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- # -*- coding: utf-8 -*-
- from datetime import date, datetime, timedelta
- import functools
- import operator
- from dateutil.easter import easter
- import numpy as np
- from pandas._libs.tslibs import (
- NaT, OutOfBoundsDatetime, Timedelta, Timestamp, ccalendar, conversion,
- delta_to_nanoseconds, frequencies as libfrequencies, normalize_date,
- offsets as liboffsets, timezones)
- from pandas._libs.tslibs.offsets import (
- ApplyTypeError, BaseOffset, _get_calendar, _is_normalized, _to_dt64,
- apply_index_wraps, as_datetime, roll_yearday, shift_month)
- import pandas.compat as compat
- from pandas.compat import range
- from pandas.errors import AbstractMethodError
- from pandas.util._decorators import cache_readonly
- from pandas.core.dtypes.generic import ABCPeriod
- from pandas.core.tools.datetimes import to_datetime
- __all__ = ['Day', 'BusinessDay', 'BDay', 'CustomBusinessDay', 'CDay',
- 'CBMonthEnd', 'CBMonthBegin',
- 'MonthBegin', 'BMonthBegin', 'MonthEnd', 'BMonthEnd',
- 'SemiMonthEnd', 'SemiMonthBegin',
- 'BusinessHour', 'CustomBusinessHour',
- 'YearBegin', 'BYearBegin', 'YearEnd', 'BYearEnd',
- 'QuarterBegin', 'BQuarterBegin', 'QuarterEnd', 'BQuarterEnd',
- 'LastWeekOfMonth', 'FY5253Quarter', 'FY5253',
- 'Week', 'WeekOfMonth', 'Easter',
- 'Hour', 'Minute', 'Second', 'Milli', 'Micro', 'Nano',
- 'DateOffset']
- # convert to/from datetime/timestamp to allow invalid Timestamp ranges to
- # pass thru
- def as_timestamp(obj):
- if isinstance(obj, Timestamp):
- return obj
- try:
- return Timestamp(obj)
- except (OutOfBoundsDatetime):
- pass
- return obj
- def apply_wraps(func):
- @functools.wraps(func)
- def wrapper(self, other):
- if other is NaT:
- return NaT
- elif isinstance(other, (timedelta, Tick, DateOffset)):
- # timedelta path
- return func(self, other)
- elif isinstance(other, (np.datetime64, datetime, date)):
- other = as_timestamp(other)
- tz = getattr(other, 'tzinfo', None)
- nano = getattr(other, 'nanosecond', 0)
- try:
- if self._adjust_dst and isinstance(other, Timestamp):
- other = other.tz_localize(None)
- result = func(self, other)
- if self._adjust_dst:
- result = conversion.localize_pydatetime(result, tz)
- result = Timestamp(result)
- if self.normalize:
- result = result.normalize()
- # nanosecond may be deleted depending on offset process
- if not self.normalize and nano != 0:
- if not isinstance(self, Nano) and result.nanosecond != nano:
- if result.tz is not None:
- # convert to UTC
- value = conversion.tz_convert_single(
- result.value, timezones.UTC, result.tz)
- else:
- value = result.value
- result = Timestamp(value + nano)
- if tz is not None and result.tzinfo is None:
- result = conversion.localize_pydatetime(result, tz)
- except OutOfBoundsDatetime:
- result = func(self, as_datetime(other))
- if self.normalize:
- # normalize_date returns normal datetime
- result = normalize_date(result)
- if tz is not None and result.tzinfo is None:
- result = conversion.localize_pydatetime(result, tz)
- return result
- return wrapper
- # ---------------------------------------------------------------------
- # DateOffset
- class DateOffset(BaseOffset):
- """
- Standard kind of date increment used for a date range.
- Works exactly like relativedelta in terms of the keyword args you
- pass in, use of the keyword n is discouraged-- you would be better
- off specifying n in the keywords you use, but regardless it is
- there for you. n is needed for DateOffset subclasses.
- DateOffets work as follows. Each offset specify a set of dates
- that conform to the DateOffset. For example, Bday defines this
- set to be the set of dates that are weekdays (M-F). To test if a
- date is in the set of a DateOffset dateOffset we can use the
- onOffset method: dateOffset.onOffset(date).
- If a date is not on a valid date, the rollback and rollforward
- methods can be used to roll the date to the nearest valid date
- before/after the date.
- DateOffsets can be created to move dates forward a given number of
- valid dates. For example, Bday(2) can be added to a date to move
- it two business days forward. If the date does not start on a
- valid date, first it is moved to a valid date. Thus pseudo code
- is:
- def __add__(date):
- date = rollback(date) # does nothing if date is valid
- return date + <n number of periods>
- When a date offset is created for a negative number of periods,
- the date is first rolled forward. The pseudo code is:
- def __add__(date):
- date = rollforward(date) # does nothing is date is valid
- return date + <n number of periods>
- Zero presents a problem. Should it roll forward or back? We
- arbitrarily have it rollforward:
- date + BDay(0) == BDay.rollforward(date)
- Since 0 is a bit weird, we suggest avoiding its use.
- Parameters
- ----------
- n : int, default 1
- The number of time periods the offset represents.
- normalize : bool, default False
- Whether to round the result of a DateOffset addition down to the
- previous midnight.
- **kwds
- Temporal parameter that add to or replace the offset value.
- Parameters that **add** to the offset (like Timedelta):
- - years
- - months
- - weeks
- - days
- - hours
- - minutes
- - seconds
- - microseconds
- - nanoseconds
- Parameters that **replace** the offset value:
- - year
- - month
- - day
- - weekday
- - hour
- - minute
- - second
- - microsecond
- - nanosecond
- See Also
- --------
- dateutil.relativedelta.relativedelta
- Examples
- --------
- >>> ts = pd.Timestamp('2017-01-01 09:10:11')
- >>> ts + DateOffset(months=3)
- Timestamp('2017-04-01 09:10:11')
- >>> ts = pd.Timestamp('2017-01-01 09:10:11')
- >>> ts + DateOffset(month=3)
- Timestamp('2017-03-01 09:10:11')
- """
- _params = cache_readonly(BaseOffset._params.fget)
- _use_relativedelta = False
- _adjust_dst = False
- _attributes = frozenset(['n', 'normalize'] +
- list(liboffsets.relativedelta_kwds))
- # default for prior pickles
- normalize = False
- def __init__(self, n=1, normalize=False, **kwds):
- BaseOffset.__init__(self, n, normalize)
- off, use_rd = liboffsets._determine_offset(kwds)
- object.__setattr__(self, "_offset", off)
- object.__setattr__(self, "_use_relativedelta", use_rd)
- for key in kwds:
- val = kwds[key]
- object.__setattr__(self, key, val)
- @apply_wraps
- def apply(self, other):
- if self._use_relativedelta:
- other = as_datetime(other)
- if len(self.kwds) > 0:
- tzinfo = getattr(other, 'tzinfo', None)
- if tzinfo is not None and self._use_relativedelta:
- # perform calculation in UTC
- other = other.replace(tzinfo=None)
- if self.n > 0:
- for i in range(self.n):
- other = other + self._offset
- else:
- for i in range(-self.n):
- other = other - self._offset
- if tzinfo is not None and self._use_relativedelta:
- # bring tz back from UTC calculation
- other = conversion.localize_pydatetime(other, tzinfo)
- return as_timestamp(other)
- else:
- return other + timedelta(self.n)
- @apply_index_wraps
- def apply_index(self, i):
- """
- Vectorized apply of DateOffset to DatetimeIndex,
- raises NotImplentedError for offsets without a
- vectorized implementation.
- Parameters
- ----------
- i : DatetimeIndex
- Returns
- -------
- y : DatetimeIndex
- """
- if type(self) is not DateOffset:
- raise NotImplementedError("DateOffset subclass {name} "
- "does not have a vectorized "
- "implementation".format(
- name=self.__class__.__name__))
- kwds = self.kwds
- relativedelta_fast = {'years', 'months', 'weeks', 'days', 'hours',
- 'minutes', 'seconds', 'microseconds'}
- # relativedelta/_offset path only valid for base DateOffset
- if (self._use_relativedelta and
- set(kwds).issubset(relativedelta_fast)):
- months = ((kwds.get('years', 0) * 12 +
- kwds.get('months', 0)) * self.n)
- if months:
- shifted = liboffsets.shift_months(i.asi8, months)
- i = type(i)(shifted, freq=i.freq, dtype=i.dtype)
- weeks = (kwds.get('weeks', 0)) * self.n
- if weeks:
- # integer addition on PeriodIndex is deprecated,
- # so we directly use _time_shift instead
- asper = i.to_period('W')
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._time_shift(weeks)
- i = shifted.to_timestamp() + i.to_perioddelta('W')
- timedelta_kwds = {k: v for k, v in kwds.items()
- if k in ['days', 'hours', 'minutes',
- 'seconds', 'microseconds']}
- if timedelta_kwds:
- delta = Timedelta(**timedelta_kwds)
- i = i + (self.n * delta)
- return i
- elif not self._use_relativedelta and hasattr(self, '_offset'):
- # timedelta
- return i + (self._offset * self.n)
- else:
- # relativedelta with other keywords
- kwd = set(kwds) - relativedelta_fast
- raise NotImplementedError("DateOffset with relativedelta "
- "keyword(s) {kwd} not able to be "
- "applied vectorized".format(kwd=kwd))
- def isAnchored(self):
- # TODO: Does this make sense for the general case? It would help
- # if there were a canonical docstring for what isAnchored means.
- return (self.n == 1)
- # TODO: Combine this with BusinessMixin version by defining a whitelisted
- # set of attributes on each object rather than the existing behavior of
- # iterating over internal ``__dict__``
- def _repr_attrs(self):
- exclude = {'n', 'inc', 'normalize'}
- attrs = []
- for attr in sorted(self.__dict__):
- if attr.startswith('_') or attr == 'kwds':
- continue
- elif attr not in exclude:
- value = getattr(self, attr)
- attrs.append('{attr}={value}'.format(attr=attr, value=value))
- out = ''
- if attrs:
- out += ': ' + ', '.join(attrs)
- return out
- @property
- def name(self):
- return self.rule_code
- def rollback(self, dt):
- """
- Roll provided date backward to next offset only if not on offset.
- """
- dt = as_timestamp(dt)
- if not self.onOffset(dt):
- dt = dt - self.__class__(1, normalize=self.normalize, **self.kwds)
- return dt
- def rollforward(self, dt):
- """
- Roll provided date forward to next offset only if not on offset.
- """
- dt = as_timestamp(dt)
- if not self.onOffset(dt):
- dt = dt + self.__class__(1, normalize=self.normalize, **self.kwds)
- return dt
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- # XXX, see #1395
- if type(self) == DateOffset or isinstance(self, Tick):
- return True
- # Default (slow) method for determining if some date is a member of the
- # date range generated by this offset. Subclasses may have this
- # re-implemented in a nicer way.
- a = dt
- b = ((dt + self) - self)
- return a == b
- # way to get around weirdness with rule_code
- @property
- def _prefix(self):
- raise NotImplementedError('Prefix not defined')
- @property
- def rule_code(self):
- return self._prefix
- @cache_readonly
- def freqstr(self):
- try:
- code = self.rule_code
- except NotImplementedError:
- return repr(self)
- if self.n != 1:
- fstr = '{n}{code}'.format(n=self.n, code=code)
- else:
- fstr = code
- try:
- if self._offset:
- fstr += self._offset_str()
- except AttributeError:
- # TODO: standardize `_offset` vs `offset` naming convention
- pass
- return fstr
- def _offset_str(self):
- return ''
- @property
- def nanos(self):
- raise ValueError("{name} is a non-fixed frequency".format(name=self))
- class SingleConstructorOffset(DateOffset):
- @classmethod
- def _from_name(cls, suffix=None):
- # default _from_name calls cls with no args
- if suffix:
- raise ValueError("Bad freq suffix {suffix}".format(suffix=suffix))
- return cls()
- class _CustomMixin(object):
- """
- Mixin for classes that define and validate calendar, holidays,
- and weekdays attributes.
- """
- def __init__(self, weekmask, holidays, calendar):
- calendar, holidays = _get_calendar(weekmask=weekmask,
- holidays=holidays,
- calendar=calendar)
- # Custom offset instances are identified by the
- # following two attributes. See DateOffset._params()
- # holidays, weekmask
- object.__setattr__(self, "weekmask", weekmask)
- object.__setattr__(self, "holidays", holidays)
- object.__setattr__(self, "calendar", calendar)
- class BusinessMixin(object):
- """
- Mixin to business types to provide related functions.
- """
- @property
- def offset(self):
- """
- Alias for self._offset.
- """
- # Alias for backward compat
- return self._offset
- def _repr_attrs(self):
- if self.offset:
- attrs = ['offset={offset!r}'.format(offset=self.offset)]
- else:
- attrs = None
- out = ''
- if attrs:
- out += ': ' + ', '.join(attrs)
- return out
- class BusinessDay(BusinessMixin, SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n business days.
- """
- _prefix = 'B'
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize', 'offset'])
- def __init__(self, n=1, normalize=False, offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- def _offset_str(self):
- def get_str(td):
- off_str = ''
- if td.days > 0:
- off_str += str(td.days) + 'D'
- if td.seconds > 0:
- s = td.seconds
- hrs = int(s / 3600)
- if hrs != 0:
- off_str += str(hrs) + 'H'
- s -= hrs * 3600
- mts = int(s / 60)
- if mts != 0:
- off_str += str(mts) + 'Min'
- s -= mts * 60
- if s != 0:
- off_str += str(s) + 's'
- if td.microseconds > 0:
- off_str += str(td.microseconds) + 'us'
- return off_str
- if isinstance(self.offset, timedelta):
- zero = timedelta(0, 0, 0)
- if self.offset >= zero:
- off_str = '+' + get_str(self.offset)
- else:
- off_str = '-' + get_str(-self.offset)
- return off_str
- else:
- return '+' + repr(self.offset)
- @apply_wraps
- def apply(self, other):
- if isinstance(other, datetime):
- n = self.n
- wday = other.weekday()
- # avoid slowness below by operating on weeks first
- weeks = n // 5
- if n <= 0 and wday > 4:
- # roll forward
- n += 1
- n -= 5 * weeks
- # n is always >= 0 at this point
- if n == 0 and wday > 4:
- # roll back
- days = 4 - wday
- elif wday > 4:
- # roll forward
- days = (7 - wday) + (n - 1)
- elif wday + n <= 4:
- # shift by n days without leaving the current week
- days = n
- else:
- # shift by n days plus 2 to get past the weekend
- days = n + 2
- result = other + timedelta(days=7 * weeks + days)
- if self.offset:
- result = result + self.offset
- return result
- elif isinstance(other, (timedelta, Tick)):
- return BDay(self.n, offset=self.offset + other,
- normalize=self.normalize)
- else:
- raise ApplyTypeError('Only know how to combine business day with '
- 'datetime or timedelta.')
- @apply_index_wraps
- def apply_index(self, i):
- time = i.to_perioddelta('D')
- # to_period rolls forward to next BDay; track and
- # reduce n where it does when rolling forward
- asper = i.to_period('B')
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- if self.n > 0:
- shifted = (i.to_perioddelta('B') - time).asi8 != 0
- # Integer-array addition is deprecated, so we use
- # _time_shift directly
- roll = np.where(shifted, self.n - 1, self.n)
- shifted = asper._addsub_int_array(roll, operator.add)
- else:
- # Integer addition is deprecated, so we use _time_shift directly
- roll = self.n
- shifted = asper._time_shift(roll)
- result = shifted.to_timestamp() + time
- return result
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.weekday() < 5
- class BusinessHourMixin(BusinessMixin):
- def __init__(self, start='09:00', end='17:00', offset=timedelta(0)):
- # must be validated here to equality check
- start = liboffsets._validate_business_time(start)
- object.__setattr__(self, "start", start)
- end = liboffsets._validate_business_time(end)
- object.__setattr__(self, "end", end)
- object.__setattr__(self, "_offset", offset)
- @cache_readonly
- def next_bday(self):
- """
- Used for moving to next business day.
- """
- if self.n >= 0:
- nb_offset = 1
- else:
- nb_offset = -1
- if self._prefix.startswith('C'):
- # CustomBusinessHour
- return CustomBusinessDay(n=nb_offset,
- weekmask=self.weekmask,
- holidays=self.holidays,
- calendar=self.calendar)
- else:
- return BusinessDay(n=nb_offset)
- @cache_readonly
- def _get_daytime_flag(self):
- if self.start == self.end:
- raise ValueError('start and end must not be the same')
- elif self.start < self.end:
- return True
- else:
- return False
- def _next_opening_time(self, other):
- """
- If n is positive, return tomorrow's business day opening time.
- Otherwise yesterday's business day's opening time.
- Opening time always locates on BusinessDay.
- Otherwise, closing time may not if business hour extends over midnight.
- """
- if not self.next_bday.onOffset(other):
- other = other + self.next_bday
- else:
- if self.n >= 0 and self.start < other.time():
- other = other + self.next_bday
- elif self.n < 0 and other.time() < self.start:
- other = other + self.next_bday
- return datetime(other.year, other.month, other.day,
- self.start.hour, self.start.minute)
- def _prev_opening_time(self, other):
- """
- If n is positive, return yesterday's business day opening time.
- Otherwise yesterday business day's opening time.
- """
- if not self.next_bday.onOffset(other):
- other = other - self.next_bday
- else:
- if self.n >= 0 and other.time() < self.start:
- other = other - self.next_bday
- elif self.n < 0 and other.time() > self.start:
- other = other - self.next_bday
- return datetime(other.year, other.month, other.day,
- self.start.hour, self.start.minute)
- @cache_readonly
- def _get_business_hours_by_sec(self):
- """
- Return business hours in a day by seconds.
- """
- if self._get_daytime_flag:
- # create dummy datetime to calculate businesshours in a day
- dtstart = datetime(2014, 4, 1, self.start.hour, self.start.minute)
- until = datetime(2014, 4, 1, self.end.hour, self.end.minute)
- return (until - dtstart).total_seconds()
- else:
- dtstart = datetime(2014, 4, 1, self.start.hour, self.start.minute)
- until = datetime(2014, 4, 2, self.end.hour, self.end.minute)
- return (until - dtstart).total_seconds()
- @apply_wraps
- def rollback(self, dt):
- """
- Roll provided date backward to next offset only if not on offset.
- """
- if not self.onOffset(dt):
- businesshours = self._get_business_hours_by_sec
- if self.n >= 0:
- dt = self._prev_opening_time(
- dt) + timedelta(seconds=businesshours)
- else:
- dt = self._next_opening_time(
- dt) + timedelta(seconds=businesshours)
- return dt
- @apply_wraps
- def rollforward(self, dt):
- """
- Roll provided date forward to next offset only if not on offset.
- """
- if not self.onOffset(dt):
- if self.n >= 0:
- return self._next_opening_time(dt)
- else:
- return self._prev_opening_time(dt)
- return dt
- @apply_wraps
- def apply(self, other):
- daytime = self._get_daytime_flag
- businesshours = self._get_business_hours_by_sec
- bhdelta = timedelta(seconds=businesshours)
- if isinstance(other, datetime):
- # used for detecting edge condition
- nanosecond = getattr(other, 'nanosecond', 0)
- # reset timezone and nanosecond
- # other may be a Timestamp, thus not use replace
- other = datetime(other.year, other.month, other.day,
- other.hour, other.minute,
- other.second, other.microsecond)
- n = self.n
- if n >= 0:
- if (other.time() == self.end or
- not self._onOffset(other, businesshours)):
- other = self._next_opening_time(other)
- else:
- if other.time() == self.start:
- # adjustment to move to previous business day
- other = other - timedelta(seconds=1)
- if not self._onOffset(other, businesshours):
- other = self._next_opening_time(other)
- other = other + bhdelta
- bd, r = divmod(abs(n * 60), businesshours // 60)
- if n < 0:
- bd, r = -bd, -r
- if bd != 0:
- skip_bd = BusinessDay(n=bd)
- # midnight business hour may not on BusinessDay
- if not self.next_bday.onOffset(other):
- remain = other - self._prev_opening_time(other)
- other = self._next_opening_time(other + skip_bd) + remain
- else:
- other = other + skip_bd
- hours, minutes = divmod(r, 60)
- result = other + timedelta(hours=hours, minutes=minutes)
- # because of previous adjustment, time will be larger than start
- if ((daytime and (result.time() < self.start or
- self.end < result.time())) or
- not daytime and (self.end < result.time() < self.start)):
- if n >= 0:
- bday_edge = self._prev_opening_time(other)
- bday_edge = bday_edge + bhdelta
- # calculate remainder
- bday_remain = result - bday_edge
- result = self._next_opening_time(other)
- result += bday_remain
- else:
- bday_edge = self._next_opening_time(other)
- bday_remain = result - bday_edge
- result = self._next_opening_time(result) + bhdelta
- result += bday_remain
- # edge handling
- if n >= 0:
- if result.time() == self.end:
- result = self._next_opening_time(result)
- else:
- if result.time() == self.start and nanosecond == 0:
- # adjustment to move to previous business day
- result = self._next_opening_time(
- result - timedelta(seconds=1)) + bhdelta
- return result
- else:
- # TODO: Figure out the end of this sente
- raise ApplyTypeError(
- 'Only know how to combine business hour with ')
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- if dt.tzinfo is not None:
- dt = datetime(dt.year, dt.month, dt.day, dt.hour,
- dt.minute, dt.second, dt.microsecond)
- # Valid BH can be on the different BusinessDay during midnight
- # Distinguish by the time spent from previous opening time
- businesshours = self._get_business_hours_by_sec
- return self._onOffset(dt, businesshours)
- def _onOffset(self, dt, businesshours):
- """
- Slight speedups using calculated values.
- """
- # if self.normalize and not _is_normalized(dt):
- # return False
- # Valid BH can be on the different BusinessDay during midnight
- # Distinguish by the time spent from previous opening time
- if self.n >= 0:
- op = self._prev_opening_time(dt)
- else:
- op = self._next_opening_time(dt)
- span = (dt - op).total_seconds()
- if span <= businesshours:
- return True
- else:
- return False
- def _repr_attrs(self):
- out = super(BusinessHourMixin, self)._repr_attrs()
- start = self.start.strftime('%H:%M')
- end = self.end.strftime('%H:%M')
- attrs = ['{prefix}={start}-{end}'.format(prefix=self._prefix,
- start=start, end=end)]
- out += ': ' + ', '.join(attrs)
- return out
- class BusinessHour(BusinessHourMixin, SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n business days.
- .. versionadded:: 0.16.1
- """
- _prefix = 'BH'
- _anchor = 0
- _attributes = frozenset(['n', 'normalize', 'start', 'end', 'offset'])
- def __init__(self, n=1, normalize=False, start='09:00',
- end='17:00', offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- super(BusinessHour, self).__init__(start=start, end=end, offset=offset)
- class CustomBusinessDay(_CustomMixin, BusinessDay):
- """
- DateOffset subclass representing possibly n custom business days,
- excluding holidays.
- Parameters
- ----------
- n : int, default 1
- normalize : bool, default False
- Normalize start/end dates to midnight before generating date range
- weekmask : str, Default 'Mon Tue Wed Thu Fri'
- weekmask of valid business days, passed to ``numpy.busdaycalendar``
- holidays : list
- list/array of dates to exclude from the set of valid business days,
- passed to ``numpy.busdaycalendar``
- calendar : pd.HolidayCalendar or np.busdaycalendar
- offset : timedelta, default timedelta(0)
- """
- _prefix = 'C'
- _attributes = frozenset(['n', 'normalize',
- 'weekmask', 'holidays', 'calendar', 'offset'])
- def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
- holidays=None, calendar=None, offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- @apply_wraps
- def apply(self, other):
- if self.n <= 0:
- roll = 'forward'
- else:
- roll = 'backward'
- if isinstance(other, datetime):
- date_in = other
- np_dt = np.datetime64(date_in.date())
- np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
- busdaycal=self.calendar)
- dt_date = np_incr_dt.astype(datetime)
- result = datetime.combine(dt_date, date_in.time())
- if self.offset:
- result = result + self.offset
- return result
- elif isinstance(other, (timedelta, Tick)):
- return BDay(self.n, offset=self.offset + other,
- normalize=self.normalize)
- else:
- raise ApplyTypeError('Only know how to combine trading day with '
- 'datetime, datetime64 or timedelta.')
- def apply_index(self, i):
- raise NotImplementedError
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- day64 = _to_dt64(dt, 'datetime64[D]')
- return np.is_busday(day64, busdaycal=self.calendar)
- class CustomBusinessHour(_CustomMixin, BusinessHourMixin,
- SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n custom business days.
- .. versionadded:: 0.18.1
- """
- _prefix = 'CBH'
- _anchor = 0
- _attributes = frozenset(['n', 'normalize',
- 'weekmask', 'holidays', 'calendar',
- 'start', 'end', 'offset'])
- def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
- holidays=None, calendar=None,
- start='09:00', end='17:00', offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- BusinessHourMixin.__init__(self, start=start, end=end, offset=offset)
- # ---------------------------------------------------------------------
- # Month-Based Offset Classes
- class MonthOffset(SingleConstructorOffset):
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize'])
- __init__ = BaseOffset.__init__
- @property
- def name(self):
- if self.isAnchored:
- return self.rule_code
- else:
- month = ccalendar.MONTH_ALIASES[self.n]
- return "{code}-{month}".format(code=self.rule_code,
- month=month)
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day == self._get_offset_day(dt)
- @apply_wraps
- def apply(self, other):
- compare_day = self._get_offset_day(other)
- n = liboffsets.roll_convention(other.day, self.n, compare_day)
- return shift_month(other, n, self._day_opt)
- @apply_index_wraps
- def apply_index(self, i):
- shifted = liboffsets.shift_months(i.asi8, self.n, self._day_opt)
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(i)._simple_new(shifted, freq=i.freq, dtype=i.dtype)
- class MonthEnd(MonthOffset):
- """
- DateOffset of one month end.
- """
- _prefix = 'M'
- _day_opt = 'end'
- class MonthBegin(MonthOffset):
- """
- DateOffset of one month at beginning.
- """
- _prefix = 'MS'
- _day_opt = 'start'
- class BusinessMonthEnd(MonthOffset):
- """
- DateOffset increments between business EOM dates.
- """
- _prefix = 'BM'
- _day_opt = 'business_end'
- class BusinessMonthBegin(MonthOffset):
- """
- DateOffset of one business month at beginning.
- """
- _prefix = 'BMS'
- _day_opt = 'business_start'
- class _CustomBusinessMonth(_CustomMixin, BusinessMixin, MonthOffset):
- """
- DateOffset subclass representing one custom business month, incrementing
- between [BEGIN/END] of month dates.
- Parameters
- ----------
- n : int, default 1
- normalize : bool, default False
- Normalize start/end dates to midnight before generating date range
- weekmask : str, Default 'Mon Tue Wed Thu Fri'
- weekmask of valid business days, passed to ``numpy.busdaycalendar``
- holidays : list
- list/array of dates to exclude from the set of valid business days,
- passed to ``numpy.busdaycalendar``
- calendar : pd.HolidayCalendar or np.busdaycalendar
- offset : timedelta, default timedelta(0)
- """
- _attributes = frozenset(['n', 'normalize',
- 'weekmask', 'holidays', 'calendar', 'offset'])
- onOffset = DateOffset.onOffset # override MonthOffset method
- apply_index = DateOffset.apply_index # override MonthOffset method
- def __init__(self, n=1, normalize=False, weekmask='Mon Tue Wed Thu Fri',
- holidays=None, calendar=None, offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- @cache_readonly
- def cbday_roll(self):
- """
- Define default roll function to be called in apply method.
- """
- cbday = CustomBusinessDay(n=self.n, normalize=False, **self.kwds)
- if self._prefix.endswith('S'):
- # MonthBegin
- roll_func = cbday.rollforward
- else:
- # MonthEnd
- roll_func = cbday.rollback
- return roll_func
- @cache_readonly
- def m_offset(self):
- if self._prefix.endswith('S'):
- # MonthBegin
- moff = MonthBegin(n=1, normalize=False)
- else:
- # MonthEnd
- moff = MonthEnd(n=1, normalize=False)
- return moff
- @cache_readonly
- def month_roll(self):
- """
- Define default roll function to be called in apply method.
- """
- if self._prefix.endswith('S'):
- # MonthBegin
- roll_func = self.m_offset.rollback
- else:
- # MonthEnd
- roll_func = self.m_offset.rollforward
- return roll_func
- @apply_wraps
- def apply(self, other):
- # First move to month offset
- cur_month_offset_date = self.month_roll(other)
- # Find this custom month offset
- compare_date = self.cbday_roll(cur_month_offset_date)
- n = liboffsets.roll_convention(other.day, self.n, compare_date.day)
- new = cur_month_offset_date + n * self.m_offset
- result = self.cbday_roll(new)
- return result
- class CustomBusinessMonthEnd(_CustomBusinessMonth):
- # TODO(py27): Replace condition with Subsitution after dropping Py27
- if _CustomBusinessMonth.__doc__:
- __doc__ = _CustomBusinessMonth.__doc__.replace('[BEGIN/END]', 'end')
- _prefix = 'CBM'
- class CustomBusinessMonthBegin(_CustomBusinessMonth):
- # TODO(py27): Replace condition with Subsitution after dropping Py27
- if _CustomBusinessMonth.__doc__:
- __doc__ = _CustomBusinessMonth.__doc__.replace('[BEGIN/END]',
- 'beginning')
- _prefix = 'CBMS'
- # ---------------------------------------------------------------------
- # Semi-Month Based Offset Classes
- class SemiMonthOffset(DateOffset):
- _adjust_dst = True
- _default_day_of_month = 15
- _min_day_of_month = 2
- _attributes = frozenset(['n', 'normalize', 'day_of_month'])
- def __init__(self, n=1, normalize=False, day_of_month=None):
- BaseOffset.__init__(self, n, normalize)
- if day_of_month is None:
- object.__setattr__(self, "day_of_month",
- self._default_day_of_month)
- else:
- object.__setattr__(self, "day_of_month", int(day_of_month))
- if not self._min_day_of_month <= self.day_of_month <= 27:
- msg = 'day_of_month must be {min}<=day_of_month<=27, got {day}'
- raise ValueError(msg.format(min=self._min_day_of_month,
- day=self.day_of_month))
- @classmethod
- def _from_name(cls, suffix=None):
- return cls(day_of_month=suffix)
- @property
- def rule_code(self):
- suffix = '-{day_of_month}'.format(day_of_month=self.day_of_month)
- return self._prefix + suffix
- @apply_wraps
- def apply(self, other):
- # shift `other` to self.day_of_month, incrementing `n` if necessary
- n = liboffsets.roll_convention(other.day, self.n, self.day_of_month)
- days_in_month = ccalendar.get_days_in_month(other.year, other.month)
- # For SemiMonthBegin on other.day == 1 and
- # SemiMonthEnd on other.day == days_in_month,
- # shifting `other` to `self.day_of_month` _always_ requires
- # incrementing/decrementing `n`, regardless of whether it is
- # initially positive.
- if type(self) is SemiMonthBegin and (self.n <= 0 and other.day == 1):
- n -= 1
- elif type(self) is SemiMonthEnd and (self.n > 0 and
- other.day == days_in_month):
- n += 1
- return self._apply(n, other)
- def _apply(self, n, other):
- """
- Handle specific apply logic for child classes.
- """
- raise AbstractMethodError(self)
- @apply_index_wraps
- def apply_index(self, i):
- # determine how many days away from the 1st of the month we are
- dti = i
- days_from_start = i.to_perioddelta('M').asi8
- delta = Timedelta(days=self.day_of_month - 1).value
- # get boolean array for each element before the day_of_month
- before_day_of_month = days_from_start < delta
- # get boolean array for each element after the day_of_month
- after_day_of_month = days_from_start > delta
- # determine the correct n for each date in i
- roll = self._get_roll(i, before_day_of_month, after_day_of_month)
- # isolate the time since it will be striped away one the next line
- time = i.to_perioddelta('D')
- # apply the correct number of months
- # integer-array addition on PeriodIndex is deprecated,
- # so we use _addsub_int_array directly
- asper = i.to_period('M')
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._addsub_int_array(roll // 2, operator.add)
- i = type(dti)(shifted.to_timestamp())
- # apply the correct day
- i = self._apply_index_days(i, roll)
- return i + time
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- """
- Return an array with the correct n for each date in i.
- The roll array is based on the fact that i gets rolled back to
- the first day of the month.
- """
- raise AbstractMethodError(self)
- def _apply_index_days(self, i, roll):
- """
- Apply the correct day for each date in i.
- """
- raise AbstractMethodError(self)
- class SemiMonthEnd(SemiMonthOffset):
- """
- Two DateOffset's per month repeating on the last
- day of the month and day_of_month.
- .. versionadded:: 0.19.0
- Parameters
- ----------
- n : int
- normalize : bool, default False
- day_of_month : int, {1, 3,...,27}, default 15
- """
- _prefix = 'SM'
- _min_day_of_month = 1
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- days_in_month = ccalendar.get_days_in_month(dt.year, dt.month)
- return dt.day in (self.day_of_month, days_in_month)
- def _apply(self, n, other):
- months = n // 2
- day = 31 if n % 2 else self.day_of_month
- return shift_month(other, months, day)
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- n = self.n
- is_month_end = i.is_month_end
- if n > 0:
- roll_end = np.where(is_month_end, 1, 0)
- roll_before = np.where(before_day_of_month, n, n + 1)
- roll = roll_end + roll_before
- elif n == 0:
- roll_after = np.where(after_day_of_month, 2, 0)
- roll_before = np.where(~after_day_of_month, 1, 0)
- roll = roll_before + roll_after
- else:
- roll = np.where(after_day_of_month, n + 2, n + 1)
- return roll
- def _apply_index_days(self, i, roll):
- """
- Add days portion of offset to DatetimeIndex i.
- Parameters
- ----------
- i : DatetimeIndex
- roll : ndarray[int64_t]
- Returns
- -------
- result : DatetimeIndex
- """
- nanos = (roll % 2) * Timedelta(days=self.day_of_month).value
- i += nanos.astype('timedelta64[ns]')
- return i + Timedelta(days=-1)
- class SemiMonthBegin(SemiMonthOffset):
- """
- Two DateOffset's per month repeating on the first
- day of the month and day_of_month.
- .. versionadded:: 0.19.0
- Parameters
- ----------
- n : int
- normalize : bool, default False
- day_of_month : int, {2, 3,...,27}, default 15
- """
- _prefix = 'SMS'
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day in (1, self.day_of_month)
- def _apply(self, n, other):
- months = n // 2 + n % 2
- day = 1 if n % 2 else self.day_of_month
- return shift_month(other, months, day)
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- n = self.n
- is_month_start = i.is_month_start
- if n > 0:
- roll = np.where(before_day_of_month, n, n + 1)
- elif n == 0:
- roll_start = np.where(is_month_start, 0, 1)
- roll_after = np.where(after_day_of_month, 1, 0)
- roll = roll_start + roll_after
- else:
- roll_after = np.where(after_day_of_month, n + 2, n + 1)
- roll_start = np.where(is_month_start, -1, 0)
- roll = roll_after + roll_start
- return roll
- def _apply_index_days(self, i, roll):
- """
- Add days portion of offset to DatetimeIndex i.
- Parameters
- ----------
- i : DatetimeIndex
- roll : ndarray[int64_t]
- Returns
- -------
- result : DatetimeIndex
- """
- nanos = (roll % 2) * Timedelta(days=self.day_of_month - 1).value
- return i + nanos.astype('timedelta64[ns]')
- # ---------------------------------------------------------------------
- # Week-Based Offset Classes
- class Week(DateOffset):
- """
- Weekly offset.
- Parameters
- ----------
- weekday : int, default None
- Always generate specific day of week. 0 for Monday
- """
- _adjust_dst = True
- _inc = timedelta(weeks=1)
- _prefix = 'W'
- _attributes = frozenset(['n', 'normalize', 'weekday'])
- def __init__(self, n=1, normalize=False, weekday=None):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "weekday", weekday)
- if self.weekday is not None:
- if self.weekday < 0 or self.weekday > 6:
- raise ValueError('Day must be 0<=day<=6, got {day}'
- .format(day=self.weekday))
- def isAnchored(self):
- return (self.n == 1 and self.weekday is not None)
- @apply_wraps
- def apply(self, other):
- if self.weekday is None:
- return other + self.n * self._inc
- k = self.n
- otherDay = other.weekday()
- if otherDay != self.weekday:
- other = other + timedelta((self.weekday - otherDay) % 7)
- if k > 0:
- k -= 1
- return other + timedelta(weeks=k)
- @apply_index_wraps
- def apply_index(self, i):
- if self.weekday is None:
- # integer addition on PeriodIndex is deprecated,
- # so we use _time_shift directly
- asper = i.to_period('W')
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._time_shift(self.n)
- return shifted.to_timestamp() + i.to_perioddelta('W')
- else:
- return self._end_apply_index(i)
- def _end_apply_index(self, dtindex):
- """
- Add self to the given DatetimeIndex, specialized for case where
- self.weekday is non-null.
- Parameters
- ----------
- dtindex : DatetimeIndex
- Returns
- -------
- result : DatetimeIndex
- """
- off = dtindex.to_perioddelta('D')
- base, mult = libfrequencies.get_freq_code(self.freqstr)
- base_period = dtindex.to_period(base)
- if not isinstance(base_period._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- base_period = base_period._data
- if self.n > 0:
- # when adding, dates on end roll to next
- normed = dtindex - off + Timedelta(1, 'D') - Timedelta(1, 'ns')
- roll = np.where(base_period.to_timestamp(how='end') == normed,
- self.n, self.n - 1)
- # integer-array addition on PeriodIndex is deprecated,
- # so we use _addsub_int_array directly
- shifted = base_period._addsub_int_array(roll, operator.add)
- base = shifted.to_timestamp(how='end')
- else:
- # integer addition on PeriodIndex is deprecated,
- # so we use _time_shift directly
- roll = self.n
- base = base_period._time_shift(roll).to_timestamp(how='end')
- return base + off + Timedelta(1, 'ns') - Timedelta(1, 'D')
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- elif self.weekday is None:
- return True
- return dt.weekday() == self.weekday
- @property
- def rule_code(self):
- suffix = ''
- if self.weekday is not None:
- weekday = ccalendar.int_to_weekday[self.weekday]
- suffix = '-{weekday}'.format(weekday=weekday)
- return self._prefix + suffix
- @classmethod
- def _from_name(cls, suffix=None):
- if not suffix:
- weekday = None
- else:
- weekday = ccalendar.weekday_to_int[suffix]
- return cls(weekday=weekday)
- class _WeekOfMonthMixin(object):
- """
- Mixin for methods common to WeekOfMonth and LastWeekOfMonth.
- """
- @apply_wraps
- def apply(self, other):
- compare_day = self._get_offset_day(other)
- months = self.n
- if months > 0 and compare_day > other.day:
- months -= 1
- elif months <= 0 and compare_day < other.day:
- months += 1
- shifted = shift_month(other, months, 'start')
- to_day = self._get_offset_day(shifted)
- return liboffsets.shift_day(shifted, to_day - shifted.day)
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day == self._get_offset_day(dt)
- class WeekOfMonth(_WeekOfMonthMixin, DateOffset):
- """
- Describes monthly dates like "the Tuesday of the 2nd week of each month".
- Parameters
- ----------
- n : int
- week : {0, 1, 2, 3, ...}, default 0
- 0 is 1st week of month, 1 2nd week, etc.
- weekday : {0, 1, ..., 6}, default 0
- 0: Mondays
- 1: Tuesdays
- 2: Wednesdays
- 3: Thursdays
- 4: Fridays
- 5: Saturdays
- 6: Sundays
- """
- _prefix = 'WOM'
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize', 'week', 'weekday'])
- def __init__(self, n=1, normalize=False, week=0, weekday=0):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(self, "week", week)
- if self.weekday < 0 or self.weekday > 6:
- raise ValueError('Day must be 0<=day<=6, got {day}'
- .format(day=self.weekday))
- if self.week < 0 or self.week > 3:
- raise ValueError('Week must be 0<=week<=3, got {week}'
- .format(week=self.week))
- def _get_offset_day(self, other):
- """
- Find the day in the same month as other that has the same
- weekday as self.weekday and is the self.week'th such day in the month.
- Parameters
- ----------
- other : datetime
- Returns
- -------
- day : int
- """
- mstart = datetime(other.year, other.month, 1)
- wday = mstart.weekday()
- shift_days = (self.weekday - wday) % 7
- return 1 + shift_days + self.week * 7
- @property
- def rule_code(self):
- weekday = ccalendar.int_to_weekday.get(self.weekday, '')
- return '{prefix}-{week}{weekday}'.format(prefix=self._prefix,
- week=self.week + 1,
- weekday=weekday)
- @classmethod
- def _from_name(cls, suffix=None):
- if not suffix:
- raise ValueError("Prefix {prefix!r} requires a suffix."
- .format(prefix=cls._prefix))
- # TODO: handle n here...
- # only one digit weeks (1 --> week 0, 2 --> week 1, etc.)
- week = int(suffix[0]) - 1
- weekday = ccalendar.weekday_to_int[suffix[1:]]
- return cls(week=week, weekday=weekday)
- class LastWeekOfMonth(_WeekOfMonthMixin, DateOffset):
- """
- Describes monthly dates in last week of month like "the last Tuesday of
- each month".
- Parameters
- ----------
- n : int, default 1
- weekday : {0, 1, ..., 6}, default 0
- 0: Mondays
- 1: Tuesdays
- 2: Wednesdays
- 3: Thursdays
- 4: Fridays
- 5: Saturdays
- 6: Sundays
- """
- _prefix = 'LWOM'
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize', 'weekday'])
- def __init__(self, n=1, normalize=False, weekday=0):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "weekday", weekday)
- if self.n == 0:
- raise ValueError('N cannot be 0')
- if self.weekday < 0 or self.weekday > 6:
- raise ValueError('Day must be 0<=day<=6, got {day}'
- .format(day=self.weekday))
- def _get_offset_day(self, other):
- """
- Find the day in the same month as other that has the same
- weekday as self.weekday and is the last such day in the month.
- Parameters
- ----------
- other: datetime
- Returns
- -------
- day: int
- """
- dim = ccalendar.get_days_in_month(other.year, other.month)
- mend = datetime(other.year, other.month, dim)
- wday = mend.weekday()
- shift_days = (wday - self.weekday) % 7
- return dim - shift_days
- @property
- def rule_code(self):
- weekday = ccalendar.int_to_weekday.get(self.weekday, '')
- return '{prefix}-{weekday}'.format(prefix=self._prefix,
- weekday=weekday)
- @classmethod
- def _from_name(cls, suffix=None):
- if not suffix:
- raise ValueError("Prefix {prefix!r} requires a suffix."
- .format(prefix=cls._prefix))
- # TODO: handle n here...
- weekday = ccalendar.weekday_to_int[suffix]
- return cls(weekday=weekday)
- # ---------------------------------------------------------------------
- # Quarter-Based Offset Classes
- class QuarterOffset(DateOffset):
- """
- Quarter representation - doesn't call super.
- """
- _default_startingMonth = None
- _from_name_startingMonth = None
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize', 'startingMonth'])
- # TODO: Consider combining QuarterOffset and YearOffset __init__ at some
- # point. Also apply_index, onOffset, rule_code if
- # startingMonth vs month attr names are resolved
- def __init__(self, n=1, normalize=False, startingMonth=None):
- BaseOffset.__init__(self, n, normalize)
- if startingMonth is None:
- startingMonth = self._default_startingMonth
- object.__setattr__(self, "startingMonth", startingMonth)
- def isAnchored(self):
- return (self.n == 1 and self.startingMonth is not None)
- @classmethod
- def _from_name(cls, suffix=None):
- kwargs = {}
- if suffix:
- kwargs['startingMonth'] = ccalendar.MONTH_TO_CAL_NUM[suffix]
- else:
- if cls._from_name_startingMonth is not None:
- kwargs['startingMonth'] = cls._from_name_startingMonth
- return cls(**kwargs)
- @property
- def rule_code(self):
- month = ccalendar.MONTH_ALIASES[self.startingMonth]
- return '{prefix}-{month}'.format(prefix=self._prefix, month=month)
- @apply_wraps
- def apply(self, other):
- # months_since: find the calendar quarter containing other.month,
- # e.g. if other.month == 8, the calendar quarter is [Jul, Aug, Sep].
- # Then find the month in that quarter containing an onOffset date for
- # self. `months_since` is the number of months to shift other.month
- # to get to this on-offset month.
- months_since = other.month % 3 - self.startingMonth % 3
- qtrs = liboffsets.roll_qtrday(other, self.n, self.startingMonth,
- day_opt=self._day_opt, modby=3)
- months = qtrs * 3 - months_since
- return shift_month(other, months, self._day_opt)
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- mod_month = (dt.month - self.startingMonth) % 3
- return mod_month == 0 and dt.day == self._get_offset_day(dt)
- @apply_index_wraps
- def apply_index(self, dtindex):
- shifted = liboffsets.shift_quarters(dtindex.asi8, self.n,
- self.startingMonth, self._day_opt)
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(dtindex)._simple_new(shifted, freq=dtindex.freq,
- dtype=dtindex.dtype)
- class BQuarterEnd(QuarterOffset):
- """
- DateOffset increments between business Quarter dates.
- startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
- startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
- startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
- """
- _outputName = 'BusinessQuarterEnd'
- _default_startingMonth = 3
- _from_name_startingMonth = 12
- _prefix = 'BQ'
- _day_opt = 'business_end'
- # TODO: This is basically the same as BQuarterEnd
- class BQuarterBegin(QuarterOffset):
- _outputName = "BusinessQuarterBegin"
- # I suspect this is wrong for *all* of them.
- _default_startingMonth = 3
- _from_name_startingMonth = 1
- _prefix = 'BQS'
- _day_opt = 'business_start'
- class QuarterEnd(QuarterOffset):
- """
- DateOffset increments between business Quarter dates.
- startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
- startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
- startingMonth = 3 corresponds to dates like 3/31/2007, 6/30/2007, ...
- """
- _outputName = 'QuarterEnd'
- _default_startingMonth = 3
- _prefix = 'Q'
- _day_opt = 'end'
- class QuarterBegin(QuarterOffset):
- _outputName = 'QuarterBegin'
- _default_startingMonth = 3
- _from_name_startingMonth = 1
- _prefix = 'QS'
- _day_opt = 'start'
- # ---------------------------------------------------------------------
- # Year-Based Offset Classes
- class YearOffset(DateOffset):
- """
- DateOffset that just needs a month.
- """
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize', 'month'])
- def _get_offset_day(self, other):
- # override BaseOffset method to use self.month instead of other.month
- # TODO: there may be a more performant way to do this
- return liboffsets.get_day_of_month(other.replace(month=self.month),
- self._day_opt)
- @apply_wraps
- def apply(self, other):
- years = roll_yearday(other, self.n, self.month, self._day_opt)
- months = years * 12 + (self.month - other.month)
- return shift_month(other, months, self._day_opt)
- @apply_index_wraps
- def apply_index(self, dtindex):
- shifted = liboffsets.shift_quarters(dtindex.asi8, self.n,
- self.month, self._day_opt,
- modby=12)
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(dtindex)._simple_new(shifted, freq=dtindex.freq,
- dtype=dtindex.dtype)
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.month == self.month and dt.day == self._get_offset_day(dt)
- def __init__(self, n=1, normalize=False, month=None):
- BaseOffset.__init__(self, n, normalize)
- month = month if month is not None else self._default_month
- object.__setattr__(self, "month", month)
- if self.month < 1 or self.month > 12:
- raise ValueError('Month must go from 1 to 12')
- @classmethod
- def _from_name(cls, suffix=None):
- kwargs = {}
- if suffix:
- kwargs['month'] = ccalendar.MONTH_TO_CAL_NUM[suffix]
- return cls(**kwargs)
- @property
- def rule_code(self):
- month = ccalendar.MONTH_ALIASES[self.month]
- return '{prefix}-{month}'.format(prefix=self._prefix, month=month)
- class BYearEnd(YearOffset):
- """
- DateOffset increments between business EOM dates.
- """
- _outputName = 'BusinessYearEnd'
- _default_month = 12
- _prefix = 'BA'
- _day_opt = 'business_end'
- class BYearBegin(YearOffset):
- """
- DateOffset increments between business year begin dates.
- """
- _outputName = 'BusinessYearBegin'
- _default_month = 1
- _prefix = 'BAS'
- _day_opt = 'business_start'
- class YearEnd(YearOffset):
- """
- DateOffset increments between calendar year ends.
- """
- _default_month = 12
- _prefix = 'A'
- _day_opt = 'end'
- class YearBegin(YearOffset):
- """
- DateOffset increments between calendar year begin dates.
- """
- _default_month = 1
- _prefix = 'AS'
- _day_opt = 'start'
- # ---------------------------------------------------------------------
- # Special Offset Classes
- class FY5253(DateOffset):
- """
- Describes 52-53 week fiscal year. This is also known as a 4-4-5 calendar.
- It is used by companies that desire that their
- fiscal year always end on the same day of the week.
- It is a method of managing accounting periods.
- It is a common calendar structure for some industries,
- such as retail, manufacturing and parking industry.
- For more information see:
- http://en.wikipedia.org/wiki/4-4-5_calendar
- The year may either:
- - end on the last X day of the Y month.
- - end on the last X day closest to the last day of the Y month.
- X is a specific day of the week.
- Y is a certain month of the year
- Parameters
- ----------
- n : int
- weekday : {0, 1, ..., 6}
- 0: Mondays
- 1: Tuesdays
- 2: Wednesdays
- 3: Thursdays
- 4: Fridays
- 5: Saturdays
- 6: Sundays
- startingMonth : The month in which fiscal years end. {1, 2, ... 12}
- variation : str
- {"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
- """
- _prefix = 'RE'
- _adjust_dst = True
- _attributes = frozenset(['weekday', 'startingMonth', 'variation'])
- def __init__(self, n=1, normalize=False, weekday=0, startingMonth=1,
- variation="nearest"):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "startingMonth", startingMonth)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(self, "variation", variation)
- if self.n == 0:
- raise ValueError('N cannot be 0')
- if self.variation not in ["nearest", "last"]:
- raise ValueError('{variation} is not a valid variation'
- .format(variation=self.variation))
- def isAnchored(self):
- return (self.n == 1 and
- self.startingMonth is not None and
- self.weekday is not None)
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- dt = datetime(dt.year, dt.month, dt.day)
- year_end = self.get_year_end(dt)
- if self.variation == "nearest":
- # We have to check the year end of "this" cal year AND the previous
- return (year_end == dt or
- self.get_year_end(shift_month(dt, -1, None)) == dt)
- else:
- return year_end == dt
- @apply_wraps
- def apply(self, other):
- norm = Timestamp(other).normalize()
- n = self.n
- prev_year = self.get_year_end(
- datetime(other.year - 1, self.startingMonth, 1))
- cur_year = self.get_year_end(
- datetime(other.year, self.startingMonth, 1))
- next_year = self.get_year_end(
- datetime(other.year + 1, self.startingMonth, 1))
- prev_year = conversion.localize_pydatetime(prev_year, other.tzinfo)
- cur_year = conversion.localize_pydatetime(cur_year, other.tzinfo)
- next_year = conversion.localize_pydatetime(next_year, other.tzinfo)
- # Note: next_year.year == other.year + 1, so we will always
- # have other < next_year
- if norm == prev_year:
- n -= 1
- elif norm == cur_year:
- pass
- elif n > 0:
- if norm < prev_year:
- n -= 2
- elif prev_year < norm < cur_year:
- n -= 1
- elif cur_year < norm < next_year:
- pass
- else:
- if cur_year < norm < next_year:
- n += 1
- elif prev_year < norm < cur_year:
- pass
- elif (norm.year == prev_year.year and norm < prev_year and
- prev_year - norm <= timedelta(6)):
- # GH#14774, error when next_year.year == cur_year.year
- # e.g. prev_year == datetime(2004, 1, 3),
- # other == datetime(2004, 1, 1)
- n -= 1
- else:
- assert False
- shifted = datetime(other.year + n, self.startingMonth, 1)
- result = self.get_year_end(shifted)
- result = datetime(result.year, result.month, result.day,
- other.hour, other.minute, other.second,
- other.microsecond)
- return result
- def get_year_end(self, dt):
- assert dt.tzinfo is None
- dim = ccalendar.get_days_in_month(dt.year, self.startingMonth)
- target_date = datetime(dt.year, self.startingMonth, dim)
- wkday_diff = self.weekday - target_date.weekday()
- if wkday_diff == 0:
- # year_end is the same for "last" and "nearest" cases
- return target_date
- if self.variation == "last":
- days_forward = (wkday_diff % 7) - 7
- # days_forward is always negative, so we always end up
- # in the same year as dt
- return target_date + timedelta(days=days_forward)
- else:
- # variation == "nearest":
- days_forward = wkday_diff % 7
- if days_forward <= 3:
- # The upcoming self.weekday is closer than the previous one
- return target_date + timedelta(days_forward)
- else:
- # The previous self.weekday is closer than the upcoming one
- return target_date + timedelta(days_forward - 7)
- @property
- def rule_code(self):
- prefix = self._prefix
- suffix = self.get_rule_code_suffix()
- return "{prefix}-{suffix}".format(prefix=prefix, suffix=suffix)
- def _get_suffix_prefix(self):
- if self.variation == "nearest":
- return 'N'
- else:
- return 'L'
- def get_rule_code_suffix(self):
- prefix = self._get_suffix_prefix()
- month = ccalendar.MONTH_ALIASES[self.startingMonth]
- weekday = ccalendar.int_to_weekday[self.weekday]
- return '{prefix}-{month}-{weekday}'.format(prefix=prefix, month=month,
- weekday=weekday)
- @classmethod
- def _parse_suffix(cls, varion_code, startingMonth_code, weekday_code):
- if varion_code == "N":
- variation = "nearest"
- elif varion_code == "L":
- variation = "last"
- else:
- raise ValueError("Unable to parse varion_code: "
- "{code}".format(code=varion_code))
- startingMonth = ccalendar.MONTH_TO_CAL_NUM[startingMonth_code]
- weekday = ccalendar.weekday_to_int[weekday_code]
- return {"weekday": weekday,
- "startingMonth": startingMonth,
- "variation": variation}
- @classmethod
- def _from_name(cls, *args):
- return cls(**cls._parse_suffix(*args))
- class FY5253Quarter(DateOffset):
- """
- DateOffset increments between business quarter dates
- for 52-53 week fiscal year (also known as a 4-4-5 calendar).
- It is used by companies that desire that their
- fiscal year always end on the same day of the week.
- It is a method of managing accounting periods.
- It is a common calendar structure for some industries,
- such as retail, manufacturing and parking industry.
- For more information see:
- http://en.wikipedia.org/wiki/4-4-5_calendar
- The year may either:
- - end on the last X day of the Y month.
- - end on the last X day closest to the last day of the Y month.
- X is a specific day of the week.
- Y is a certain month of the year
- startingMonth = 1 corresponds to dates like 1/31/2007, 4/30/2007, ...
- startingMonth = 2 corresponds to dates like 2/28/2007, 5/31/2007, ...
- startingMonth = 3 corresponds to dates like 3/30/2007, 6/29/2007, ...
- Parameters
- ----------
- n : int
- weekday : {0, 1, ..., 6}
- 0: Mondays
- 1: Tuesdays
- 2: Wednesdays
- 3: Thursdays
- 4: Fridays
- 5: Saturdays
- 6: Sundays
- startingMonth : The month in which fiscal years end. {1, 2, ... 12}
- qtr_with_extra_week : The quarter number that has the leap
- or 14 week when needed. {1,2,3,4}
- variation : str
- {"nearest", "last"} for "LastOfMonth" or "NearestEndMonth"
- """
- _prefix = 'REQ'
- _adjust_dst = True
- _attributes = frozenset(['weekday', 'startingMonth', 'qtr_with_extra_week',
- 'variation'])
- def __init__(self, n=1, normalize=False, weekday=0, startingMonth=1,
- qtr_with_extra_week=1, variation="nearest"):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "startingMonth", startingMonth)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(self, "qtr_with_extra_week", qtr_with_extra_week)
- object.__setattr__(self, "variation", variation)
- if self.n == 0:
- raise ValueError('N cannot be 0')
- @cache_readonly
- def _offset(self):
- return FY5253(startingMonth=self.startingMonth,
- weekday=self.weekday,
- variation=self.variation)
- def isAnchored(self):
- return self.n == 1 and self._offset.isAnchored()
- def _rollback_to_year(self, other):
- """
- Roll `other` back to the most recent date that was on a fiscal year
- end.
- Return the date of that year-end, the number of full quarters
- elapsed between that year-end and other, and the remaining Timedelta
- since the most recent quarter-end.
- Parameters
- ----------
- other : datetime or Timestamp
- Returns
- -------
- tuple of
- prev_year_end : Timestamp giving most recent fiscal year end
- num_qtrs : int
- tdelta : Timedelta
- """
- num_qtrs = 0
- norm = Timestamp(other).tz_localize(None)
- start = self._offset.rollback(norm)
- # Note: start <= norm and self._offset.onOffset(start)
- if start < norm:
- # roll adjustment
- qtr_lens = self.get_weeks(norm)
- # check thet qtr_lens is consistent with self._offset addition
- end = liboffsets.shift_day(start, days=7 * sum(qtr_lens))
- assert self._offset.onOffset(end), (start, end, qtr_lens)
- tdelta = norm - start
- for qlen in qtr_lens:
- if qlen * 7 <= tdelta.days:
- num_qtrs += 1
- tdelta -= Timedelta(days=qlen * 7)
- else:
- break
- else:
- tdelta = Timedelta(0)
- # Note: we always have tdelta.value >= 0
- return start, num_qtrs, tdelta
- @apply_wraps
- def apply(self, other):
- # Note: self.n == 0 is not allowed.
- n = self.n
- prev_year_end, num_qtrs, tdelta = self._rollback_to_year(other)
- res = prev_year_end
- n += num_qtrs
- if self.n <= 0 and tdelta.value > 0:
- n += 1
- # Possible speedup by handling years first.
- years = n // 4
- if years:
- res += self._offset * years
- n -= years * 4
- # Add an extra day to make *sure* we are getting the quarter lengths
- # for the upcoming year, not the previous year
- qtr_lens = self.get_weeks(res + Timedelta(days=1))
- # Note: we always have 0 <= n < 4
- weeks = sum(qtr_lens[:n])
- if weeks:
- res = liboffsets.shift_day(res, days=weeks * 7)
- return res
- def get_weeks(self, dt):
- ret = [13] * 4
- year_has_extra_week = self.year_has_extra_week(dt)
- if year_has_extra_week:
- ret[self.qtr_with_extra_week - 1] = 14
- return ret
- def year_has_extra_week(self, dt):
- # Avoid round-down errors --> normalize to get
- # e.g. '370D' instead of '360D23H'
- norm = Timestamp(dt).normalize().tz_localize(None)
- next_year_end = self._offset.rollforward(norm)
- prev_year_end = norm - self._offset
- weeks_in_year = (next_year_end - prev_year_end).days / 7
- assert weeks_in_year in [52, 53], weeks_in_year
- return weeks_in_year == 53
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- if self._offset.onOffset(dt):
- return True
- next_year_end = dt - self._offset
- qtr_lens = self.get_weeks(dt)
- current = next_year_end
- for qtr_len in qtr_lens:
- current = liboffsets.shift_day(current, days=qtr_len * 7)
- if dt == current:
- return True
- return False
- @property
- def rule_code(self):
- suffix = self._offset.get_rule_code_suffix()
- qtr = self.qtr_with_extra_week
- return "{prefix}-{suffix}-{qtr}".format(prefix=self._prefix,
- suffix=suffix, qtr=qtr)
- @classmethod
- def _from_name(cls, *args):
- return cls(**dict(FY5253._parse_suffix(*args[:-1]),
- qtr_with_extra_week=int(args[-1])))
- class Easter(DateOffset):
- """
- DateOffset for the Easter holiday using logic defined in dateutil.
- Right now uses the revised method which is valid in years 1583-4099.
- """
- _adjust_dst = True
- _attributes = frozenset(['n', 'normalize'])
- __init__ = BaseOffset.__init__
- @apply_wraps
- def apply(self, other):
- current_easter = easter(other.year)
- current_easter = datetime(current_easter.year,
- current_easter.month, current_easter.day)
- current_easter = conversion.localize_pydatetime(current_easter,
- other.tzinfo)
- n = self.n
- if n >= 0 and other < current_easter:
- n -= 1
- elif n < 0 and other > current_easter:
- n += 1
- # TODO: Why does this handle the 0 case the opposite of others?
- # NOTE: easter returns a datetime.date so we have to convert to type of
- # other
- new = easter(other.year + n)
- new = datetime(new.year, new.month, new.day, other.hour,
- other.minute, other.second, other.microsecond)
- return new
- def onOffset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return date(dt.year, dt.month, dt.day) == easter(dt.year)
- # ---------------------------------------------------------------------
- # Ticks
- def _tick_comp(op):
- assert op not in [operator.eq, operator.ne]
- def f(self, other):
- try:
- return op(self.delta, other.delta)
- except AttributeError:
- # comparing with a non-Tick object
- raise TypeError("Invalid comparison between {cls} and {typ}"
- .format(cls=type(self).__name__,
- typ=type(other).__name__))
- f.__name__ = '__{opname}__'.format(opname=op.__name__)
- return f
- class Tick(liboffsets._Tick, SingleConstructorOffset):
- _inc = Timedelta(microseconds=1000)
- _prefix = 'undefined'
- _attributes = frozenset(['n', 'normalize'])
- def __init__(self, n=1, normalize=False):
- BaseOffset.__init__(self, n, normalize)
- if normalize:
- raise ValueError("Tick offset with `normalize=True` are not "
- "allowed.") # GH#21427
- __gt__ = _tick_comp(operator.gt)
- __ge__ = _tick_comp(operator.ge)
- __lt__ = _tick_comp(operator.lt)
- __le__ = _tick_comp(operator.le)
- def __add__(self, other):
- if isinstance(other, Tick):
- if type(self) == type(other):
- return type(self)(self.n + other.n)
- else:
- return _delta_to_tick(self.delta + other.delta)
- elif isinstance(other, ABCPeriod):
- return other + self
- try:
- return self.apply(other)
- except ApplyTypeError:
- return NotImplemented
- except OverflowError:
- raise OverflowError("the add operation between {self} and {other} "
- "will overflow".format(self=self, other=other))
- def __eq__(self, other):
- if isinstance(other, compat.string_types):
- from pandas.tseries.frequencies import to_offset
- try:
- # GH#23524 if to_offset fails, we are dealing with an
- # incomparable type so == is False and != is True
- other = to_offset(other)
- except ValueError:
- # e.g. "infer"
- return False
- if isinstance(other, Tick):
- return self.delta == other.delta
- else:
- return False
- # This is identical to DateOffset.__hash__, but has to be redefined here
- # for Python 3, because we've redefined __eq__.
- def __hash__(self):
- return hash(self._params)
- def __ne__(self, other):
- if isinstance(other, compat.string_types):
- from pandas.tseries.frequencies import to_offset
- try:
- # GH#23524 if to_offset fails, we are dealing with an
- # incomparable type so == is False and != is True
- other = to_offset(other)
- except ValueError:
- # e.g. "infer"
- return True
- if isinstance(other, Tick):
- return self.delta != other.delta
- else:
- return True
- @property
- def delta(self):
- return self.n * self._inc
- @property
- def nanos(self):
- return delta_to_nanoseconds(self.delta)
- # TODO: Should Tick have its own apply_index?
- def apply(self, other):
- # Timestamp can handle tz and nano sec, thus no need to use apply_wraps
- if isinstance(other, Timestamp):
- # GH 15126
- # in order to avoid a recursive
- # call of __add__ and __radd__ if there is
- # an exception, when we call using the + operator,
- # we directly call the known method
- result = other.__add__(self)
- if result == NotImplemented:
- raise OverflowError
- return result
- elif isinstance(other, (datetime, np.datetime64, date)):
- return as_timestamp(other) + self
- if isinstance(other, timedelta):
- return other + self.delta
- elif isinstance(other, type(self)):
- return type(self)(self.n + other.n)
- raise ApplyTypeError('Unhandled type: {type_str}'
- .format(type_str=type(other).__name__))
- def isAnchored(self):
- return False
- def _delta_to_tick(delta):
- if delta.microseconds == 0 and getattr(delta, "nanoseconds", 0) == 0:
- # nanoseconds only for pd.Timedelta
- if delta.seconds == 0:
- return Day(delta.days)
- else:
- seconds = delta.days * 86400 + delta.seconds
- if seconds % 3600 == 0:
- return Hour(seconds / 3600)
- elif seconds % 60 == 0:
- return Minute(seconds / 60)
- else:
- return Second(seconds)
- else:
- nanos = delta_to_nanoseconds(delta)
- if nanos % 1000000 == 0:
- return Milli(nanos // 1000000)
- elif nanos % 1000 == 0:
- return Micro(nanos // 1000)
- else: # pragma: no cover
- return Nano(nanos)
- class Day(Tick):
- _inc = Timedelta(days=1)
- _prefix = 'D'
- class Hour(Tick):
- _inc = Timedelta(hours=1)
- _prefix = 'H'
- class Minute(Tick):
- _inc = Timedelta(minutes=1)
- _prefix = 'T'
- class Second(Tick):
- _inc = Timedelta(seconds=1)
- _prefix = 'S'
- class Milli(Tick):
- _inc = Timedelta(milliseconds=1)
- _prefix = 'L'
- class Micro(Tick):
- _inc = Timedelta(microseconds=1)
- _prefix = 'U'
- class Nano(Tick):
- _inc = Timedelta(nanoseconds=1)
- _prefix = 'N'
- BDay = BusinessDay
- BMonthEnd = BusinessMonthEnd
- BMonthBegin = BusinessMonthBegin
- CBMonthEnd = CustomBusinessMonthEnd
- CBMonthBegin = CustomBusinessMonthBegin
- CDay = CustomBusinessDay
- # ---------------------------------------------------------------------
- def generate_range(start=None, end=None, periods=None, offset=BDay()):
- """
- Generates a sequence of dates corresponding to the specified time
- offset. Similar to dateutil.rrule except uses pandas DateOffset
- objects to represent time increments.
- Parameters
- ----------
- start : datetime (default None)
- end : datetime (default None)
- periods : int, (default None)
- offset : DateOffset, (default BDay())
- Notes
- -----
- * This method is faster for generating weekdays than dateutil.rrule
- * At least two of (start, end, periods) must be specified.
- * If both start and end are specified, the returned dates will
- satisfy start <= date <= end.
- Returns
- -------
- dates : generator object
- """
- from pandas.tseries.frequencies import to_offset
- offset = to_offset(offset)
- start = to_datetime(start)
- end = to_datetime(end)
- if start and not offset.onOffset(start):
- start = offset.rollforward(start)
- elif end and not offset.onOffset(end):
- end = offset.rollback(end)
- if periods is None and end < start and offset.n >= 0:
- end = None
- periods = 0
- if end is None:
- end = start + (periods - 1) * offset
- if start is None:
- start = end - (periods - 1) * offset
- cur = start
- if offset.n >= 0:
- while cur <= end:
- yield cur
- # faster than cur + offset
- next_date = offset.apply(cur)
- if next_date <= cur:
- raise ValueError('Offset {offset} did not increment date'
- .format(offset=offset))
- cur = next_date
- else:
- while cur >= end:
- yield cur
- # faster than cur + offset
- next_date = offset.apply(cur)
- if next_date >= cur:
- raise ValueError('Offset {offset} did not decrement date'
- .format(offset=offset))
- cur = next_date
- prefix_mapping = {offset._prefix: offset for offset in [
- YearBegin, # 'AS'
- YearEnd, # 'A'
- BYearBegin, # 'BAS'
- BYearEnd, # 'BA'
- BusinessDay, # 'B'
- BusinessMonthBegin, # 'BMS'
- BusinessMonthEnd, # 'BM'
- BQuarterEnd, # 'BQ'
- BQuarterBegin, # 'BQS'
- BusinessHour, # 'BH'
- CustomBusinessDay, # 'C'
- CustomBusinessMonthEnd, # 'CBM'
- CustomBusinessMonthBegin, # 'CBMS'
- CustomBusinessHour, # 'CBH'
- MonthEnd, # 'M'
- MonthBegin, # 'MS'
- Nano, # 'N'
- SemiMonthEnd, # 'SM'
- SemiMonthBegin, # 'SMS'
- Week, # 'W'
- Second, # 'S'
- Minute, # 'T'
- Micro, # 'U'
- QuarterEnd, # 'Q'
- QuarterBegin, # 'QS'
- Milli, # 'L'
- Hour, # 'H'
- Day, # 'D'
- WeekOfMonth, # 'WOM'
- FY5253,
- FY5253Quarter
- ]}
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