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series.py
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"""
Data structures for sparse float data. Life is made simpler by dealing only
with float64 data
"""
# pylint: disable=E1101,E1103,W0231
from numpy import nan, ndarray
import numpy as np
import operator
from pandas.core.common import isnull, _values_from_object, _maybe_match_name
from pandas.core.index import Index, _ensure_index
from pandas.core.series import Series
from pandas.core.frame import DataFrame
from pandas.core.internals import SingleBlockManager
from pandas.core import generic
import pandas.core.common as com
import pandas.core.ops as ops
import pandas.core.datetools as datetools
import pandas.index as _index
from pandas import compat
from pandas.sparse.array import (make_sparse, _sparse_array_op, SparseArray)
from pandas._sparse import BlockIndex, IntIndex
import pandas._sparse as splib
from pandas.util.decorators import Appender
#------------------------------------------------------------------------------
# Wrapper function for Series arithmetic methods
def _arith_method(op, name, str_rep=None, default_axis=None, fill_zeros=None,
**eval_kwargs):
"""
Wrapper function for Series arithmetic operations, to avoid
code duplication.
str_rep, default_axis, fill_zeros and eval_kwargs are not used, but are present
for compatibility.
"""
def wrapper(self, other):
if isinstance(other, Series):
if not isinstance(other, SparseSeries):
other = other.to_sparse(fill_value=self.fill_value)
return _sparse_series_op(self, other, op, name)
elif isinstance(other, DataFrame):
return NotImplemented
elif np.isscalar(other):
if isnull(other) or isnull(self.fill_value):
new_fill_value = np.nan
else:
new_fill_value = op(np.float64(self.fill_value),
np.float64(other))
return SparseSeries(op(self.sp_values, other),
index=self.index,
sparse_index=self.sp_index,
fill_value=new_fill_value,
name=self.name)
else: # pragma: no cover
raise TypeError('operation with %s not supported' % type(other))
wrapper.__name__ = name
if name.startswith("__"):
# strip special method names, e.g. `__add__` needs to be `add` when passed
# to _sparse_series_op
name = name[2:-2]
return wrapper
def _sparse_series_op(left, right, op, name):
left, right = left.align(right, join='outer', copy=False)
new_index = left.index
new_name = _maybe_match_name(left, right)
result = _sparse_array_op(left, right, op, name)
return SparseSeries(result, index=new_index, name=new_name)
class SparseSeries(Series):
"""Data structure for labeled, sparse floating point data
Parameters
----------
data : {array-like, Series, SparseSeries, dict}
kind : {'block', 'integer'}
fill_value : float
Defaults to NaN (code for missing)
sparse_index : {BlockIndex, IntIndex}, optional
Only if you have one. Mainly used internally
Notes
-----
SparseSeries objects are immutable via the typical Python means. If you
must change values, convert to dense, make your changes, then convert back
to sparse
"""
_subtyp = 'sparse_series'
def __init__(self, data, index=None, sparse_index=None, kind='block',
fill_value=None, name=None, dtype=None, copy=False,
fastpath=False):
# we are called internally, so short-circuit
if fastpath:
# data is an ndarray, index is defined
data = SingleBlockManager(data, index, fastpath=True)
if copy:
data = data.copy()
else:
is_sparse_array = isinstance(data, SparseArray)
if fill_value is None:
if is_sparse_array:
fill_value = data.fill_value
else:
fill_value = nan
if is_sparse_array:
if isinstance(data, SparseSeries) and index is None:
index = data.index.view()
elif index is not None:
assert(len(index) == len(data))
sparse_index = data.sp_index
data = np.asarray(data)
elif isinstance(data, SparseSeries):
if index is None:
index = data.index.view()
# extract the SingleBlockManager
data = data._data
elif isinstance(data, (Series, dict)):
if index is None:
index = data.index.view()
data = Series(data)
data, sparse_index = make_sparse(data, kind=kind,
fill_value=fill_value)
elif isinstance(data, (tuple, list, np.ndarray)):
# array-like
if sparse_index is None:
data, sparse_index = make_sparse(data, kind=kind,
fill_value=fill_value)
else:
assert(len(data) == sparse_index.npoints)
elif isinstance(data, SingleBlockManager):
if dtype is not None:
data = data.astype(dtype)
if index is None:
index = data.index.view()
else:
data = data.reindex(index, copy=False)
else:
length = len(index)
if data == fill_value or (isnull(data)
and isnull(fill_value)):
if kind == 'block':
sparse_index = BlockIndex(length, [], [])
else:
sparse_index = IntIndex(length, [])
data = np.array([])
else:
if kind == 'block':
locs, lens = ([0], [length]) if length else ([], [])
sparse_index = BlockIndex(length, locs, lens)
else:
sparse_index = IntIndex(length, index)
v = data
data = np.empty(length)
data.fill(v)
if index is None:
index = com._default_index(sparse_index.length)
index = _ensure_index(index)
# create/copy the manager
if isinstance(data, SingleBlockManager):
if copy:
data = data.copy()
else:
# create a sparse array
if not isinstance(data, SparseArray):
data = SparseArray(
data, sparse_index=sparse_index, fill_value=fill_value, dtype=dtype, copy=copy)
data = SingleBlockManager(data, index)
generic.NDFrame.__init__(self, data)
self.index = index
self.name = name
@property
def values(self):
""" return the array """
return self._data._values
def __array__(self, result=None):
""" the array interface, return my values """
return self._data._values
def get_values(self):
""" same as values """
return self._data._values.to_dense().view()
@property
def block(self):
return self._data._block
@property
def fill_value(self):
return self.block.fill_value
@fill_value.setter
def fill_value(self, v):
self.block.fill_value = v
@property
def sp_index(self):
return self.block.sp_index
@property
def sp_values(self):
return self.values.sp_values
@property
def npoints(self):
return self.sp_index.npoints
@classmethod
def from_array(cls, arr, index=None, name=None, copy=False, fill_value=None, fastpath=False):
"""
Simplified alternate constructor
"""
return cls(arr, index=index, name=name, copy=copy, fill_value=fill_value, fastpath=fastpath)
@property
def _constructor(self):
return SparseSeries
@property
def kind(self):
if isinstance(self.sp_index, BlockIndex):
return 'block'
elif isinstance(self.sp_index, IntIndex):
return 'integer'
def as_sparse_array(self, kind=None, fill_value=None, copy=False):
""" return my self as a sparse array, do not copy by default """
if fill_value is None:
fill_value = self.fill_value
if kind is None:
kind = self.kind
return SparseArray(self.values,
sparse_index=self.sp_index,
fill_value=fill_value,
kind=kind,
copy=copy)
def __len__(self):
return len(self.block)
def __unicode__(self):
# currently, unicode is same as repr...fixes infinite loop
series_rep = Series.__unicode__(self)
rep = '%s\n%s' % (series_rep, repr(self.sp_index))
return rep
def __array_wrap__(self, result):
"""
Gets called prior to a ufunc (and after)
"""
return self._constructor(result,
index=self.index,
sparse_index=self.sp_index,
fill_value=self.fill_value,
copy=False).__finalize__(self)
def __array_finalize__(self, obj):
"""
Gets called after any ufunc or other array operations, necessary
to pass on the index.
"""
self.name = getattr(obj, 'name', None)
self.fill_value = getattr(obj, 'fill_value', None)
def _reduce(self, op, name, axis=0, skipna=True, numeric_only=None,
filter_type=None, **kwds):
""" perform a reduction operation """
return op(self.get_values(), skipna=skipna, **kwds)
def __getstate__(self):
# pickling
return dict(_typ=self._typ,
_subtyp=self._subtyp,
_data=self._data,
fill_value=self.fill_value,
name=self.name)
def _unpickle_series_compat(self, state):
nd_state, own_state = state
# recreate the ndarray
data = np.empty(nd_state[1], dtype=nd_state[2])
np.ndarray.__setstate__(data, nd_state)
index, fill_value, sp_index = own_state[:3]
name = None
if len(own_state) > 3:
name = own_state[3]
# create a sparse array
if not isinstance(data, SparseArray):
data = SparseArray(
data, sparse_index=sp_index, fill_value=fill_value, copy=False)
# recreate
data = SingleBlockManager(data, index, fastpath=True)
generic.NDFrame.__init__(self, data)
self._set_axis(0, index)
self.name = name
def __iter__(self):
""" forward to the array """
return iter(self.values)
def _set_subtyp(self, is_all_dates):
if is_all_dates:
object.__setattr__(self, '_subtyp', 'sparse_time_series')
else:
object.__setattr__(self, '_subtyp', 'sparse_series')
def _get_val_at(self, loc):
""" forward to the array """
return self.block.values._get_val_at(loc)
def __getitem__(self, key):
"""
"""
try:
return self._get_val_at(self.index.get_loc(key))
except KeyError:
if isinstance(key, (int, np.integer)):
return self._get_val_at(key)
raise Exception('Requested index not in this series!')
except TypeError:
# Could not hash item, must be array-like?
pass
# is there a case where this would NOT be an ndarray?
# need to find an example, I took out the case for now
key = _values_from_object(key)
dataSlice = self.values[key]
new_index = Index(self.index.view(ndarray)[key])
return self._constructor(dataSlice, index=new_index).__finalize__(self)
def _set_with_engine(self, key, value):
return self.set_value(key, value)
def abs(self):
"""
Return an object with absolute value taken. Only applicable to objects
that are all numeric
Returns
-------
abs: type of caller
"""
res_sp_values = np.abs(self.sp_values)
return self._constructor(res_sp_values, index=self.index,
sparse_index=self.sp_index,
fill_value=self.fill_value)
def get(self, label, default=None):
"""
Returns value occupying requested label, default to specified
missing value if not present. Analogous to dict.get
Parameters
----------
label : object
Label value looking for
default : object, optional
Value to return if label not in index
Returns
-------
y : scalar
"""
if label in self.index:
loc = self.index.get_loc(label)
return self._get_val_at(loc)
else:
return default
def get_value(self, label, takeable=False):
"""
Retrieve single value at passed index label
Parameters
----------
index : label
takeable : interpret the index as indexers, default False
Returns
-------
value : scalar value
"""
loc = label if takeable is True else self.index.get_loc(label)
return self._get_val_at(loc)
def set_value(self, label, value, takeable=False):
"""
Quickly set single value at passed label. If label is not contained, a
new object is created with the label placed at the end of the result
index
Parameters
----------
label : object
Partial indexing with MultiIndex not allowed
value : object
Scalar value
takeable : interpret the index as indexers, default False
Notes
-----
This method *always* returns a new object. It is not particularly
efficient but is provided for API compatibility with Series
Returns
-------
series : SparseSeries
"""
values = self.to_dense()
# if the label doesn't exist, we will create a new object here
# and possibily change the index
new_values = values.set_value(label, value, takeable=takeable)
if new_values is not None:
values = new_values
new_index = values.index
values = SparseArray(
values, fill_value=self.fill_value, kind=self.kind)
self._data = SingleBlockManager(values, new_index)
self._index = new_index
def _set_values(self, key, value):
# this might be inefficient as we have to recreate the sparse array
# rather than setting individual elements, but have to convert
# the passed slice/boolean that's in dense space into a sparse indexer
# not sure how to do that!
if isinstance(key, Series):
key = key.values
values = self.values.to_dense()
values[key] = _index.convert_scalar(values, value)
values = SparseArray(
values, fill_value=self.fill_value, kind=self.kind)
self._data = SingleBlockManager(values, self.index)
def to_dense(self, sparse_only=False):
"""
Convert SparseSeries to (dense) Series
"""
if sparse_only:
int_index = self.sp_index.to_int_index()
index = self.index.take(int_index.indices)
return Series(self.sp_values, index=index, name=self.name)
else:
return Series(self.values.to_dense(), index=self.index, name=self.name)
@property
def density(self):
r = float(self.sp_index.npoints) / float(self.sp_index.length)
return r
def copy(self, deep=True):
"""
Make a copy of the SparseSeries. Only the actual sparse values need to
be copied
"""
new_data = self._data
if deep:
new_data = self._data.copy()
return self._constructor(new_data,
sparse_index=self.sp_index,
fill_value=self.fill_value).__finalize__(self)
def reindex(self, index=None, method=None, copy=True, limit=None):
"""
Conform SparseSeries to new Index
See Series.reindex docstring for general behavior
Returns
-------
reindexed : SparseSeries
"""
new_index = _ensure_index(index)
if self.index.equals(new_index):
if copy:
return self.copy()
else:
return self
return self._constructor(self._data.reindex(new_index, method=method, limit=limit, copy=copy),
index=new_index).__finalize__(self)
def sparse_reindex(self, new_index):
"""
Conform sparse values to new SparseIndex
Parameters
----------
new_index : {BlockIndex, IntIndex}
Returns
-------
reindexed : SparseSeries
"""
if not isinstance(new_index, splib.SparseIndex):
raise TypeError('new index must be a SparseIndex')
block = self.block.sparse_reindex(new_index)
new_data = SingleBlockManager(block, self.index)
return self._constructor(new_data, index=self.index,
sparse_index=new_index,
fill_value=self.fill_value).__finalize__(self)
def take(self, indices, axis=0, convert=True):
"""
Sparse-compatible version of ndarray.take
Returns
-------
taken : ndarray
"""
new_values = SparseArray.take(self.values, indices)
new_index = self.index.take(indices)
return self._constructor(new_values, index=new_index).__finalize__(self)
def cumsum(self, axis=0, dtype=None, out=None):
"""
Cumulative sum of values. Preserves locations of NaN values
Returns
-------
cumsum : Series or SparseSeries
"""
new_array = SparseArray.cumsum(self.values)
if isinstance(new_array, SparseArray):
return self._constructor(new_array, index=self.index, sparse_index=new_array.sp_index).__finalize__(self)
return Series(new_array, index=self.index).__finalize__(self)
def dropna(self, axis=0, inplace=False, **kwargs):
"""
Analogous to Series.dropna. If fill_value=NaN, returns a dense Series
"""
# TODO: make more efficient
axis = self._get_axis_number(axis or 0)
dense_valid = self.to_dense().valid()
if inplace:
raise NotImplementedError("Cannot perform inplace dropna"
" operations on a SparseSeries")
if isnull(self.fill_value):
return dense_valid
else:
dense_valid = dense_valid[dense_valid != self.fill_value]
return dense_valid.to_sparse(fill_value=self.fill_value)
def shift(self, periods, freq=None, **kwds):
"""
Analogous to Series.shift
"""
from pandas.core.datetools import _resolve_offset
offset = _resolve_offset(freq, kwds)
# no special handling of fill values yet
if not isnull(self.fill_value):
dense_shifted = self.to_dense().shift(periods, freq=freq,
**kwds)
return dense_shifted.to_sparse(fill_value=self.fill_value,
kind=self.kind)
if periods == 0:
return self.copy()
if offset is not None:
return self._constructor(self.sp_values,
sparse_index=self.sp_index,
index=self.index.shift(periods, offset),
fill_value=self.fill_value).__finalize__(self)
int_index = self.sp_index.to_int_index()
new_indices = int_index.indices + periods
start, end = new_indices.searchsorted([0, int_index.length])
new_indices = new_indices[start:end]
new_sp_index = IntIndex(len(self), new_indices)
if isinstance(self.sp_index, BlockIndex):
new_sp_index = new_sp_index.to_block_index()
return self._constructor(self.sp_values[start:end].copy(),
index=self.index,
sparse_index=new_sp_index,
fill_value=self.fill_value).__finalize__(self)
def combine_first(self, other):
"""
Combine Series values, choosing the calling Series's values
first. Result index will be the union of the two indexes
Parameters
----------
other : Series
Returns
-------
y : Series
"""
if isinstance(other, SparseSeries):
other = other.to_dense()
dense_combined = self.to_dense().combine_first(other)
return dense_combined.to_sparse(fill_value=self.fill_value)
# overwrite series methods with unaccelerated versions
ops.add_special_arithmetic_methods(SparseSeries, use_numexpr=False,
**ops.series_special_funcs)
ops.add_flex_arithmetic_methods(SparseSeries, use_numexpr=False,
**ops.series_flex_funcs)
# overwrite basic arithmetic to use SparseSeries version
# force methods to overwrite previous definitions.
ops.add_special_arithmetic_methods(SparseSeries, _arith_method,
radd_func=operator.add, comp_method=None,
bool_method=None, use_numexpr=False, force=True)
# backwards compatiblity
SparseTimeSeries = SparseSeries