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"""Resampling for CFTimeIndex. Does not support non-integer freq."""
# The mechanisms for resampling CFTimeIndex was copied and adapted from
# the source code defined in pandas.core.resample
#
# For reference, here is a copy of the pandas copyright notice:
#
# BSD 3-Clause License
#
# Copyright (c) 2008-2012, AQR Capital Management, LLC, Lambda Foundry, Inc.
# and PyData Development Team
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are met:
#
# * Redistributions of source code must retain the above copyright notice, this
# list of conditions and the following disclaimer.
#
# * Redistributions in binary form must reproduce the above copyright notice,
# this list of conditions and the following disclaimer in the documentation
# and/or other materials provided with the distribution.
#
# * Neither the name of the copyright holder nor the names of its
# contributors may be used to endorse or promote products derived from
# this software without specific prior written permission.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
# ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
# LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
# CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
# SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
# INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
# CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
# ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
# POSSIBILITY OF SUCH DAMAGE.
import datetime
import numpy as np
import pandas as pd
from ..coding.cftime_offsets import (
CFTIME_TICKS,
Day,
MonthEnd,
QuarterEnd,
YearEnd,
cftime_range,
normalize_date,
to_offset,
)
from ..coding.cftimeindex import CFTimeIndex
class CFTimeGrouper:
"""This is a simple container for the grouping parameters that implements a
single method, the only one required for resampling in xarray. It cannot
be used in a call to groupby like a pandas.Grouper object can."""
def __init__(self, freq, closed=None, label=None, base=0, loffset=None):
self.freq = to_offset(freq)
self.closed = closed
self.label = label
self.base = base
self.loffset = loffset
if isinstance(self.freq, (MonthEnd, QuarterEnd, YearEnd)):
if self.closed is None:
self.closed = "right"
if self.label is None:
self.label = "right"
else:
if self.closed is None:
self.closed = "left"
if self.label is None:
self.label = "left"
def first_items(self, index):
"""Meant to reproduce the results of the following
grouper = pandas.Grouper(...)
first_items = pd.Series(np.arange(len(index)),
index).groupby(grouper).first()
with index being a CFTimeIndex instead of a DatetimeIndex.
"""
datetime_bins, labels = _get_time_bins(
index, self.freq, self.closed, self.label, self.base
)
if self.loffset is not None:
if isinstance(self.loffset, datetime.timedelta):
labels = labels + self.loffset
else:
labels = labels + to_offset(self.loffset)
# check binner fits data
if index[0] < datetime_bins[0]:
raise ValueError("Value falls before first bin")
if index[-1] > datetime_bins[-1]:
raise ValueError("Value falls after last bin")
integer_bins = np.searchsorted(index, datetime_bins, side=self.closed)[:-1]
first_items = pd.Series(integer_bins, labels)
# Mask duplicate values with NaNs, preserving the last values
non_duplicate = ~first_items.duplicated("last")
return first_items.where(non_duplicate)
def _get_time_bins(index, freq, closed, label, base):
"""Obtain the bins and their respective labels for resampling operations.
Parameters
----------
index : CFTimeIndex
Index object to be resampled (e.g., CFTimeIndex named 'time').
freq : xarray.coding.cftime_offsets.BaseCFTimeOffset
The offset object representing target conversion a.k.a. resampling
frequency (e.g., 'MS', '2D', 'H', or '3T' with
coding.cftime_offsets.to_offset() applied to it).
closed : 'left' or 'right', optional
Which side of bin interval is closed.
The default is 'left' for all frequency offsets except for 'M' and 'A',
which have a default of 'right'.
label : 'left' or 'right', optional
Which bin edge label to label bucket with.
The default is 'left' for all frequency offsets except for 'M' and 'A',
which have a default of 'right'.
base : int, optional
For frequencies that evenly subdivide 1 day, the "origin" of the
aggregated intervals. For example, for '5min' frequency, base could
range from 0 through 4. Defaults to 0.
Returns
-------
datetime_bins : CFTimeIndex
Defines the edge of resampling bins by which original index values will
be grouped into.
labels : CFTimeIndex
Define what the user actually sees the bins labeled as.
"""
if not isinstance(index, CFTimeIndex):
raise TypeError(
"index must be a CFTimeIndex, but got "
"an instance of %r" % type(index).__name__
)
if len(index) == 0:
datetime_bins = labels = CFTimeIndex(data=[], name=index.name)
return datetime_bins, labels
first, last = _get_range_edges(
index.min(), index.max(), freq, closed=closed, base=base
)
datetime_bins = labels = cftime_range(
freq=freq, start=first, end=last, name=index.name
)
datetime_bins, labels = _adjust_bin_edges(
datetime_bins, freq, closed, index, labels
)
if label == "right":
labels = labels[1:]
else:
labels = labels[:-1]
# TODO: when CFTimeIndex supports missing values, if the reference index
# contains missing values, insert the appropriate NaN value at the
# beginning of the datetime_bins and labels indexes.
return datetime_bins, labels
def _adjust_bin_edges(datetime_bins, offset, closed, index, labels):
"""This is required for determining the bin edges resampling with
daily frequencies greater than one day, month end, and year end
frequencies.
Consider the following example. Let's say you want to downsample the
time series with the following coordinates to month end frequency:
CFTimeIndex([2000-01-01 12:00:00, 2000-01-31 12:00:00,
2000-02-01 12:00:00], dtype='object')
Without this adjustment, _get_time_bins with month-end frequency will
return the following index for the bin edges (default closed='right' and
label='right' in this case):
CFTimeIndex([1999-12-31 00:00:00, 2000-01-31 00:00:00,
2000-02-29 00:00:00], dtype='object')
If 2000-01-31 is used as a bound for a bin, the value on
2000-01-31T12:00:00 (at noon on January 31st), will not be included in the
month of January. To account for this, pandas adds a day minus one worth
of microseconds to the bin edges generated by cftime range, so that we do
bin the value at noon on January 31st in the January bin. This results in
an index with bin edges like the following:
CFTimeIndex([1999-12-31 23:59:59, 2000-01-31 23:59:59,
2000-02-29 23:59:59], dtype='object')
The labels are still:
CFTimeIndex([2000-01-31 00:00:00, 2000-02-29 00:00:00], dtype='object')
This is also required for daily frequencies longer than one day and
year-end frequencies.
"""
is_super_daily = isinstance(offset, (MonthEnd, QuarterEnd, YearEnd)) or (
isinstance(offset, Day) and offset.n > 1
)
if is_super_daily:
if closed == "right":
datetime_bins = datetime_bins + datetime.timedelta(days=1, microseconds=-1)
if datetime_bins[-2] > index.max():
datetime_bins = datetime_bins[:-1]
labels = labels[:-1]
return datetime_bins, labels
def _get_range_edges(first, last, offset, closed="left", base=0):
"""Get the correct starting and ending datetimes for the resampled
CFTimeIndex range.
Parameters
----------
first : cftime.datetime
Uncorrected starting datetime object for resampled CFTimeIndex range.
Usually the min of the original CFTimeIndex.
last : cftime.datetime
Uncorrected ending datetime object for resampled CFTimeIndex range.
Usually the max of the original CFTimeIndex.
offset : xarray.coding.cftime_offsets.BaseCFTimeOffset
The offset object representing target conversion a.k.a. resampling
frequency. Contains information on offset type (e.g. Day or 'D') and
offset magnitude (e.g., n = 3).
closed : 'left' or 'right', optional
Which side of bin interval is closed. Defaults to 'left'.
base : int, optional
For frequencies that evenly subdivide 1 day, the "origin" of the
aggregated intervals. For example, for '5min' frequency, base could
range from 0 through 4. Defaults to 0.
Returns
-------
first : cftime.datetime
Corrected starting datetime object for resampled CFTimeIndex range.
last : cftime.datetime
Corrected ending datetime object for resampled CFTimeIndex range.
"""
if isinstance(offset, CFTIME_TICKS):
first, last = _adjust_dates_anchored(
first, last, offset, closed=closed, base=base
)
return first, last
else:
first = normalize_date(first)
last = normalize_date(last)
if closed == "left":
first = offset.rollback(first)
else:
first = first - offset
last = last + offset
return first, last
def _adjust_dates_anchored(first, last, offset, closed="right", base=0):
"""First and last offsets should be calculated from the start day to fix
an error cause by resampling across multiple days when a one day period is
not a multiple of the frequency.
See https://github.com/pandas-dev/pandas/issues/8683
Parameters
----------
first : cftime.datetime
A datetime object representing the start of a CFTimeIndex range.
last : cftime.datetime
A datetime object representing the end of a CFTimeIndex range.
offset : xarray.coding.cftime_offsets.BaseCFTimeOffset
The offset object representing target conversion a.k.a. resampling
frequency. Contains information on offset type (e.g. Day or 'D') and
offset magnitude (e.g., n = 3).
closed : 'left' or 'right', optional
Which side of bin interval is closed. Defaults to 'right'.
base : int, optional
For frequencies that evenly subdivide 1 day, the "origin" of the
aggregated intervals. For example, for '5min' frequency, base could
range from 0 through 4. Defaults to 0.
Returns
-------
fresult : cftime.datetime
A datetime object representing the start of a date range that has been
adjusted to fix resampling errors.
lresult : cftime.datetime
A datetime object representing the end of a date range that has been
adjusted to fix resampling errors.
"""
base = base % offset.n
start_day = normalize_date(first)
base_td = type(offset)(n=base).as_timedelta()
start_day += base_td
foffset = exact_cftime_datetime_difference(start_day, first) % offset.as_timedelta()
loffset = exact_cftime_datetime_difference(start_day, last) % offset.as_timedelta()
if closed == "right":
if foffset.total_seconds() > 0:
fresult = first - foffset
else:
fresult = first - offset.as_timedelta()
if loffset.total_seconds() > 0:
lresult = last + (offset.as_timedelta() - loffset)
else:
lresult = last
else:
if foffset.total_seconds() > 0:
fresult = first - foffset
else:
fresult = first
if loffset.total_seconds() > 0:
lresult = last + (offset.as_timedelta() - loffset)
else:
lresult = last + offset.as_timedelta()
return fresult, lresult
def exact_cftime_datetime_difference(a, b):
"""Exact computation of b - a
Assumes:
a = a_0 + a_m
b = b_0 + b_m
Here a_0, and b_0 represent the input dates rounded
down to the nearest second, and a_m, and b_m represent
the remaining microseconds associated with date a and
date b.
We can then express the value of b - a as:
b - a = (b_0 + b_m) - (a_0 + a_m) = b_0 - a_0 + b_m - a_m
By construction, we know that b_0 - a_0 must be a round number
of seconds. Therefore we can take the result of b_0 - a_0 using
ordinary cftime.datetime arithmetic and round to the nearest
second. b_m - a_m is the remainder, in microseconds, and we
can simply add this to the rounded timedelta.
Parameters
----------
a : cftime.datetime
Input datetime
b : cftime.datetime
Input datetime
Returns
-------
datetime.timedelta
"""
seconds = b.replace(microsecond=0) - a.replace(microsecond=0)
seconds = int(round(seconds.total_seconds()))
microseconds = b.microsecond - a.microsecond
return datetime.timedelta(seconds=seconds, microseconds=microseconds)
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