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| 1 | +# -*- coding: utf-8 -*- |
| 2 | +from datetime import datetime |
| 3 | + |
| 4 | +import numpy as np |
| 5 | + |
| 6 | +import pandas as pd |
| 7 | +from pandas import date_range |
| 8 | + |
| 9 | +try: |
| 10 | + import pandas.tseries.holiday |
| 11 | +except ImportError: |
| 12 | + pass |
| 13 | + |
| 14 | +hcal = pd.tseries.holiday.USFederalHolidayCalendar() |
| 15 | + |
| 16 | + |
| 17 | +class ApplyIndex(object): |
| 18 | + goal_time = 0.2 |
| 19 | + |
| 20 | + params = [pd.offsets.YearEnd(), pd.offsets.YearBegin(), |
| 21 | + pd.offsets.BYearEnd(), pd.offsets.BYearBegin(), |
| 22 | + pd.offsets.QuarterEnd(), pd.offsets.QuarterBegin(), |
| 23 | + pd.offsets.BQuarterEnd(), pd.offsets.BQuarterBegin(), |
| 24 | + pd.offsets.MonthEnd(), pd.offsets.MonthBegin(), |
| 25 | + pd.offsets.BMonthEnd(), pd.offsets.BMonthBegin()] |
| 26 | + |
| 27 | + def setup(self, param): |
| 28 | + self.offset = param |
| 29 | + |
| 30 | + self.N = 100000 |
| 31 | + self.rng = date_range(start='1/1/2000', periods=self.N, freq='T') |
| 32 | + self.ser = pd.Series(self.rng) |
| 33 | + |
| 34 | + def time_apply_index(self, param): |
| 35 | + self.rng + self.offset |
| 36 | + |
| 37 | + def time_apply_series(self, param): |
| 38 | + self.ser + self.offset |
| 39 | + |
| 40 | + |
| 41 | +class DatetimeIndexArithmetic(object): |
| 42 | + goal_time = 0.2 |
| 43 | + |
| 44 | + def setup(self): |
| 45 | + self.N = 100000 |
| 46 | + self.rng = date_range(start='1/1/2000', periods=self.N, freq='T') |
| 47 | + self.day_offset = pd.offsets.Day() |
| 48 | + self.relativedelta_offset = pd.offsets.DateOffset(months=2, days=2) |
| 49 | + self.busday_offset = pd.offsets.BusinessDay() |
| 50 | + |
| 51 | + def time_add_offset_delta(self): |
| 52 | + self.rng + self.day_offset |
| 53 | + |
| 54 | + def time_add_offset_fast(self): |
| 55 | + self.rng + self.relativedelta_offset |
| 56 | + |
| 57 | + def time_add_offset_slow(self): |
| 58 | + self.rng + self.busday_offset |
| 59 | + |
| 60 | + |
| 61 | +class SeriesArithmetic(object): |
| 62 | + goal_time = 0.2 |
| 63 | + |
| 64 | + def setup(self): |
| 65 | + self.N = 100000 |
| 66 | + rng = date_range(start='20140101', freq='T', periods=self.N) |
| 67 | + self.ser = pd.Series(rng) |
| 68 | + self.day_offset = pd.offsets.Day() |
| 69 | + self.relativedelta_offset = pd.offsets.DateOffset(months=2, days=2) |
| 70 | + self.busday_offset = pd.offsets.BusinessDay() |
| 71 | + |
| 72 | + def time_add_offset_delta(self): |
| 73 | + self.ser + self.day_offset |
| 74 | + |
| 75 | + def time_add_offset_fast(self): |
| 76 | + self.ser + self.relativedelta_offset |
| 77 | + |
| 78 | + def time_add_offset_slow(self): |
| 79 | + self.ser + self.busday_offset |
| 80 | + |
| 81 | + |
| 82 | +class YearBegin(object): |
| 83 | + goal_time = 0.2 |
| 84 | + |
| 85 | + def setup(self): |
| 86 | + self.date = datetime(2011, 1, 1) |
| 87 | + self.year = pd.offsets.YearBegin() |
| 88 | + |
| 89 | + def time_timeseries_year_apply(self): |
| 90 | + self.year.apply(self.date) |
| 91 | + |
| 92 | + def time_timeseries_year_incr(self): |
| 93 | + self.date + self.year |
| 94 | + |
| 95 | + |
| 96 | +class Day(object): |
| 97 | + goal_time = 0.2 |
| 98 | + |
| 99 | + def setup(self): |
| 100 | + self.date = datetime(2011, 1, 1) |
| 101 | + self.day = pd.offsets.Day() |
| 102 | + |
| 103 | + def time_timeseries_day_apply(self): |
| 104 | + self.day.apply(self.date) |
| 105 | + |
| 106 | + def time_timeseries_day_incr(self): |
| 107 | + self.date + self.day |
| 108 | + |
| 109 | + |
| 110 | +class CBDay(object): |
| 111 | + goal_time = 0.2 |
| 112 | + |
| 113 | + def setup(self): |
| 114 | + self.date = datetime(2011, 1, 1) |
| 115 | + self.dt64 = np.datetime64('2011-01-01 09:00Z') |
| 116 | + self.cday = pd.offsets.CustomBusinessDay() |
| 117 | + |
| 118 | + def time_custom_bday_decr(self): |
| 119 | + self.date - self.cday |
| 120 | + |
| 121 | + def time_custom_bday_incr(self): |
| 122 | + self.date + self.cday |
| 123 | + |
| 124 | + def time_custom_bday_apply(self): |
| 125 | + self.cday.apply(self.date) |
| 126 | + |
| 127 | + def time_custom_bday_apply_dt64(self): |
| 128 | + self.cday.apply(self.dt64) |
| 129 | + |
| 130 | + |
| 131 | +class CBDayHolidays(object): |
| 132 | + goal_time = 0.2 |
| 133 | + |
| 134 | + def setup(self): |
| 135 | + self.date = datetime(2011, 1, 1) |
| 136 | + self.cdayh = pd.offsets.CustomBusinessDay(calendar=hcal) |
| 137 | + |
| 138 | + def time_custom_bday_cal_incr(self): |
| 139 | + self.date + 1 * self.cdayh |
| 140 | + |
| 141 | + def time_custom_bday_cal_decr(self): |
| 142 | + self.date - 1 * self.cdayh |
| 143 | + |
| 144 | + def time_custom_bday_cal_incr_n(self): |
| 145 | + self.date + 10 * self.cdayh |
| 146 | + |
| 147 | + def time_custom_bday_cal_incr_neg_n(self): |
| 148 | + self.date - 10 * self.cdayh |
| 149 | + |
| 150 | + |
| 151 | +class CBMonthBegin(object): |
| 152 | + goal_time = 0.2 |
| 153 | + |
| 154 | + def setup(self): |
| 155 | + self.date = datetime(2011, 1, 1) |
| 156 | + self.cmb = pd.offsets.CustomBusinessMonthBegin(calendar=hcal) |
| 157 | + |
| 158 | + def time_custom_bmonthbegin_decr_n(self): |
| 159 | + self.date - (10 * self.cmb) |
| 160 | + |
| 161 | + def time_custom_bmonthbegin_incr_n(self): |
| 162 | + self.date + (10 * self.cmb) |
| 163 | + |
| 164 | + |
| 165 | +class CBMonthEnd(object): |
| 166 | + goal_time = 0.2 |
| 167 | + |
| 168 | + def setup(self): |
| 169 | + self.date = datetime(2011, 1, 1) |
| 170 | + self.cme = pd.offsets.CustomBusinessMonthEnd(calendar=hcal) |
| 171 | + |
| 172 | + def time_custom_bmonthend_incr(self): |
| 173 | + self.date + self.cme |
| 174 | + |
| 175 | + def time_custom_bmonthend_incr_n(self): |
| 176 | + self.date + (10 * self.cme) |
| 177 | + |
| 178 | + def time_custom_bmonthend_decr_n(self): |
| 179 | + self.date - (10 * self.cme) |
| 180 | + |
| 181 | + |
| 182 | +class SemiMonthOffset(object): |
| 183 | + goal_time = 0.2 |
| 184 | + |
| 185 | + def setup(self): |
| 186 | + self.N = 100000 |
| 187 | + self.rng = date_range(start='1/1/2000', periods=self.N, freq='T') |
| 188 | + # date is not on an offset which will be slowest case |
| 189 | + self.date = datetime(2011, 1, 2) |
| 190 | + self.semi_month_end = pd.offsets.SemiMonthEnd() |
| 191 | + self.semi_month_begin = pd.offsets.SemiMonthBegin() |
| 192 | + |
| 193 | + def time_end_apply(self): |
| 194 | + self.semi_month_end.apply(self.date) |
| 195 | + |
| 196 | + def time_end_incr(self): |
| 197 | + self.date + self.semi_month_end |
| 198 | + |
| 199 | + def time_end_incr_n(self): |
| 200 | + self.date + 10 * self.semi_month_end |
| 201 | + |
| 202 | + def time_end_decr(self): |
| 203 | + self.date - self.semi_month_end |
| 204 | + |
| 205 | + def time_end_decr_n(self): |
| 206 | + self.date - 10 * self.semi_month_end |
| 207 | + |
| 208 | + def time_end_apply_index(self): |
| 209 | + self.semi_month_end.apply_index(self.rng) |
| 210 | + |
| 211 | + def time_end_incr_rng(self): |
| 212 | + self.rng + self.semi_month_end |
| 213 | + |
| 214 | + def time_end_decr_rng(self): |
| 215 | + self.rng - self.semi_month_end |
| 216 | + |
| 217 | + def time_begin_apply(self): |
| 218 | + self.semi_month_begin.apply(self.date) |
| 219 | + |
| 220 | + def time_begin_incr(self): |
| 221 | + self.date + self.semi_month_begin |
| 222 | + |
| 223 | + def time_begin_incr_n(self): |
| 224 | + self.date + 10 * self.semi_month_begin |
| 225 | + |
| 226 | + def time_begin_decr(self): |
| 227 | + self.date - self.semi_month_begin |
| 228 | + |
| 229 | + def time_begin_decr_n(self): |
| 230 | + self.date - 10 * self.semi_month_begin |
| 231 | + |
| 232 | + def time_begin_apply_index(self): |
| 233 | + self.semi_month_begin.apply_index(self.rng) |
| 234 | + |
| 235 | + def time_begin_incr_rng(self): |
| 236 | + self.rng + self.semi_month_begin |
| 237 | + |
| 238 | + def time_begin_decr_rng(self): |
| 239 | + self.rng - self.semi_month_begin |
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