Skip to content

Use pandas_datetimestruct instead of date_info #19874

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 6 commits into from
Feb 25, 2018
Merged

Use pandas_datetimestruct instead of date_info #19874

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
fd887eb
rename test_period_asfreq-->test_asfreq
jbrockmendel Feb 23, 2018
65d6011
merge asfreq into period_asfreq
jbrockmendel Feb 23, 2018
78c3dbb
use pandas_datetimestruct instead of date_info
jbrockmendel Feb 23, 2018
b11cf47
get max_value from period_helper
jbrockmendel Feb 24, 2018
6061b3a
Merge branch 'master' of https://github.com/pandas-dev/pandas into ph…
jbrockmendel Feb 24, 2018
35e6c4d
remove redundant relation step, docstring
jbrockmendel Feb 24, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
159 changes: 44 additions & 115 deletions pandas/_libs/src/period_helper.c
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -89,14 +89,12 @@ static npy_int64 daytime_conversion_factor_matrix[7][7] = {
{0, 0, 0, 0, 0, 1, 1000},
{0, 0, 0, 0, 0, 0, 1}};

PANDAS_INLINE int max_value(int a, int b) { return a > b ? a : b; }
int max_value(int a, int b) { return a > b ? a : b; }

PANDAS_INLINE int min_value(int a, int b) { return a < b ? a : b; }

PANDAS_INLINE int get_freq_group(int freq) { return (freq / 1000) * 1000; }

PANDAS_INLINE int get_freq_group_index(int freq) { return freq / 1000; }


npy_int64 get_daytime_conversion_factor(int from_index, int to_index) {
int row = min_value(from_index, to_index);
Expand Down Expand Up @@ -227,16 +225,6 @@ static npy_int64 asfreq_DTtoB(npy_int64 ordinal, asfreq_info *af_info) {
return DtoB(&dinfo, roll_back, ordinal);
}

// all intra day calculations are now done within one function
static npy_int64 asfreq_DownsampleWithinDay(npy_int64 ordinal,
asfreq_info *af_info) {
return downsample_daytime(ordinal, af_info);
}

static npy_int64 asfreq_UpsampleWithinDay(npy_int64 ordinal,
asfreq_info *af_info) {
return upsample_daytime(ordinal, af_info);
}
//************ FROM BUSINESS ***************

static npy_int64 asfreq_BtoDT(npy_int64 ordinal, asfreq_info *af_info) {
Expand Down Expand Up @@ -288,26 +276,26 @@ static npy_int64 asfreq_WtoW(npy_int64 ordinal, asfreq_info *af_info) {
static npy_int64 asfreq_WtoB(npy_int64 ordinal, asfreq_info *af_info) {
struct date_info dinfo;
npy_int64 unix_date = asfreq_WtoDT(ordinal, af_info);

int roll_back = af_info->is_end;
dInfoCalc_SetFromAbsDate(&dinfo, unix_date);

return DtoB(&dinfo, roll_back, unix_date);
}

//************ FROM MONTHLY ***************
static void MtoD_ym(npy_int64 ordinal, int *y, int *m) {
*y = floordiv(ordinal, 12) + 1970;
*m = mod_compat(ordinal, 12) + 1;
static void MtoD_ym(npy_int64 ordinal, int *year, int *month) {
*year = floordiv(ordinal, 12) + 1970;
*month = mod_compat(ordinal, 12) + 1;
}

static npy_int64 asfreq_MtoDT(npy_int64 ordinal, asfreq_info *af_info) {
npy_int64 unix_date;
int y, m;
int year, month;

ordinal += af_info->is_end;
MtoD_ym(ordinal, &y, &m);
unix_date = unix_date_from_ymd(y, m, 1);
MtoD_ym(ordinal, &year, &month);

unix_date = unix_date_from_ymd(year, month, 1);
unix_date -= af_info->is_end;
return upsample_daytime(unix_date, af_info);
}
Expand All @@ -327,38 +315,37 @@ static npy_int64 asfreq_MtoW(npy_int64 ordinal, asfreq_info *af_info) {
static npy_int64 asfreq_MtoB(npy_int64 ordinal, asfreq_info *af_info) {
struct date_info dinfo;
npy_int64 unix_date = asfreq_MtoDT(ordinal, af_info);
int roll_back = af_info->is_end;

int roll_back = af_info->is_end;
dInfoCalc_SetFromAbsDate(&dinfo, unix_date);

return DtoB(&dinfo, roll_back, unix_date);
}

//************ FROM QUARTERLY ***************

static void QtoD_ym(npy_int64 ordinal, int *y, int *m, asfreq_info *af_info) {
*y = floordiv(ordinal, 4) + 1970;
*m = mod_compat(ordinal, 4) * 3 + 1;
static void QtoD_ym(npy_int64 ordinal, int *year, int *month,
asfreq_info *af_info) {
*year = floordiv(ordinal, 4) + 1970;
*month = mod_compat(ordinal, 4) * 3 + 1;

if (af_info->from_q_year_end != 12) {
*m += af_info->from_q_year_end;
if (*m > 12) {
*m -= 12;
*month += af_info->from_q_year_end;
if (*month > 12) {
*month -= 12;
} else {
*y -= 1;
*year -= 1;
}
}
}

static npy_int64 asfreq_QtoDT(npy_int64 ordinal, asfreq_info *af_info) {
npy_int64 unix_date;
int y, m;
int year, month;

ordinal += af_info->is_end;
QtoD_ym(ordinal, &y, &m, af_info);

unix_date = unix_date_from_ymd(y, m, 1);
QtoD_ym(ordinal, &year, &month, af_info);

unix_date = unix_date_from_ymd(year, month, 1);
unix_date -= af_info->is_end;
return upsample_daytime(unix_date, af_info);
}
Expand All @@ -382,29 +369,39 @@ static npy_int64 asfreq_QtoW(npy_int64 ordinal, asfreq_info *af_info) {
static npy_int64 asfreq_QtoB(npy_int64 ordinal, asfreq_info *af_info) {
struct date_info dinfo;
npy_int64 unix_date = asfreq_QtoDT(ordinal, af_info);
int roll_back = af_info->is_end;

int roll_back = af_info->is_end;
dInfoCalc_SetFromAbsDate(&dinfo, unix_date);

return DtoB(&dinfo, roll_back, unix_date);
}

//************ FROM ANNUAL ***************

static npy_int64 asfreq_AtoDT(npy_int64 ordinal, asfreq_info *af_info) {
npy_int64 unix_date;
static void AtoD_ym(npy_int64 ordinal, int *year, int *month,
asfreq_info *af_info) {
*year = ordinal + 1970;
*month = 1;

// start from 1970
npy_int64 year = ordinal + 1970;

int month = (af_info->from_a_year_end % 12) + 1;
if (af_info->from_a_year_end != 12) {
year -= 1;
*month += af_info->from_a_year_end;
if (*month > 12) {
// This case is never reached, but is kept for symmetry
// with QtoD_ym
*month -= 12;
} else {
*year -= 1;
}
}
}

year += af_info->is_end;
unix_date = unix_date_from_ymd(year, month, 1);
static npy_int64 asfreq_AtoDT(npy_int64 ordinal, asfreq_info *af_info) {
npy_int64 unix_date;
int year, month;

ordinal += af_info->is_end;
AtoD_ym(ordinal, &year, &month, af_info);

unix_date = unix_date_from_ymd(year, month, 1);
unix_date -= af_info->is_end;
return upsample_daytime(unix_date, af_info);
}
Expand All @@ -428,9 +425,9 @@ static npy_int64 asfreq_AtoW(npy_int64 ordinal, asfreq_info *af_info) {
static npy_int64 asfreq_AtoB(npy_int64 ordinal, asfreq_info *af_info) {
struct date_info dinfo;
npy_int64 unix_date = asfreq_AtoDT(ordinal, af_info);

int roll_back = af_info->is_end;
dInfoCalc_SetFromAbsDate(&dinfo, unix_date);

return DtoB(&dinfo, roll_back, unix_date);
}

Expand All @@ -443,57 +440,6 @@ static npy_int64 no_op(npy_int64 ordinal, asfreq_info *af_info) {

// end of frequency specific conversion routines

static int calc_a_year_end(int freq, int group) {
int result = (freq - group) % 12;
if (result == 0) {
return 12;
} else {
return result;
}
}

static int calc_week_end(int freq, int group) { return freq - group; }

void get_asfreq_info(int fromFreq, int toFreq, char relation,
asfreq_info *af_info) {
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);

if (relation == 'E') {
af_info->is_end = 1;
} else {
af_info->is_end = 0;
}

af_info->intraday_conversion_factor = get_daytime_conversion_factor(
get_freq_group_index(max_value(fromGroup, FR_DAY)),
get_freq_group_index(max_value(toGroup, FR_DAY)));

switch (fromGroup) {
case FR_WK:
af_info->from_week_end = calc_week_end(fromFreq, fromGroup);
break;
case FR_ANN:
af_info->from_a_year_end = calc_a_year_end(fromFreq, fromGroup);
break;
case FR_QTR:
af_info->from_q_year_end = calc_a_year_end(fromFreq, fromGroup);
break;
}

switch (toGroup) {
case FR_WK:
af_info->to_week_end = calc_week_end(toFreq, toGroup);
break;
case FR_ANN:
af_info->to_a_year_end = calc_a_year_end(toFreq, toGroup);
break;
case FR_QTR:
af_info->to_q_year_end = calc_a_year_end(toFreq, toGroup);
break;
}
}

freq_conv_func get_asfreq_func(int fromFreq, int toFreq) {
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);
Expand Down Expand Up @@ -650,9 +596,9 @@ freq_conv_func get_asfreq_func(int fromFreq, int toFreq) {
case FR_US:
case FR_NS:
if (fromGroup > toGroup) {
return &asfreq_DownsampleWithinDay;
return &downsample_daytime;
} else {
return &asfreq_UpsampleWithinDay;
return &upsample_daytime;
}
default:
return &nofunc;
Expand All @@ -662,20 +608,3 @@ freq_conv_func get_asfreq_func(int fromFreq, int toFreq) {
return &nofunc;
}
}

/* ------------------------------------------------------------------
* New pandas API-helper code, to expose to cython
* ------------------------------------------------------------------*/

npy_int64 asfreq(npy_int64 period_ordinal, int freq1, int freq2,
char relation) {
npy_int64 val;
freq_conv_func func;
asfreq_info finfo;

func = get_asfreq_func(freq1, freq2);

get_asfreq_info(freq1, freq2, relation, &finfo);
val = (*func)(period_ordinal, &finfo);
return val;
}
5 changes: 1 addition & 4 deletions pandas/_libs/src/period_helper.h
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -108,12 +108,9 @@ typedef npy_int64 (*freq_conv_func)(npy_int64, asfreq_info *af_info);
* new pandas API helper functions here
*/

npy_int64 asfreq(npy_int64 period_ordinal, int freq1, int freq2, char relation);

freq_conv_func get_asfreq_func(int fromFreq, int toFreq);
void get_asfreq_info(int fromFreq, int toFreq, char relation,
asfreq_info *af_info);

npy_int64 get_daytime_conversion_factor(int from_index, int to_index);
int max_value(int a, int b);
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

really? ok, need to fix this up later. too much duplicated floating around, but I guess when this is fully cythonized can remove this.


#endif // PANDAS__LIBS_SRC_PERIOD_HELPER_H_
Loading