
cnp.import_array()
import pytz
# stdlib datetime imports
from datetime import time as datetime_time
from cpython.datetime cimport (datetime, tzinfo,
PyDateTime_Check, PyDate_Check,
PyDateTime_IMPORT)
PyDateTime_IMPORT
from pandas._libs.tslibs.c_timestamp cimport _Timestamp
from pandas._libs.tslibs.np_datetime cimport (
check_dts_bounds, npy_datetimestruct, pandas_datetime_to_datetimestruct,
_string_to_dts, npy_datetime, dt64_to_dtstruct, dtstruct_to_dt64,
get_datetime64_unit, get_datetime64_value, pydatetime_to_dt64,
NPY_DATETIMEUNIT, NPY_FR_ns)
from pandas._libs.tslibs.np_datetime import OutOfBoundsDatetime
from pandas._libs.tslibs.util cimport (
is_datetime64_object, is_integer_object, is_float_object)
from pandas._libs.tslibs.timedeltas cimport cast_from_unit
from pandas._libs.tslibs.timezones cimport (
is_utc, is_tzlocal, is_fixed_offset, get_utcoffset, get_dst_info,
get_timezone, maybe_get_tz, tz_compare)
from pandas._libs.tslibs.timezones import UTC
from pandas._libs.tslibs.parsing import parse_datetime_string
from pandas._libs.tslibs.nattype import nat_strings
from pandas._libs.tslibs.nattype cimport (
NPY_NAT, checknull_with_nat, c_NaT as NaT)
from pandas._libs.tslibs.tzconversion import (
tz_localize_to_utc, tz_convert_single)
from pandas._libs.tslibs.tzconversion cimport _tz_convert_tzlocal_utc
# ----------------------------------------------------------------------
# Constants
NS_DTYPE = np.dtype('M8[ns]')
TD_DTYPE = np.dtype('m8[ns]')
# ----------------------------------------------------------------------
# Misc Helpers
cdef inline int64_t get_datetime64_nanos(object val) except? -1:
"""
Extract the value and unit from a np.datetime64 object, then convert the
value to nanoseconds if necessary.
"""
cdef:
npy_datetimestruct dts
NPY_DATETIMEUNIT unit
npy_datetime ival
ival = get_datetime64_value(val)
if ival == NPY_NAT:
return NPY_NAT
unit = get_datetime64_unit(val)
if unit != NPY_FR_ns:
pandas_datetime_to_datetimestruct(ival, unit, &dts)
check_dts_bounds(&dts)
ival = dtstruct_to_dt64(&dts)
return ival
@cython.boundscheck(False)
@cython.wraparound(False)
def ensure_datetime64ns(arr: ndarray, copy: bool=True):
"""
Ensure a np.datetime64 array has dtype specifically 'datetime64[ns]'
Parameters
----------
arr : ndarray
copy : boolean, default True
Returns
-------
result : ndarray with dtype datetime64[ns]
"""
cdef:
Py_ssize_t i, n = arr.size
int64_t[:] ivalues, iresult
NPY_DATETIMEUNIT unit
npy_datetimestruct dts
shape = (<object>arr).shape
ivalues = arr.view(np.int64).ravel()
result = np.empty(shape, dtype=NS_DTYPE)
iresult = result.ravel().view(np.int64)
if len(iresult) == 0:
result = arr.view(NS_DTYPE)
if copy:
result = result.copy()
return result
unit = get_datetime64_unit(arr.flat[0])
if unit == NPY_FR_ns:
if copy:
arr = arr.copy()
result = arr
else:
for i in range(n):
if ivalues[i] != NPY_NAT:
pandas_datetime_to_datetimestruct(ivalues[i], unit, &dts)
iresult[i] = dtstruct_to_dt64(&dts)
check_dts_bounds(&dts)
else:
iresult[i] = NPY_NAT
return result
def ensure_timedelta64ns(arr: ndarray, copy: bool=True):
"""
Ensure a np.timedelta64 array has dtype specifically 'timedelta64[ns]'
Parameters
----------
arr : ndarray
copy : boolean, default True
Returns
-------
result : ndarray with dtype timedelta64[ns]
"""
return arr.astype(TD_DTYPE, copy=copy)
# TODO: check for overflows when going from a lower-resolution to nanos
@cython.boundscheck(False)
@cython.wraparound(False)
def datetime_to_datetime64(object[:] values):
"""
Convert ndarray of datetime-like objects to int64 array representing
nanosecond timestamps.
Parameters
----------
values : ndarray[object]
Returns
-------
result : ndarray[int64_t]
inferred_tz : tzinfo or None
"""
cdef:
Py_ssize_t i, n = len(values)
object val, inferred_tz = None
int64_t[:] iresult
npy_datetimestruct dts
_TSObject _ts
bint found_naive = False
result = np.empty(n, dtype='M8[ns]')
iresult = result.view('i8')
for i in range(n):
val = values[i]
if checknull_with_nat(val):
iresult[i] = NPY_NAT
elif PyDateTime_Check(val):
if val.tzinfo is not None:
if found_naive:
raise ValueError('Cannot mix tz-aware with '
'tz-naive values')
if inferred_tz is not None:
if not tz_compare(val.tzinfo, inferred_tz):
raise ValueError('Array must be all same time zone')
else:
inferred_tz = get_timezone(val.tzinfo)
_ts = convert_datetime_to_tsobject(val, None)
iresult[i] = _ts.value
check_dts_bounds(&_ts.dts)
else:
found_naive = True
if inferred_tz is not None:
raise ValueError('Cannot mix tz-aware with '
'tz-naive values')
iresult[i] = pydatetime_to_dt64(val, &dts)
check_dts_bounds(&dts)
else:
raise TypeError(f'Unrecognized value type: {type(val)}')
return result, inferred_tz
# ----------------------------------------------------------------------
# _TSObject Conversion
# lightweight C object to hold datetime & int64 pair
cdef class _TSObject:
# cdef:
# npy_datetimestruct dts # npy_datetimestruct
# int64_t value # numpy dt64
# object tzinfo
@property
def value(self):
# This is needed in order for `value` to be accessible in lib.pyx
return self.value
cpdef int64_t pydt_to_i8(object pydt) except? -1:
"""
Convert to int64 representation compatible with numpy datetime64; converts
to UTC
Parameters
----------
pydt : object
Returns
-------
i8value : np.int64
"""
cdef:
_TSObject ts
ts = convert_to_tsobject(pydt, None, None, 0, 0)
return ts.value
cdef convert_to_tsobject(object ts, object tz, object unit,
bint dayfirst, bint yearfirst, int32_t nanos=0):
"""
Extract datetime and int64 from any of:
- np.int64 (with unit providing a possible modifier)
- np.datetime64
- a float (with unit providing a possible modifier)
- python int or long object (with unit providing a possible modifier)
- iso8601 string object
- python datetime object
- another timestamp object
Raises
------
OutOfBoundsDatetime : ts cannot be converted within implementation bounds
"""
cdef:
_TSObject obj
if tz is not None:
tz = maybe_get_tz(tz)
obj = _TSObject()
if isinstance(ts, str):
return convert_str_to_tsobject(ts, tz, unit, dayfirst, yearfirst)
if ts is None or ts is NaT:
obj.value = NPY_NAT
elif is_datetime64_object(ts):
obj.value = get_datetime64_nanos(ts)
if obj.value != NPY_NAT:
dt64_to_dtstruct(obj.value, &obj.dts)
elif is_integer_object(ts):
try:
ts = <int64_t>ts
except OverflowError:
# GH#26651 re-raise as OutOfBoundsDatetime
raise OutOfBoundsDatetime(ts)
if ts == NPY_NAT:
obj.value = NPY_NAT
else:
ts = ts * cast_from_unit(None, unit)
obj.value = ts
dt64_to_dtstruct(ts, &obj.dts)
elif is_float_object(ts):
if ts != ts or ts == NPY_NAT:
obj.value = NPY_NAT
else:
ts = cast_from_unit(ts, unit)
obj.value = ts
dt64_to_dtstruct(ts, &obj.dts)
elif PyDateTime_Check(ts):
return convert_datetime_to_tsobject(ts, tz, nanos)
elif PyDate_Check(ts):
# Keep the converter same as PyDateTime's
ts = datetime.combine(ts, datetime_time())
return convert_datetime_to_tsobject(ts, tz)
elif getattr(ts, '_typ', None) == 'period':
raise ValueError("Cannot convert Period to Timestamp "
"unambiguously. Use to_timestamp")
else:
raise TypeError(f'Cannot convert input [{ts}] of type {type(ts)} to '
f'Timestamp')
if tz is not None:
localize_tso(obj, tz)
if obj.value != NPY_NAT:
# check_overflows needs to run after localize_tso
check_dts_bounds(&obj.dts)
check_overflows(obj)
return obj
cdef _TSObject convert_datetime_to_tsobject(datetime ts, object tz,
int32_t nanos=0):
"""
Convert a datetime (or Timestamp) input `ts`, along with optional timezone
object `tz` to a _TSObject.
The optional argument `nanos` allows for cases where datetime input
needs to be supplemented with higher-precision information.
Parameters
----------
ts : datetime or Timestamp
Value to be converted to _TSObject
tz : tzinfo or None
timezone for the timezone-aware output
nanos : int32_t, default is 0
nanoseconds supplement the precision of the datetime input ts
Returns
-------
obj : _TSObject
"""
cdef:
_TSObject obj = _TSObject()
if tz is not None:
tz = maybe_get_tz(tz)
if ts.tzinfo is not None:
# Convert the current timezone to the passed timezone
ts = ts.astimezone(tz)
obj.value = pydatetime_to_dt64(ts, &obj.dts)
obj.tzinfo = ts.tzinfo
elif not is_utc(tz):
ts = _localize_pydatetime(ts, tz)
obj.value = pydatetime_to_dt64(ts, &obj.dts)
obj.tzinfo = ts.tzinfo
else:
# UTC
obj.value = pydatetime_to_dt64(ts, &obj.dts)
obj.tzinfo = tz
else:
obj.value = pydatetime_to_dt64(ts, &obj.dts)
obj.tzinfo = ts.tzinfo
if obj.tzinfo is not None and not is_utc(obj.tzinfo):
offset = get_utcoffset(obj.tzinfo, ts)
obj.value -= int(offset.total_seconds() * 1e9)
if isinstance(ts, _Timestamp):
obj.value += ts.nanosecond
obj.dts.ps = ts.nanosecond * 1000
if nanos:
obj.value += nanos
obj.dts.ps = nanos * 1000
check_dts_bounds(&obj.dts)
check_overflows(obj)
return obj
cdef _TSObject create_tsobject_tz_using_offset(npy_datetimestruct dts,
int tzoffset, object tz=None):
"""
Convert a datetimestruct `dts`, along with initial timezone offset
`tzoffset` to a _TSObject (with timezone object `tz` - optional).
Parameters
----------
dts: npy_datetimestruct
tzoffset: int
tz : tzinfo or None
timezone for the timezone-aware output.
Returns
-------
obj : _TSObject
"""
cdef:
_TSObject obj = _TSObject()
int64_t value # numpy dt64
datetime dt
value = dtstruct_to_dt64(&dts)
obj.dts = dts
obj.tzinfo = pytz.FixedOffset(tzoffset)
obj.value = tz_convert_single(value, obj.tzinfo, UTC)
if tz is None:
check_overflows(obj)
return obj
# Keep the converter same as PyDateTime's
dt = datetime(obj.dts.year, obj.dts.month, obj.dts.day,
obj.dts.hour, obj.dts.min, obj.dts.sec,
obj.dts.us, obj.tzinfo)
obj = convert_datetime_to_tsobject(
dt, tz, nanos=obj.dts.ps // 1000)
return obj
cdef _TSObject convert_str_to_tsobject(object ts, object tz, object unit,
bint dayfirst=False,
bint yearfirst=False):
"""
Convert a string input `ts`, along with optional timezone object`tz`
to a _TSObject.
The optional arguments `dayfirst` and `yearfirst` are passed to the
dateutil parser.
Parameters
----------
ts : str
Value to be converted to _TSObject
tz : tzinfo or None
timezone for the timezone-aware output
dayfirst : bool, default False
When parsing an ambiguous date string, interpret e.g. "3/4/1975" as
April 3, as opposed to the standard US interpretation March 4.
yearfirst : bool, default False
When parsing an ambiguous date string, interpret e.g. "01/05/09"
as "May 9, 2001", as opposed to the default "Jan 5, 2009"
Returns
-------
obj : _TSObject
"""
cdef:
npy_datetimestruct dts
int out_local = 0, out_tzoffset = 0
bint do_parse_datetime_string = False
if tz is not None:
tz = maybe_get_tz(tz)
assert isinstance(ts, str)
if len(ts) == 0 or ts in nat_strings:
ts = NaT
elif ts == 'now':
# Issue 9000, we short-circuit rather than going
# into np_datetime_strings which returns utc
ts = datetime.now(tz)
elif ts == 'today':
# Issue 9000, we short-circuit rather than going
# into np_datetime_strings which returns a normalized datetime
ts = datetime.now(tz)
# equiv: datetime.today().replace(tzinfo=tz)
else:
string_to_dts_failed = _string_to_dts(
ts, &dts, &out_local,
&out_tzoffset, False
)
try:
if not string_to_dts_failed:
check_dts_bounds(&dts)
if out_local == 1:
return create_tsobject_tz_using_offset(dts,
out_tzoffset, tz)
else:
ts = dtstruct_to_dt64(&dts)
if tz is not None:
# shift for localize_tso
ts = tz_localize_to_utc(np.array([ts], dtype='i8'), tz,
ambiguous='raise')[0]
except OutOfBoundsDatetime:
# GH#19382 for just-barely-OutOfBounds falling back to dateutil
# parser will return incorrect result because it will ignore
# nanoseconds
raise
except ValueError:
do_parse_datetime_string = True
if string_to_dts_failed or do_parse_datetime_string:
try:
ts = parse_datetime_string(ts, dayfirst=dayfirst,
yearfirst=yearfirst)
except (ValueError, OverflowError):
raise ValueError("could not convert string to Timestamp")
return convert_to_tsobject(ts, tz, unit, dayfirst, yearfirst)
cdef inline check_overflows(_TSObject obj):
"""
Check that we haven't silently overflowed in timezone conversion
Parameters
----------
obj : _TSObject
Returns
-------
None
Raises
------
OutOfBoundsDatetime
"""
# GH#12677
if obj.dts.year == 1677:
if not (obj.value < 0):
raise OutOfBoundsDatetime
elif obj.dts.year == 2262:
if not (obj.value > 0):
raise OutOfBoundsDatetime
# ----------------------------------------------------------------------
# Localization
cdef inline void localize_tso(_TSObject obj, tzinfo tz):
"""
Given the UTC nanosecond timestamp in obj.value, find the wall-clock
representation of that timestamp in the given timezone.
Parameters
----------
obj : _TSObject
tz : tzinfo
Returns
-------
None
Notes
-----
Sets obj.tzinfo inplace, alters obj.dts inplace.
"""
cdef:
ndarray[int64_t] trans
int64_t[:] deltas
int64_t local_val
Py_ssize_t pos
str typ
assert obj.tzinfo is None
if is_utc(tz):
pass
elif obj.value == NPY_NAT:
pass
elif is_tzlocal(tz):
local_val = _tz_convert_tzlocal_utc(obj.value, tz, to_utc=False)
dt64_to_dtstruct(local_val, &obj.dts)
else:
# Adjust datetime64 timestamp, recompute datetimestruct
trans, deltas, typ = get_dst_info(tz)
if is_fixed_offset(tz):
# static/fixed tzinfo; in this case we know len(deltas) == 1
# This can come back with `typ` of either "fixed" or None
dt64_to_dtstruct(obj.value + deltas[0], &obj.dts)
elif typ == 'pytz':
# i.e. treat_tz_as_pytz(tz)
pos = trans.searchsorted(obj.value, side='right') - 1
tz = tz._tzinfos[tz._transition_info[pos]]
dt64_to_dtstruct(obj.value + deltas[pos], &obj.dts)
elif typ == 'dateutil':
# i.e. treat_tz_as_dateutil(tz)
pos = trans.searchsorted(obj.value, side='right') - 1
dt64_to_dtstruct(obj.value + deltas[pos], &obj.dts)
else:
# Note: as of 2018-07-17 all tzinfo objects that are _not_
# either pytz or dateutil have is_fixed_offset(tz) == True,
# so this branch will never be reached.
pass
obj.tzinfo = tz
cdef inline datetime _localize_pydatetime(datetime dt, tzinfo tz):
"""
Take a datetime/Timestamp in UTC and localizes to timezone tz.
NB: Unlike the public version, this treats datetime and Timestamp objects
identically, i.e. discards nanos from Timestamps.
It also assumes that the `tz` input is not None.
"""
try:
# datetime.replace with pytz may be incorrect result
return tz.localize(dt)
except AttributeError:
return dt.replace(tzinfo=tz)
cpdef inline datetime localize_pydatetime(datetime dt, object tz):
"""
Take a datetime/Timestamp in UTC and localizes to timezone tz.
Parameters
----------
dt : datetime or Timestamp
tz : tzinfo, "UTC", or None
Returns
-------
localized : datetime or Timestamp
"""
if tz is None:
return dt
elif isinstance(dt, _Timestamp):
return dt.tz_localize(tz)
elif is_utc(tz):
return _localize_pydatetime(dt, tz)
try:
# datetime.replace with pytz may be incorrect result
return tz.localize(dt)
except AttributeError:
return dt.replace(tzinfo=tz)
# ----------------------------------------------------------------------
# Normalization
def normalize_date(dt: object) -> datetime:
"""
Normalize datetime.datetime value to midnight. Returns datetime.date as a
datetime.datetime at midnight
Parameters
----------
dt : date, datetime, or Timestamp
Returns
-------
normalized : datetime.datetime or Timestamp
Raises
------
TypeError : if input is not datetime.date, datetime.datetime, or Timestamp
"""
if PyDateTime_Check(dt):
if isinstance(dt, _Timestamp):
return dt.replace(hour=0, minute=0, second=0, microsecond=0,
nanosecond=0)
else:
# regular datetime object
return dt.replace(hour=0, minute=0, second=0, microsecond=0)
# TODO: Make sure DST crossing is handled correctly here
elif PyDate_Check(dt):
return datetime(dt.year, dt.month, dt.day)
else:
raise TypeError(f'Unrecognized type: {type(dt)}')
@cython.wraparound(False)
@cython.boundscheck(False)
def normalize_i8_timestamps(int64_t[:] stamps, object tz):
"""
Normalize each of the (nanosecond) timezone aware timestamps in the given
array by rounding down to the beginning of the day (i.e. midnight).
This is midnight for timezone, `tz`.
Parameters
----------
stamps : int64 ndarray
tz : tzinfo or None
Returns
-------
result : int64 ndarray of converted of normalized nanosecond timestamps
"""
cdef:
Py_ssize_t n = len(stamps)
int64_t[:] result = np.empty(n, dtype=np.int64)
result = _normalize_local(stamps, tz)
return result.base # .base to access underlying np.ndarray
@cython.wraparound(False)
@cython.boundscheck(False)
cdef int64_t[:] _normalize_local(int64_t[:] stamps, tzinfo tz):
"""
Normalize each of the (nanosecond) timestamps in the given array by
rounding down to the beginning of the day (i.e. midnight) for the
given timezone `tz`.
Parameters
----------
stamps : int64 ndarray
tz : tzinfo
Returns
-------
result : int64 ndarray of converted of normalized nanosecond timestamps
"""
cdef:
Py_ssize_t i, n = len(stamps)
int64_t[:] result = np.empty(n, dtype=np.int64)
ndarray[int64_t] trans
int64_t[:] deltas
str typ
Py_ssize_t[:] pos
npy_datetimestruct dts
int64_t delta, local_val
if is_tzlocal(tz):
for i in range(n):
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
local_val = _tz_convert_tzlocal_utc(stamps[i], tz, to_utc=False)
dt64_to_dtstruct(local_val, &dts)
result[i] = _normalized_stamp(&dts)
else:
# Adjust datetime64 timestamp, recompute datetimestruct
trans, deltas, typ = get_dst_info(tz)
if typ not in ['pytz', 'dateutil']:
# static/fixed; in this case we know that len(delta) == 1
delta = deltas[0]
for i in range(n):
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
dt64_to_dtstruct(stamps[i] + delta, &dts)
result[i] = _normalized_stamp(&dts)
else:
pos = trans.searchsorted(stamps, side='right') - 1
for i in range(n):
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
dt64_to_dtstruct(stamps[i] + deltas[pos[i]], &dts)
result[i] = _normalized_stamp(&dts)
return result
cdef inline int64_t _normalized_stamp(npy_datetimestruct *dts) nogil:
"""
Normalize the given datetimestruct to midnight, then convert to int64_t.
Parameters
----------
*dts : pointer to npy_datetimestruct
Returns
-------
stamp : int64
"""
dts.hour = 0
dts.min = 0
dts.sec = 0
dts.us = 0
dts.ps = 0
return dtstruct_to_dt64(dts)
@cython.wraparound(False)
@cython.boundscheck(False)
def is_date_array_normalized(int64_t[:] stamps, object tz=None):
"""
Check if all of the given (nanosecond) timestamps are normalized to
midnight, i.e. hour == minute == second == 0. If the optional timezone
`tz` is not None, then this is midnight for this timezone.
Parameters
----------
stamps : int64 ndarray
tz : tzinfo or None
Returns
-------
is_normalized : bool True if all stamps are normalized
"""
cdef:
Py_ssize_t i, n = len(stamps)
ndarray[int64_t] trans
int64_t[:] deltas
intp_t[:] pos
npy_datetimestruct dts
int64_t local_val, delta
str typ
if tz is None or is_utc(tz):
for i in range(n):
dt64_to_dtstruct(stamps[i], &dts)
if (dts.hour + dts.min + dts.sec + dts.us) > 0:
return False
elif is_tzlocal(tz):
for i in range(n):
local_val = _tz_convert_tzlocal_utc(stamps[i], tz, to_utc=False)
dt64_to_dtstruct(local_val, &dts)
if (dts.hour + dts.min + dts.sec + dts.us) > 0:
return False
else:
trans, deltas, typ = get_dst_info(tz)
if typ not in ['pytz', 'dateutil']:
# static/fixed; in this case we know that len(delta) == 1
delta = deltas[0]
for i in range(n):
# Adjust datetime64 timestamp, recompute datetimestruct
dt64_to_dtstruct(stamps[i] + delta, &dts)
if (dts.hour + dts.min + dts.sec + dts.us) > 0:
return False
else:
pos = trans.searchsorted(stamps) - 1
for i in range(n):
# Adjust datetime64 timestamp, recompute datetimestruct
dt64_to_dtstruct(stamps[i] + deltas[pos[i]], &dts)
if (dts.hour + dts.min + dts.sec + dts.us) > 0:
return False
return True