timeseries.py

from datetime import timedelta

import dateutil
import numpy as np

from pandas import (
    DataFrame,
    Series,
    date_range,
    period_range,
    timedelta_range,
)

from pandas.tseries.frequencies import infer_freq

try:
    from pandas.plotting._matplotlib.converter import DatetimeConverter
except ImportError:
    from pandas.tseries.converter import DatetimeConverter


class DatetimeIndex:
    params = ["dst", "repeated", "tz_aware", "tz_local", "tz_naive"]
    param_names = ["index_type"]

    def setup(self, index_type):
        N = 100000
        dtidxes = {
            "dst": date_range(
                start="10/29/2000 1:00:00", end="10/29/2000 1:59:59", freq="s"
            ),
            "repeated": date_range(start="2000", periods=N // 10, freq="s").repeat(10),
            "tz_aware": date_range(start="2000", periods=N, freq="s", tz="US/Eastern"),
            "tz_local": date_range(
                start="2000", periods=N, freq="s", tz=dateutil.tz.tzlocal()
            ),
            "tz_naive": date_range(start="2000", periods=N, freq="s"),
        }
        self.index = dtidxes[index_type]

    def time_add_timedelta(self, index_type):
        self.index + timedelta(minutes=2)

    def time_normalize(self, index_type):
        self.index.normalize()

    def time_unique(self, index_type):
        self.index.unique()

    def time_to_time(self, index_type):
        self.index.time

    def time_get(self, index_type):
        self.index[0]

    def time_timeseries_is_month_start(self, index_type):
        self.index.is_month_start

    def time_to_date(self, index_type):
        self.index.date

    def time_to_pydatetime(self, index_type):
        self.index.to_pydatetime()

    def time_is_dates_only(self, index_type):
        self.index._is_dates_only


class TzLocalize:
    params = [None, "US/Eastern", "UTC", dateutil.tz.tzutc()]
    param_names = "tz"

    def setup(self, tz):
        dst_rng = date_range(
            start="10/29/2000 1:00:00", end="10/29/2000 1:59:59", freq="s"
        )
        self.index = date_range(start="10/29/2000", end="10/29/2000 00:59:59", freq="s")
        self.index = self.index.append(dst_rng)
        self.index = self.index.append(dst_rng)
        self.index = self.index.append(
            date_range(start="10/29/2000 2:00:00", end="10/29/2000 3:00:00", freq="s")
        )

    def time_infer_dst(self, tz):
        self.index.tz_localize(tz, ambiguous="infer")


class ResetIndex:
    params = [None, "US/Eastern"]
    param_names = "tz"

    def setup(self, tz):
        idx = date_range(start="1/1/2000", periods=1000, freq="h", tz=tz)
        self.df = DataFrame(np.random.randn(1000, 2), index=idx)

    def time_reset_datetimeindex(self, tz):
        self.df.reset_index()


class InferFreq:
    # This depends mostly on code in _libs/, tseries/, and core.algos.unique
    params = [None, "D", "B"]
    param_names = ["freq"]

    def setup(self, freq):
        if freq is None:
            self.idx = date_range(start="1/1/1700", freq="D", periods=10000)
            self.idx._data._freq = None
        else:
            self.idx = date_range(start="1/1/1700", freq=freq, periods=10000)

    def time_infer_freq(self, freq):
        infer_freq(self.idx)


class TimeDatetimeConverter:
    def setup(self):
        N = 100000
        self.rng = date_range(start="1/1/2000", periods=N, freq="min")

    def time_convert(self):
        DatetimeConverter.convert(self.rng, None, None)


class Iteration:
    params = [date_range, period_range, timedelta_range]
    param_names = ["time_index"]

    def setup(self, time_index):
        N = 10**6
        if time_index is timedelta_range:
            self.idx = time_index(start=0, freq="min", periods=N)
        else:
            self.idx = time_index(start="20140101", freq="min", periods=N)
        self.exit = 10000

    def time_iter(self, time_index):
        for _ in self.idx:
            pass

    def time_iter_preexit(self, time_index):
        for i, _ in enumerate(self.idx):
            if i > self.exit:
                break


class ResampleDataFrame:
    params = ["max", "mean", "min"]
    param_names = ["method"]

    def setup(self, method):
        rng = date_range(start="20130101", periods=100000, freq="50ms")
        df = DataFrame(np.random.randn(100000, 2), index=rng)
        self.resample = getattr(df.resample("1s"), method)

    def time_method(self, method):
        self.resample()


class ResampleSeries:
    params = (["period", "datetime"], ["5min", "1D"], ["mean", "ohlc"])
    param_names = ["index", "freq", "method"]

    def setup(self, index, freq, method):
        indexes = {
            "period": period_range(start="1/1/2000", end="1/1/2001", freq="min"),
            "datetime": date_range(start="1/1/2000", end="1/1/2001", freq="min"),
        }
        idx = indexes[index]
        ts = Series(np.random.randn(len(idx)), index=idx)
        self.resample = getattr(ts.resample(freq), method)

    def time_resample(self, index, freq, method):
        self.resample()


class ResampleDatetetime64:
    # GH 7754
    def setup(self):
        rng3 = date_range(
            start="2000-01-01 00:00:00", end="2000-01-01 10:00:00", freq="555000us"
        )
        self.dt_ts = Series(5, rng3, dtype="datetime64[ns]")

    def time_resample(self):
        self.dt_ts.resample("1s").last()


class AsOf:
    params = ["DataFrame", "Series"]
    param_names = ["constructor"]

    def setup(self, constructor):
        N = 10000
        M = 10
        rng = date_range(start="1/1/1990", periods=N, freq="53s")
        data = {
            "DataFrame": DataFrame(np.random.randn(N, M)),
            "Series": Series(np.random.randn(N)),
        }
        self.ts = data[constructor]
        self.ts.index = rng
        self.ts2 = self.ts.copy()
        self.ts2.iloc[250:5000] = np.nan
        self.ts3 = self.ts.copy()
        self.ts3.iloc[-5000:] = np.nan
        self.dates = date_range(start="1/1/1990", periods=N * 10, freq="5s")
        self.date = self.dates[0]
        self.date_last = self.dates[-1]
        self.date_early = self.date - timedelta(10)

    # test speed of pre-computing NAs.
    def time_asof(self, constructor):
        self.ts.asof(self.dates)

    # should be roughly the same as above.
    def time_asof_nan(self, constructor):
        self.ts2.asof(self.dates)

    # test speed of the code path for a scalar index
    # without *while* loop
    def time_asof_single(self, constructor):
        self.ts.asof(self.date)

    # test speed of the code path for a scalar index
    # before the start. should be the same as above.
    def time_asof_single_early(self, constructor):
        self.ts.asof(self.date_early)

    # test the speed of the code path for a scalar index
    # with a long *while* loop. should still be much
    # faster than pre-computing all the NAs.
    def time_asof_nan_single(self, constructor):
        self.ts3.asof(self.date_last)


class SortIndex:
    params = [True, False]
    param_names = ["monotonic"]

    def setup(self, monotonic):
        N = 10**5
        idx = date_range(start="1/1/2000", periods=N, freq="s")
        self.s = Series(np.random.randn(N), index=idx)
        if not monotonic:
            self.s = self.s.sample(frac=1)

    def time_sort_index(self, monotonic):
        self.s.sort_index()

    def time_get_slice(self, monotonic):
        self.s[:10000]


class Lookup:
    def setup(self):
        N = 1500000
        rng = date_range(start="1/1/2000", periods=N, freq="s")
        self.ts = Series(1, index=rng)
        self.lookup_val = rng[N // 2]

    def time_lookup_and_cleanup(self):
        self.ts[self.lookup_val]
        self.ts.index._cleanup()


class DatetimeAccessor:
    params = [None, "US/Eastern", "UTC", dateutil.tz.tzutc()]
    param_names = "tz"

    def setup(self, tz):
        N = 100000
        self.series = Series(date_range(start="1/1/2000", periods=N, freq="min", tz=tz))

    def time_dt_accessor(self, tz):
        self.series.dt

    def time_dt_accessor_normalize(self, tz):
        self.series.dt.normalize()

    def time_dt_accessor_month_name(self, tz):
        self.series.dt.month_name()

    def time_dt_accessor_day_name(self, tz):
        self.series.dt.day_name()

    def time_dt_accessor_time(self, tz):
        self.series.dt.time

    def time_dt_accessor_date(self, tz):
        self.series.dt.date

    def time_dt_accessor_year(self, tz):
        self.series.dt.year


from .pandas_vb_common import setup  # noqa: F401 isort:skip