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# pylint: disable-msg=W0201, W0212
"""
Support for multi-variable time series, through masked recarrays.
:author: Pierre GF Gerard-Marchant & Matt Knox
:contact: pierregm_at_uga_dot_edu - mattknox_ca_at_hotmail_dot_com
:version: $Id: tmulti.py 2987 2007-05-12 02:04:59Z pierregm $
"""
__author__ = "Pierre GF Gerard-Marchant & Matt Knox ($Author: pierregm $)"
__version__ = '1.0'
__revision__ = "$Revision: 2987 $"
__date__ = '$Date: 2007-05-11 19:04:59 -0700 (Fri, 11 May 2007) $'
import sys
import numpy
from numpy import bool_, complex_, float_, int_, str_, object_
import numpy.core.fromnumeric as fromnumeric
import numpy.core.numeric as numeric
from numpy.core.numeric import ndarray
import numpy.core.numerictypes as ntypes
import numpy.core.umath as umath
from numpy.core.defchararray import chararray
from numpy.core.records import find_duplicate
from numpy.core.records import format_parser, recarray, record
from numpy.core.records import fromarrays as recfromarrays
import maskedarray as MA
#MaskedArray = MA.MaskedArray
from maskedarray.core import MaskedArray, MAError, default_fill_value, \
masked_print_option
from maskedarray.core import masked, nomask, getmask, getmaskarray, make_mask,\
make_mask_none, mask_or, masked_array, filled
import maskedarray.mrecords as MR
from maskedarray.mrecords import _checknames, _guessvartypes, openfile,\
MaskedRecords
from maskedarray.mrecords import fromrecords as mrecfromrecords
from tseries import TimeSeries, time_series, _getdatalength
from tdates import Date, DateArray, date_array
#ndarray = numeric.ndarray
_byteorderconv = numpy.core.records._byteorderconv
_typestr = ntypes._typestr
reserved_fields = MR.reserved_fields + ['_dates']
import warnings
__all__ = [
'MultiTimeSeries','fromarrays','fromrecords','fromtextfile',
]
def _getformats(data):
"""Returns the formats of each array of arraylist as a comma-separated
string."""
if isinstance(data, record):
return ",".join([desc[1] for desc in data.dtype.descr])
formats = ''
for obj in data:
obj = numeric.asarray(obj)
# if not isinstance(obj, ndarray):
## if not isinstance(obj, ndarray):
# raise ValueError, "item in the array list must be an ndarray."
formats += _typestr[obj.dtype.type]
if issubclass(obj.dtype.type, ntypes.flexible):
formats += `obj.itemsize`
formats += ','
return formats[:-1]
class MultiTimeSeries(TimeSeries, MaskedRecords, object):
"""
:IVariables:
- `__localfdict` : Dictionary
Dictionary of local fields (`f0_data`, `f0_mask`...)
- `__globalfdict` : Dictionary
Dictionary of global fields, as the combination of a `_data` and a `_mask`.
(`f0`)
"""
_defaultfieldmask = nomask
_defaulthardmask = False
def __new__(cls, data, dates=None, mask=nomask, dtype=None,
freq=None, observed=None, start_date=None,
hard_mask=False, fill_value=None,
# offset=0, strides=None,
formats=None, names=None, titles=None,
byteorder=None, aligned=False):
tsoptions = dict(fill_value=fill_value, hard_mask=hard_mask,)
mroptions = dict(fill_value=fill_value, hard_mask=hard_mask,
formats=formats, names=names, titles=titles,
byteorder=byteorder, aligned=aligned)
#
if isinstance(data, MultiTimeSeries):
# if copy:
# data = data.copy()
data._hardmask = data._hardmask | hard_mask
return data
# .......................................
_data = MaskedRecords(data, mask=mask, dtype=dtype, **mroptions).view(cls)
if dates is None:
length = _getdatalength(data)
newdates = date_array(start_date=start_date, length=length,
freq=freq)
elif not hasattr(dates, 'freq'):
newdates = date_array(dlist=dates, freq=freq)
else:
newdates = dates
_data._dates = newdates
_data._observed = observed
cls._defaultfieldmask = _data._fieldmask
#
return _data
def __array_finalize__(self,obj):
if isinstance(obj, (MaskedRecords)):
self.__dict__.update(_fieldmask=obj._fieldmask,
_hardmask=obj._hardmask,
_fill_value=obj._fill_value,
_names = obj.dtype.names
)
if isinstance(obj, MultiTimeSeries):
self.__dict__.update(observed=obj.observed,
_dates=obj._dates)
else:
self.__dict__.update(observed=None,
_dates=[])
else:
self.__dict__.update(_dates = [],
observed=None,
_fieldmask = nomask,
_hardmask = False,
fill_value = None,
_names = self.dtype.names
)
return
def _getdata(self):
"Returns the data as a recarray."
return self.view(recarray)
_data = property(fget=_getdata)
def _getseries(self):
"Returns the data as a MaskedRecord array."
return self.view(MaskedRecords)
_series = property(fget=_getseries)
#......................................................
def __getattribute__(self, attr):
getattribute = MaskedRecords.__getattribute__
_dict = getattribute(self,'__dict__')
if attr in _dict.get('_names',[]):
obj = getattribute(self,attr).view(TimeSeries)
obj._dates = _dict['_dates']
return obj
return getattribute(self,attr)
def __setattr__(self, attr, val):
newattr = attr not in self.__dict__
try:
# Is attr a generic attribute ?
ret = object.__setattr__(self, attr, val)
except:
# Not a generic attribute: exit if it's not a valid field
fielddict = self.dtype.names or {}
if attr not in fielddict:
exctype, value = sys.exc_info()[:2]
raise exctype, value
else:
if attr not in list(self.dtype.names) + ['_dates','_mask']:
return ret
if newattr: # We just added this one
try: # or this setattr worked on an internal
# attribute.
object.__delattr__(self, attr)
except:
return ret
# Case #1.: Basic field ............
base_fmask = self._fieldmask
_names = self.dtype.names
if attr in _names:
fval = filled(val)
mval = getmaskarray(val)
if self._hardmask:
mval = mask_or(mval, base_fmask.__getattr__(attr))
self._data.__setattr__(attr, fval)
base_fmask.__setattr__(attr, mval)
return
elif attr == '_mask':
if self._hardmask:
val = make_mask(val)
if val is not nomask:
# mval = getmaskarray(val)
for k in _names:
m = mask_or(val, base_fmask.__getattr__(k))
base_fmask.__setattr__(k, m)
else:
mval = getmaskarray(val)
for k in _names:
base_fmask.__setattr__(k, mval)
return
#............................................
def __getitem__(self, indx):
"""Returns all the fields sharing the same fieldname base.
The fieldname base is either `_data` or `_mask`."""
_localdict = self.__dict__
# We want a field ........
if indx in self.dtype.names:
obj = self._data[indx].view(TimeSeries)
obj._dates = _localdict['_dates']
obj._mask = make_mask(_localdict['_fieldmask'][indx])
return obj
# We want some elements ..
(sindx, dindx) = self._TimeSeries__checkindex(indx)
# obj = numeric.array(self._data[sindx],
# copy=False, subok=True).view(type(self))
obj = numeric.array(self._data[sindx], copy=False, subok=True)
obj = obj.view(type(self))
obj.__dict__.update(_dates=_localdict['_dates'][dindx],
_fieldmask=_localdict['_fieldmask'][sindx],
_fill_value=_localdict['_fill_value'])
return obj
def __getslice__(self, i, j):
"""Returns the slice described by [i,j]."""
_localdict = self.__dict__
(si, di) = super(MultiTimeSeries, self)._TimeSeries__checkindex(i)
(sj, dj) = super(MultiTimeSeries, self)._TimeSeries__checkindex(j)
newdata = self._data[si:sj].view(type(self))
newdata.__dict__.update(_dates=_localdict['_dates'][di:dj],
_mask=_localdict['_fieldmask'][si:sj])
return newdata
def __setslice__(self, i, j, value):
"""Sets the slice described by [i,j] to `value`."""
self.view(MaskedRecords).__setslice__(i,j,value)
return
#......................................................
def __str__(self):
"""x.__str__() <==> str(x)
Calculates the string representation, using masked for fill if it is enabled.
Otherwise, fills with fill value.
"""
if self.size > 1:
mstr = ["(%s)" % ",".join([str(i) for i in s])
for s in zip(*[getattr(self,f) for f in self.dtype.names])]
return "[%s]" % ", ".join(mstr)
else:
mstr = numeric.asarray(self._data.item(), dtype=object_)
mstr[list(self._fieldmask)] = masked_print_option
return str(mstr)
def __repr__(self):
"""x.__repr__() <==> repr(x)
Calculates the repr representation, using masked for fill if it is enabled.
Otherwise fill with fill value.
"""
_names = self.dtype.names
_dates = self._dates
if numeric.size(_dates) > 2 and self._dates.isvalid():
timestr = "[%s ... %s]" % (str(_dates[0]),str(_dates[-1]))
else:
timestr = str(_dates)
fmt = "%%%is : %%s" % (max([len(n) for n in _names])+4,)
reprstr = [fmt % (f,getattr(self,f)) for f in self.dtype.names]
reprstr.insert(0,'multitimeseries(')
reprstr.extend([fmt % ('dates', timestr),
fmt % (' fill_value', self._fill_value),
' )'])
return str("\n".join(reprstr))
#.............................................
def copy(self):
"Returns a copy of the argument."
_localdict = self.__dict__
return MultiTimeSeries(_localdict['_data'].copy(),
dates=_localdict['_dates'].copy(),
mask=_localdict['_fieldmask'].copy(),
dtype=self.dtype)
#####---------------------------------------------------------------------------
#---- --- Constructors ---
#####---------------------------------------------------------------------------
def fromarrays(arraylist, dates=None,
dtype=None, shape=None, formats=None,
names=None, titles=None, aligned=False, byteorder=None):
"""Creates a mrecarray from a (flat) list of masked arrays.
:Parameters:
- `arraylist` : Sequence
A list of (masked) arrays. Each element of the sequence is first converted
to a masked array if needed. If a 2D array is passed as argument, it is
processed line by line
- `dtype` : numeric.dtype
Data type descriptor.
- `shape` : Integer *[None]*
Number of records. If None, `shape` is defined from the shape of the first
array in the list.
- `formats` :
(Description to write)
- `names` :
(description to write)
- `titles`:
(Description to write)
- `aligned`: Boolen *[False]*
(Description to write, not used anyway)
- `byteorder`: Boolen *[None]*
(Description to write, not used anyway)
"""
arraylist = [MA.asarray(x) for x in arraylist]
# Define/check the shape.....................
if shape is None or shape == 0:
shape = arraylist[0].shape
if isinstance(shape, int):
shape = (shape,)
# Define formats from scratch ...............
if formats is None and dtype is None:
formats = _getformats(arraylist)
# Define the dtype ..........................
if dtype is not None:
descr = numeric.dtype(dtype)
_names = descr.names
else:
parsed = format_parser(formats, names, titles, aligned, byteorder)
_names = parsed._names
descr = parsed._descr
# Determine shape from data-type.............
if len(descr) != len(arraylist):
msg = "Mismatch between the number of fields (%i) and the number of "\
"arrays (%i)"
raise ValueError, msg % (len(descr), len(arraylist))
d0 = descr[0].shape
nn = len(d0)
if nn > 0:
shape = shape[:-nn]
# Make sure the shape is the correct one ....
for k, obj in enumerate(arraylist):
nn = len(descr[k].shape)
testshape = obj.shape[:len(obj.shape)-nn]
if testshape != shape:
raise ValueError, "Array-shape mismatch in array %d" % k
# Reconstruct the descriptor, by creating a _data and _mask version
return MultiTimeSeries(arraylist, dtype=descr)
def __getdates(dates=None, newdates=None, length=None, freq=None,
start_date=None):
"""Determines new dates (private function not meant to be used)."""
if dates is None:
if newdates is not None:
if not hasattr(newdates, 'freq'):
newdates = date_array(dlist=newdates, freq=freq)
else:
newdates = date_array(start_date=start_date, length=length,
freq=freq)
elif not hasattr(dates, 'freq'):
newdates = date_array(dlist=dates, freq=freq)
else:
newdates = dates
return newdates
#..............................................................................
def fromrecords(reclist, dates=None, freq=None, start_date=None,
dtype=None, shape=None, formats=None, names=None,
titles=None, aligned=False, byteorder=None):
"""Creates a MaskedRecords from a list of records.
The data in the same field can be heterogeneous, they will be promoted
to the highest data type. This method is intended for creating
smaller record arrays. If used to create large array without formats
defined, it can be slow.
If formats is None, then this will auto-detect formats. Use a list of
tuples rather than a list of lists for faster processing.
"""
# reclist is in fact a mrecarray .................
if isinstance(reclist, MultiTimeSeries):
mdescr = reclist.dtype
shape = reclist.shape
return MultiTimeSeries(reclist, dtype=mdescr)
# No format, no dtype: create from to arrays .....
_data = mrecfromrecords(reclist, dtype=dtype, shape=shape, formats=formats,
names=names, titles=titles, aligned=aligned,
byteorder=byteorder)
_dtype = _data.dtype
# Check the names for a '_dates' .................
newdates = None
_names = list(_dtype.names)
reserved = [n for n in _names if n.lower() in ['dates', '_dates']]
if len(reserved) > 0:
newdates = _data[reserved[-1]]
[_names.remove(n) for n in reserved]
_dtype = numeric.dtype([t for t in _dtype.descr \
if t[0] not in reserved ])
_data = [_data[n] for n in _names]
#
newdates = __getdates(dates=dates, newdates=newdates, length=len(_data),
freq=freq, start_date=start_date)
#
return MultiTimeSeries(_data, dates=newdates, dtype=_dtype,
names=_names)
def fromtextfile(fname, delimitor=None, commentchar='#', missingchar='',
dates_column=None, varnames=None, vartypes=None,
dates=None):
"""Creates a multitimeseries from data stored in the file `filename`.
:Parameters:
- `filename` : file name/handle
Handle of an opened file.
- `delimitor` : Character *None*
Alphanumeric character used to separate columns in the file.
If None, any (group of) white spacestring(s) will be used.
- `commentchar` : String *['#']*
Alphanumeric character used to mark the start of a comment.
- `missingchar` : String *['']*
String indicating missing data, and used to create the masks.
- `datescol` : Integer *[None]*
Position of the columns storing dates. If None, a position will be
estimated from the variable names.
- `varnames` : Sequence *[None]*
Sequence of the variable names. If None, a list will be created from
the first non empty line of the file.
- `vartypes` : Sequence *[None]*
Sequence of the variables dtypes. If None, the sequence will be estimated
from the first non-commented line.
Ultra simple: the varnames are in the header, one line"""
# Try to open the file ......................
f = openfile(fname)
# Get the first non-empty line as the varnames
while True:
line = f.readline()
firstline = line[:line.find(commentchar)].strip()
_varnames = firstline.split(delimitor)
if len(_varnames) > 1:
break
if varnames is None:
varnames = _varnames
# Get the data ..............................
_variables = MA.asarray([line.strip().split(delimitor) for line in f
if line[0] != commentchar and len(line) > 1])
(nvars, nfields) = _variables.shape
# Check if we need to get the dates..........
if dates_column is None:
dates_column = [i for (i,n) in enumerate(list(varnames))
if n.lower() in ['_dates','dates']]
elif isinstance(dates_column,(int,float)):
if dates_column > nfields:
raise ValueError,\
"Invalid column number: %i > %i" % (dates_column, nfields)
dates_column = [dates_column,]
if len(dates_column) > 0:
cols = range(nfields)
[cols.remove(i) for i in dates_column]
newdates = date_array(_variables[:,dates_column[-1]])
_variables = _variables[:,cols]
varnames = [varnames[i] for i in cols]
if vartypes is not None:
vartypes = [vartypes[i] for i in cols]
nfields -= len(dates_column)
else:
newdates = None
# Try to guess the dtype ....................
if vartypes is None:
vartypes = _guessvartypes(_variables[0])
else:
vartypes = [numeric.dtype(v) for v in vartypes]
if len(vartypes) != nfields:
msg = "Attempting to %i dtypes for %i fields!"
msg += " Reverting to default."
warnings.warn(msg % (len(vartypes), nfields))
vartypes = _guessvartypes(_variables[0])
# Construct the descriptor ..................
mdescr = [(n,f) for (n,f) in zip(varnames, vartypes)]
# Get the data and the mask .................
# We just need a list of masked_arrays. It's easier to create it like that:
_mask = (_variables.T == missingchar)
_datalist = [masked_array(a,mask=m,dtype=t)
for (a,m,t) in zip(_variables.T, _mask, vartypes)]
#
newdates = __getdates(dates=dates, newdates=newdates, length=nvars,
freq=None, start_date=None)
return MultiTimeSeries(_datalist, dates=newdates, dtype=mdescr)
################################################################################
if __name__ == '__main__':
import numpy as N
from maskedarray.testutils import assert_equal
if 1:
d = N.arange(5)
m = MA.make_mask([1,0,0,1,1])
base_d = N.r_[d,d[::-1]].reshape(2,-1).T
base_m = N.r_[[m, m[::-1]]].T
base = MA.array(base_d, mask=base_m)
mrec = MR.fromarrays(base.T,)
dlist = ['2007-%02i' % (i+1) for i in d]
dates = date_array(dlist)
ts = time_series(mrec,dates)
mts = MultiTimeSeries(mrec,dates)
self_data = [d, m, mrec, dlist, dates, ts, mts]
assert(isinstance(mts.f0, TimeSeries))
if 0:
mts[:2] = 5
assert_equal(mts.f0._data, [5,5,2,3,4])
assert_equal(mts.f1._data, [5,5,2,1,0])
assert_equal(mts.f0._mask, [0,0,0,1,1])
assert_equal(mts.f1._mask, [0,0,0,0,1])
mts.harden_mask()
mts[-2:] = 5
assert_equal(mts.f0._data, [5,5,2,3,4])
assert_equal(mts.f1._data, [5,5,2,5,0])
assert_equal(mts.f0._mask, [0,0,0,1,1])
assert_equal(mts.f1._mask, [0,0,0,0,1])
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