PERF: Implement get_freq_code in cython frequencies

asv_bench/benchmarks/period.py

@@ -2,6 +2,35 @@
 from pandas import Series, Period, PeriodIndex, date_range
 
 
+class PeriodProperties(object):
+    def setup(self):
+        self.per = Period('2012-06-01', freq='M')
+
+    def time_year(self):
+        self.per.year
+
+    def time_month(self):
+        self.per.month
+
+    def time_quarter(self):
+        self.per.quarter
+
+    def time_day(self):
+        self.per.day
+
+    def time_hour(self):
+        self.per.hour
+
+    def time_minute(self):
+        self.per.second
+
+    def time_second(self):
+        self.per.second
+
+    def time_leap_year(self):
+        self.per.is_leapyear
+
+
 class Constructor(object):
     goal_time = 0.2
 

pandas/_libs/tslibs/frequencies.pyx

@@ -0,0 +1,204 @@
+# -*- coding: utf-8 -*-
+# cython: profile=False
+import re
+
+cimport cython
+
+import numpy as np
+cimport numpy as np
+np.import_array()  # Without this, `is_integer_object` causes segfaults
+
+from util cimport is_integer_object
+
+
+@cython.ccall
+def get_freq_code(freqstr):
+    """
+    Return freq str or tuple to freq code and stride (mult)
+
+    Parameters
+    ----------
+    freqstr : str or tuple
+
+    Returns
+    -------
+    return : tuple of base frequency code and stride (mult)
+
+    Example
+    -------
+    >>> get_freq_code('3D')
+    (6000, 3)
+
+    >>> get_freq_code('D')
+    (6000, 1)
+
+    >>> get_freq_code(('D', 3))
+    (6000, 3)
+    """
+    if getattr(freqstr, '_typ', None) == 'dateoffset':
+        freqstr = (freqstr.rule_code, freqstr.n)
+
+    if isinstance(freqstr, tuple):
+        if (is_integer_object(freqstr[0]) and
+                is_integer_object(freqstr[1])):
+            # e.g., freqstr = (2000, 1)
+            return freqstr
+        else:
+            # e.g., freqstr = ('T', 5)
+            try:
+                code = _period_str_to_code(freqstr[0])
+                stride = freqstr[1]
+            except:
+                if is_integer_object(freqstr[1]):
+                    raise
+                code = _period_str_to_code(freqstr[1])
+                stride = freqstr[0]
+            return code, stride
+
+    if is_integer_object(freqstr):
+        return (freqstr, 1)
+
+    base, stride = _base_and_stride(freqstr)
+    code = _period_str_to_code(base)
+
+    return code, stride
+
+
+# hack to handle WOM-1MON
+opattern = re.compile(
+    r'([\-]?\d*|[\-]?\d*\.\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)'
+)
+
+
+@cython.ccall
+def _base_and_stride(freqstr):
+    """
+    Return base freq and stride info from string representation
+
+    Examples
+    --------
+    _freq_and_stride('5Min') -> 'Min', 5
+    """
+    groups = opattern.match(freqstr)
+
+    if not groups:
+        raise ValueError("Could not evaluate {freq}".format(freq=freqstr))
+
+    stride = groups.group(1)
+
+    if len(stride):
+        stride = int(stride)
+    else:
+        stride = 1
+
+    base = groups.group(2)
+
+    return (base, stride)
+
+
+# ---------------------------------------------------------------------
+# Period codes
+
+# period frequency constants corresponding to scikits timeseries
+# originals
+_period_code_map = {
+    # Annual freqs with various fiscal year ends.
+    # eg, 2005 for A-FEB runs Mar 1, 2004 to Feb 28, 2005
+    "A-DEC": 1000,  # Annual - December year end
+    "A-JAN": 1001,  # Annual - January year end
+    "A-FEB": 1002,  # Annual - February year end
+    "A-MAR": 1003,  # Annual - March year end
+    "A-APR": 1004,  # Annual - April year end
+    "A-MAY": 1005,  # Annual - May year end
+    "A-JUN": 1006,  # Annual - June year end
+    "A-JUL": 1007,  # Annual - July year end
+    "A-AUG": 1008,  # Annual - August year end
+    "A-SEP": 1009,  # Annual - September year end
+    "A-OCT": 1010,  # Annual - October year end
+    "A-NOV": 1011,  # Annual - November year end
+
+    # Quarterly frequencies with various fiscal year ends.
+    # eg, Q42005 for Q-OCT runs Aug 1, 2005 to Oct 31, 2005
+    "Q-DEC": 2000,    # Quarterly - December year end
+    "Q-JAN": 2001,    # Quarterly - January year end
+    "Q-FEB": 2002,    # Quarterly - February year end
+    "Q-MAR": 2003,    # Quarterly - March year end
+    "Q-APR": 2004,    # Quarterly - April year end
+    "Q-MAY": 2005,    # Quarterly - May year end
+    "Q-JUN": 2006,    # Quarterly - June year end
+    "Q-JUL": 2007,    # Quarterly - July year end
+    "Q-AUG": 2008,    # Quarterly - August year end
+    "Q-SEP": 2009,    # Quarterly - September year end
+    "Q-OCT": 2010,    # Quarterly - October year end
+    "Q-NOV": 2011,    # Quarterly - November year end
+
+    "M": 3000,        # Monthly
+
+    "W-SUN": 4000,    # Weekly - Sunday end of week
+    "W-MON": 4001,    # Weekly - Monday end of week
+    "W-TUE": 4002,    # Weekly - Tuesday end of week
+    "W-WED": 4003,    # Weekly - Wednesday end of week
+    "W-THU": 4004,    # Weekly - Thursday end of week
+    "W-FRI": 4005,    # Weekly - Friday end of week
+    "W-SAT": 4006,    # Weekly - Saturday end of week
+
+    "B": 5000,        # Business days
+    "D": 6000,        # Daily
+    "H": 7000,        # Hourly
+    "T": 8000,        # Minutely
+    "S": 9000,        # Secondly
+    "L": 10000,       # Millisecondly
+    "U": 11000,       # Microsecondly
+    "N": 12000,       # Nanosecondly
+}
+
+# Yearly aliases; careful not to put these in _reverse_period_code_map
+_period_code_map.update({'Y' + key[1:]: _period_code_map[key]
+                         for key in _period_code_map
+                         if key.startswith('A-')})
+
+_period_code_map.update({
+    "Q": 2000,  # Quarterly - December year end (default quarterly)
+    "A": 1000,  # Annual
+    "W": 4000,  # Weekly
+    "C": 5000,  # Custom Business Day
+    })
+
+_dont_uppercase = set(('MS', 'ms'))
+
+_lite_rule_alias = {
+    'W': 'W-SUN',
+    'Q': 'Q-DEC',
+
+    'A': 'A-DEC',  # YearEnd(month=12),
+    'Y': 'A-DEC',
+    'AS': 'AS-JAN',  # YearBegin(month=1),
+    'YS': 'AS-JAN',
+    'BA': 'BA-DEC',  # BYearEnd(month=12),
+    'BY': 'BA-DEC',
+    'BAS': 'BAS-JAN',  # BYearBegin(month=1),
+    'BYS': 'BAS-JAN',
+
+    'Min': 'T',
+    'min': 'T',
+    'ms': 'L',
+    'us': 'U',
+    'ns': 'N'}
+
+_INVALID_FREQ_ERROR = "Invalid frequency: {0}"
+
+
+@cython.ccall
+def _period_str_to_code(freqstr):
+    freqstr = _lite_rule_alias.get(freqstr, freqstr)
+
+    if freqstr not in _dont_uppercase:
+        lower = freqstr.lower()
+        freqstr = _lite_rule_alias.get(lower, freqstr)
+
+    if freqstr not in _dont_uppercase:
+        freqstr = freqstr.upper()
+    try:
+        return _period_code_map[freqstr]
+    except KeyError:
+        raise ValueError(_INVALID_FREQ_ERROR.format(freqstr))

pandas/tseries/frequencies.py

@@ -8,7 +8,6 @@
 
 from pandas.core.dtypes.generic import ABCSeries
 from pandas.core.dtypes.common import (
-    is_integer,
     is_period_arraylike,
     is_timedelta64_dtype,
     is_datetime64_dtype)
@@ -21,6 +20,7 @@
 
 from pandas._libs import lib, tslib
 from pandas._libs.tslib import Timedelta
+from pandas._libs.tslibs.frequencies import get_freq_code, _base_and_stride
 from pytz import AmbiguousTimeError
 
 
@@ -298,58 +298,6 @@ def get_freq(freq):
     return freq
 
 
-def get_freq_code(freqstr):
-    """
-    Return freq str or tuple to freq code and stride (mult)
-
-    Parameters
-    ----------
-    freqstr : str or tuple
-
-    Returns
-    -------
-    return : tuple of base frequency code and stride (mult)
-
-    Example
-    -------
-    >>> get_freq_code('3D')
-    (6000, 3)
-
-    >>> get_freq_code('D')
-    (6000, 1)
-
-    >>> get_freq_code(('D', 3))
-    (6000, 3)
-    """
-    if isinstance(freqstr, DateOffset):
-        freqstr = (freqstr.rule_code, freqstr.n)
-
-    if isinstance(freqstr, tuple):
-        if (is_integer(freqstr[0]) and
-                is_integer(freqstr[1])):
-            # e.g., freqstr = (2000, 1)
-            return freqstr
-        else:
-            # e.g., freqstr = ('T', 5)
-            try:
-                code = _period_str_to_code(freqstr[0])
-                stride = freqstr[1]
-            except:
-                if is_integer(freqstr[1]):
-                    raise
-                code = _period_str_to_code(freqstr[1])
-                stride = freqstr[0]
-            return code, stride
-
-    if is_integer(freqstr):
-        return (freqstr, 1)
-
-    base, stride = _base_and_stride(freqstr)
-    code = _period_str_to_code(base)
-
-    return code, stride
-
-
 def _get_freq_str(base, mult=1):
     code = _reverse_period_code_map.get(base)
     if mult == 1:
@@ -577,31 +525,6 @@ def to_offset(freq):
 )
 
 
-def _base_and_stride(freqstr):
-    """
-    Return base freq and stride info from string representation
-
-    Examples
-    --------
-    _freq_and_stride('5Min') -> 'Min', 5
-    """
-    groups = opattern.match(freqstr)
-
-    if not groups:
-        raise ValueError("Could not evaluate {freq}".format(freq=freqstr))
-
-    stride = groups.group(1)
-
-    if len(stride):
-        stride = int(stride)
-    else:
-        stride = 1
-
-    base = groups.group(2)
-
-    return (base, stride)
-
-
 def get_base_alias(freqstr):
     """
     Returns the base frequency alias, e.g., '5D' -> 'D'

setup.py

@@ -341,6 +341,7 @@ class CheckSDist(sdist_class):
                  'pandas/_libs/window.pyx',
                  'pandas/_libs/sparse.pyx',
                  'pandas/_libs/parsers.pyx',
+                 'panads/_libs/tslibs/frequencies.pyx',
                  'pandas/io/sas/sas.pyx']
 
     def initialize_options(self):
@@ -492,6 +493,8 @@ def pxd(name):
                      'sources': ['pandas/_libs/src/datetime/np_datetime.c',
                                  'pandas/_libs/src/datetime/np_datetime_strings.c',
                                  'pandas/_libs/src/period_helper.c']},
+    '_libs.tslibs.frequencies': {'pyxfile': '_libs/tslibs/frequencies',
+                                 'pxdfiles': ['_libs/src/util']},
     '_libs.index': {'pyxfile': '_libs/index',
                     'sources': ['pandas/_libs/src/datetime/np_datetime.c',
                                 'pandas/_libs/src/datetime/np_datetime_strings.c'],