forked from pandas-dev/pandas
-
Notifications
You must be signed in to change notification settings - Fork 3
/
Copy pathtzconversion.pyx
566 lines (478 loc) · 17.4 KB
/
tzconversion.pyx
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
"""
timezone conversion
"""
import cython
from cython import Py_ssize_t
from cpython.datetime cimport (
PyDateTime_IMPORT,
PyDelta_Check,
datetime,
timedelta,
tzinfo,
)
PyDateTime_IMPORT
from dateutil.tz import tzutc
import numpy as np
import pytz
cimport numpy as cnp
from numpy cimport (
int64_t,
intp_t,
ndarray,
uint8_t,
)
cnp.import_array()
from pandas._libs.tslibs.ccalendar cimport (
DAY_NANOS,
HOUR_NANOS,
)
from pandas._libs.tslibs.nattype cimport NPY_NAT
from pandas._libs.tslibs.np_datetime cimport (
dt64_to_dtstruct,
npy_datetimestruct,
)
from pandas._libs.tslibs.timezones cimport (
get_dst_info,
get_utcoffset,
is_fixed_offset,
is_tzlocal,
is_utc,
)
cdef int64_t tz_localize_to_utc_single(
int64_t val, tzinfo tz, object ambiguous=None, object nonexistent=None,
) except? -1:
"""See tz_localize_to_utc.__doc__"""
cdef:
int64_t delta
int64_t[::1] deltas
if val == NPY_NAT:
return val
elif is_utc(tz) or tz is None:
return val
elif is_tzlocal(tz):
return _tz_convert_tzlocal_utc(val, tz, to_utc=True)
elif is_fixed_offset(tz):
# TODO: in this case we should be able to use get_utcoffset,
# that returns None for e.g. 'dateutil//usr/share/zoneinfo/Etc/GMT-9'
_, deltas, _ = get_dst_info(tz)
delta = deltas[0]
return val - delta
else:
return tz_localize_to_utc(
np.array([val], dtype="i8"),
tz,
ambiguous=ambiguous,
nonexistent=nonexistent,
)[0]
@cython.boundscheck(False)
@cython.wraparound(False)
def tz_localize_to_utc(ndarray[int64_t] vals, tzinfo tz, object ambiguous=None,
object nonexistent=None):
"""
Localize tzinfo-naive i8 to given time zone (using pytz). If
there are ambiguities in the values, raise AmbiguousTimeError.
Parameters
----------
vals : ndarray[int64_t]
tz : tzinfo or None
ambiguous : str, bool, or arraylike
When clocks moved backward due to DST, ambiguous times may arise.
For example in Central European Time (UTC+01), when going from 03:00
DST to 02:00 non-DST, 02:30:00 local time occurs both at 00:30:00 UTC
and at 01:30:00 UTC. In such a situation, the `ambiguous` parameter
dictates how ambiguous times should be handled.
- 'infer' will attempt to infer fall dst-transition hours based on
order
- bool-ndarray where True signifies a DST time, False signifies a
non-DST time (note that this flag is only applicable for ambiguous
times, but the array must have the same length as vals)
- bool if True, treat all vals as DST. If False, treat them as non-DST
- 'NaT' will return NaT where there are ambiguous times
nonexistent : {None, "NaT", "shift_forward", "shift_backward", "raise", \
timedelta-like}
How to handle non-existent times when converting wall times to UTC
Returns
-------
localized : ndarray[int64_t]
"""
cdef:
int64_t[::1] deltas
int64_t[:] idx_shifted, idx_shifted_left, idx_shifted_right
ndarray[uint8_t, cast=True] ambiguous_array, both_nat, both_eq
Py_ssize_t i, idx, pos, ntrans, n = vals.shape[0]
Py_ssize_t delta_idx_offset, delta_idx, pos_left, pos_right
int64_t *tdata
int64_t v, left, right, val, v_left, v_right, new_local, remaining_mins
int64_t first_delta
int64_t shift_delta = 0
ndarray[int64_t] trans, result, result_a, result_b, dst_hours, delta
ndarray trans_idx, grp, a_idx, b_idx, one_diff
npy_datetimestruct dts
bint infer_dst = False, is_dst = False, fill = False
bint shift_forward = False, shift_backward = False
bint fill_nonexist = False
list trans_grp
str stamp
# Vectorized version of DstTzInfo.localize
if is_utc(tz) or tz is None:
return vals
result = np.empty(n, dtype=np.int64)
if is_tzlocal(tz):
for i in range(n):
v = vals[i]
if v == NPY_NAT:
result[i] = NPY_NAT
else:
result[i] = _tz_convert_tzlocal_utc(v, tz, to_utc=True)
return result
# silence false-positive compiler warning
ambiguous_array = np.empty(0, dtype=bool)
if isinstance(ambiguous, str):
if ambiguous == 'infer':
infer_dst = True
elif ambiguous == 'NaT':
fill = True
elif isinstance(ambiguous, bool):
is_dst = True
if ambiguous:
ambiguous_array = np.ones(len(vals), dtype=bool)
else:
ambiguous_array = np.zeros(len(vals), dtype=bool)
elif hasattr(ambiguous, '__iter__'):
is_dst = True
if len(ambiguous) != len(vals):
raise ValueError("Length of ambiguous bool-array must be "
"the same size as vals")
ambiguous_array = np.asarray(ambiguous, dtype=bool)
if nonexistent == 'NaT':
fill_nonexist = True
elif nonexistent == 'shift_forward':
shift_forward = True
elif nonexistent == 'shift_backward':
shift_backward = True
elif PyDelta_Check(nonexistent):
from .timedeltas import delta_to_nanoseconds
shift_delta = delta_to_nanoseconds(nonexistent)
elif nonexistent not in ('raise', None):
msg = ("nonexistent must be one of {'NaT', 'raise', 'shift_forward', "
"shift_backwards} or a timedelta object")
raise ValueError(msg)
trans, deltas, _ = get_dst_info(tz)
tdata = <int64_t*>cnp.PyArray_DATA(trans)
ntrans = trans.shape[0]
# Determine whether each date lies left of the DST transition (store in
# result_a) or right of the DST transition (store in result_b)
result_a = np.empty(n, dtype=np.int64)
result_b = np.empty(n, dtype=np.int64)
result_a[:] = NPY_NAT
result_b[:] = NPY_NAT
idx_shifted_left = (np.maximum(0, trans.searchsorted(
vals - DAY_NANOS, side='right') - 1)).astype(np.int64)
idx_shifted_right = (np.maximum(0, trans.searchsorted(
vals + DAY_NANOS, side='right') - 1)).astype(np.int64)
for i in range(n):
val = vals[i]
v_left = val - deltas[idx_shifted_left[i]]
pos_left = bisect_right_i8(tdata, v_left, ntrans) - 1
# timestamp falls to the left side of the DST transition
if v_left + deltas[pos_left] == val:
result_a[i] = v_left
v_right = val - deltas[idx_shifted_right[i]]
pos_right = bisect_right_i8(tdata, v_right, ntrans) - 1
# timestamp falls to the right side of the DST transition
if v_right + deltas[pos_right] == val:
result_b[i] = v_right
# silence false-positive compiler warning
dst_hours = np.empty(0, dtype=np.int64)
if infer_dst:
dst_hours = np.empty(n, dtype=np.int64)
dst_hours[:] = NPY_NAT
# Get the ambiguous hours (given the above, these are the hours
# where result_a != result_b and neither of them are NAT)
both_nat = np.logical_and(result_a != NPY_NAT, result_b != NPY_NAT)
both_eq = result_a == result_b
trans_idx = np.squeeze(np.nonzero(np.logical_and(both_nat, ~both_eq)))
if trans_idx.size == 1:
stamp = _render_tstamp(vals[trans_idx])
raise pytz.AmbiguousTimeError(
f"Cannot infer dst time from {stamp} as there "
f"are no repeated times")
# Split the array into contiguous chunks (where the difference between
# indices is 1). These are effectively dst transitions in different
# years which is useful for checking that there is not an ambiguous
# transition in an individual year.
if trans_idx.size > 0:
one_diff = np.where(np.diff(trans_idx) != 1)[0] + 1
trans_grp = np.array_split(trans_idx, one_diff)
# Iterate through each day, if there are no hours where the
# delta is negative (indicates a repeat of hour) the switch
# cannot be inferred
for grp in trans_grp:
delta = np.diff(result_a[grp])
if grp.size == 1 or np.all(delta > 0):
stamp = _render_tstamp(vals[grp[0]])
raise pytz.AmbiguousTimeError(stamp)
# Find the index for the switch and pull from a for dst and b
# for standard
switch_idx = (delta <= 0).nonzero()[0]
if switch_idx.size > 1:
raise pytz.AmbiguousTimeError(
f"There are {switch_idx.size} dst switches when "
f"there should only be 1.")
switch_idx = switch_idx[0] + 1
# Pull the only index and adjust
a_idx = grp[:switch_idx]
b_idx = grp[switch_idx:]
dst_hours[grp] = np.hstack((result_a[a_idx], result_b[b_idx]))
for i in range(n):
val = vals[i]
left = result_a[i]
right = result_b[i]
if val == NPY_NAT:
result[i] = val
elif left != NPY_NAT and right != NPY_NAT:
if left == right:
result[i] = left
else:
if infer_dst and dst_hours[i] != NPY_NAT:
result[i] = dst_hours[i]
elif is_dst:
if ambiguous_array[i]:
result[i] = left
else:
result[i] = right
elif fill:
result[i] = NPY_NAT
else:
stamp = _render_tstamp(val)
raise pytz.AmbiguousTimeError(
f"Cannot infer dst time from {stamp}, try using the "
f"'ambiguous' argument")
elif left != NPY_NAT:
result[i] = left
elif right != NPY_NAT:
result[i] = right
else:
# Handle nonexistent times
if shift_forward or shift_backward or shift_delta != 0:
# Shift the nonexistent time to the closest existing time
remaining_mins = val % HOUR_NANOS
if shift_delta != 0:
# Validate that we don't relocalize on another nonexistent
# time
if -1 < shift_delta + remaining_mins < HOUR_NANOS:
raise ValueError(
f"The provided timedelta will relocalize on a "
f"nonexistent time: {nonexistent}"
)
new_local = val + shift_delta
elif shift_forward:
new_local = val + (HOUR_NANOS - remaining_mins)
else:
# Subtract 1 since the beginning hour is _inclusive_ of
# nonexistent times
new_local = val - remaining_mins - 1
delta_idx = trans.searchsorted(new_local, side='right')
# Shift the delta_idx by if the UTC offset of
# the target tz is greater than 0 and we're moving forward
# or vice versa
first_delta = deltas[0]
if (shift_forward or shift_delta > 0) and first_delta > 0:
delta_idx_offset = 1
elif (shift_backward or shift_delta < 0) and first_delta < 0:
delta_idx_offset = 1
else:
delta_idx_offset = 0
delta_idx = delta_idx - delta_idx_offset
result[i] = new_local - deltas[delta_idx]
elif fill_nonexist:
result[i] = NPY_NAT
else:
stamp = _render_tstamp(val)
raise pytz.NonExistentTimeError(stamp)
return result
cdef inline Py_ssize_t bisect_right_i8(int64_t *data,
int64_t val, Py_ssize_t n):
cdef:
Py_ssize_t pivot, left = 0, right = n
assert n >= 1
# edge cases
if val > data[n - 1]:
return n
if val < data[0]:
return 0
while left < right:
pivot = left + (right - left) // 2
if data[pivot] <= val:
left = pivot + 1
else:
right = pivot
return left
cdef inline str _render_tstamp(int64_t val):
""" Helper function to render exception messages"""
from pandas._libs.tslibs.timestamps import Timestamp
return str(Timestamp(val))
# ----------------------------------------------------------------------
# Timezone Conversion
cdef int64_t tz_convert_utc_to_tzlocal(
int64_t utc_val, tzinfo tz, bint* fold=NULL
) except? -1:
"""
Parameters
----------
utc_val : int64_t
tz : tzinfo
fold : bint*
pointer to fold: whether datetime ends up in a fold or not
after adjustment
Returns
-------
local_val : int64_t
"""
return _tz_convert_tzlocal_utc(utc_val, tz, to_utc=False, fold=fold)
cpdef int64_t tz_convert_from_utc_single(int64_t val, tzinfo tz):
"""
Convert the val (in i8) from UTC to tz
This is a single value version of tz_convert_from_utc.
Parameters
----------
val : int64
tz : tzinfo
Returns
-------
converted: int64
"""
cdef:
int64_t delta
int64_t[::1] deltas
ndarray[int64_t, ndim=1] trans
intp_t pos
if val == NPY_NAT:
return val
if is_utc(tz):
return val
elif is_tzlocal(tz):
return _tz_convert_tzlocal_utc(val, tz, to_utc=False)
elif is_fixed_offset(tz):
_, deltas, _ = get_dst_info(tz)
delta = deltas[0]
return val + delta
else:
trans, deltas, _ = get_dst_info(tz)
pos = trans.searchsorted(val, side="right") - 1
return val + deltas[pos]
def tz_convert_from_utc(const int64_t[:] vals, tzinfo tz):
"""
Convert the values (in i8) from UTC to tz
Parameters
----------
vals : int64 ndarray
tz : tzinfo
Returns
-------
int64 ndarray of converted
"""
cdef:
const int64_t[:] converted
if vals.shape[0] == 0:
return np.array([], dtype=np.int64)
converted = _tz_convert_from_utc(vals, tz)
return np.asarray(converted, dtype=np.int64)
@cython.boundscheck(False)
@cython.wraparound(False)
cdef const int64_t[:] _tz_convert_from_utc(const int64_t[:] vals, tzinfo tz):
"""
Convert the given values (in i8) either to UTC or from UTC.
Parameters
----------
vals : int64 ndarray
tz : tzinfo
Returns
-------
converted : ndarray[int64_t]
"""
cdef:
int64_t[::1] converted, deltas
Py_ssize_t i, n = vals.shape[0]
int64_t val, delta = 0 # avoid not-initialized-warning
intp_t[:] pos
ndarray[int64_t] trans
str typ
bint use_tzlocal = False, use_fixed = False, use_utc = True
if is_utc(tz):
# Much faster than going through the "standard" pattern below
return vals.copy()
if is_utc(tz) or tz is None:
use_utc = True
elif is_tzlocal(tz):
use_tzlocal = True
else:
trans, deltas, typ = get_dst_info(tz)
if typ not in ["pytz", "dateutil"]:
# FixedOffset, we know len(deltas) == 1
delta = deltas[0]
use_fixed = True
else:
pos = trans.searchsorted(vals, side="right") - 1
converted = np.empty(n, dtype=np.int64)
for i in range(n):
val = vals[i]
if val == NPY_NAT:
converted[i] = NPY_NAT
continue
# The pattern used in vectorized.pyx checks for use_utc here,
# but we handle that case above.
if use_tzlocal:
converted[i] = _tz_convert_tzlocal_utc(val, tz, to_utc=False)
elif use_fixed:
converted[i] = val + delta
else:
converted[i] = val + deltas[pos[i]]
return converted
# OSError may be thrown by tzlocal on windows at or close to 1970-01-01
# see https://github.com/pandas-dev/pandas/pull/37591#issuecomment-720628241
cdef int64_t _tz_convert_tzlocal_utc(int64_t val, tzinfo tz, bint to_utc=True,
bint* fold=NULL) except? -1:
"""
Convert the i8 representation of a datetime from a tzlocal timezone to
UTC, or vice-versa.
Private, not intended for use outside of tslibs.conversion
Parameters
----------
val : int64_t
tz : tzinfo
to_utc : bint
True if converting tzlocal _to_ UTC, False if going the other direction
fold : bint*, default NULL
pointer to fold: whether datetime ends up in a fold or not
after adjustment
Only passed with to_utc=False.
Returns
-------
result : int64_t
Notes
-----
Sets fold by pointer
"""
cdef:
npy_datetimestruct dts
datetime dt
int64_t delta
timedelta td
dt64_to_dtstruct(val, &dts)
dt = datetime(dts.year, dts.month, dts.day, dts.hour,
dts.min, dts.sec, dts.us)
# tz.utcoffset only makes sense if datetime
# is _wall time_, so if val is a UTC timestamp convert to wall time
if not to_utc:
dt = dt.replace(tzinfo=tzutc())
dt = dt.astimezone(tz)
if fold is not NULL:
# NB: fold is only passed with to_utc=False
fold[0] = dt.fold
td = tz.utcoffset(dt)
delta = int(td.total_seconds() * 1_000_000_000)
if to_utc:
return val - delta
else:
return val + delta