1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633
|
"""Compatibility module defining operations on duck numpy-arrays.
Currently, this means Dask or NumPy arrays. None of these functions should
accept or return xarray objects.
"""
import contextlib
import datetime
import inspect
import warnings
from distutils.version import LooseVersion
from functools import partial
import numpy as np
import pandas as pd
from . import dask_array_compat, dask_array_ops, dtypes, npcompat, nputils
from .nputils import nanfirst, nanlast
from .pycompat import (
cupy_array_type,
dask_array_type,
is_duck_dask_array,
sparse_array_type,
)
from .utils import is_duck_array
try:
import dask.array as dask_array
from dask.base import tokenize
except ImportError:
dask_array = None # type: ignore
def _dask_or_eager_func(
name,
eager_module=np,
dask_module=dask_array,
list_of_args=False,
array_args=slice(1),
requires_dask=None,
):
"""Create a function that dispatches to dask for dask array inputs."""
if dask_module is not None:
def f(*args, **kwargs):
if list_of_args:
dispatch_args = args[0]
else:
dispatch_args = args[array_args]
if any(is_duck_dask_array(a) for a in dispatch_args):
try:
wrapped = getattr(dask_module, name)
except AttributeError as e:
raise AttributeError(f"{e}: requires dask >={requires_dask}")
else:
wrapped = getattr(eager_module, name)
return wrapped(*args, **kwargs)
else:
def f(*args, **kwargs):
return getattr(eager_module, name)(*args, **kwargs)
return f
def fail_on_dask_array_input(values, msg=None, func_name=None):
if is_duck_dask_array(values):
if msg is None:
msg = "%r is not yet a valid method on dask arrays"
if func_name is None:
func_name = inspect.stack()[1][3]
raise NotImplementedError(msg % func_name)
# switch to use dask.array / __array_function__ version when dask supports it:
# https://github.com/dask/dask/pull/4822
moveaxis = npcompat.moveaxis
around = _dask_or_eager_func("around")
isclose = _dask_or_eager_func("isclose")
isnat = np.isnat
isnan = _dask_or_eager_func("isnan")
zeros_like = _dask_or_eager_func("zeros_like")
pandas_isnull = _dask_or_eager_func("isnull", eager_module=pd)
def isnull(data):
data = asarray(data)
scalar_type = data.dtype.type
if issubclass(scalar_type, (np.datetime64, np.timedelta64)):
# datetime types use NaT for null
# note: must check timedelta64 before integers, because currently
# timedelta64 inherits from np.integer
return isnat(data)
elif issubclass(scalar_type, np.inexact):
# float types use NaN for null
return isnan(data)
elif issubclass(scalar_type, (np.bool_, np.integer, np.character, np.void)):
# these types cannot represent missing values
return zeros_like(data, dtype=bool)
else:
# at this point, array should have dtype=object
if isinstance(data, (np.ndarray, dask_array_type)):
return pandas_isnull(data)
else:
# Not reachable yet, but intended for use with other duck array
# types. For full consistency with pandas, we should accept None as
# a null value as well as NaN, but it isn't clear how to do this
# with duck typing.
return data != data
def notnull(data):
return ~isnull(data)
transpose = _dask_or_eager_func("transpose")
_where = _dask_or_eager_func("where", array_args=slice(3))
isin = _dask_or_eager_func("isin", array_args=slice(2))
take = _dask_or_eager_func("take")
broadcast_to = _dask_or_eager_func("broadcast_to")
pad = _dask_or_eager_func("pad", dask_module=dask_array_compat)
_concatenate = _dask_or_eager_func("concatenate", list_of_args=True)
_stack = _dask_or_eager_func("stack", list_of_args=True)
array_all = _dask_or_eager_func("all")
array_any = _dask_or_eager_func("any")
tensordot = _dask_or_eager_func("tensordot", array_args=slice(2))
einsum = _dask_or_eager_func("einsum", array_args=slice(1, None))
def gradient(x, coord, axis, edge_order):
if is_duck_dask_array(x):
return dask_array.gradient(x, coord, axis=axis, edge_order=edge_order)
return np.gradient(x, coord, axis=axis, edge_order=edge_order)
def trapz(y, x, axis):
if axis < 0:
axis = y.ndim + axis
x_sl1 = (slice(1, None),) + (None,) * (y.ndim - axis - 1)
x_sl2 = (slice(None, -1),) + (None,) * (y.ndim - axis - 1)
slice1 = (slice(None),) * axis + (slice(1, None),)
slice2 = (slice(None),) * axis + (slice(None, -1),)
dx = x[x_sl1] - x[x_sl2]
integrand = dx * 0.5 * (y[tuple(slice1)] + y[tuple(slice2)])
return sum(integrand, axis=axis, skipna=False)
masked_invalid = _dask_or_eager_func(
"masked_invalid", eager_module=np.ma, dask_module=getattr(dask_array, "ma", None)
)
def astype(data, **kwargs):
try:
import sparse
except ImportError:
sparse = None
if (
sparse is not None
and isinstance(data, sparse_array_type)
and LooseVersion(sparse.__version__) < LooseVersion("0.11.0")
and "casting" in kwargs
):
warnings.warn(
"The current version of sparse does not support the 'casting' argument. It will be ignored in the call to astype().",
RuntimeWarning,
stacklevel=4,
)
kwargs.pop("casting")
return data.astype(**kwargs)
def asarray(data, xp=np):
return data if is_duck_array(data) else xp.asarray(data)
def as_shared_dtype(scalars_or_arrays):
"""Cast a arrays to a shared dtype using xarray's type promotion rules."""
if any([isinstance(x, cupy_array_type) for x in scalars_or_arrays]):
import cupy as cp
arrays = [asarray(x, xp=cp) for x in scalars_or_arrays]
else:
arrays = [asarray(x) for x in scalars_or_arrays]
# Pass arrays directly instead of dtypes to result_type so scalars
# get handled properly.
# Note that result_type() safely gets the dtype from dask arrays without
# evaluating them.
out_type = dtypes.result_type(*arrays)
return [x.astype(out_type, copy=False) for x in arrays]
def lazy_array_equiv(arr1, arr2):
"""Like array_equal, but doesn't actually compare values.
Returns True when arr1, arr2 identical or their dask tokens are equal.
Returns False when shapes are not equal.
Returns None when equality cannot determined: one or both of arr1, arr2 are numpy arrays;
or their dask tokens are not equal
"""
if arr1 is arr2:
return True
arr1 = asarray(arr1)
arr2 = asarray(arr2)
if arr1.shape != arr2.shape:
return False
if dask_array and is_duck_dask_array(arr1) and is_duck_dask_array(arr2):
# GH3068, GH4221
if tokenize(arr1) == tokenize(arr2):
return True
else:
return None
return None
def allclose_or_equiv(arr1, arr2, rtol=1e-5, atol=1e-8):
"""Like np.allclose, but also allows values to be NaN in both arrays"""
arr1 = asarray(arr1)
arr2 = asarray(arr2)
lazy_equiv = lazy_array_equiv(arr1, arr2)
if lazy_equiv is None:
with warnings.catch_warnings():
warnings.filterwarnings("ignore", r"All-NaN (slice|axis) encountered")
return bool(isclose(arr1, arr2, rtol=rtol, atol=atol, equal_nan=True).all())
else:
return lazy_equiv
def array_equiv(arr1, arr2):
"""Like np.array_equal, but also allows values to be NaN in both arrays"""
arr1 = asarray(arr1)
arr2 = asarray(arr2)
lazy_equiv = lazy_array_equiv(arr1, arr2)
if lazy_equiv is None:
with warnings.catch_warnings():
warnings.filterwarnings("ignore", "In the future, 'NAT == x'")
flag_array = (arr1 == arr2) | (isnull(arr1) & isnull(arr2))
return bool(flag_array.all())
else:
return lazy_equiv
def array_notnull_equiv(arr1, arr2):
"""Like np.array_equal, but also allows values to be NaN in either or both
arrays
"""
arr1 = asarray(arr1)
arr2 = asarray(arr2)
lazy_equiv = lazy_array_equiv(arr1, arr2)
if lazy_equiv is None:
with warnings.catch_warnings():
warnings.filterwarnings("ignore", "In the future, 'NAT == x'")
flag_array = (arr1 == arr2) | isnull(arr1) | isnull(arr2)
return bool(flag_array.all())
else:
return lazy_equiv
def count(data, axis=None):
"""Count the number of non-NA in this array along the given axis or axes"""
return np.sum(np.logical_not(isnull(data)), axis=axis)
def where(condition, x, y):
"""Three argument where() with better dtype promotion rules."""
return _where(condition, *as_shared_dtype([x, y]))
def where_method(data, cond, other=dtypes.NA):
if other is dtypes.NA:
other = dtypes.get_fill_value(data.dtype)
return where(cond, data, other)
def fillna(data, other):
# we need to pass data first so pint has a chance of returning the
# correct unit
# TODO: revert after https://github.com/hgrecco/pint/issues/1019 is fixed
return where(notnull(data), data, other)
def concatenate(arrays, axis=0):
"""concatenate() with better dtype promotion rules."""
return _concatenate(as_shared_dtype(arrays), axis=axis)
def stack(arrays, axis=0):
"""stack() with better dtype promotion rules."""
return _stack(as_shared_dtype(arrays), axis=axis)
@contextlib.contextmanager
def _ignore_warnings_if(condition):
if condition:
with warnings.catch_warnings():
warnings.simplefilter("ignore")
yield
else:
yield
def _create_nan_agg_method(name, dask_module=dask_array, coerce_strings=False):
from . import nanops
def f(values, axis=None, skipna=None, **kwargs):
if kwargs.pop("out", None) is not None:
raise TypeError(f"`out` is not valid for {name}")
values = asarray(values)
if coerce_strings and values.dtype.kind in "SU":
values = values.astype(object)
func = None
if skipna or (skipna is None and values.dtype.kind in "cfO"):
nanname = "nan" + name
func = getattr(nanops, nanname)
else:
if name in ["sum", "prod"]:
kwargs.pop("min_count", None)
func = _dask_or_eager_func(name, dask_module=dask_module)
try:
with warnings.catch_warnings():
warnings.filterwarnings("ignore", "All-NaN slice encountered")
return func(values, axis=axis, **kwargs)
except AttributeError:
if not is_duck_dask_array(values):
raise
try: # dask/dask#3133 dask sometimes needs dtype argument
# if func does not accept dtype, then raises TypeError
return func(values, axis=axis, dtype=values.dtype, **kwargs)
except (AttributeError, TypeError):
raise NotImplementedError(
f"{name} is not yet implemented on dask arrays"
)
f.__name__ = name
return f
# Attributes `numeric_only`, `available_min_count` is used for docs.
# See ops.inject_reduce_methods
argmax = _create_nan_agg_method("argmax", coerce_strings=True)
argmin = _create_nan_agg_method("argmin", coerce_strings=True)
max = _create_nan_agg_method("max", coerce_strings=True)
min = _create_nan_agg_method("min", coerce_strings=True)
sum = _create_nan_agg_method("sum")
sum.numeric_only = True
sum.available_min_count = True
std = _create_nan_agg_method("std")
std.numeric_only = True
var = _create_nan_agg_method("var")
var.numeric_only = True
median = _create_nan_agg_method("median", dask_module=dask_array_compat)
median.numeric_only = True
prod = _create_nan_agg_method("prod")
prod.numeric_only = True
prod.available_min_count = True
cumprod_1d = _create_nan_agg_method("cumprod")
cumprod_1d.numeric_only = True
cumsum_1d = _create_nan_agg_method("cumsum")
cumsum_1d.numeric_only = True
unravel_index = _dask_or_eager_func("unravel_index")
_mean = _create_nan_agg_method("mean")
def _datetime_nanmin(array):
"""nanmin() function for datetime64.
Caveats that this function deals with:
- In numpy < 1.18, min() on datetime64 incorrectly ignores NaT
- numpy nanmin() don't work on datetime64 (all versions at the moment of writing)
- dask min() does not work on datetime64 (all versions at the moment of writing)
"""
assert array.dtype.kind in "mM"
dtype = array.dtype
# (NaT).astype(float) does not produce NaN...
array = where(pandas_isnull(array), np.nan, array.astype(float))
array = min(array, skipna=True)
if isinstance(array, float):
array = np.array(array)
# ...but (NaN).astype("M8") does produce NaT
return array.astype(dtype)
def datetime_to_numeric(array, offset=None, datetime_unit=None, dtype=float):
"""Convert an array containing datetime-like data to numerical values.
Convert the datetime array to a timedelta relative to an offset.
Parameters
----------
da : array-like
Input data
offset: None, datetime or cftime.datetime
Datetime offset. If None, this is set by default to the array's minimum
value to reduce round off errors.
datetime_unit: {None, Y, M, W, D, h, m, s, ms, us, ns, ps, fs, as}
If not None, convert output to a given datetime unit. Note that some
conversions are not allowed due to non-linear relationships between units.
dtype: dtype
Output dtype.
Returns
-------
array
Numerical representation of datetime object relative to an offset.
Notes
-----
Some datetime unit conversions won't work, for example from days to years, even
though some calendars would allow for them (e.g. no_leap). This is because there
is no `cftime.timedelta` object.
"""
# TODO: make this function dask-compatible?
# Set offset to minimum if not given
if offset is None:
if array.dtype.kind in "Mm":
offset = _datetime_nanmin(array)
else:
offset = min(array)
# Compute timedelta object.
# For np.datetime64, this can silently yield garbage due to overflow.
# One option is to enforce 1970-01-01 as the universal offset.
array = array - offset
# Scalar is converted to 0d-array
if not hasattr(array, "dtype"):
array = np.array(array)
# Convert timedelta objects to float by first converting to microseconds.
if array.dtype.kind in "O":
return py_timedelta_to_float(array, datetime_unit or "ns").astype(dtype)
# Convert np.NaT to np.nan
elif array.dtype.kind in "mM":
# Convert to specified timedelta units.
if datetime_unit:
array = array / np.timedelta64(1, datetime_unit)
return np.where(isnull(array), np.nan, array.astype(dtype))
def timedelta_to_numeric(value, datetime_unit="ns", dtype=float):
"""Convert a timedelta-like object to numerical values.
Parameters
----------
value : datetime.timedelta, numpy.timedelta64, pandas.Timedelta, str
Time delta representation.
datetime_unit : {Y, M, W, D, h, m, s, ms, us, ns, ps, fs, as}
The time units of the output values. Note that some conversions are not allowed due to
non-linear relationships between units.
dtype : type
The output data type.
"""
import datetime as dt
if isinstance(value, dt.timedelta):
out = py_timedelta_to_float(value, datetime_unit)
elif isinstance(value, np.timedelta64):
out = np_timedelta64_to_float(value, datetime_unit)
elif isinstance(value, pd.Timedelta):
out = pd_timedelta_to_float(value, datetime_unit)
elif isinstance(value, str):
try:
a = pd.to_timedelta(value)
except ValueError:
raise ValueError(
f"Could not convert {value!r} to timedelta64 using pandas.to_timedelta"
)
return py_timedelta_to_float(a, datetime_unit)
else:
raise TypeError(
f"Expected value of type str, pandas.Timedelta, datetime.timedelta "
f"or numpy.timedelta64, but received {type(value).__name__}"
)
return out.astype(dtype)
def _to_pytimedelta(array, unit="us"):
return array.astype(f"timedelta64[{unit}]").astype(datetime.timedelta)
def np_timedelta64_to_float(array, datetime_unit):
"""Convert numpy.timedelta64 to float.
Notes
-----
The array is first converted to microseconds, which is less likely to
cause overflow errors.
"""
array = array.astype("timedelta64[ns]").astype(np.float64)
conversion_factor = np.timedelta64(1, "ns") / np.timedelta64(1, datetime_unit)
return conversion_factor * array
def pd_timedelta_to_float(value, datetime_unit):
"""Convert pandas.Timedelta to float.
Notes
-----
Built on the assumption that pandas timedelta values are in nanoseconds,
which is also the numpy default resolution.
"""
value = value.to_timedelta64()
return np_timedelta64_to_float(value, datetime_unit)
def py_timedelta_to_float(array, datetime_unit):
"""Convert a timedelta object to a float, possibly at a loss of resolution."""
array = np.asarray(array)
array = np.reshape([a.total_seconds() for a in array.ravel()], array.shape) * 1e6
conversion_factor = np.timedelta64(1, "us") / np.timedelta64(1, datetime_unit)
return conversion_factor * array
def mean(array, axis=None, skipna=None, **kwargs):
"""inhouse mean that can handle np.datetime64 or cftime.datetime
dtypes"""
from .common import _contains_cftime_datetimes
array = asarray(array)
if array.dtype.kind in "Mm":
offset = _datetime_nanmin(array)
# xarray always uses np.datetime64[ns] for np.datetime64 data
dtype = "timedelta64[ns]"
return (
_mean(
datetime_to_numeric(array, offset), axis=axis, skipna=skipna, **kwargs
).astype(dtype)
+ offset
)
elif _contains_cftime_datetimes(array):
if is_duck_dask_array(array):
raise NotImplementedError(
"Computing the mean of an array containing "
"cftime.datetime objects is not yet implemented on "
"dask arrays."
)
offset = min(array)
timedeltas = datetime_to_numeric(array, offset, datetime_unit="us")
mean_timedeltas = _mean(timedeltas, axis=axis, skipna=skipna, **kwargs)
return _to_pytimedelta(mean_timedeltas, unit="us") + offset
else:
return _mean(array, axis=axis, skipna=skipna, **kwargs)
mean.numeric_only = True # type: ignore
def _nd_cum_func(cum_func, array, axis, **kwargs):
array = asarray(array)
if axis is None:
axis = tuple(range(array.ndim))
if isinstance(axis, int):
axis = (axis,)
out = array
for ax in axis:
out = cum_func(out, axis=ax, **kwargs)
return out
def cumprod(array, axis=None, **kwargs):
"""N-dimensional version of cumprod."""
return _nd_cum_func(cumprod_1d, array, axis, **kwargs)
def cumsum(array, axis=None, **kwargs):
"""N-dimensional version of cumsum."""
return _nd_cum_func(cumsum_1d, array, axis, **kwargs)
_fail_on_dask_array_input_skipna = partial(
fail_on_dask_array_input,
msg="%r with skipna=True is not yet implemented on dask arrays",
)
def first(values, axis, skipna=None):
"""Return the first non-NA elements in this array along the given axis"""
if (skipna or skipna is None) and values.dtype.kind not in "iSU":
# only bother for dtypes that can hold NaN
_fail_on_dask_array_input_skipna(values)
return nanfirst(values, axis)
return take(values, 0, axis=axis)
def last(values, axis, skipna=None):
"""Return the last non-NA elements in this array along the given axis"""
if (skipna or skipna is None) and values.dtype.kind not in "iSU":
# only bother for dtypes that can hold NaN
_fail_on_dask_array_input_skipna(values)
return nanlast(values, axis)
return take(values, -1, axis=axis)
def rolling_window(array, axis, window, center, fill_value):
"""
Make an ndarray with a rolling window of axis-th dimension.
The rolling dimension will be placed at the last dimension.
"""
if is_duck_dask_array(array):
return dask_array_ops.rolling_window(array, axis, window, center, fill_value)
else: # np.ndarray
return nputils.rolling_window(array, axis, window, center, fill_value)
def least_squares(lhs, rhs, rcond=None, skipna=False):
"""Return the coefficients and residuals of a least-squares fit."""
if is_duck_dask_array(rhs):
return dask_array_ops.least_squares(lhs, rhs, rcond=rcond, skipna=skipna)
else:
return nputils.least_squares(lhs, rhs, rcond=rcond, skipna=skipna)
|