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Use pandas_datetimestruct instead of date_info #19874

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Merged
merged 6 commits into from
Feb 25, 2018
Merged

Use pandas_datetimestruct instead of date_info #19874

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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
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159 changes: 44 additions & 115 deletions pandas/_libs/src/period_helper.c
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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
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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);
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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_
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