fixed business day calculation

Author: wuan

pandas/src/period.c

@@ -1127,8 +1127,16 @@ npy_int64 get_period_ordinal(int year, int month, int day,
         {
             goto onError;
         }
-        weeks = days / 7;
-        return (npy_int64)(days - weeks * 2) - BDAY_OFFSET;
+        // calculate the current week assuming sunday as last day of a week
+        weeks = (days - BASE_WEEK_TO_DAY_OFFSET) / DAYS_PER_WEEK;
+        // calculate the current weekday (in range 1 .. 7)
+        delta = (days - BASE_WEEK_TO_DAY_OFFSET) % DAYS_PER_WEEK + 1;
+        // return the number of business days in full weeks plus the business days in the last - possible partial - week
+        return (npy_int64)(weeks * BUSINESS_DAYS_PER_WEEK)
+            + (delta <= BUSINESS_DAYS_PER_WEEK
+                ? delta
+                : BUSINESS_DAYS_PER_WEEK + 1)
+             - BDAY_OFFSET;
     }
 
     if (freq_group == FR_WK)

pandas/src/period.h

@@ -38,6 +38,9 @@
 #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 */

pandas/tseries/tests/test_period.py

@@ -115,6 +115,10 @@ def test_period_constructor(self):
 
         # Biz day construction, roll forward if non-weekday
         i1 = Period('3/10/12', freq='B')
+        i2 = Period('3/10/12', freq='D')
+        self.assertEquals(i1, i2.asfreq('B'))
+        i2 = Period('3/11/12', freq='D')
+        self.assertEquals(i1, i2.asfreq('B'))
         i2 = Period('3/12/12', freq='D')
         self.assertEquals(i1, i2.asfreq('B'))
 
@@ -292,7 +296,7 @@ def test_start_time(self):
             p = Period('2012', freq=f)
             self.assertEquals(p.start_time, xp)
         self.assertEquals(Period('2012', freq='B').start_time,
-                          datetime(2011, 12, 30))
+                          datetime(2012, 1, 2))
         self.assertEquals(Period('2012', freq='W').start_time,
                           datetime(2011, 12, 26))
 
@@ -321,7 +325,7 @@ def _ex(*args):
         p = Period('2012', freq='H')
         self.assertEquals(p.end_time, xp)
 
-        xp = _ex(2012, 1, 2)
+        xp = _ex(2012, 1, 3)
         self.assertEquals(Period('2012', freq='B').end_time, xp)
 
         xp = _ex(2012, 1, 2)

pandas/tseries/tests/test_tslib.py

@@ -8,7 +8,7 @@
 
 from pandas.core.api import Timestamp
 
-from pandas.tslib import period_asfreq
+from pandas.tslib import period_asfreq, period_ordinal
 
 from pandas.tseries.frequencies import get_freq
 
@@ -254,6 +254,36 @@ def test_intraday_conversion_factors(self):
 
         self.assertEqual(period_asfreq(1, get_freq('U'), get_freq('N'), False), 1000)
 
+    def test_period_ordinal_start_values(self):
+        # information for 1.1.1970
+        self.assertEqual(0, period_ordinal(1970, 1, 1, 0, 0, 0, 0, 0, get_freq('Y')))
+        self.assertEqual(0, period_ordinal(1970, 1, 1, 0, 0, 0, 0, 0, get_freq('M')))
+        self.assertEqual(1, period_ordinal(1970, 1, 1, 0, 0, 0, 0, 0, get_freq('W')))
+        self.assertEqual(0, period_ordinal(1970, 1, 1, 0, 0, 0, 0, 0, get_freq('D')))
+        self.assertEqual(0, period_ordinal(1970, 1, 1, 0, 0, 0, 0, 0, get_freq('B')))
+
+    def test_period_ordinal_week(self):
+        self.assertEqual(1, period_ordinal(1970, 1, 4, 0, 0, 0, 0, 0, get_freq('W')))
+        self.assertEqual(2, period_ordinal(1970, 1, 5, 0, 0, 0, 0, 0, get_freq('W')))
+
+        self.assertEqual(2284, period_ordinal(2013, 10, 6, 0, 0, 0, 0, 0, get_freq('W')))
+        self.assertEqual(2285, period_ordinal(2013, 10, 7, 0, 0, 0, 0, 0, get_freq('W')))
+
+    def test_period_ordinal_business_day(self):
+        # Thursday
+        self.assertEqual(11415, period_ordinal(2013, 10, 3, 0, 0, 0, 0, 0, get_freq('B')))
+        # Friday
+        self.assertEqual(11416, period_ordinal(2013, 10, 4, 0, 0, 0, 0, 0, get_freq('B')))
+        # Saturday
+        self.assertEqual(11417, period_ordinal(2013, 10, 5, 0, 0, 0, 0, 0, get_freq('B')))
+        # Sunday
+        self.assertEqual(11417, period_ordinal(2013, 10, 6, 0, 0, 0, 0, 0, get_freq('B')))
+        # Monday
+        self.assertEqual(11417, period_ordinal(2013, 10, 7, 0, 0, 0, 0, 0, get_freq('B')))
+        # Tuesday
+        self.assertEqual(11418, period_ordinal(2013, 10, 8, 0, 0, 0, 0, 0, get_freq('B')))
+
+
 if __name__ == '__main__':
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],
                    exit=False)