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aoc-2022/venv/Lib/site-packages/pandas/_libs/tslibs/offsets.pyx

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Give it up for day 1 of smooth brain shenanigans! https://pbs.twimg.com/media/E1bxikWWEAEGYHU.png
2022-12-01 16:50:29 +00:00
import operator
import re
import time
import warnings
from pandas.util._exceptions import find_stack_level
cimport cython
from cpython.datetime cimport (
PyDate_Check,
PyDateTime_Check,
PyDelta_Check,
date,
datetime,
import_datetime,
time as dt_time,
timedelta,
)
import_datetime()
from dateutil.easter import easter
from dateutil.relativedelta import relativedelta
import numpy as np
cimport numpy as cnp
from numpy cimport (
int64_t,
ndarray,
)
cnp.import_array()
# TODO: formalize having _libs.properties "above" tslibs in the dependency structure
from pandas._libs.properties import cache_readonly
from pandas._libs.tslibs cimport util
from pandas._libs.tslibs.util cimport (
is_datetime64_object,
is_float_object,
is_integer_object,
)
from pandas._libs.tslibs.ccalendar import (
MONTH_ALIASES,
MONTH_TO_CAL_NUM,
int_to_weekday,
weekday_to_int,
)
from pandas._libs.tslibs.ccalendar cimport (
dayofweek,
get_days_in_month,
get_firstbday,
get_lastbday,
)
from pandas._libs.tslibs.conversion cimport localize_pydatetime
from pandas._libs.tslibs.dtypes cimport periods_per_day
from pandas._libs.tslibs.nattype cimport (
NPY_NAT,
c_NaT as NaT,
)
from pandas._libs.tslibs.np_datetime cimport (
NPY_DATETIMEUNIT,
get_unit_from_dtype,
npy_datetimestruct,
npy_datetimestruct_to_datetime,
pandas_datetime_to_datetimestruct,
pydate_to_dtstruct,
)
from .dtypes cimport PeriodDtypeCode
from .timedeltas cimport (
_Timedelta,
delta_to_nanoseconds,
is_any_td_scalar,
)
from .timedeltas import Timedelta
from .timestamps cimport _Timestamp
from .timestamps import Timestamp
# ---------------------------------------------------------------------
# Misc Helpers
cdef bint is_offset_object(object obj):
return isinstance(obj, BaseOffset)
cdef bint is_tick_object(object obj):
return isinstance(obj, Tick)
cdef datetime _as_datetime(datetime obj):
if isinstance(obj, _Timestamp):
return obj.to_pydatetime()
return obj
cdef bint _is_normalized(datetime dt):
if dt.hour != 0 or dt.minute != 0 or dt.second != 0 or dt.microsecond != 0:
# Regardless of whether dt is datetime vs Timestamp
return False
if isinstance(dt, _Timestamp):
return dt.nanosecond == 0
return True
def apply_wrapper_core(func, self, other) -> ndarray:
result = func(self, other)
result = np.asarray(result)
if self.normalize:
# TODO: Avoid circular/runtime import
from .vectorized import normalize_i8_timestamps
reso = get_unit_from_dtype(other.dtype)
result = normalize_i8_timestamps(result.view("i8"), None, reso=reso)
return result
def apply_array_wraps(func):
# Note: normally we would use `@functools.wraps(func)`, but this does
# not play nicely with cython class methods
def wrapper(self, other) -> np.ndarray:
# other is a DatetimeArray
result = apply_wrapper_core(func, self, other)
return result
# do @functools.wraps(func) manually since it doesn't work on cdef funcs
wrapper.__name__ = func.__name__
wrapper.__doc__ = func.__doc__
return wrapper
def apply_wraps(func):
# Note: normally we would use `@functools.wraps(func)`, but this does
# not play nicely with cython class methods
def wrapper(self, other):
if other is NaT:
return NaT
elif (
isinstance(other, BaseOffset)
or PyDelta_Check(other)
or util.is_timedelta64_object(other)
):
# timedelta path
return func(self, other)
elif is_datetime64_object(other) or PyDate_Check(other):
# PyDate_Check includes date, datetime
other = Timestamp(other)
else:
# This will end up returning NotImplemented back in __add__
raise ApplyTypeError
tz = other.tzinfo
nano = other.nanosecond
if self._adjust_dst:
other = other.tz_localize(None)
result = func(self, other)
result = Timestamp(result)
if self._adjust_dst:
result = result.tz_localize(tz)
if self.normalize:
result = result.normalize()
# If the offset object does not have a nanoseconds component,
# the result's nanosecond component may be lost.
if not self.normalize and nano != 0 and not hasattr(self, "nanoseconds"):
if result.nanosecond != nano:
if result.tz is not None:
# convert to UTC
value = result.tz_localize(None).value
else:
value = result.value
result = Timestamp(value + nano)
if tz is not None and result.tzinfo is None:
result = result.tz_localize(tz)
return result
# do @functools.wraps(func) manually since it doesn't work on cdef funcs
wrapper.__name__ = func.__name__
wrapper.__doc__ = func.__doc__
return wrapper
cdef _wrap_timedelta_result(result):
"""
Tick operations dispatch to their Timedelta counterparts. Wrap the result
of these operations in a Tick if possible.
Parameters
----------
result : object
Returns
-------
object
"""
if PyDelta_Check(result):
# convert Timedelta back to a Tick
return delta_to_tick(result)
return result
# ---------------------------------------------------------------------
# Business Helpers
cdef _get_calendar(weekmask, holidays, calendar):
"""
Generate busdaycalendar
"""
if isinstance(calendar, np.busdaycalendar):
if not holidays:
holidays = tuple(calendar.holidays)
elif not isinstance(holidays, tuple):
holidays = tuple(holidays)
else:
# trust that calendar.holidays and holidays are
# consistent
pass
return calendar, holidays
if holidays is None:
holidays = []
try:
holidays = holidays + calendar.holidays().tolist()
except AttributeError:
pass
holidays = [_to_dt64D(dt) for dt in holidays]
holidays = tuple(sorted(holidays))
kwargs = {'weekmask': weekmask}
if holidays:
kwargs['holidays'] = holidays
busdaycalendar = np.busdaycalendar(**kwargs)
return busdaycalendar, holidays
cdef _to_dt64D(dt):
# Currently
# > np.datetime64(dt.datetime(2013,5,1),dtype='datetime64[D]')
# numpy.datetime64('2013-05-01T02:00:00.000000+0200')
# Thus astype is needed to cast datetime to datetime64[D]
if getattr(dt, 'tzinfo', None) is not None:
# Get the nanosecond timestamp,
# equiv `Timestamp(dt).value` or `dt.timestamp() * 10**9`
# The `naive` must be the `dt` naive wall time
# instead of the naive absolute time (GH#49441)
naive = dt.replace(tzinfo=None)
dt = np.datetime64(naive, "D")
else:
dt = np.datetime64(dt)
if dt.dtype.name != "datetime64[D]":
dt = dt.astype("datetime64[D]")
return dt
# ---------------------------------------------------------------------
# Validation
cdef _validate_business_time(t_input):
if isinstance(t_input, str):
try:
t = time.strptime(t_input, '%H:%M')
return dt_time(hour=t.tm_hour, minute=t.tm_min)
except ValueError:
raise ValueError("time data must match '%H:%M' format")
elif isinstance(t_input, dt_time):
if t_input.second != 0 or t_input.microsecond != 0:
raise ValueError(
"time data must be specified only with hour and minute")
return t_input
else:
raise ValueError("time data must be string or datetime.time")
# ---------------------------------------------------------------------
# Constructor Helpers
_relativedelta_kwds = {"years", "months", "weeks", "days", "year", "month",
"day", "weekday", "hour", "minute", "second",
"microsecond", "millisecond", "nanosecond",
"nanoseconds", "hours", "minutes", "seconds",
"milliseconds", "microseconds"}
cdef _determine_offset(kwds):
# timedelta is used for sub-daily plural offsets and all singular
# offsets, relativedelta is used for plural offsets of daily length or
# more, nanosecond(s) are handled by apply_wraps
kwds_no_nanos = dict(
(k, v) for k, v in kwds.items()
if k not in ('nanosecond', 'nanoseconds')
)
# TODO: Are nanosecond and nanoseconds allowed somewhere?
_kwds_use_relativedelta = ('years', 'months', 'weeks', 'days',
'year', 'month', 'week', 'day', 'weekday',
'hour', 'minute', 'second', 'microsecond',
'millisecond')
use_relativedelta = False
if len(kwds_no_nanos) > 0:
if any(k in _kwds_use_relativedelta for k in kwds_no_nanos):
if "millisecond" in kwds_no_nanos:
raise NotImplementedError(
"Using DateOffset to replace `millisecond` component in "
"datetime object is not supported. Use "
"`microsecond=timestamp.microsecond % 1000 + ms * 1000` "
"instead."
)
offset = relativedelta(**kwds_no_nanos)
use_relativedelta = True
else:
# sub-daily offset - use timedelta (tz-aware)
offset = timedelta(**kwds_no_nanos)
elif any(nano in kwds for nano in ('nanosecond', 'nanoseconds')):
offset = timedelta(days=0)
else:
# GH 45643/45890: (historically) defaults to 1 day for non-nano
# since datetime.timedelta doesn't handle nanoseconds
offset = timedelta(days=1)
return offset, use_relativedelta
# ---------------------------------------------------------------------
# Mixins & Singletons
class ApplyTypeError(TypeError):
# sentinel class for catching the apply error to return NotImplemented
pass
# ---------------------------------------------------------------------
# Base Classes
cdef class BaseOffset:
"""
Base class for DateOffset methods that are not overridden by subclasses.
"""
# ensure that reversed-ops with numpy scalars return NotImplemented
__array_priority__ = 1000
_day_opt = None
_attributes = tuple(["n", "normalize"])
_use_relativedelta = False
_adjust_dst = True
_deprecations = frozenset(["isAnchored", "onOffset"])
# cdef readonly:
# int64_t n
# bint normalize
# dict _cache
def __init__(self, n=1, normalize=False):
n = self._validate_n(n)
self.n = n
"""
Number of multiples of the frequency.
Examples
--------
>>> pd.offsets.Hour(5).n
5
"""
self.normalize = normalize
"""
Return boolean whether the frequency can align with midnight.
Examples
--------
>>> pd.offsets.Hour(5).normalize
False
"""
self._cache = {}
def __eq__(self, other) -> bool:
if isinstance(other, str):
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
try:
return self._params == other._params
except AttributeError:
# other is not a DateOffset object
return False
def __ne__(self, other):
return not self == other
def __hash__(self) -> int:
return hash(self._params)
@cache_readonly
def _params(self):
"""
Returns a tuple containing all of the attributes needed to evaluate
equality between two DateOffset objects.
"""
d = getattr(self, "__dict__", {})
all_paras = d.copy()
all_paras["n"] = self.n
all_paras["normalize"] = self.normalize
for attr in self._attributes:
if hasattr(self, attr) and attr not in d:
# cython attributes are not in __dict__
all_paras[attr] = getattr(self, attr)
if 'holidays' in all_paras and not all_paras['holidays']:
all_paras.pop('holidays')
exclude = ['kwds', 'name', 'calendar']
attrs = [(k, v) for k, v in all_paras.items()
if (k not in exclude) and (k[0] != '_')]
attrs = sorted(set(attrs))
params = tuple([str(type(self))] + attrs)
return params
@property
def kwds(self) -> dict:
"""
Return a dict of extra parameters for the offset.
Examples
--------
>>> pd.DateOffset(5).kwds
{}
>>> pd.offsets.FY5253Quarter().kwds
{'weekday': 0,
'startingMonth': 1,
'qtr_with_extra_week': 1,
'variation': 'nearest'}
"""
# for backwards-compatibility
kwds = {name: getattr(self, name, None) for name in self._attributes
if name not in ["n", "normalize"]}
return {name: kwds[name] for name in kwds if kwds[name] is not None}
@property
def base(self):
"""
Returns a copy of the calling offset object with n=1 and all other
attributes equal.
"""
return type(self)(n=1, normalize=self.normalize, **self.kwds)
def __add__(self, other):
if not isinstance(self, BaseOffset):
# cython semantics; this is __radd__
# TODO(cython3): remove this, this moved to __radd__
return other.__add__(self)
elif util.is_array(other) and other.dtype == object:
return np.array([self + x for x in other])
try:
return self._apply(other)
except ApplyTypeError:
return NotImplemented
def __radd__(self, other):
return self.__add__(other)
def __sub__(self, other):
if PyDateTime_Check(other):
raise TypeError('Cannot subtract datetime from offset.')
elif type(other) == type(self):
return type(self)(self.n - other.n, normalize=self.normalize,
**self.kwds)
elif not isinstance(self, BaseOffset):
# TODO(cython3): remove, this moved to __rsub__
# cython semantics, this is __rsub__
return (-other).__add__(self)
else:
# e.g. PeriodIndex
return NotImplemented
def __rsub__(self, other):
return (-self).__add__(other)
def __call__(self, other):
warnings.warn(
"DateOffset.__call__ is deprecated and will be removed in a future "
"version. Use `offset + other` instead.",
FutureWarning,
stacklevel=find_stack_level(),
)
return self._apply(other)
def apply(self, other):
# GH#44522
warnings.warn(
f"{type(self).__name__}.apply is deprecated and will be removed "
"in a future version. Use `offset + other` instead",
FutureWarning,
stacklevel=find_stack_level(),
)
return self._apply(other)
def __mul__(self, other):
if util.is_array(other):
return np.array([self * x for x in other])
elif is_integer_object(other):
return type(self)(n=other * self.n, normalize=self.normalize,
**self.kwds)
elif not isinstance(self, BaseOffset):
# TODO(cython3): remove this, this moved to __rmul__
# cython semantics, this is __rmul__
return other.__mul__(self)
return NotImplemented
def __rmul__(self, other):
return self.__mul__(other)
def __neg__(self):
# Note: we are deferring directly to __mul__ instead of __rmul__, as
# that allows us to use methods that can go in a `cdef class`
return self * -1
def copy(self):
# Note: we are deferring directly to __mul__ instead of __rmul__, as
# that allows us to use methods that can go in a `cdef class`
"""
Return a copy of the frequency.
Examples
--------
>>> freq = pd.DateOffset(1)
>>> freq_copy = freq.copy()
>>> freq is freq_copy
False
"""
return self * 1
# ------------------------------------------------------------------
# Name and Rendering Methods
def __repr__(self) -> str:
# _output_name used by B(Year|Quarter)(End|Begin) to
# expand "B" -> "Business"
class_name = getattr(self, "_output_name", type(self).__name__)
if abs(self.n) != 1:
plural = "s"
else:
plural = ""
n_str = ""
if self.n != 1:
n_str = f"{self.n} * "
out = f"<{n_str}{class_name}{plural}{self._repr_attrs()}>"
return out
def _repr_attrs(self) -> str:
exclude = {"n", "inc", "normalize"}
attrs = []
for attr in sorted(self._attributes):
# _attributes instead of __dict__ because cython attrs are not in __dict__
if attr.startswith("_") or attr == "kwds" or not hasattr(self, attr):
# DateOffset may not have some of these attributes
continue
elif attr not in exclude:
value = getattr(self, attr)
attrs.append(f"{attr}={value}")
out = ""
if attrs:
out += ": " + ", ".join(attrs)
return out
@property
def name(self) -> str:
"""
Return a string representing the base frequency.
Examples
--------
>>> pd.offsets.Hour().name
'H'
>>> pd.offsets.Hour(5).name
'H'
"""
return self.rule_code
@property
def _prefix(self) -> str:
raise NotImplementedError("Prefix not defined")
@property
def rule_code(self) -> str:
return self._prefix
@cache_readonly
def freqstr(self) -> str:
"""
Return a string representing the frequency.
Examples
--------
>>> pd.DateOffset(5).freqstr
'<5 * DateOffsets>'
>>> pd.offsets.BusinessHour(2).freqstr
'2BH'
>>> pd.offsets.Nano().freqstr
'N'
>>> pd.offsets.Nano(-3).freqstr
'-3N'
"""
try:
code = self.rule_code
except NotImplementedError:
return str(repr(self))
if self.n != 1:
fstr = f"{self.n}{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) -> str:
return ""
# ------------------------------------------------------------------
def apply_index(self, dtindex):
"""
Vectorized apply of DateOffset to DatetimeIndex.
.. deprecated:: 1.1.0
Use ``offset + dtindex`` instead.
Parameters
----------
index : DatetimeIndex
Returns
-------
DatetimeIndex
Raises
------
NotImplementedError
When the specific offset subclass does not have a vectorized
implementation.
"""
warnings.warn("'Offset.apply_index(other)' is deprecated. "
"Use 'offset + other' instead.", FutureWarning)
res = self._apply_array(dtindex)
return type(dtindex)(res)
@apply_array_wraps
def _apply_array(self, dtarr):
raise NotImplementedError(
f"DateOffset subclass {type(self).__name__} "
"does not have a vectorized implementation"
)
def rollback(self, dt) -> datetime:
"""
Roll provided date backward to next offset only if not on offset.
Returns
-------
TimeStamp
Rolled timestamp if not on offset, otherwise unchanged timestamp.
"""
dt = Timestamp(dt)
if not self.is_on_offset(dt):
dt = dt - type(self)(1, normalize=self.normalize, **self.kwds)
return dt
def rollforward(self, dt) -> datetime:
"""
Roll provided date forward to next offset only if not on offset.
Returns
-------
TimeStamp
Rolled timestamp if not on offset, otherwise unchanged timestamp.
"""
dt = Timestamp(dt)
if not self.is_on_offset(dt):
dt = dt + type(self)(1, normalize=self.normalize, **self.kwds)
return dt
def _get_offset_day(self, other: datetime) -> int:
# subclass must implement `_day_opt`; calling from the base class
# will implicitly assume day_opt = "business_end", see get_day_of_month.
cdef:
npy_datetimestruct dts
pydate_to_dtstruct(other, &dts)
return get_day_of_month(&dts, self._day_opt)
def is_on_offset(self, dt: datetime) -> bool:
"""
Return boolean whether a timestamp intersects with this frequency.
Parameters
----------
dt : datetime.datetime
Timestamp to check intersections with frequency.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Day(1)
>>> freq.is_on_offset(ts)
True
>>> ts = pd.Timestamp(2022, 8, 6)
>>> ts.day_name()
'Saturday'
>>> freq = pd.offsets.BusinessDay(1)
>>> freq.is_on_offset(ts)
False
"""
if self.normalize and not _is_normalized(dt):
return False
# 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
# ------------------------------------------------------------------
# Staticmethod so we can call from Tick.__init__, will be unnecessary
# once BaseOffset is a cdef class and is inherited by Tick
@staticmethod
def _validate_n(n) -> int:
"""
Require that `n` be an integer.
Parameters
----------
n : int
Returns
-------
nint : int
Raises
------
TypeError if `int(n)` raises
ValueError if n != int(n)
"""
if util.is_timedelta64_object(n):
raise TypeError(f'`n` argument must be an integer, got {type(n)}')
try:
nint = int(n)
except (ValueError, TypeError):
raise TypeError(f'`n` argument must be an integer, got {type(n)}')
if n != nint:
raise ValueError(f'`n` argument must be an integer, got {n}')
return nint
def __setstate__(self, state):
"""
Reconstruct an instance from a pickled state
"""
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self._cache = state.pop("_cache", {})
# At this point we expect state to be empty
def __getstate__(self):
"""
Return a pickleable state
"""
state = {}
state["n"] = self.n
state["normalize"] = self.normalize
# we don't want to actually pickle the calendar object
# as its a np.busyday; we recreate on deserialization
state.pop("calendar", None)
if "kwds" in state:
state["kwds"].pop("calendar", None)
return state
@property
def nanos(self):
raise ValueError(f"{self} is a non-fixed frequency")
def onOffset(self, dt) -> bool:
warnings.warn(
"onOffset is a deprecated, use is_on_offset instead.",
FutureWarning,
stacklevel=find_stack_level(),
)
return self.is_on_offset(dt)
def isAnchored(self) -> bool:
warnings.warn(
"isAnchored is a deprecated, use is_anchored instead.",
FutureWarning,
stacklevel=find_stack_level(),
)
return self.is_anchored()
def is_anchored(self) -> bool:
# TODO: Does this make sense for the general case? It would help
# if there were a canonical docstring for what is_anchored means.
"""
Return boolean whether the frequency is a unit frequency (n=1).
Examples
--------
>>> pd.DateOffset().is_anchored()
True
>>> pd.DateOffset(2).is_anchored()
False
"""
return self.n == 1
# ------------------------------------------------------------------
def is_month_start(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the month start.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_month_start(ts)
True
"""
return ts._get_start_end_field("is_month_start", self)
def is_month_end(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the month end.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_month_end(ts)
False
"""
return ts._get_start_end_field("is_month_end", self)
def is_quarter_start(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the quarter start.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_quarter_start(ts)
True
"""
return ts._get_start_end_field("is_quarter_start", self)
def is_quarter_end(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the quarter end.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_quarter_end(ts)
False
"""
return ts._get_start_end_field("is_quarter_end", self)
def is_year_start(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the year start.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_year_start(ts)
True
"""
return ts._get_start_end_field("is_year_start", self)
def is_year_end(self, _Timestamp ts):
"""
Return boolean whether a timestamp occurs on the year end.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> freq = pd.offsets.Hour(5)
>>> freq.is_year_end(ts)
False
"""
return ts._get_start_end_field("is_year_end", self)
cdef class SingleConstructorOffset(BaseOffset):
@classmethod
def _from_name(cls, suffix=None):
# default _from_name calls cls with no args
if suffix:
raise ValueError(f"Bad freq suffix {suffix}")
return cls()
def __reduce__(self):
# This __reduce__ implementation is for all BaseOffset subclasses
# except for RelativeDeltaOffset
# np.busdaycalendar objects do not pickle nicely, but we can reconstruct
# from attributes that do get pickled.
tup = tuple(
getattr(self, attr) if attr != "calendar" else None
for attr in self._attributes
)
return type(self), tup
# ---------------------------------------------------------------------
# Tick Offsets
cdef class Tick(SingleConstructorOffset):
_adjust_dst = False
_prefix = "undefined"
_td64_unit = "undefined"
_attributes = tuple(["n", "normalize"])
def __init__(self, n=1, normalize=False):
n = self._validate_n(n)
self.n = n
self.normalize = False
self._cache = {}
if normalize:
# GH#21427
raise ValueError(
"Tick offset with `normalize=True` are not allowed."
)
# Note: Without making this cpdef, we get AttributeError when calling
# from __mul__
cpdef Tick _next_higher_resolution(Tick self):
if type(self) is Day:
return Hour(self.n * 24)
if type(self) is Hour:
return Minute(self.n * 60)
if type(self) is Minute:
return Second(self.n * 60)
if type(self) is Second:
return Milli(self.n * 1000)
if type(self) is Milli:
return Micro(self.n * 1000)
if type(self) is Micro:
return Nano(self.n * 1000)
raise ValueError("Could not convert to integer offset at any resolution")
# --------------------------------------------------------------------
def _repr_attrs(self) -> str:
# Since cdef classes have no __dict__, we need to override
return ""
@property
def delta(self):
return self.n * Timedelta(self._nanos_inc)
@property
def nanos(self) -> int64_t:
"""
Return an integer of the total number of nanoseconds.
Raises
------
ValueError
If the frequency is non-fixed.
Examples
--------
>>> pd.offsets.Hour(5).nanos
18000000000000
"""
return self.n * self._nanos_inc
def is_on_offset(self, dt: datetime) -> bool:
return True
def is_anchored(self) -> bool:
return False
# This is identical to BaseOffset.__hash__, but has to be redefined here
# for Python 3, because we've redefined __eq__.
def __hash__(self) -> int:
return hash(self._params)
# --------------------------------------------------------------------
# Comparison and Arithmetic Methods
def __eq__(self, other):
if isinstance(other, str):
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
return self.delta == other
def __ne__(self, other):
return not (self == other)
def __le__(self, other):
return self.delta.__le__(other)
def __lt__(self, other):
return self.delta.__lt__(other)
def __ge__(self, other):
return self.delta.__ge__(other)
def __gt__(self, other):
return self.delta.__gt__(other)
def __mul__(self, other):
if not isinstance(self, Tick):
# TODO(cython3), remove this, this moved to __rmul__
# cython semantics, this is __rmul__
return other.__mul__(self)
if is_float_object(other):
n = other * self.n
# If the new `n` is an integer, we can represent it using the
# same Tick subclass as self, otherwise we need to move up
# to a higher-resolution subclass
if np.isclose(n % 1, 0):
return type(self)(int(n))
new_self = self._next_higher_resolution()
return new_self * other
return BaseOffset.__mul__(self, other)
def __rmul__(self, other):
return self.__mul__(other)
def __truediv__(self, other):
if not isinstance(self, Tick):
# cython semantics mean the args are sometimes swapped
result = other.delta.__rtruediv__(self)
else:
result = self.delta.__truediv__(other)
return _wrap_timedelta_result(result)
def __rtruediv__(self, other):
result = self.delta.__rtruediv__(other)
return _wrap_timedelta_result(result)
def __add__(self, other):
if not isinstance(self, Tick):
# cython semantics; this is __radd__
# TODO(cython3): remove this, this moved to __radd__
return other.__add__(self)
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)
try:
return self._apply(other)
except ApplyTypeError:
# Includes pd.Period
return NotImplemented
except OverflowError as err:
raise OverflowError(
f"the add operation between {self} and {other} will overflow"
) from err
def __radd__(self, other):
return self.__add__(other)
def _apply(self, other):
# Timestamp can handle tz and nano sec, thus no need to use apply_wraps
if isinstance(other, _Timestamp):
# GH#15126
return other + self.delta
elif other is NaT:
return NaT
elif is_datetime64_object(other) or PyDate_Check(other):
# PyDate_Check includes date, datetime
return Timestamp(other) + self
if util.is_timedelta64_object(other) or PyDelta_Check(other):
return other + self.delta
elif isinstance(other, type(self)):
# TODO(2.0): remove once apply deprecation is enforced.
# This is reached in tests that specifically call apply,
# but should not be reached "naturally" because __add__ should
# catch this case first.
return type(self)(self.n + other.n)
raise ApplyTypeError(f"Unhandled type: {type(other).__name__}")
# --------------------------------------------------------------------
# Pickle Methods
def __setstate__(self, state):
self.n = state["n"]
self.normalize = False
cdef class Day(Tick):
_nanos_inc = 24 * 3600 * 1_000_000_000
_prefix = "D"
_td64_unit = "D"
_period_dtype_code = PeriodDtypeCode.D
_reso = NPY_DATETIMEUNIT.NPY_FR_D
cdef class Hour(Tick):
_nanos_inc = 3600 * 1_000_000_000
_prefix = "H"
_td64_unit = "h"
_period_dtype_code = PeriodDtypeCode.H
_reso = NPY_DATETIMEUNIT.NPY_FR_h
cdef class Minute(Tick):
_nanos_inc = 60 * 1_000_000_000
_prefix = "T"
_td64_unit = "m"
_period_dtype_code = PeriodDtypeCode.T
_reso = NPY_DATETIMEUNIT.NPY_FR_m
cdef class Second(Tick):
_nanos_inc = 1_000_000_000
_prefix = "S"
_td64_unit = "s"
_period_dtype_code = PeriodDtypeCode.S
_reso = NPY_DATETIMEUNIT.NPY_FR_s
cdef class Milli(Tick):
_nanos_inc = 1_000_000
_prefix = "L"
_td64_unit = "ms"
_period_dtype_code = PeriodDtypeCode.L
_reso = NPY_DATETIMEUNIT.NPY_FR_ms
cdef class Micro(Tick):
_nanos_inc = 1000
_prefix = "U"
_td64_unit = "us"
_period_dtype_code = PeriodDtypeCode.U
_reso = NPY_DATETIMEUNIT.NPY_FR_us
cdef class Nano(Tick):
_nanos_inc = 1
_prefix = "N"
_td64_unit = "ns"
_period_dtype_code = PeriodDtypeCode.N
_reso = NPY_DATETIMEUNIT.NPY_FR_ns
def delta_to_tick(delta: timedelta) -> Tick:
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 % 1_000_000 == 0:
return Milli(nanos // 1_000_000)
elif nanos % 1000 == 0:
return Micro(nanos // 1000)
else: # pragma: no cover
return Nano(nanos)
# --------------------------------------------------------------------
cdef class RelativeDeltaOffset(BaseOffset):
"""
DateOffset subclass backed by a dateutil relativedelta object.
"""
_attributes = tuple(["n", "normalize"] + list(_relativedelta_kwds))
_adjust_dst = False
def __init__(self, n=1, normalize=False, **kwds):
BaseOffset.__init__(self, n, normalize)
off, use_rd = _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)
def __getstate__(self):
"""
Return a pickleable state
"""
# RelativeDeltaOffset (technically DateOffset) is the only non-cdef
# class, so the only one with __dict__
state = self.__dict__.copy()
state["n"] = self.n
state["normalize"] = self.normalize
return state
def __setstate__(self, state):
"""
Reconstruct an instance from a pickled state
"""
if "offset" in state:
# Older (<0.22.0) versions have offset attribute instead of _offset
if "_offset" in state: # pragma: no cover
raise AssertionError("Unexpected key `_offset`")
state["_offset"] = state.pop("offset")
state["kwds"]["offset"] = state["_offset"]
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self._cache = state.pop("_cache", {})
self.__dict__.update(state)
@apply_wraps
def _apply(self, other: datetime) -> datetime:
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 hasattr(self, "nanoseconds"):
td_nano = Timedelta(nanoseconds=self.nanoseconds)
else:
td_nano = Timedelta(0)
if self.n > 0:
for i in range(self.n):
other = other + self._offset + td_nano
else:
for i in range(-self.n):
other = other - self._offset - td_nano
if tzinfo is not None and self._use_relativedelta:
# bring tz back from UTC calculation
other = localize_pydatetime(other, tzinfo)
return Timestamp(other)
else:
return other + timedelta(self.n)
@apply_array_wraps
def _apply_array(self, dtarr):
reso = get_unit_from_dtype(dtarr.dtype)
dt64other = np.asarray(dtarr)
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 = shift_months(dt64other.view("i8"), months, reso=reso)
dt64other = shifted.view(dtarr.dtype)
weeks = kwds.get("weeks", 0) * self.n
if weeks:
delta = Timedelta(days=7 * weeks)
td = (<_Timedelta>delta)._as_reso(reso)
dt64other = dt64other + td
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)
td = (<_Timedelta>delta)._as_reso(reso)
dt64other = dt64other + (self.n * td)
return dt64other
elif not self._use_relativedelta and hasattr(self, "_offset"):
# timedelta
num_nano = getattr(self, "nanoseconds", 0)
if num_nano != 0:
rem_nano = Timedelta(nanoseconds=num_nano)
delta = Timedelta((self._offset + rem_nano) * self.n)
else:
delta = Timedelta(self._offset * self.n)
td = (<_Timedelta>delta)._as_reso(reso)
return dt64other + td
else:
# relativedelta with other keywords
kwd = set(kwds) - relativedelta_fast
raise NotImplementedError(
"DateOffset with relativedelta "
f"keyword(s) {kwd} not able to be "
"applied vectorized"
)
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return True
class OffsetMeta(type):
"""
Metaclass that allows us to pretend that all BaseOffset subclasses
inherit from DateOffset (which is needed for backward-compatibility).
"""
@classmethod
def __instancecheck__(cls, obj) -> bool:
return isinstance(obj, BaseOffset)
@classmethod
def __subclasscheck__(cls, obj) -> bool:
return issubclass(obj, BaseOffset)
# TODO: figure out a way to use a metaclass with a cdef class
class DateOffset(RelativeDeltaOffset, metaclass=OffsetMeta):
"""
Standard kind of date increment used for a date range.
Works exactly like the keyword argument form of relativedelta.
Note that the positional argument form of relativedelata is not
supported. 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.
DateOffset works 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
is_on_offset method: dateOffset.is_on_offset(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.
Besides, adding a DateOffsets specified by the singular form of the date
component can be used to replace certain component of the timestamp.
Parameters
----------
n : int, default 1
The number of time periods the offset represents.
If specified without a temporal pattern, defaults to n days.
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
- milliseconds
- microseconds
- nanoseconds
Parameters that **replace** the offset value:
- year
- month
- day
- weekday
- hour
- minute
- second
- microsecond
- nanosecond.
See Also
--------
dateutil.relativedelta.relativedelta : The relativedelta type is designed
to be applied to an existing datetime an can replace specific components of
that datetime, or represents an interval of time.
Examples
--------
>>> from pandas.tseries.offsets import DateOffset
>>> 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(months=2)
Timestamp('2017-03-01 09:10:11')
>>> ts + DateOffset(day=31)
Timestamp('2017-01-31 09:10:11')
>>> ts + pd.DateOffset(hour=8)
Timestamp('2017-01-01 08:10:11')
"""
def __setattr__(self, name, value):
raise AttributeError("DateOffset objects are immutable.")
# --------------------------------------------------------------------
cdef class BusinessMixin(SingleConstructorOffset):
"""
Mixin to business types to provide related functions.
"""
cdef readonly:
timedelta _offset
# Only Custom subclasses use weekmask, holiday, calendar
object weekmask, holidays, calendar
def __init__(self, n=1, normalize=False, offset=timedelta(0)):
BaseOffset.__init__(self, n, normalize)
self._offset = offset
cpdef _init_custom(self, weekmask, holidays, calendar):
"""
Additional __init__ for Custom subclasses.
"""
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
self.weekmask = weekmask
self.holidays = holidays
self.calendar = calendar
@property
def offset(self):
"""
Alias for self._offset.
"""
# Alias for backward compat
return self._offset
def _repr_attrs(self) -> str:
if self.offset:
attrs = [f"offset={repr(self.offset)}"]
else:
attrs = []
out = ""
if attrs:
out += ": " + ", ".join(attrs)
return out
cpdef __setstate__(self, state):
# We need to use a cdef/cpdef method to set the readonly _offset attribute
if "_offset" in state:
self._offset = state.pop("_offset")
elif "offset" in state:
# Older (<0.22.0) versions have offset attribute instead of _offset
self._offset = state.pop("offset")
if self._prefix.startswith("C"):
# i.e. this is a Custom class
weekmask = state.pop("weekmask")
holidays = state.pop("holidays")
calendar, holidays = _get_calendar(weekmask=weekmask,
holidays=holidays,
calendar=None)
self.weekmask = weekmask
self.calendar = calendar
self.holidays = holidays
BaseOffset.__setstate__(self, state)
cdef class BusinessDay(BusinessMixin):
"""
DateOffset subclass representing possibly n business days.
Examples
--------
>>> ts = pd.Timestamp(2022, 8, 5)
>>> ts + pd.offsets.BusinessDay()
Timestamp('2022-08-08 00:00:00')
"""
_period_dtype_code = PeriodDtypeCode.B
_prefix = "B"
_attributes = tuple(["n", "normalize", "offset"])
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
if "_offset" in state:
self._offset = state.pop("_offset")
elif "offset" in state:
self._offset = state.pop("offset")
self._cache = state.pop("_cache", {})
def _offset_str(self) -> str:
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 PyDelta_Check(self.offset):
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 PyDateTime_Check(other):
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 is_any_td_scalar(other):
td = Timedelta(self.offset) + other
return BusinessDay(
self.n, offset=td.to_pytimedelta(), normalize=self.normalize
)
else:
raise ApplyTypeError(
"Only know how to combine business day with datetime or timedelta."
)
@apply_array_wraps
def _apply_array(self, dtarr):
i8other = dtarr.view("i8")
reso = get_unit_from_dtype(dtarr.dtype)
res = _shift_bdays(i8other, self.n, reso=reso)
if self.offset:
res = res.view(dtarr.dtype) + Timedelta(self.offset)
res = res.view("i8")
return res
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return dt.weekday() < 5
cdef class BusinessHour(BusinessMixin):
"""
DateOffset subclass representing possibly n business hours.
Parameters
----------
n : int, default 1
The number of months represented.
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``.
start : str, default "09:00"
Start time of your custom business hour in 24h format.
end : str, default: "17:00"
End time of your custom business hour in 24h format.
Examples
--------
>>> ts = pd.Timestamp(2022, 8, 5, 16)
>>> ts + pd.offsets.BusinessHour()
Timestamp('2022-08-08 09:00:00')
"""
_prefix = "BH"
_anchor = 0
_attributes = tuple(["n", "normalize", "start", "end", "offset"])
_adjust_dst = False
cdef readonly:
tuple start, end
def __init__(
self, n=1, normalize=False, start="09:00", end="17:00", offset=timedelta(0)
):
BusinessMixin.__init__(self, n, normalize, offset)
# must be validated here to equality check
if np.ndim(start) == 0:
# i.e. not is_list_like
start = [start]
if not len(start):
raise ValueError("Must include at least 1 start time")
if np.ndim(end) == 0:
# i.e. not is_list_like
end = [end]
if not len(end):
raise ValueError("Must include at least 1 end time")
start = np.array([_validate_business_time(x) for x in start])
end = np.array([_validate_business_time(x) for x in end])
# Validation of input
if len(start) != len(end):
raise ValueError("number of starting time and ending time must be the same")
num_openings = len(start)
# sort starting and ending time by starting time
index = np.argsort(start)
# convert to tuple so that start and end are hashable
start = tuple(start[index])
end = tuple(end[index])
total_secs = 0
for i in range(num_openings):
total_secs += self._get_business_hours_by_sec(start[i], end[i])
total_secs += self._get_business_hours_by_sec(
end[i], start[(i + 1) % num_openings]
)
if total_secs != 24 * 60 * 60:
raise ValueError(
"invalid starting and ending time(s): "
"opening hours should not touch or overlap with "
"one another"
)
self.start = start
self.end = end
cpdef __setstate__(self, state):
start = state.pop("start")
start = (start,) if np.ndim(start) == 0 else tuple(start)
end = state.pop("end")
end = (end,) if np.ndim(end) == 0 else tuple(end)
self.start = start
self.end = end
state.pop("kwds", {})
state.pop("next_bday", None)
BusinessMixin.__setstate__(self, state)
def _repr_attrs(self) -> str:
out = super()._repr_attrs()
# Use python string formatting to be faster than strftime
hours = ",".join(
f'{st.hour:02d}:{st.minute:02d}-{en.hour:02d}:{en.minute:02d}'
for st, en in zip(self.start, self.end)
)
attrs = [f"{self._prefix}={hours}"]
out += ": " + ", ".join(attrs)
return out
def _get_business_hours_by_sec(self, start, end):
"""
Return business hours in a day by seconds.
"""
# create dummy datetime to calculate business hours in a day
dtstart = datetime(2014, 4, 1, start.hour, start.minute)
day = 1 if start < end else 2
until = datetime(2014, 4, day, end.hour, end.minute)
return int((until - dtstart).total_seconds())
def _get_closing_time(self, dt: datetime) -> datetime:
"""
Get the closing time of a business hour interval by its opening time.
Parameters
----------
dt : datetime
Opening time of a business hour interval.
Returns
-------
result : datetime
Corresponding closing time.
"""
for i, st in enumerate(self.start):
if st.hour == dt.hour and st.minute == dt.minute:
return dt + timedelta(
seconds=self._get_business_hours_by_sec(st, self.end[i])
)
assert False
@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)
def _next_opening_time(self, other, sign=1):
"""
If self.n and sign have the same sign, return the earliest opening time
later than or equal to current time.
Otherwise the latest opening time earlier than or equal to current
time.
Opening time always locates on BusinessDay.
However, closing time may not if business hour extends over midnight.
Parameters
----------
other : datetime
Current time.
sign : int, default 1.
Either 1 or -1. Going forward in time if it has the same sign as
self.n. Going backward in time otherwise.
Returns
-------
result : datetime
Next opening time.
"""
earliest_start = self.start[0]
latest_start = self.start[-1]
if not self.next_bday.is_on_offset(other):
# today is not business day
other = other + sign * self.next_bday
if self.n * sign >= 0:
hour, minute = earliest_start.hour, earliest_start.minute
else:
hour, minute = latest_start.hour, latest_start.minute
else:
if self.n * sign >= 0:
if latest_start < other.time():
# current time is after latest starting time in today
other = other + sign * self.next_bday
hour, minute = earliest_start.hour, earliest_start.minute
else:
# find earliest starting time no earlier than current time
for st in self.start:
if other.time() <= st:
hour, minute = st.hour, st.minute
break
else:
if other.time() < earliest_start:
# current time is before earliest starting time in today
other = other + sign * self.next_bday
hour, minute = latest_start.hour, latest_start.minute
else:
# find latest starting time no later than current time
for st in reversed(self.start):
if other.time() >= st:
hour, minute = st.hour, st.minute
break
return datetime(other.year, other.month, other.day, hour, minute)
def _prev_opening_time(self, other: datetime) -> datetime:
"""
If n is positive, return the latest opening time earlier than or equal
to current time.
Otherwise the earliest opening time later than or equal to current
time.
Parameters
----------
other : datetime
Current time.
Returns
-------
result : datetime
Previous opening time.
"""
return self._next_opening_time(other, sign=-1)
@apply_wraps
def rollback(self, dt: datetime) -> datetime:
"""
Roll provided date backward to next offset only if not on offset.
"""
if not self.is_on_offset(dt):
if self.n >= 0:
dt = self._prev_opening_time(dt)
else:
dt = self._next_opening_time(dt)
return self._get_closing_time(dt)
return dt
@apply_wraps
def rollforward(self, dt: datetime) -> datetime:
"""
Roll provided date forward to next offset only if not on offset.
"""
if not self.is_on_offset(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: datetime) -> 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
# adjust other to reduce number of cases to handle
if n >= 0:
if other.time() in self.end or not self._is_on_offset(other):
other = self._next_opening_time(other)
else:
if other.time() in self.start:
# adjustment to move to previous business day
other = other - timedelta(seconds=1)
if not self._is_on_offset(other):
other = self._next_opening_time(other)
other = self._get_closing_time(other)
# get total business hours by sec in one business day
businesshours = sum(
self._get_business_hours_by_sec(st, en)
for st, en in zip(self.start, self.end)
)
bd, r = divmod(abs(n * 60), businesshours // 60)
if n < 0:
bd, r = -bd, -r
# adjust by business days first
if bd != 0:
if self._prefix.startswith("C"):
# GH#30593 this is a Custom offset
skip_bd = CustomBusinessDay(
n=bd,
weekmask=self.weekmask,
holidays=self.holidays,
calendar=self.calendar,
)
else:
skip_bd = BusinessDay(n=bd)
# midnight business hour may not on BusinessDay
if not self.next_bday.is_on_offset(other):
prev_open = self._prev_opening_time(other)
remain = other - prev_open
other = prev_open + skip_bd + remain
else:
other = other + skip_bd
# remaining business hours to adjust
bhour_remain = timedelta(minutes=r)
if n >= 0:
while bhour_remain != timedelta(0):
# business hour left in this business time interval
bhour = (
self._get_closing_time(self._prev_opening_time(other)) - other
)
if bhour_remain < bhour:
# finish adjusting if possible
other += bhour_remain
bhour_remain = timedelta(0)
else:
# go to next business time interval
bhour_remain -= bhour
other = self._next_opening_time(other + bhour)
else:
while bhour_remain != timedelta(0):
# business hour left in this business time interval
bhour = self._next_opening_time(other) - other
if (
bhour_remain > bhour
or bhour_remain == bhour
and nanosecond != 0
):
# finish adjusting if possible
other += bhour_remain
bhour_remain = timedelta(0)
else:
# go to next business time interval
bhour_remain -= bhour
other = self._get_closing_time(
self._next_opening_time(
other + bhour - timedelta(seconds=1)
)
)
return other
def is_on_offset(self, dt: datetime) -> bool:
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
return self._is_on_offset(dt)
def _is_on_offset(self, dt: datetime) -> bool:
"""
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()
businesshours = 0
for i, st in enumerate(self.start):
if op.hour == st.hour and op.minute == st.minute:
businesshours = self._get_business_hours_by_sec(st, self.end[i])
if span <= businesshours:
return True
else:
return False
cdef class WeekOfMonthMixin(SingleConstructorOffset):
"""
Mixin for methods common to WeekOfMonth and LastWeekOfMonth.
"""
cdef readonly:
int weekday, week
def __init__(self, n=1, normalize=False, weekday=0):
BaseOffset.__init__(self, n, normalize)
self.weekday = weekday
if weekday < 0 or weekday > 6:
raise ValueError(f"Day must be 0<=day<=6, got {weekday}")
@apply_wraps
def _apply(self, other: datetime) -> datetime:
compare_day = self._get_offset_day(other)
months = self.n
months = roll_convention(other.day, months, compare_day)
shifted = shift_month(other, months, "start")
to_day = self._get_offset_day(shifted)
return _shift_day(shifted, to_day - shifted.day)
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return dt.day == self._get_offset_day(dt)
@property
def rule_code(self) -> str:
weekday = int_to_weekday.get(self.weekday, "")
if self.week == -1:
# LastWeekOfMonth
return f"{self._prefix}-{weekday}"
return f"{self._prefix}-{self.week + 1}{weekday}"
# ----------------------------------------------------------------------
# Year-Based Offset Classes
cdef class YearOffset(SingleConstructorOffset):
"""
DateOffset that just needs a month.
"""
_attributes = tuple(["n", "normalize", "month"])
# FIXME(cython#4446): python annotation here gives compile-time errors
# _default_month: int
cdef readonly:
int month
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
self.month = month
if month < 1 or month > 12:
raise ValueError("Month must go from 1 to 12")
cpdef __setstate__(self, state):
self.month = state.pop("month")
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self._cache = {}
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs["month"] = MONTH_TO_CAL_NUM[suffix]
return cls(**kwargs)
@property
def rule_code(self) -> str:
month = MONTH_ALIASES[self.month]
return f"{self._prefix}-{month}"
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return dt.month == self.month and dt.day == self._get_offset_day(dt)
def _get_offset_day(self, other: datetime) -> int:
# override BaseOffset method to use self.month instead of other.month
cdef:
npy_datetimestruct dts
pydate_to_dtstruct(other, &dts)
dts.month = self.month
return get_day_of_month(&dts, self._day_opt)
@apply_wraps
def _apply(self, other: datetime) -> datetime:
years = roll_qtrday(other, self.n, self.month, self._day_opt, modby=12)
months = years * 12 + (self.month - other.month)
return shift_month(other, months, self._day_opt)
@apply_array_wraps
def _apply_array(self, dtarr):
reso = get_unit_from_dtype(dtarr.dtype)
shifted = shift_quarters(
dtarr.view("i8"), self.n, self.month, self._day_opt, modby=12, reso=reso
)
return shifted
cdef class BYearEnd(YearOffset):
"""
DateOffset increments between the last business day of the year.
Examples
--------
>>> from pandas.tseries.offsets import BYearEnd
>>> ts = pd.Timestamp('2020-05-24 05:01:15')
>>> ts - BYearEnd()
Timestamp('2019-12-31 05:01:15')
>>> ts + BYearEnd()
Timestamp('2020-12-31 05:01:15')
>>> ts + BYearEnd(3)
Timestamp('2022-12-30 05:01:15')
>>> ts + BYearEnd(-3)
Timestamp('2017-12-29 05:01:15')
>>> ts + BYearEnd(month=11)
Timestamp('2020-11-30 05:01:15')
"""
_outputName = "BusinessYearEnd"
_default_month = 12
_prefix = "BA"
_day_opt = "business_end"
cdef class BYearBegin(YearOffset):
"""
DateOffset increments between the first business day of the year.
Examples
--------
>>> from pandas.tseries.offsets import BYearBegin
>>> ts = pd.Timestamp('2020-05-24 05:01:15')
>>> ts + BYearBegin()
Timestamp('2021-01-01 05:01:15')
>>> ts - BYearBegin()
Timestamp('2020-01-01 05:01:15')
>>> ts + BYearBegin(-1)
Timestamp('2020-01-01 05:01:15')
>>> ts + BYearBegin(2)
Timestamp('2022-01-03 05:01:15')
"""
_outputName = "BusinessYearBegin"
_default_month = 1
_prefix = "BAS"
_day_opt = "business_start"
cdef class YearEnd(YearOffset):
"""
DateOffset increments between calendar year ends.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.YearEnd()
Timestamp('2022-12-31 00:00:00')
"""
_default_month = 12
_prefix = "A"
_day_opt = "end"
cdef readonly:
int _period_dtype_code
def __init__(self, n=1, normalize=False, month=None):
# Because YearEnd can be the freq for a Period, define its
# _period_dtype_code at construction for performance
YearOffset.__init__(self, n, normalize, month)
self._period_dtype_code = PeriodDtypeCode.A + self.month % 12
cdef class YearBegin(YearOffset):
"""
DateOffset increments between calendar year begin dates.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.YearBegin()
Timestamp('2023-01-01 00:00:00')
"""
_default_month = 1
_prefix = "AS"
_day_opt = "start"
# ----------------------------------------------------------------------
# Quarter-Based Offset Classes
cdef class QuarterOffset(SingleConstructorOffset):
_attributes = tuple(["n", "normalize", "startingMonth"])
# TODO: Consider combining QuarterOffset and YearOffset __init__ at some
# point. Also apply_index, is_on_offset, rule_code if
# startingMonth vs month attr names are resolved
# FIXME(cython#4446): python annotation here gives compile-time errors
# _default_starting_month: int
# _from_name_starting_month: int
cdef readonly:
int startingMonth
def __init__(self, n=1, normalize=False, startingMonth=None):
BaseOffset.__init__(self, n, normalize)
if startingMonth is None:
startingMonth = self._default_starting_month
self.startingMonth = startingMonth
cpdef __setstate__(self, state):
self.startingMonth = state.pop("startingMonth")
self.n = state.pop("n")
self.normalize = state.pop("normalize")
@classmethod
def _from_name(cls, suffix=None):
kwargs = {}
if suffix:
kwargs["startingMonth"] = MONTH_TO_CAL_NUM[suffix]
else:
if cls._from_name_starting_month is not None:
kwargs["startingMonth"] = cls._from_name_starting_month
return cls(**kwargs)
@property
def rule_code(self) -> str:
month = MONTH_ALIASES[self.startingMonth]
return f"{self._prefix}-{month}"
def is_anchored(self) -> bool:
return self.n == 1 and self.startingMonth is not None
def is_on_offset(self, dt: datetime) -> bool:
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_wraps
def _apply(self, other: datetime) -> datetime:
# 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 is_on_offset 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 = 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)
@apply_array_wraps
def _apply_array(self, dtarr):
reso = get_unit_from_dtype(dtarr.dtype)
shifted = shift_quarters(
dtarr.view("i8"), self.n, self.startingMonth, self._day_opt, modby=3, reso=reso
)
return shifted
cdef class BQuarterEnd(QuarterOffset):
"""
DateOffset increments between the last business day of each Quarter.
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, ...
Examples
--------
>>> from pandas.tseries.offsets import BQuarterEnd
>>> ts = pd.Timestamp('2020-05-24 05:01:15')
>>> ts + BQuarterEnd()
Timestamp('2020-06-30 05:01:15')
>>> ts + BQuarterEnd(2)
Timestamp('2020-09-30 05:01:15')
>>> ts + BQuarterEnd(1, startingMonth=2)
Timestamp('2020-05-29 05:01:15')
>>> ts + BQuarterEnd(startingMonth=2)
Timestamp('2020-05-29 05:01:15')
"""
_output_name = "BusinessQuarterEnd"
_default_starting_month = 3
_from_name_starting_month = 12
_prefix = "BQ"
_day_opt = "business_end"
cdef class BQuarterBegin(QuarterOffset):
"""
DateOffset increments between the first business day of each Quarter.
startingMonth = 1 corresponds to dates like 1/01/2007, 4/01/2007, ...
startingMonth = 2 corresponds to dates like 2/01/2007, 5/01/2007, ...
startingMonth = 3 corresponds to dates like 3/01/2007, 6/01/2007, ...
Examples
--------
>>> from pandas.tseries.offsets import BQuarterBegin
>>> ts = pd.Timestamp('2020-05-24 05:01:15')
>>> ts + BQuarterBegin()
Timestamp('2020-06-01 05:01:15')
>>> ts + BQuarterBegin(2)
Timestamp('2020-09-01 05:01:15')
>>> ts + BQuarterBegin(startingMonth=2)
Timestamp('2020-08-03 05:01:15')
>>> ts + BQuarterBegin(-1)
Timestamp('2020-03-02 05:01:15')
"""
_output_name = "BusinessQuarterBegin"
_default_starting_month = 3
_from_name_starting_month = 1
_prefix = "BQS"
_day_opt = "business_start"
cdef class QuarterEnd(QuarterOffset):
"""
DateOffset increments between Quarter end 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, ...
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.QuarterEnd()
Timestamp('2022-03-31 00:00:00')
"""
_default_starting_month = 3
_prefix = "Q"
_day_opt = "end"
cdef readonly:
int _period_dtype_code
def __init__(self, n=1, normalize=False, startingMonth=None):
# Because QuarterEnd can be the freq for a Period, define its
# _period_dtype_code at construction for performance
QuarterOffset.__init__(self, n, normalize, startingMonth)
self._period_dtype_code = PeriodDtypeCode.Q_DEC + self.startingMonth % 12
cdef class QuarterBegin(QuarterOffset):
"""
DateOffset increments between Quarter start dates.
startingMonth = 1 corresponds to dates like 1/01/2007, 4/01/2007, ...
startingMonth = 2 corresponds to dates like 2/01/2007, 5/01/2007, ...
startingMonth = 3 corresponds to dates like 3/01/2007, 6/01/2007, ...
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.QuarterBegin()
Timestamp('2022-03-01 00:00:00')
"""
_default_starting_month = 3
_from_name_starting_month = 1
_prefix = "QS"
_day_opt = "start"
# ----------------------------------------------------------------------
# Month-Based Offset Classes
cdef class MonthOffset(SingleConstructorOffset):
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return dt.day == self._get_offset_day(dt)
@apply_wraps
def _apply(self, other: datetime) -> datetime:
compare_day = self._get_offset_day(other)
n = roll_convention(other.day, self.n, compare_day)
return shift_month(other, n, self._day_opt)
@apply_array_wraps
def _apply_array(self, dtarr):
reso = get_unit_from_dtype(dtarr.dtype)
shifted = shift_months(dtarr.view("i8"), self.n, self._day_opt, reso=reso)
return shifted
cpdef __setstate__(self, state):
state.pop("_use_relativedelta", False)
state.pop("offset", None)
state.pop("_offset", None)
state.pop("kwds", {})
BaseOffset.__setstate__(self, state)
cdef class MonthEnd(MonthOffset):
"""
DateOffset of one month end.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.MonthEnd()
Timestamp('2022-01-31 00:00:00')
"""
_period_dtype_code = PeriodDtypeCode.M
_prefix = "M"
_day_opt = "end"
cdef class MonthBegin(MonthOffset):
"""
DateOffset of one month at beginning.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.MonthBegin()
Timestamp('2022-02-01 00:00:00')
"""
_prefix = "MS"
_day_opt = "start"
cdef class BusinessMonthEnd(MonthOffset):
"""
DateOffset increments between the last business day of the month.
Examples
--------
>>> from pandas.tseries.offsets import BMonthEnd
>>> ts = pd.Timestamp('2020-05-24 05:01:15')
>>> ts + BMonthEnd()
Timestamp('2020-05-29 05:01:15')
>>> ts + BMonthEnd(2)
Timestamp('2020-06-30 05:01:15')
>>> ts + BMonthEnd(-2)
Timestamp('2020-03-31 05:01:15')
"""
_prefix = "BM"
_day_opt = "business_end"
cdef class BusinessMonthBegin(MonthOffset):
"""
DateOffset of one month at the first business day.
Examples
--------
>>> from pandas.tseries.offsets import BMonthBegin
>>> ts=pd.Timestamp('2020-05-24 05:01:15')
>>> ts + BMonthBegin()
Timestamp('2020-06-01 05:01:15')
>>> ts + BMonthBegin(2)
Timestamp('2020-07-01 05:01:15')
>>> ts + BMonthBegin(-3)
Timestamp('2020-03-02 05:01:15')
"""
_prefix = "BMS"
_day_opt = "business_start"
# ---------------------------------------------------------------------
# Semi-Month Based Offsets
cdef class SemiMonthOffset(SingleConstructorOffset):
_default_day_of_month = 15
_min_day_of_month = 2
_attributes = tuple(["n", "normalize", "day_of_month"])
cdef readonly:
int 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:
day_of_month = self._default_day_of_month
self.day_of_month = int(day_of_month)
if not self._min_day_of_month <= self.day_of_month <= 27:
raise ValueError(
"day_of_month must be "
f"{self._min_day_of_month}<=day_of_month<=27, "
f"got {self.day_of_month}"
)
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self.day_of_month = state.pop("day_of_month")
@classmethod
def _from_name(cls, suffix=None):
return cls(day_of_month=suffix)
@property
def rule_code(self) -> str:
suffix = f"-{self.day_of_month}"
return self._prefix + suffix
@apply_wraps
def _apply(self, other: datetime) -> datetime:
is_start = isinstance(self, SemiMonthBegin)
# shift `other` to self.day_of_month, incrementing `n` if necessary
n = roll_convention(other.day, self.n, self.day_of_month)
days_in_month = 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 is_start and (self.n <= 0 and other.day == 1):
n -= 1
elif (not is_start) and (self.n > 0 and other.day == days_in_month):
n += 1
if is_start:
months = n // 2 + n % 2
to_day = 1 if n % 2 else self.day_of_month
else:
months = n // 2
to_day = 31 if n % 2 else self.day_of_month
return shift_month(other, months, to_day)
@apply_array_wraps
@cython.wraparound(False)
@cython.boundscheck(False)
def _apply_array(self, dtarr):
cdef:
ndarray i8other = dtarr.view("i8")
Py_ssize_t i, count = dtarr.size
int64_t val, res_val
ndarray out = cnp.PyArray_EMPTY(i8other.ndim, i8other.shape, cnp.NPY_INT64, 0)
npy_datetimestruct dts
int months, to_day, nadj, n = self.n
int days_in_month, day, anchor_dom = self.day_of_month
bint is_start = isinstance(self, SemiMonthBegin)
NPY_DATETIMEUNIT reso = get_unit_from_dtype(dtarr.dtype)
cnp.broadcast mi = cnp.PyArray_MultiIterNew2(out, i8other)
with nogil:
for i in range(count):
# Analogous to: val = i8other[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
pandas_datetime_to_datetimestruct(val, reso, &dts)
day = dts.day
# Adjust so that we are always looking at self.day_of_month,
# incrementing/decrementing n if necessary.
nadj = roll_convention(day, n, anchor_dom)
days_in_month = get_days_in_month(dts.year, dts.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 is_start and (n <= 0 and day == 1):
nadj -= 1
elif (not is_start) and (n > 0 and day == days_in_month):
nadj += 1
if is_start:
# See also: SemiMonthBegin._apply
months = nadj // 2 + nadj % 2
to_day = 1 if nadj % 2 else anchor_dom
else:
# See also: SemiMonthEnd._apply
months = nadj // 2
to_day = 31 if nadj % 2 else anchor_dom
dts.year = year_add_months(dts, months)
dts.month = month_add_months(dts, months)
days_in_month = get_days_in_month(dts.year, dts.month)
dts.day = min(to_day, days_in_month)
res_val = npy_datetimestruct_to_datetime(reso, &dts)
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
return out
cdef class SemiMonthEnd(SemiMonthOffset):
"""
Two DateOffset's per month repeating on the last day of the month & day_of_month.
Parameters
----------
n : int
normalize : bool, default False
day_of_month : int, {1, 3,...,27}, default 15
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.SemiMonthEnd()
Timestamp('2022-01-15 00:00:00')
"""
_prefix = "SM"
_min_day_of_month = 1
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
days_in_month = get_days_in_month(dt.year, dt.month)
return dt.day in (self.day_of_month, days_in_month)
cdef class SemiMonthBegin(SemiMonthOffset):
"""
Two DateOffset's per month repeating on the first day of the month & day_of_month.
Parameters
----------
n : int
normalize : bool, default False
day_of_month : int, {2, 3,...,27}, default 15
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.SemiMonthBegin()
Timestamp('2022-01-15 00:00:00')
"""
_prefix = "SMS"
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return dt.day in (1, self.day_of_month)
# ---------------------------------------------------------------------
# Week-Based Offset Classes
cdef class Week(SingleConstructorOffset):
"""
Weekly offset.
Parameters
----------
weekday : int or None, default None
Always generate specific day of week. 0 for Monday.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.Week()
Timestamp('2022-01-08 00:00:00')
"""
_inc = timedelta(weeks=1)
_prefix = "W"
_attributes = tuple(["n", "normalize", "weekday"])
cdef readonly:
object weekday # int or None
int _period_dtype_code
def __init__(self, n=1, normalize=False, weekday=None):
BaseOffset.__init__(self, n, normalize)
self.weekday = weekday
if self.weekday is not None:
if self.weekday < 0 or self.weekday > 6:
raise ValueError(f"Day must be 0<=day<=6, got {self.weekday}")
self._period_dtype_code = PeriodDtypeCode.W_SUN + (weekday + 1) % 7
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self.weekday = state.pop("weekday")
self._cache = state.pop("_cache", {})
def is_anchored(self) -> bool:
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
if not PyDateTime_Check(other):
raise TypeError(
f"Cannot add {type(other).__name__} to {type(self).__name__}"
)
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_array_wraps
def _apply_array(self, dtarr):
if self.weekday is None:
td = timedelta(days=7 * self.n)
td64 = np.timedelta64(td, "ns")
return dtarr + td64
else:
reso = get_unit_from_dtype(dtarr.dtype)
i8other = dtarr.view("i8")
return self._end_apply_index(i8other, reso=reso)
@cython.wraparound(False)
@cython.boundscheck(False)
cdef ndarray _end_apply_index(self, ndarray i8other, NPY_DATETIMEUNIT reso):
"""
Add self to the given DatetimeIndex, specialized for case where
self.weekday is non-null.
Parameters
----------
i8other : const int64_t[:]
reso : NPY_DATETIMEUNIT
Returns
-------
ndarray[int64_t]
"""
cdef:
Py_ssize_t i, count = i8other.size
int64_t val, res_val
ndarray out = cnp.PyArray_EMPTY(i8other.ndim, i8other.shape, cnp.NPY_INT64, 0)
npy_datetimestruct dts
int wday, days, weeks, n = self.n
int anchor_weekday = self.weekday
int64_t DAY_PERIODS = periods_per_day(reso)
cnp.broadcast mi = cnp.PyArray_MultiIterNew2(out, i8other)
with nogil:
for i in range(count):
# Analogous to: val = i8other[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
pandas_datetime_to_datetimestruct(val, reso, &dts)
wday = dayofweek(dts.year, dts.month, dts.day)
days = 0
weeks = n
if wday != anchor_weekday:
days = (anchor_weekday - wday) % 7
if weeks > 0:
weeks -= 1
res_val = val + (7 * weeks + days) * DAY_PERIODS
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
return out
def is_on_offset(self, dt: datetime) -> bool:
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) -> str:
suffix = ""
if self.weekday is not None:
weekday = int_to_weekday[self.weekday]
suffix = f"-{weekday}"
return self._prefix + suffix
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
weekday = None
else:
weekday = weekday_to_int[suffix]
return cls(weekday=weekday)
cdef class WeekOfMonth(WeekOfMonthMixin):
"""
Describes monthly dates like "the Tuesday of the 2nd week of each month".
Parameters
----------
n : int
week : int {0, 1, 2, 3, ...}, default 0
A specific integer for the week of the month.
e.g. 0 is 1st week of month, 1 is the 2nd week, etc.
weekday : int {0, 1, ..., 6}, default 0
A specific integer for the day of the week.
- 0 is Monday
- 1 is Tuesday
- 2 is Wednesday
- 3 is Thursday
- 4 is Friday
- 5 is Saturday
- 6 is Sunday.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.WeekOfMonth()
Timestamp('2022-01-03 00:00:00')
"""
_prefix = "WOM"
_attributes = tuple(["n", "normalize", "week", "weekday"])
def __init__(self, n=1, normalize=False, week=0, weekday=0):
WeekOfMonthMixin.__init__(self, n, normalize, weekday)
self.week = week
if self.week < 0 or self.week > 3:
raise ValueError(f"Week must be 0<=week<=3, got {self.week}")
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self.weekday = state.pop("weekday")
self.week = state.pop("week")
def _get_offset_day(self, other: datetime) -> int:
"""
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
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError(f"Prefix {repr(cls._prefix)} requires a suffix.")
# only one digit weeks (1 --> week 0, 2 --> week 1, etc.)
week = int(suffix[0]) - 1
weekday = weekday_to_int[suffix[1:]]
return cls(week=week, weekday=weekday)
cdef class LastWeekOfMonth(WeekOfMonthMixin):
"""
Describes monthly dates in last week of month.
For example "the last Tuesday of each month".
Parameters
----------
n : int, default 1
weekday : int {0, 1, ..., 6}, default 0
A specific integer for the day of the week.
- 0 is Monday
- 1 is Tuesday
- 2 is Wednesday
- 3 is Thursday
- 4 is Friday
- 5 is Saturday
- 6 is Sunday.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.LastWeekOfMonth()
Timestamp('2022-01-31 00:00:00')
"""
_prefix = "LWOM"
_attributes = tuple(["n", "normalize", "weekday"])
def __init__(self, n=1, normalize=False, weekday=0):
WeekOfMonthMixin.__init__(self, n, normalize, weekday)
self.week = -1
if self.n == 0:
raise ValueError("N cannot be 0")
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self.weekday = state.pop("weekday")
self.week = -1
def _get_offset_day(self, other: datetime) -> int:
"""
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 = 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
@classmethod
def _from_name(cls, suffix=None):
if not suffix:
raise ValueError(f"Prefix {repr(cls._prefix)} requires a suffix.")
weekday = weekday_to_int[suffix]
return cls(weekday=weekday)
# ---------------------------------------------------------------------
# Special Offset Classes
cdef class FY5253Mixin(SingleConstructorOffset):
cdef readonly:
int startingMonth
int weekday
str variation
def __init__(
self, n=1, normalize=False, weekday=0, startingMonth=1, variation="nearest"
):
BaseOffset.__init__(self, n, normalize)
self.startingMonth = startingMonth
self.weekday = weekday
self.variation = variation
if self.n == 0:
raise ValueError("N cannot be 0")
if self.variation not in ["nearest", "last"]:
raise ValueError(f"{self.variation} is not a valid variation")
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
self.weekday = state.pop("weekday")
self.variation = state.pop("variation")
def is_anchored(self) -> bool:
return (
self.n == 1 and self.startingMonth is not None and self.weekday is not None
)
# --------------------------------------------------------------------
# Name-related methods
@property
def rule_code(self) -> str:
prefix = self._prefix
suffix = self.get_rule_code_suffix()
return f"{prefix}-{suffix}"
def _get_suffix_prefix(self) -> str:
if self.variation == "nearest":
return "N"
else:
return "L"
def get_rule_code_suffix(self) -> str:
prefix = self._get_suffix_prefix()
month = MONTH_ALIASES[self.startingMonth]
weekday = int_to_weekday[self.weekday]
return f"{prefix}-{month}-{weekday}"
cdef class FY5253(FY5253Mixin):
"""
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:
https://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 : int {0, 1, ..., 6}, default 0
A specific integer for the day of the week.
- 0 is Monday
- 1 is Tuesday
- 2 is Wednesday
- 3 is Thursday
- 4 is Friday
- 5 is Saturday
- 6 is Sunday.
startingMonth : int {1, 2, ... 12}, default 1
The month in which the fiscal year ends.
variation : str, default "nearest"
Method of employing 4-4-5 calendar.
There are two options:
- "nearest" means year end is **weekday** closest to last day of month in year.
- "last" means year end is final **weekday** of the final month in fiscal year.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.FY5253()
Timestamp('2022-01-31 00:00:00')
"""
_prefix = "RE"
_attributes = tuple(["n", "normalize", "weekday", "startingMonth", "variation"])
def is_on_offset(self, dt: datetime) -> bool:
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: datetime) -> datetime:
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 = localize_pydatetime(prev_year, other.tzinfo)
cur_year = localize_pydatetime(cur_year, other.tzinfo)
next_year = 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: datetime) -> datetime:
assert dt.tzinfo is None
dim = 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)
@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(f"Unable to parse varion_code: {varion_code}")
startingMonth = MONTH_TO_CAL_NUM[startingMonth_code]
weekday = weekday_to_int[weekday_code]
return {
"weekday": weekday,
"startingMonth": startingMonth,
"variation": variation,
}
@classmethod
def _from_name(cls, *args):
return cls(**cls._parse_suffix(*args))
cdef class FY5253Quarter(FY5253Mixin):
"""
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:
https://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 : int {0, 1, ..., 6}, default 0
A specific integer for the day of the week.
- 0 is Monday
- 1 is Tuesday
- 2 is Wednesday
- 3 is Thursday
- 4 is Friday
- 5 is Saturday
- 6 is Sunday.
startingMonth : int {1, 2, ..., 12}, default 1
The month in which fiscal years end.
qtr_with_extra_week : int {1, 2, 3, 4}, default 1
The quarter number that has the leap or 14 week when needed.
variation : str, default "nearest"
Method of employing 4-4-5 calendar.
There are two options:
- "nearest" means year end is **weekday** closest to last day of month in year.
- "last" means year end is final **weekday** of the final month in fiscal year.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.FY5253Quarter()
Timestamp('2022-01-31 00:00:00')
"""
_prefix = "REQ"
_attributes = tuple(
[
"n",
"normalize",
"weekday",
"startingMonth",
"qtr_with_extra_week",
"variation",
]
)
cdef readonly:
int qtr_with_extra_week
def __init__(
self,
n=1,
normalize=False,
weekday=0,
startingMonth=1,
qtr_with_extra_week=1,
variation="nearest",
):
FY5253Mixin.__init__(
self, n, normalize, weekday, startingMonth, variation
)
self.qtr_with_extra_week = qtr_with_extra_week
cpdef __setstate__(self, state):
FY5253Mixin.__setstate__(self, state)
self.qtr_with_extra_week = state.pop("qtr_with_extra_week")
@cache_readonly
def _offset(self):
return FY5253(
startingMonth=self.startingMonth,
weekday=self.weekday,
variation=self.variation,
)
def _rollback_to_year(self, other: datetime):
"""
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.is_on_offset(start)
if start < norm:
# roll adjustment
qtr_lens = self.get_weeks(norm)
# check that qtr_lens is consistent with self._offset addition
end = _shift_day(start, days=7 * sum(qtr_lens))
assert self._offset.is_on_offset(end), (start, end, qtr_lens)
tdelta = norm - start
for qlen in qtr_lens:
if qlen * 7 <= tdelta.days:
num_qtrs += 1
tdelta -= (<_Timedelta>Timedelta(days=qlen * 7))._as_reso(norm._reso)
else:
break
else:
tdelta = Timedelta(0)
# Note: we always have tdelta.value >= 0
return start, num_qtrs, tdelta
@apply_wraps
def _apply(self, other: datetime) -> datetime:
# 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 = _shift_day(res, days=weeks * 7)
return res
def get_weeks(self, dt: datetime):
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: datetime) -> bool:
# 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 is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
if self._offset.is_on_offset(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 = _shift_day(current, days=qtr_len * 7)
if dt == current:
return True
return False
@property
def rule_code(self) -> str:
suffix = FY5253Mixin.rule_code.__get__(self)
qtr = self.qtr_with_extra_week
return f"{suffix}-{qtr}"
@classmethod
def _from_name(cls, *args):
return cls(
**dict(FY5253._parse_suffix(*args[:-1]), qtr_with_extra_week=int(args[-1]))
)
cdef class Easter(SingleConstructorOffset):
"""
DateOffset for the Easter holiday using logic defined in dateutil.
Right now uses the revised method which is valid in years 1583-4099.
Examples
--------
>>> ts = pd.Timestamp(2022, 1, 1)
>>> ts + pd.offsets.Easter()
Timestamp('2022-04-17 00:00:00')
"""
cpdef __setstate__(self, state):
self.n = state.pop("n")
self.normalize = state.pop("normalize")
@apply_wraps
def _apply(self, other: datetime) -> datetime:
current_easter = easter(other.year)
current_easter = datetime(
current_easter.year, current_easter.month, current_easter.day
)
current_easter = 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 is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
return date(dt.year, dt.month, dt.day) == easter(dt.year)
# ----------------------------------------------------------------------
# Custom Offset classes
cdef class CustomBusinessDay(BusinessDay):
"""
DateOffset subclass representing 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 : np.busdaycalendar
offset : timedelta, default timedelta(0)
Examples
--------
>>> ts = pd.Timestamp(2022, 8, 5)
>>> ts + pd.offsets.CustomBusinessDay(1)
Timestamp('2022-08-08 00:00:00')
"""
_prefix = "C"
_attributes = tuple(
["n", "normalize", "weekmask", "holidays", "calendar", "offset"]
)
_apply_array = BaseOffset._apply_array
def __init__(
self,
n=1,
normalize=False,
weekmask="Mon Tue Wed Thu Fri",
holidays=None,
calendar=None,
offset=timedelta(0),
):
BusinessDay.__init__(self, n, normalize, offset)
self._init_custom(weekmask, holidays, calendar)
cpdef __setstate__(self, state):
self.holidays = state.pop("holidays")
self.weekmask = state.pop("weekmask")
BusinessDay.__setstate__(self, state)
@apply_wraps
def _apply(self, other):
if self.n <= 0:
roll = "forward"
else:
roll = "backward"
if PyDateTime_Check(other):
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 is_any_td_scalar(other):
td = Timedelta(self.offset) + other
return BDay(self.n, offset=td.to_pytimedelta(), normalize=self.normalize)
else:
raise ApplyTypeError(
"Only know how to combine trading day with "
"datetime, datetime64 or timedelta."
)
def is_on_offset(self, dt: datetime) -> bool:
if self.normalize and not _is_normalized(dt):
return False
day64 = _to_dt64D(dt)
return np.is_busday(day64, busdaycal=self.calendar)
cdef class CustomBusinessHour(BusinessHour):
"""
DateOffset subclass representing possibly n custom business days.
Parameters
----------
n : int, default 1
The number of months represented.
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``.
start : str, default "09:00"
Start time of your custom business hour in 24h format.
end : str, default: "17:00"
End time of your custom business hour in 24h format.
Examples
--------
>>> ts = pd.Timestamp(2022, 8, 5, 16)
>>> ts + pd.offsets.CustomBusinessHour()
Timestamp('2022-08-08 09:00:00')
"""
_prefix = "CBH"
_anchor = 0
_attributes = tuple(
["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),
):
BusinessHour.__init__(self, n, normalize, start=start, end=end, offset=offset)
self._init_custom(weekmask, holidays, calendar)
cdef class _CustomBusinessMonth(BusinessMixin):
"""
DateOffset subclass representing custom business month(s).
Increments between beginning/end of month dates.
Parameters
----------
n : int, default 1
The number of months represented.
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 : np.busdaycalendar
Calendar to integrate.
offset : timedelta, default timedelta(0)
Time offset to apply.
"""
_attributes = tuple(
["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),
):
BusinessMixin.__init__(self, n, normalize, offset)
self._init_custom(weekmask, holidays, calendar)
@cache_readonly
def cbday_roll(self):
"""
Define default roll function to be called in apply method.
"""
cbday_kwds = self.kwds.copy()
cbday_kwds['offset'] = timedelta(0)
cbday = CustomBusinessDay(n=1, normalize=False, **cbday_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: datetime) -> datetime:
# 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 = roll_convention(other.day, self.n, compare_date.day)
new = cur_month_offset_date + n * self.m_offset
result = self.cbday_roll(new)
if self.offset:
result = result + self.offset
return result
cdef class CustomBusinessMonthEnd(_CustomBusinessMonth):
_prefix = "CBM"
cdef class CustomBusinessMonthBegin(_CustomBusinessMonth):
_prefix = "CBMS"
BDay = BusinessDay
BMonthEnd = BusinessMonthEnd
BMonthBegin = BusinessMonthBegin
CBMonthEnd = CustomBusinessMonthEnd
CBMonthBegin = CustomBusinessMonthBegin
CDay = CustomBusinessDay
# ----------------------------------------------------------------------
# to_offset helpers
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,
]
}
# hack to handle WOM-1MON
opattern = re.compile(
r"([+\-]?\d*|[+\-]?\d*\.\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)"
)
_lite_rule_alias = {
"W": "W-SUN",
"Q": "Q-DEC",
"A": "A-DEC", # YearEnd(month=12),
"Y": "A-DEC",
"AS": "AS-JAN", # YearBegin(month=1),
"YS": "AS-JAN",
"BA": "BA-DEC", # BYearEnd(month=12),
"BY": "BA-DEC",
"BAS": "BAS-JAN", # BYearBegin(month=1),
"BYS": "BAS-JAN",
"Min": "T",
"min": "T",
"ms": "L",
"us": "U",
"ns": "N",
}
_dont_uppercase = {"MS", "ms"}
INVALID_FREQ_ERR_MSG = "Invalid frequency: {0}"
# TODO: still needed?
# cache of previously seen offsets
_offset_map = {}
# TODO: better name?
def _get_offset(name: str) -> BaseOffset:
"""
Return DateOffset object associated with rule name.
Examples
--------
_get_offset('EOM') --> BMonthEnd(1)
"""
if name not in _dont_uppercase:
name = name.upper()
name = _lite_rule_alias.get(name, name)
name = _lite_rule_alias.get(name.lower(), name)
else:
name = _lite_rule_alias.get(name, name)
if name not in _offset_map:
try:
split = name.split("-")
klass = prefix_mapping[split[0]]
# handles case where there's no suffix (and will TypeError if too
# many '-')
offset = klass._from_name(*split[1:])
except (ValueError, TypeError, KeyError) as err:
# bad prefix or suffix
raise ValueError(INVALID_FREQ_ERR_MSG.format(name)) from err
# cache
_offset_map[name] = offset
return _offset_map[name]
cpdef to_offset(freq):
"""
Return DateOffset object from string or datetime.timedelta object.
Parameters
----------
freq : str, datetime.timedelta, BaseOffset or None
Returns
-------
DateOffset or None
Raises
------
ValueError
If freq is an invalid frequency
See Also
--------
BaseOffset : Standard kind of date increment used for a date range.
Examples
--------
>>> to_offset("5min")
<5 * Minutes>
>>> to_offset("1D1H")
<25 * Hours>
>>> to_offset("2W")
<2 * Weeks: weekday=6>
>>> to_offset("2B")
<2 * BusinessDays>
>>> to_offset(pd.Timedelta(days=1))
<Day>
>>> to_offset(Hour())
<Hour>
"""
if freq is None:
return None
if isinstance(freq, BaseOffset):
return freq
if isinstance(freq, tuple):
raise TypeError(
f"to_offset does not support tuples {freq}, pass as a string instead"
)
elif PyDelta_Check(freq):
return delta_to_tick(freq)
elif isinstance(freq, str):
delta = None
stride_sign = None
try:
split = opattern.split(freq)
if split[-1] != "" and not split[-1].isspace():
# the last element must be blank
raise ValueError("last element must be blank")
tups = zip(split[0::4], split[1::4], split[2::4])
for n, (sep, stride, name) in enumerate(tups):
if sep != "" and not sep.isspace():
raise ValueError("separator must be spaces")
prefix = _lite_rule_alias.get(name) or name
if stride_sign is None:
stride_sign = -1 if stride.startswith("-") else 1
if not stride:
stride = 1
if prefix in {"D", "H", "T", "S", "L", "U", "N"}:
# For these prefixes, we have something like "3H" or
# "2.5T", so we can construct a Timedelta with the
# matching unit and get our offset from delta_to_tick
td = Timedelta(1, unit=prefix)
off = delta_to_tick(td)
offset = off * float(stride)
if n != 0:
# If n==0, then stride_sign is already incorporated
# into the offset
offset *= stride_sign
else:
stride = int(stride)
offset = _get_offset(name)
offset = offset * int(np.fabs(stride) * stride_sign)
if delta is None:
delta = offset
else:
delta = delta + offset
except (ValueError, TypeError) as err:
raise ValueError(INVALID_FREQ_ERR_MSG.format(freq)) from err
else:
delta = None
if delta is None:
raise ValueError(INVALID_FREQ_ERR_MSG.format(freq))
return delta
# ----------------------------------------------------------------------
# RelativeDelta Arithmetic
cdef datetime _shift_day(datetime other, int days):
"""
Increment the datetime `other` by the given number of days, retaining
the time-portion of the datetime. For tz-naive datetimes this is
equivalent to adding a timedelta. For tz-aware datetimes it is similar to
dateutil's relativedelta.__add__, but handles pytz tzinfo objects.
Parameters
----------
other : datetime or Timestamp
days : int
Returns
-------
shifted: datetime or Timestamp
"""
if other.tzinfo is None:
return other + timedelta(days=days)
tz = other.tzinfo
naive = other.replace(tzinfo=None)
shifted = naive + timedelta(days=days)
return localize_pydatetime(shifted, tz)
cdef inline int year_add_months(npy_datetimestruct dts, int months) nogil:
"""
New year number after shifting npy_datetimestruct number of months.
"""
return dts.year + (dts.month + months - 1) // 12
cdef inline int month_add_months(npy_datetimestruct dts, int months) nogil:
"""
New month number after shifting npy_datetimestruct
number of months.
"""
cdef:
int new_month = (dts.month + months) % 12
return 12 if new_month == 0 else new_month
@cython.wraparound(False)
@cython.boundscheck(False)
cdef ndarray shift_quarters(
ndarray dtindex,
int quarters,
int q1start_month,
str day_opt,
int modby=3,
NPY_DATETIMEUNIT reso=NPY_DATETIMEUNIT.NPY_FR_ns,
):
"""
Given an int64 array representing nanosecond timestamps, shift all elements
by the specified number of quarters using DateOffset semantics.
Parameters
----------
dtindex : int64_t[:] timestamps for input dates
quarters : int number of quarters to shift
q1start_month : int month in which Q1 begins by convention
day_opt : {'start', 'end', 'business_start', 'business_end'}
modby : int (3 for quarters, 12 for years)
reso : NPY_DATETIMEUNIT, default NPY_FR_ns
Returns
-------
out : ndarray[int64_t]
"""
if day_opt not in ["start", "end", "business_start", "business_end"]:
raise ValueError("day must be None, 'start', 'end', "
"'business_start', or 'business_end'")
cdef:
Py_ssize_t count = dtindex.size
ndarray out = cnp.PyArray_EMPTY(dtindex.ndim, dtindex.shape, cnp.NPY_INT64, 0)
Py_ssize_t i
int64_t val, res_val
int months_since, n
npy_datetimestruct dts
cnp.broadcast mi = cnp.PyArray_MultiIterNew2(out, dtindex)
with nogil:
for i in range(count):
# Analogous to: val = dtindex[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
pandas_datetime_to_datetimestruct(val, reso, &dts)
n = quarters
months_since = (dts.month - q1start_month) % modby
n = _roll_qtrday(&dts, n, months_since, day_opt)
dts.year = year_add_months(dts, modby * n - months_since)
dts.month = month_add_months(dts, modby * n - months_since)
dts.day = get_day_of_month(&dts, day_opt)
res_val = npy_datetimestruct_to_datetime(reso, &dts)
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
return out
@cython.wraparound(False)
@cython.boundscheck(False)
def shift_months(
ndarray dtindex, # int64_t, arbitrary ndim
int months,
str day_opt=None,
NPY_DATETIMEUNIT reso=NPY_DATETIMEUNIT.NPY_FR_ns,
):
"""
Given an int64-based datetime index, shift all elements
specified number of months using DateOffset semantics
day_opt: {None, 'start', 'end', 'business_start', 'business_end'}
* None: day of month
* 'start' 1st day of month
* 'end' last day of month
"""
cdef:
Py_ssize_t i
npy_datetimestruct dts
int count = dtindex.size
ndarray out = cnp.PyArray_EMPTY(dtindex.ndim, dtindex.shape, cnp.NPY_INT64, 0)
int months_to_roll
int64_t val, res_val
cnp.broadcast mi = cnp.PyArray_MultiIterNew2(out, dtindex)
if day_opt not in [None, "start", "end", "business_start", "business_end"]:
raise ValueError("day must be None, 'start', 'end', "
"'business_start', or 'business_end'")
if day_opt is None:
# TODO: can we combine this with the non-None case?
with nogil:
for i in range(count):
# Analogous to: val = i8other[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
pandas_datetime_to_datetimestruct(val, reso, &dts)
dts.year = year_add_months(dts, months)
dts.month = month_add_months(dts, months)
dts.day = min(dts.day, get_days_in_month(dts.year, dts.month))
res_val = npy_datetimestruct_to_datetime(reso, &dts)
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
else:
with nogil:
for i in range(count):
# Analogous to: val = i8other[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
pandas_datetime_to_datetimestruct(val, reso, &dts)
months_to_roll = months
months_to_roll = _roll_qtrday(&dts, months_to_roll, 0, day_opt)
dts.year = year_add_months(dts, months_to_roll)
dts.month = month_add_months(dts, months_to_roll)
dts.day = get_day_of_month(&dts, day_opt)
res_val = npy_datetimestruct_to_datetime(reso, &dts)
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
return out
@cython.wraparound(False)
@cython.boundscheck(False)
cdef ndarray _shift_bdays(
ndarray i8other,
int periods,
NPY_DATETIMEUNIT reso=NPY_DATETIMEUNIT.NPY_FR_ns,
):
"""
Implementation of BusinessDay.apply_offset.
Parameters
----------
i8other : const int64_t[:]
periods : int
reso : NPY_DATETIMEUNIT, default NPY_FR_ns
Returns
-------
ndarray[int64_t]
"""
cdef:
Py_ssize_t i, n = i8other.size
ndarray result = cnp.PyArray_EMPTY(i8other.ndim, i8other.shape, cnp.NPY_INT64, 0)
int64_t val, res_val
int wday, nadj, days
npy_datetimestruct dts
int64_t DAY_PERIODS = periods_per_day(reso)
cnp.broadcast mi = cnp.PyArray_MultiIterNew2(result, i8other)
for i in range(n):
# Analogous to: val = i8other[i]
val = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
if val == NPY_NAT:
res_val = NPY_NAT
else:
# The rest of this is effectively a copy of BusinessDay.apply
nadj = periods
weeks = nadj // 5
pandas_datetime_to_datetimestruct(val, reso, &dts)
wday = dayofweek(dts.year, dts.month, dts.day)
if nadj <= 0 and wday > 4:
# roll forward
nadj += 1
nadj -= 5 * weeks
# nadj is always >= 0 at this point
if nadj == 0 and wday > 4:
# roll back
days = 4 - wday
elif wday > 4:
# roll forward
days = (7 - wday) + (nadj - 1)
elif wday + nadj <= 4:
# shift by n days without leaving the current week
days = nadj
else:
# shift by nadj days plus 2 to get past the weekend
days = nadj + 2
res_val = val + (7 * weeks + days) * DAY_PERIODS
# Analogous to: out[i] = res_val
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_val
cnp.PyArray_MultiIter_NEXT(mi)
return result
def shift_month(stamp: datetime, months: int, day_opt: object = None) -> datetime:
"""
Given a datetime (or Timestamp) `stamp`, an integer `months` and an
option `day_opt`, return a new datetimelike that many months later,
with day determined by `day_opt` using relativedelta semantics.
Scalar analogue of shift_months.
Parameters
----------
stamp : datetime or Timestamp
months : int
day_opt : None, 'start', 'end', 'business_start', 'business_end', or int
None: returned datetimelike has the same day as the input, or the
last day of the month if the new month is too short
'start': returned datetimelike has day=1
'end': returned datetimelike has day on the last day of the month
'business_start': returned datetimelike has day on the first
business day of the month
'business_end': returned datetimelike has day on the last
business day of the month
int: returned datetimelike has day equal to day_opt
Returns
-------
shifted : datetime or Timestamp (same as input `stamp`)
"""
cdef:
int year, month, day
int days_in_month, dy
dy = (stamp.month + months) // 12
month = (stamp.month + months) % 12
if month == 0:
month = 12
dy -= 1
year = stamp.year + dy
if day_opt is None:
days_in_month = get_days_in_month(year, month)
day = min(stamp.day, days_in_month)
elif day_opt == "start":
day = 1
elif day_opt == "end":
day = get_days_in_month(year, month)
elif day_opt == "business_start":
# first business day of month
day = get_firstbday(year, month)
elif day_opt == "business_end":
# last business day of month
day = get_lastbday(year, month)
elif is_integer_object(day_opt):
days_in_month = get_days_in_month(year, month)
day = min(day_opt, days_in_month)
else:
raise ValueError(day_opt)
return stamp.replace(year=year, month=month, day=day)
cdef inline int get_day_of_month(npy_datetimestruct* dts, str day_opt) nogil:
"""
Find the day in `other`'s month that satisfies a DateOffset's is_on_offset
policy, as described by the `day_opt` argument.
Parameters
----------
dts : npy_datetimestruct*
day_opt : {'start', 'end', 'business_start', 'business_end'}
'start': returns 1
'end': returns last day of the month
'business_start': returns the first business day of the month
'business_end': returns the last business day of the month
Returns
-------
day_of_month : int
Examples
-------
>>> other = datetime(2017, 11, 14)
>>> get_day_of_month(other, 'start')
1
>>> get_day_of_month(other, 'end')
30
Notes
-----
Caller is responsible for ensuring one of the four accepted day_opt values
is passed.
"""
if day_opt == "start":
return 1
elif day_opt == "end":
return get_days_in_month(dts.year, dts.month)
elif day_opt == "business_start":
# first business day of month
return get_firstbday(dts.year, dts.month)
else:
# i.e. day_opt == "business_end":
# last business day of month
return get_lastbday(dts.year, dts.month)
cpdef int roll_convention(int other, int n, int compare) nogil:
"""
Possibly increment or decrement the number of periods to shift
based on rollforward/rollbackward conventions.
Parameters
----------
other : int, generally the day component of a datetime
n : number of periods to increment, before adjusting for rolling
compare : int, generally the day component of a datetime, in the same
month as the datetime form which `other` was taken.
Returns
-------
n : int number of periods to increment
"""
if n > 0 and other < compare:
n -= 1
elif n <= 0 and other > compare:
# as if rolled forward already
n += 1
return n
def roll_qtrday(other: datetime, n: int, month: int,
day_opt: str, modby: int) -> int:
"""
Possibly increment or decrement the number of periods to shift
based on rollforward/rollbackward conventions.
Parameters
----------
other : datetime or Timestamp
n : number of periods to increment, before adjusting for rolling
month : int reference month giving the first month of the year
day_opt : {'start', 'end', 'business_start', 'business_end'}
The convention to use in finding the day in a given month against
which to compare for rollforward/rollbackward decisions.
modby : int 3 for quarters, 12 for years
Returns
-------
n : int number of periods to increment
See Also
--------
get_day_of_month : Find the day in a month provided an offset.
"""
cdef:
int months_since
npy_datetimestruct dts
if day_opt not in ["start", "end", "business_start", "business_end"]:
raise ValueError(day_opt)
pydate_to_dtstruct(other, &dts)
if modby == 12:
# We care about the month-of-year, not month-of-quarter, so skip mod
months_since = other.month - month
else:
months_since = other.month % modby - month % modby
return _roll_qtrday(&dts, n, months_since, day_opt)
cdef inline int _roll_qtrday(npy_datetimestruct* dts,
int n,
int months_since,
str day_opt) nogil except? -1:
"""
See roll_qtrday.__doc__
"""
if n > 0:
if months_since < 0 or (months_since == 0 and
dts.day < get_day_of_month(dts, day_opt)):
# pretend to roll back if on same month but
# before compare_day
n -= 1
else:
if months_since > 0 or (months_since == 0 and
dts.day > get_day_of_month(dts, day_opt)):
# make sure to roll forward, so negate
n += 1
return n