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PERF: normalize_i8_timestamps #34672

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Jun 9, 2020
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PERF: normalize_i8_timestamps #34672

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35 changes: 15 additions & 20 deletions pandas/_libs/tslibs/conversion.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -785,7 +785,6 @@ cpdef ndarray[int64_t] normalize_i8_timestamps(const int64_t[:] stamps, tzinfo t
int64_t[:] deltas
str typ
Py_ssize_t[:] pos
npy_datetimestruct dts
int64_t delta, local_val

if tz is None or is_utc(tz):
Expand All @@ -795,16 +794,14 @@ cpdef ndarray[int64_t] normalize_i8_timestamps(const int64_t[:] stamps, tzinfo t
result[i] = NPY_NAT
continue
local_val = stamps[i]
dt64_to_dtstruct(local_val, &dts)
result[i] = _normalized_stamp(&dts)
result[i] = _normalize_i8_stamp(local_val)
elif is_tzlocal(tz):
for i in range(n):
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
local_val = tz_convert_utc_to_tzlocal(stamps[i], tz)
dt64_to_dtstruct(local_val, &dts)
result[i] = _normalized_stamp(&dts)
result[i] = _normalize_i8_stamp(local_val)
else:
# Adjust datetime64 timestamp, recompute datetimestruct
trans, deltas, typ = get_dst_info(tz)
Expand All @@ -816,38 +813,36 @@ cpdef ndarray[int64_t] normalize_i8_timestamps(const int64_t[:] stamps, tzinfo t
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
dt64_to_dtstruct(stamps[i] + delta, &dts)
result[i] = _normalized_stamp(&dts)
local_val = stamps[i] + delta
result[i] = _normalize_i8_stamp(local_val)
else:
pos = trans.searchsorted(stamps, side='right') - 1
for i in range(n):
if stamps[i] == NPY_NAT:
result[i] = NPY_NAT
continue
dt64_to_dtstruct(stamps[i] + deltas[pos[i]], &dts)
result[i] = _normalized_stamp(&dts)
local_val = stamps[i] + deltas[pos[i]]
result[i] = _normalize_i8_stamp(local_val)

return result.base # `.base` to access underlying ndarray


cdef inline int64_t _normalized_stamp(npy_datetimestruct *dts) nogil:
@cython.cdivision
cdef inline int64_t _normalize_i8_stamp(int64_t local_val) nogil:
"""
Normalize the given datetimestruct to midnight, then convert to int64_t.
Round the localized nanosecond timestamp down to the previous midnight.

Parameters
----------
*dts : pointer to npy_datetimestruct
local_val : int64_t

Returns
-------
stamp : int64
"""
dts.hour = 0
dts.min = 0
dts.sec = 0
dts.us = 0
dts.ps = 0
return dtstruct_to_dt64(dts)
int64_t
"""
cdef:
int64_t day_nanos = 24 * 3600 * 1_000_000_000
return local_val - (local_val % day_nanos)


@cython.wraparound(False)
Expand Down