timeseries.py

from datetime import timedelta

import dateutil
import numpy as np
from pandas import to_datetime, date_range, Series, DataFrame, period_range
from pandas.tseries.frequencies import infer_freq
try:
    from pandas.plotting._converter import DatetimeConverter
except ImportError:
    from pandas.tseries.converter import DatetimeConverter


class DatetimeIndex(object):

    params = ['dst', 'repeated', 'tz_aware', 'tz_naive']
    param_names = ['index_type']

    def setup(self, index_type):
        N = 100000
        dtidxes = {'dst': date_range(start='10/29/2000 1:00:00',
                                     end='10/29/2000 1:59:59', freq='S'),
                   'repeated': date_range(start='2000',
                                          periods=N / 10,
                                          freq='s').repeat(10),
                   'tz_aware': date_range(start='2000',
                                          periods=N,
                                          freq='s',
                                          tz='US/Eastern'),
                   'tz_naive': date_range(start='2000',
                                          periods=N,
                                          freq='s')}
        self.index = dtidxes[index_type]

    def time_add_timedelta(self, index_type):
        self.index + timedelta(minutes=2)

    def time_normalize(self, index_type):
        self.index.normalize()

    def time_unique(self, index_type):
        self.index.unique()

    def time_to_time(self, index_type):
        self.index.time

    def time_get(self, index_type):
        self.index[0]

    def time_timeseries_is_month_start(self, index_type):
        self.index.is_month_start

    def time_to_date(self, index_type):
        self.index.date

    def time_to_pydatetime(self, index_type):
        self.index.to_pydatetime()


class TzLocalize(object):

    params = [None, 'US/Eastern', 'UTC', dateutil.tz.tzutc()]
    param_names = 'tz'

    def setup(self, tz):
        dst_rng = date_range(start='10/29/2000 1:00:00',
                             end='10/29/2000 1:59:59', freq='S')
        self.index = date_range(start='10/29/2000',
                                end='10/29/2000 00:59:59', freq='S')
        self.index = self.index.append(dst_rng)
        self.index = self.index.append(dst_rng)
        self.index = self.index.append(date_range(start='10/29/2000 2:00:00',
                                                  end='10/29/2000 3:00:00',
                                                  freq='S'))

    def time_infer_dst(self, tz):
        self.index.tz_localize(tz, ambiguous='infer')


class ResetIndex(object):

    params = [None, 'US/Eastern']
    param_names = 'tz'

    def setup(self, tz):
        idx = date_range(start='1/1/2000', periods=1000, freq='H', tz=tz)
        self.df = DataFrame(np.random.randn(1000, 2), index=idx)

    def time_reest_datetimeindex(self, tz):
        self.df.reset_index()


class Factorize(object):

    params = [None, 'Asia/Tokyo']
    param_names = 'tz'

    def setup(self, tz):
        N = 100000
        self.dti = date_range('2011-01-01', freq='H', periods=N, tz=tz)
        self.dti = self.dti.repeat(5)

    def time_factorize(self, tz):
        self.dti.factorize()


class InferFreq(object):

    params = [None, 'D', 'B']
    param_names = ['freq']

    def setup(self, freq):
        if freq is None:
            self.idx = date_range(start='1/1/1700', freq='D', periods=10000)
            self.idx.freq = None
        else:
            self.idx = date_range(start='1/1/1700', freq=freq, periods=10000)

    def time_infer_freq(self, freq):
        infer_freq(self.idx)


class TimeDatetimeConverter(object):

    def setup(self):
        N = 100000
        self.rng = date_range(start='1/1/2000', periods=N, freq='T')

    def time_convert(self):
        DatetimeConverter.convert(self.rng, None, None)


class Iteration(object):

    params = [date_range, period_range]
    param_names = ['time_index']

    def setup(self, time_index):
        N = 10**6
        self.idx = time_index(start='20140101', freq='T', periods=N)
        self.exit = 10000

    def time_iter(self, time_index):
        for _ in self.idx:
            pass

    def time_iter_preexit(self, time_index):
        for i, _ in enumerate(self.idx):
            if i > self.exit:
                break


class ResampleDataFrame(object):

    params = ['max', 'mean', 'min']
    param_names = ['method']

    def setup(self, method):
        rng = date_range(start='20130101', periods=100000, freq='50L')
        df = DataFrame(np.random.randn(100000, 2), index=rng)
        self.resample = getattr(df.resample('1s'), method)

    def time_method(self, method):
        self.resample()


class ResampleSeries(object):

    params = (['period', 'datetime'], ['5min', '1D'], ['mean', 'ohlc'])
    param_names = ['index', 'freq', 'method']

    def setup(self, index, freq, method):
        indexes = {'period': period_range(start='1/1/2000',
                                          end='1/1/2001',
                                          freq='T'),
                   'datetime': date_range(start='1/1/2000',
                                          end='1/1/2001',
                                          freq='T')}
        idx = indexes[index]
        ts = Series(np.random.randn(len(idx)), index=idx)
        self.resample = getattr(ts.resample(freq), method)

    def time_resample(self, index, freq, method):
        self.resample()


class ResampleDatetetime64(object):
    # GH 7754
    def setup(self):
        rng3 = date_range(start='2000-01-01 00:00:00',
                          end='2000-01-01 10:00:00', freq='555000U')
        self.dt_ts = Series(5, rng3, dtype='datetime64[ns]')

    def time_resample(self):
        self.dt_ts.resample('1S').last()


class AsOf(object):

    params = ['DataFrame', 'Series']
    param_names = ['constructor']

    def setup(self, constructor):
        N = 10000
        M = 10
        rng = date_range(start='1/1/1990', periods=N, freq='53s')
        data = {'DataFrame': DataFrame(np.random.randn(N, M)),
                'Series': Series(np.random.randn(N))}
        self.ts = data[constructor]
        self.ts.index = rng
        self.ts2 = self.ts.copy()
        self.ts2.iloc[250:5000] = np.nan
        self.ts3 = self.ts.copy()
        self.ts3.iloc[-5000:] = np.nan
        self.dates = date_range(start='1/1/1990', periods=N * 10, freq='5s')
        self.date = self.dates[0]
        self.date_last = self.dates[-1]
        self.date_early = self.date - timedelta(10)

    # test speed of pre-computing NAs.
    def time_asof(self, constructor):
        self.ts.asof(self.dates)

    # should be roughly the same as above.
    def time_asof_nan(self, constructor):
        self.ts2.asof(self.dates)

    # test speed of the code path for a scalar index
    # without *while* loop
    def time_asof_single(self, constructor):
        self.ts.asof(self.date)

    # test speed of the code path for a scalar index
    # before the start. should be the same as above.
    def time_asof_single_early(self, constructor):
        self.ts.asof(self.date_early)

    # test the speed of the code path for a scalar index
    # with a long *while* loop. should still be much
    # faster than pre-computing all the NAs.
    def time_asof_nan_single(self, constructor):
        self.ts3.asof(self.date_last)


class SortIndex(object):

    params = [True, False]
    param_names = ['monotonic']

    def setup(self, monotonic):
        N = 10**5
        idx = date_range(start='1/1/2000', periods=N, freq='s')
        self.s = Series(np.random.randn(N), index=idx)
        if not monotonic:
            self.s = self.s.sample(frac=1)

    def time_sort_index(self, monotonic):
        self.s.sort_index()

    def time_get_slice(self, monotonic):
        self.s[:10000]


class IrregularOps(object):

    def setup(self):
        N = 10**5
        idx = date_range(start='1/1/2000', periods=N, freq='s')
        s = Series(np.random.randn(N), index=idx)
        self.left = s.sample(frac=1)
        self.right = s.sample(frac=1)

    def time_add(self):
        self.left + self.right


class Lookup(object):

    def setup(self):
        N = 1500000
        rng = date_range(start='1/1/2000', periods=N, freq='S')
        self.ts = Series(1, index=rng)
        self.lookup_val = rng[N // 2]

    def time_lookup_and_cleanup(self):
        self.ts[self.lookup_val]
        self.ts.index._cleanup()


class ToDatetimeYYYYMMDD(object):

    def setup(self):
        rng = date_range(start='1/1/2000', periods=10000, freq='D')
        self.stringsD = Series(rng.strftime('%Y%m%d'))

    def time_format_YYYYMMDD(self):
        to_datetime(self.stringsD, format='%Y%m%d')


class ToDatetimeISO8601(object):

    def setup(self):
        rng = date_range(start='1/1/2000', periods=20000, freq='H')
        self.strings = rng.strftime('%Y-%m-%d %H:%M:%S').tolist()
        self.strings_nosep = rng.strftime('%Y%m%d %H:%M:%S').tolist()
        self.strings_tz_space = [x.strftime('%Y-%m-%d %H:%M:%S') + ' -0800'
                                 for x in rng]

    def time_iso8601(self):
        to_datetime(self.strings)

    def time_iso8601_nosep(self):
        to_datetime(self.strings_nosep)

    def time_iso8601_format(self):
        to_datetime(self.strings, format='%Y-%m-%d %H:%M:%S')

    def time_iso8601_format_no_sep(self):
        to_datetime(self.strings_nosep, format='%Y%m%d %H:%M:%S')

    def time_iso8601_tz_spaceformat(self):
        to_datetime(self.strings_tz_space)


class ToDatetimeNONISO8601(object):

    def setup(self):
        N = 10000
        half = int(N / 2)
        ts_string_1 = 'March 1, 2018 12:00:00+0400'
        ts_string_2 = 'March 1, 2018 12:00:00+0500'
        self.same_offset = [ts_string_1] * N
        self.diff_offset = [ts_string_1] * half + [ts_string_2] * half

    def time_same_offset(self):
        to_datetime(self.same_offset)

    def time_different_offset(self):
        to_datetime(self.diff_offset)


class ToDatetimeFormat(object):

    def setup(self):
        self.s = Series(['19MAY11', '19MAY11:00:00:00'] * 100000)
        self.s2 = self.s.str.replace(':\\S+$', '')

    def time_exact(self):
        to_datetime(self.s2, format='%d%b%y')

    def time_no_exact(self):
        to_datetime(self.s, format='%d%b%y', exact=False)


class ToDatetimeCache(object):

    params = [True, False]
    param_names = ['cache']

    def setup(self, cache):
        N = 10000
        self.unique_numeric_seconds = list(range(N))
        self.dup_numeric_seconds = [1000] * N
        self.dup_string_dates = ['2000-02-11'] * N
        self.dup_string_with_tz = ['2000-02-11 15:00:00-0800'] * N

    def time_unique_seconds_and_unit(self, cache):
        to_datetime(self.unique_numeric_seconds, unit='s', cache=cache)

    def time_dup_seconds_and_unit(self, cache):
        to_datetime(self.dup_numeric_seconds, unit='s', cache=cache)

    def time_dup_string_dates(self, cache):
        to_datetime(self.dup_string_dates, cache=cache)

    def time_dup_string_dates_and_format(self, cache):
        to_datetime(self.dup_string_dates, format='%Y-%m-%d', cache=cache)

    def time_dup_string_tzoffset_dates(self, cache):
        to_datetime(self.dup_string_with_tz, cache=cache)


class DatetimeAccessor(object):

    params = [None, 'US/Eastern', 'UTC', dateutil.tz.tzutc()]
    param_names = 'tz'

    def setup(self, tz):
        N = 100000
        self.series = Series(
            date_range(start='1/1/2000', periods=N, freq='T', tz=tz)
        )

    def time_dt_accessor(self, tz):
        self.series.dt

    def time_dt_accessor_normalize(self, tz):
        self.series.dt.normalize()

    def time_dt_accessor_month_name(self, tz):
        self.series.dt.month_name()

    def time_dt_accessor_day_name(self, tz):
        self.series.dt.day_name()

    def time_dt_accessor_time(self, tz):
        self.series.dt.time

    def time_dt_accessor_date(self, tz):
        self.series.dt.date

    def time_dt_accessor_year(self, tz):
        self.series.dt.year


from .pandas_vb_common import setup  # noqa: F401