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- from datetime import date, datetime, timedelta
- import functools
- import operator
- from typing import Any, Optional
- import warnings
- from dateutil.easter import easter
- import numpy as np
- from pandas._libs.tslibs import (
- NaT,
- OutOfBoundsDatetime,
- Period,
- Timedelta,
- Timestamp,
- ccalendar,
- conversion,
- delta_to_nanoseconds,
- frequencies as libfrequencies,
- normalize_date,
- offsets as liboffsets,
- timezones,
- )
- from pandas._libs.tslibs.offsets import (
- ApplyTypeError,
- BaseOffset,
- _get_calendar,
- _is_normalized,
- _to_dt64,
- apply_index_wraps,
- as_datetime,
- roll_yearday,
- shift_month,
- )
- from pandas.errors import AbstractMethodError
- from pandas.util._decorators import Appender, Substitution, cache_readonly
- from pandas.core.dtypes.inference import is_list_like
- __all__ = [
- "Day",
- "BusinessDay",
- "BDay",
- "CustomBusinessDay",
- "CDay",
- "CBMonthEnd",
- "CBMonthBegin",
- "MonthBegin",
- "BMonthBegin",
- "MonthEnd",
- "BMonthEnd",
- "SemiMonthEnd",
- "SemiMonthBegin",
- "BusinessHour",
- "CustomBusinessHour",
- "YearBegin",
- "BYearBegin",
- "YearEnd",
- "BYearEnd",
- "QuarterBegin",
- "BQuarterBegin",
- "QuarterEnd",
- "BQuarterEnd",
- "LastWeekOfMonth",
- "FY5253Quarter",
- "FY5253",
- "Week",
- "WeekOfMonth",
- "Easter",
- "Hour",
- "Minute",
- "Second",
- "Milli",
- "Micro",
- "Nano",
- "DateOffset",
- ]
- # convert to/from datetime/timestamp to allow invalid Timestamp ranges to
- # pass thru
- def as_timestamp(obj):
- if isinstance(obj, Timestamp):
- return obj
- try:
- return Timestamp(obj)
- except (OutOfBoundsDatetime):
- pass
- return obj
- def apply_wraps(func):
- @functools.wraps(func)
- def wrapper(self, other):
- if other is NaT:
- return NaT
- elif isinstance(other, (timedelta, Tick, DateOffset)):
- # timedelta path
- return func(self, other)
- elif isinstance(other, (np.datetime64, datetime, date)):
- other = as_timestamp(other)
- tz = getattr(other, "tzinfo", None)
- nano = getattr(other, "nanosecond", 0)
- try:
- if self._adjust_dst and isinstance(other, Timestamp):
- other = other.tz_localize(None)
- result = func(self, other)
- if self._adjust_dst:
- result = conversion.localize_pydatetime(result, tz)
- result = Timestamp(result)
- if self.normalize:
- result = result.normalize()
- # nanosecond may be deleted depending on offset process
- if not self.normalize and nano != 0:
- if not isinstance(self, Nano) and result.nanosecond != nano:
- if result.tz is not None:
- # convert to UTC
- value = conversion.tz_convert_single(
- result.value, timezones.UTC, result.tz
- )
- else:
- value = result.value
- result = Timestamp(value + nano)
- if tz is not None and result.tzinfo is None:
- result = conversion.localize_pydatetime(result, tz)
- except OutOfBoundsDatetime:
- result = func(self, as_datetime(other))
- if self.normalize:
- # normalize_date returns normal datetime
- result = normalize_date(result)
- if tz is not None and result.tzinfo is None:
- result = conversion.localize_pydatetime(result, tz)
- result = Timestamp(result)
- return result
- return wrapper
- # ---------------------------------------------------------------------
- # DateOffset
- class DateOffset(BaseOffset):
- """
- Standard kind of date increment used for a date range.
- Works exactly like relativedelta in terms of the keyword args you
- pass in, 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 work 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.
- Parameters
- ----------
- n : int, default 1
- The number of time periods the offset represents.
- 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
- - 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')
- """
- _params = cache_readonly(BaseOffset._params.fget)
- _use_relativedelta = False
- _adjust_dst = False
- _attributes = frozenset(["n", "normalize"] + list(liboffsets.relativedelta_kwds))
- _deprecations = frozenset(["isAnchored", "onOffset"])
- # default for prior pickles
- normalize = False
- def __init__(self, n=1, normalize=False, **kwds):
- BaseOffset.__init__(self, n, normalize)
- off, use_rd = liboffsets._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)
- @apply_wraps
- def apply(self, other):
- 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 self.n > 0:
- for i in range(self.n):
- other = other + self._offset
- else:
- for i in range(-self.n):
- other = other - self._offset
- if tzinfo is not None and self._use_relativedelta:
- # bring tz back from UTC calculation
- other = conversion.localize_pydatetime(other, tzinfo)
- return as_timestamp(other)
- else:
- return other + timedelta(self.n)
- @apply_index_wraps
- def apply_index(self, i):
- """
- Vectorized apply of DateOffset to DatetimeIndex,
- raises NotImplentedError for offsets without a
- vectorized implementation.
- Parameters
- ----------
- i : DatetimeIndex
- Returns
- -------
- y : DatetimeIndex
- """
- if type(self) is not DateOffset:
- raise NotImplementedError(
- f"DateOffset subclass {type(self).__name__} "
- "does not have a vectorized implementation"
- )
- 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 = liboffsets.shift_months(i.asi8, months)
- i = type(i)(shifted, dtype=i.dtype)
- weeks = (kwds.get("weeks", 0)) * self.n
- if weeks:
- # integer addition on PeriodIndex is deprecated,
- # so we directly use _time_shift instead
- asper = i.to_period("W")
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._time_shift(weeks)
- i = shifted.to_timestamp() + i.to_perioddelta("W")
- 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)
- i = i + (self.n * delta)
- return i
- elif not self._use_relativedelta and hasattr(self, "_offset"):
- # timedelta
- return i + (self._offset * self.n)
- 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_anchored(self):
- # TODO: Does this make sense for the general case? It would help
- # if there were a canonical docstring for what is_anchored means.
- return self.n == 1
- def onOffset(self, dt):
- warnings.warn(
- "onOffset is a deprecated, use is_on_offset instead",
- FutureWarning,
- stacklevel=2,
- )
- return self.is_on_offset(dt)
- def isAnchored(self):
- warnings.warn(
- "isAnchored is a deprecated, use is_anchored instead",
- FutureWarning,
- stacklevel=2,
- )
- return self.is_anchored()
- # TODO: Combine this with BusinessMixin version by defining a whitelisted
- # set of attributes on each object rather than the existing behavior of
- # iterating over internal ``__dict__``
- def _repr_attrs(self):
- exclude = {"n", "inc", "normalize"}
- attrs = []
- for attr in sorted(self.__dict__):
- if attr.startswith("_") or attr == "kwds":
- 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):
- return self.rule_code
- def rollback(self, dt):
- """
- Roll provided date backward to next offset only if not on offset.
- Returns
- -------
- TimeStamp
- Rolled timestamp if not on offset, otherwise unchanged timestamp.
- """
- dt = as_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):
- """
- Roll provided date forward to next offset only if not on offset.
- Returns
- -------
- TimeStamp
- Rolled timestamp if not on offset, otherwise unchanged timestamp.
- """
- dt = as_timestamp(dt)
- if not self.is_on_offset(dt):
- dt = dt + type(self)(1, normalize=self.normalize, **self.kwds)
- return dt
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- # XXX, see #1395
- if type(self) == DateOffset or isinstance(self, Tick):
- return True
- # 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
- # way to get around weirdness with rule_code
- @property
- def _prefix(self):
- raise NotImplementedError("Prefix not defined")
- @property
- def rule_code(self):
- return self._prefix
- @cache_readonly
- def freqstr(self):
- try:
- code = self.rule_code
- except NotImplementedError:
- return 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):
- return ""
- @property
- def nanos(self):
- raise ValueError(f"{self} is a non-fixed frequency")
- class SingleConstructorOffset(DateOffset):
- @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()
- class _CustomMixin:
- """
- Mixin for classes that define and validate calendar, holidays,
- and weekdays attributes.
- """
- def __init__(self, weekmask, holidays, calendar):
- 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
- object.__setattr__(self, "weekmask", weekmask)
- object.__setattr__(self, "holidays", holidays)
- object.__setattr__(self, "calendar", calendar)
- class BusinessMixin:
- """
- Mixin to business types to provide related functions.
- """
- @property
- def offset(self):
- """
- Alias for self._offset.
- """
- # Alias for backward compat
- return self._offset
- def _repr_attrs(self):
- if self.offset:
- attrs = [f"offset={repr(self.offset)}"]
- else:
- attrs = None
- out = ""
- if attrs:
- out += ": " + ", ".join(attrs)
- return out
- class BusinessDay(BusinessMixin, SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n business days.
- """
- _prefix = "B"
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize", "offset"])
- def __init__(self, n=1, normalize=False, offset=timedelta(0)):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- def _offset_str(self):
- 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 isinstance(self.offset, timedelta):
- 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 isinstance(other, datetime):
- 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 isinstance(other, (timedelta, Tick)):
- return BDay(self.n, offset=self.offset + other, normalize=self.normalize)
- else:
- raise ApplyTypeError(
- "Only know how to combine business day with datetime or timedelta."
- )
- @apply_index_wraps
- def apply_index(self, i):
- time = i.to_perioddelta("D")
- # to_period rolls forward to next BDay; track and
- # reduce n where it does when rolling forward
- asper = i.to_period("B")
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- if self.n > 0:
- shifted = (i.to_perioddelta("B") - time).asi8 != 0
- # Integer-array addition is deprecated, so we use
- # _time_shift directly
- roll = np.where(shifted, self.n - 1, self.n)
- shifted = asper._addsub_int_array(roll, operator.add)
- else:
- # Integer addition is deprecated, so we use _time_shift directly
- roll = self.n
- shifted = asper._time_shift(roll)
- result = shifted.to_timestamp() + time
- return result
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.weekday() < 5
- class BusinessHourMixin(BusinessMixin):
- def __init__(self, start="09:00", end="17:00", offset=timedelta(0)):
- # must be validated here to equality check
- if not is_list_like(start):
- start = [start]
- if not len(start):
- raise ValueError("Must include at least 1 start time")
- if not is_list_like(end):
- end = [end]
- if not len(end):
- raise ValueError("Must include at least 1 end time")
- start = np.array([liboffsets._validate_business_time(x) for x in start])
- end = np.array([liboffsets._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"
- )
- object.__setattr__(self, "start", start)
- object.__setattr__(self, "end", end)
- object.__setattr__(self, "_offset", offset)
- @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):
- """
- 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)
- def _get_business_hours_by_sec(self, start, end):
- """
- Return business hours in a day by seconds.
- """
- # create dummy datetime to calculate businesshours 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())
- @apply_wraps
- def rollback(self, dt):
- """
- 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):
- """
- 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
- def _get_closing_time(self, dt):
- """
- 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
- @apply_wraps
- def apply(self, other):
- if isinstance(other, 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 isinstance(self, _CustomMixin): # GH 30593
- 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
- else:
- raise ApplyTypeError("Only know how to combine business hour with datetime")
- def is_on_offset(self, dt):
- 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):
- """
- 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
- def _repr_attrs(self):
- out = super()._repr_attrs()
- hours = ",".join(
- f'{st.strftime("%H:%M")}-{en.strftime("%H:%M")}'
- for st, en in zip(self.start, self.end)
- )
- attrs = [f"{self._prefix}={hours}"]
- out += ": " + ", ".join(attrs)
- return out
- class BusinessHour(BusinessHourMixin, SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n business hours.
- """
- _prefix = "BH"
- _anchor = 0
- _attributes = frozenset(["n", "normalize", "start", "end", "offset"])
- def __init__(
- self, n=1, normalize=False, start="09:00", end="17:00", offset=timedelta(0)
- ):
- BaseOffset.__init__(self, n, normalize)
- super().__init__(start=start, end=end, offset=offset)
- class CustomBusinessDay(_CustomMixin, BusinessDay):
- """
- DateOffset subclass representing possibly n 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 : pd.HolidayCalendar or np.busdaycalendar
- offset : timedelta, default timedelta(0)
- """
- _prefix = "C"
- _attributes = frozenset(
- ["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),
- ):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- @apply_wraps
- def apply(self, other):
- if self.n <= 0:
- roll = "forward"
- else:
- roll = "backward"
- if isinstance(other, datetime):
- 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 isinstance(other, (timedelta, Tick)):
- return BDay(self.n, offset=self.offset + other, normalize=self.normalize)
- else:
- raise ApplyTypeError(
- "Only know how to combine trading day with "
- "datetime, datetime64 or timedelta."
- )
- def apply_index(self, i):
- raise NotImplementedError
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- day64 = _to_dt64(dt, "datetime64[D]")
- return np.is_busday(day64, busdaycal=self.calendar)
- class CustomBusinessHour(_CustomMixin, BusinessHourMixin, SingleConstructorOffset):
- """
- DateOffset subclass representing possibly n custom business days.
- """
- _prefix = "CBH"
- _anchor = 0
- _attributes = frozenset(
- ["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),
- ):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- BusinessHourMixin.__init__(self, start=start, end=end, offset=offset)
- # ---------------------------------------------------------------------
- # Month-Based Offset Classes
- class MonthOffset(SingleConstructorOffset):
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize"])
- __init__ = BaseOffset.__init__
- @property
- def name(self):
- if self.is_anchored:
- return self.rule_code
- else:
- month = ccalendar.MONTH_ALIASES[self.n]
- return f"{self.code_rule}-{month}"
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day == self._get_offset_day(dt)
- @apply_wraps
- def apply(self, other):
- compare_day = self._get_offset_day(other)
- n = liboffsets.roll_convention(other.day, self.n, compare_day)
- return shift_month(other, n, self._day_opt)
- @apply_index_wraps
- def apply_index(self, i):
- shifted = liboffsets.shift_months(i.asi8, self.n, self._day_opt)
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(i)._simple_new(shifted, freq=i.freq, dtype=i.dtype)
- class MonthEnd(MonthOffset):
- """
- DateOffset of one month end.
- """
- _prefix = "M"
- _day_opt = "end"
- class MonthBegin(MonthOffset):
- """
- DateOffset of one month at beginning.
- """
- _prefix = "MS"
- _day_opt = "start"
- class BusinessMonthEnd(MonthOffset):
- """
- DateOffset increments between business EOM dates.
- """
- _prefix = "BM"
- _day_opt = "business_end"
- class BusinessMonthBegin(MonthOffset):
- """
- DateOffset of one business month at beginning.
- """
- _prefix = "BMS"
- _day_opt = "business_start"
- class _CustomBusinessMonth(_CustomMixin, BusinessMixin, MonthOffset):
- """
- DateOffset subclass representing custom business month(s).
- Increments between %(bound)s 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 : pd.HolidayCalendar or np.busdaycalendar
- Calendar to integrate.
- offset : timedelta, default timedelta(0)
- Time offset to apply.
- """
- _attributes = frozenset(
- ["n", "normalize", "weekmask", "holidays", "calendar", "offset"]
- )
- is_on_offset = DateOffset.is_on_offset # override MonthOffset method
- apply_index = DateOffset.apply_index # override MonthOffset method
- def __init__(
- self,
- n=1,
- normalize=False,
- weekmask="Mon Tue Wed Thu Fri",
- holidays=None,
- calendar=None,
- offset=timedelta(0),
- ):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "_offset", offset)
- _CustomMixin.__init__(self, weekmask, holidays, calendar)
- @cache_readonly
- def cbday_roll(self):
- """
- Define default roll function to be called in apply method.
- """
- cbday = CustomBusinessDay(n=self.n, normalize=False, **self.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):
- # 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 = liboffsets.roll_convention(other.day, self.n, compare_date.day)
- new = cur_month_offset_date + n * self.m_offset
- result = self.cbday_roll(new)
- return result
- @Substitution(bound="end")
- @Appender(_CustomBusinessMonth.__doc__)
- class CustomBusinessMonthEnd(_CustomBusinessMonth):
- _prefix = "CBM"
- @Substitution(bound="beginning")
- @Appender(_CustomBusinessMonth.__doc__)
- class CustomBusinessMonthBegin(_CustomBusinessMonth):
- _prefix = "CBMS"
- # ---------------------------------------------------------------------
- # Semi-Month Based Offset Classes
- class SemiMonthOffset(DateOffset):
- _adjust_dst = True
- _default_day_of_month = 15
- _min_day_of_month = 2
- _attributes = frozenset(["n", "normalize", "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:
- object.__setattr__(self, "day_of_month", self._default_day_of_month)
- else:
- object.__setattr__(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}"
- )
- @classmethod
- def _from_name(cls, suffix=None):
- return cls(day_of_month=suffix)
- @property
- def rule_code(self):
- suffix = f"-{self.day_of_month}"
- return self._prefix + suffix
- @apply_wraps
- def apply(self, other):
- # shift `other` to self.day_of_month, incrementing `n` if necessary
- n = liboffsets.roll_convention(other.day, self.n, self.day_of_month)
- days_in_month = ccalendar.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 type(self) is SemiMonthBegin and (self.n <= 0 and other.day == 1):
- n -= 1
- elif type(self) is SemiMonthEnd and (self.n > 0 and other.day == days_in_month):
- n += 1
- return self._apply(n, other)
- def _apply(self, n, other):
- """
- Handle specific apply logic for child classes.
- """
- raise AbstractMethodError(self)
- @apply_index_wraps
- def apply_index(self, i):
- # determine how many days away from the 1st of the month we are
- dti = i
- days_from_start = i.to_perioddelta("M").asi8
- delta = Timedelta(days=self.day_of_month - 1).value
- # get boolean array for each element before the day_of_month
- before_day_of_month = days_from_start < delta
- # get boolean array for each element after the day_of_month
- after_day_of_month = days_from_start > delta
- # determine the correct n for each date in i
- roll = self._get_roll(i, before_day_of_month, after_day_of_month)
- # isolate the time since it will be striped away one the next line
- time = i.to_perioddelta("D")
- # apply the correct number of months
- # integer-array addition on PeriodIndex is deprecated,
- # so we use _addsub_int_array directly
- asper = i.to_period("M")
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._addsub_int_array(roll // 2, operator.add)
- i = type(dti)(shifted.to_timestamp())
- # apply the correct day
- i = self._apply_index_days(i, roll)
- return i + time
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- """
- Return an array with the correct n for each date in i.
- The roll array is based on the fact that i gets rolled back to
- the first day of the month.
- """
- raise AbstractMethodError(self)
- def _apply_index_days(self, i, roll):
- """
- Apply the correct day for each date in i.
- """
- raise AbstractMethodError(self)
- class SemiMonthEnd(SemiMonthOffset):
- """
- Two DateOffset's per month repeating on the last
- day of the month and day_of_month.
- Parameters
- ----------
- n : int
- normalize : bool, default False
- day_of_month : int, {1, 3,...,27}, default 15
- """
- _prefix = "SM"
- _min_day_of_month = 1
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- days_in_month = ccalendar.get_days_in_month(dt.year, dt.month)
- return dt.day in (self.day_of_month, days_in_month)
- def _apply(self, n, other):
- months = n // 2
- day = 31 if n % 2 else self.day_of_month
- return shift_month(other, months, day)
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- n = self.n
- is_month_end = i.is_month_end
- if n > 0:
- roll_end = np.where(is_month_end, 1, 0)
- roll_before = np.where(before_day_of_month, n, n + 1)
- roll = roll_end + roll_before
- elif n == 0:
- roll_after = np.where(after_day_of_month, 2, 0)
- roll_before = np.where(~after_day_of_month, 1, 0)
- roll = roll_before + roll_after
- else:
- roll = np.where(after_day_of_month, n + 2, n + 1)
- return roll
- def _apply_index_days(self, i, roll):
- """
- Add days portion of offset to DatetimeIndex i.
- Parameters
- ----------
- i : DatetimeIndex
- roll : ndarray[int64_t]
- Returns
- -------
- result : DatetimeIndex
- """
- nanos = (roll % 2) * Timedelta(days=self.day_of_month).value
- i += nanos.astype("timedelta64[ns]")
- return i + Timedelta(days=-1)
- class SemiMonthBegin(SemiMonthOffset):
- """
- Two DateOffset's per month repeating on the first
- day of the month and day_of_month.
- Parameters
- ----------
- n : int
- normalize : bool, default False
- day_of_month : int, {2, 3,...,27}, default 15
- """
- _prefix = "SMS"
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day in (1, self.day_of_month)
- def _apply(self, n, other):
- months = n // 2 + n % 2
- day = 1 if n % 2 else self.day_of_month
- return shift_month(other, months, day)
- def _get_roll(self, i, before_day_of_month, after_day_of_month):
- n = self.n
- is_month_start = i.is_month_start
- if n > 0:
- roll = np.where(before_day_of_month, n, n + 1)
- elif n == 0:
- roll_start = np.where(is_month_start, 0, 1)
- roll_after = np.where(after_day_of_month, 1, 0)
- roll = roll_start + roll_after
- else:
- roll_after = np.where(after_day_of_month, n + 2, n + 1)
- roll_start = np.where(is_month_start, -1, 0)
- roll = roll_after + roll_start
- return roll
- def _apply_index_days(self, i, roll):
- """
- Add days portion of offset to DatetimeIndex i.
- Parameters
- ----------
- i : DatetimeIndex
- roll : ndarray[int64_t]
- Returns
- -------
- result : DatetimeIndex
- """
- nanos = (roll % 2) * Timedelta(days=self.day_of_month - 1).value
- return i + nanos.astype("timedelta64[ns]")
- # ---------------------------------------------------------------------
- # Week-Based Offset Classes
- class Week(DateOffset):
- """
- Weekly offset.
- Parameters
- ----------
- weekday : int, default None
- Always generate specific day of week. 0 for Monday.
- """
- _adjust_dst = True
- _inc = timedelta(weeks=1)
- _prefix = "W"
- _attributes = frozenset(["n", "normalize", "weekday"])
- def __init__(self, n=1, normalize=False, weekday=None):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(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}")
- def is_anchored(self):
- 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 isinstance(other, datetime):
- 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_index_wraps
- def apply_index(self, i):
- if self.weekday is None:
- # integer addition on PeriodIndex is deprecated,
- # so we use _time_shift directly
- asper = i.to_period("W")
- if not isinstance(asper._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- asper = asper._data
- shifted = asper._time_shift(self.n)
- return shifted.to_timestamp() + i.to_perioddelta("W")
- else:
- return self._end_apply_index(i)
- def _end_apply_index(self, dtindex):
- """
- Add self to the given DatetimeIndex, specialized for case where
- self.weekday is non-null.
- Parameters
- ----------
- dtindex : DatetimeIndex
- Returns
- -------
- result : DatetimeIndex
- """
- off = dtindex.to_perioddelta("D")
- base, mult = libfrequencies.get_freq_code(self.freqstr)
- base_period = dtindex.to_period(base)
- if not isinstance(base_period._data, np.ndarray):
- # unwrap PeriodIndex --> PeriodArray
- base_period = base_period._data
- if self.n > 0:
- # when adding, dates on end roll to next
- normed = dtindex - off + Timedelta(1, "D") - Timedelta(1, "ns")
- roll = np.where(
- base_period.to_timestamp(how="end") == normed, self.n, self.n - 1
- )
- # integer-array addition on PeriodIndex is deprecated,
- # so we use _addsub_int_array directly
- shifted = base_period._addsub_int_array(roll, operator.add)
- base = shifted.to_timestamp(how="end")
- else:
- # integer addition on PeriodIndex is deprecated,
- # so we use _time_shift directly
- roll = self.n
- base = base_period._time_shift(roll).to_timestamp(how="end")
- return base + off + Timedelta(1, "ns") - Timedelta(1, "D")
- def is_on_offset(self, dt):
- 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):
- suffix = ""
- if self.weekday is not None:
- weekday = ccalendar.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 = ccalendar.weekday_to_int[suffix]
- return cls(weekday=weekday)
- class _WeekOfMonthMixin:
- """
- Mixin for methods common to WeekOfMonth and LastWeekOfMonth.
- """
- @apply_wraps
- def apply(self, other):
- compare_day = self._get_offset_day(other)
- months = self.n
- if months > 0 and compare_day > other.day:
- months -= 1
- elif months <= 0 and compare_day < other.day:
- months += 1
- shifted = shift_month(other, months, "start")
- to_day = self._get_offset_day(shifted)
- return liboffsets.shift_day(shifted, to_day - shifted.day)
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.day == self._get_offset_day(dt)
- class WeekOfMonth(_WeekOfMonthMixin, DateOffset):
- """
- 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.
- """
- _prefix = "WOM"
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize", "week", "weekday"])
- def __init__(self, n=1, normalize=False, week=0, weekday=0):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(self, "week", week)
- if self.weekday < 0 or self.weekday > 6:
- raise ValueError(f"Day must be 0<=day<=6, got {self.weekday}")
- if self.week < 0 or self.week > 3:
- raise ValueError(f"Week must be 0<=week<=3, got {self.week}")
- def _get_offset_day(self, other):
- """
- 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
- @property
- def rule_code(self):
- weekday = ccalendar.int_to_weekday.get(self.weekday, "")
- return f"{self._prefix}-{self.week + 1}{weekday}"
- @classmethod
- def _from_name(cls, suffix=None):
- if not suffix:
- raise ValueError(f"Prefix {repr(cls._prefix)} requires a suffix.")
- # TODO: handle n here...
- # only one digit weeks (1 --> week 0, 2 --> week 1, etc.)
- week = int(suffix[0]) - 1
- weekday = ccalendar.weekday_to_int[suffix[1:]]
- return cls(week=week, weekday=weekday)
- class LastWeekOfMonth(_WeekOfMonthMixin, DateOffset):
- """
- Describes monthly dates in last week of month like "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.
- """
- _prefix = "LWOM"
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize", "weekday"])
- def __init__(self, n=1, normalize=False, weekday=0):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "weekday", weekday)
- if self.n == 0:
- raise ValueError("N cannot be 0")
- if self.weekday < 0 or self.weekday > 6:
- raise ValueError(f"Day must be 0<=day<=6, got {self.weekday}")
- def _get_offset_day(self, other):
- """
- 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 = ccalendar.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
- @property
- def rule_code(self):
- weekday = ccalendar.int_to_weekday.get(self.weekday, "")
- return f"{self._prefix}-{weekday}"
- @classmethod
- def _from_name(cls, suffix=None):
- if not suffix:
- raise ValueError(f"Prefix {repr(cls._prefix)} requires a suffix.")
- # TODO: handle n here...
- weekday = ccalendar.weekday_to_int[suffix]
- return cls(weekday=weekday)
- # ---------------------------------------------------------------------
- # Quarter-Based Offset Classes
- class QuarterOffset(DateOffset):
- """
- Quarter representation - doesn't call super.
- """
- _default_startingMonth: Optional[int] = None
- _from_name_startingMonth: Optional[int] = None
- _adjust_dst = True
- _attributes = frozenset(["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
- def __init__(self, n=1, normalize=False, startingMonth=None):
- BaseOffset.__init__(self, n, normalize)
- if startingMonth is None:
- startingMonth = self._default_startingMonth
- object.__setattr__(self, "startingMonth", startingMonth)
- def is_anchored(self):
- return self.n == 1 and self.startingMonth is not None
- @classmethod
- def _from_name(cls, suffix=None):
- kwargs = {}
- if suffix:
- kwargs["startingMonth"] = ccalendar.MONTH_TO_CAL_NUM[suffix]
- else:
- if cls._from_name_startingMonth is not None:
- kwargs["startingMonth"] = cls._from_name_startingMonth
- return cls(**kwargs)
- @property
- def rule_code(self):
- month = ccalendar.MONTH_ALIASES[self.startingMonth]
- return f"{self._prefix}-{month}"
- @apply_wraps
- def apply(self, other):
- # 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 = liboffsets.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)
- def is_on_offset(self, dt):
- 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_index_wraps
- def apply_index(self, dtindex):
- shifted = liboffsets.shift_quarters(
- dtindex.asi8, self.n, self.startingMonth, self._day_opt
- )
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(dtindex)._simple_new(
- shifted, freq=dtindex.freq, dtype=dtindex.dtype
- )
- class BQuarterEnd(QuarterOffset):
- """
- DateOffset increments between business Quarter 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 3/30/2007, 6/29/2007, ...
- """
- _outputName = "BusinessQuarterEnd"
- _default_startingMonth = 3
- _from_name_startingMonth = 12
- _prefix = "BQ"
- _day_opt = "business_end"
- # TODO: This is basically the same as BQuarterEnd
- class BQuarterBegin(QuarterOffset):
- _outputName = "BusinessQuarterBegin"
- # I suspect this is wrong for *all* of them.
- _default_startingMonth = 3
- _from_name_startingMonth = 1
- _prefix = "BQS"
- _day_opt = "business_start"
- class QuarterEnd(QuarterOffset):
- """
- DateOffset increments between business Quarter 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, ...
- """
- _outputName = "QuarterEnd"
- _default_startingMonth = 3
- _prefix = "Q"
- _day_opt = "end"
- class QuarterBegin(QuarterOffset):
- _outputName = "QuarterBegin"
- _default_startingMonth = 3
- _from_name_startingMonth = 1
- _prefix = "QS"
- _day_opt = "start"
- # ---------------------------------------------------------------------
- # Year-Based Offset Classes
- class YearOffset(DateOffset):
- """
- DateOffset that just needs a month.
- """
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize", "month"])
- def _get_offset_day(self, other):
- # override BaseOffset method to use self.month instead of other.month
- # TODO: there may be a more performant way to do this
- return liboffsets.get_day_of_month(
- other.replace(month=self.month), self._day_opt
- )
- @apply_wraps
- def apply(self, other):
- years = roll_yearday(other, self.n, self.month, self._day_opt)
- months = years * 12 + (self.month - other.month)
- return shift_month(other, months, self._day_opt)
- @apply_index_wraps
- def apply_index(self, dtindex):
- shifted = liboffsets.shift_quarters(
- dtindex.asi8, self.n, self.month, self._day_opt, modby=12
- )
- # TODO: going through __new__ raises on call to _validate_frequency;
- # are we passing incorrect freq?
- return type(dtindex)._simple_new(
- shifted, freq=dtindex.freq, dtype=dtindex.dtype
- )
- def is_on_offset(self, dt):
- if self.normalize and not _is_normalized(dt):
- return False
- return dt.month == self.month and dt.day == self._get_offset_day(dt)
- 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
- object.__setattr__(self, "month", month)
- if self.month < 1 or self.month > 12:
- raise ValueError("Month must go from 1 to 12")
- @classmethod
- def _from_name(cls, suffix=None):
- kwargs = {}
- if suffix:
- kwargs["month"] = ccalendar.MONTH_TO_CAL_NUM[suffix]
- return cls(**kwargs)
- @property
- def rule_code(self):
- month = ccalendar.MONTH_ALIASES[self.month]
- return f"{self._prefix}-{month}"
- class BYearEnd(YearOffset):
- """
- DateOffset increments between business EOM dates.
- """
- _outputName = "BusinessYearEnd"
- _default_month = 12
- _prefix = "BA"
- _day_opt = "business_end"
- class BYearBegin(YearOffset):
- """
- DateOffset increments between business year begin dates.
- """
- _outputName = "BusinessYearBegin"
- _default_month = 1
- _prefix = "BAS"
- _day_opt = "business_start"
- class YearEnd(YearOffset):
- """
- DateOffset increments between calendar year ends.
- """
- _default_month = 12
- _prefix = "A"
- _day_opt = "end"
- class YearBegin(YearOffset):
- """
- DateOffset increments between calendar year begin dates.
- """
- _default_month = 1
- _prefix = "AS"
- _day_opt = "start"
- # ---------------------------------------------------------------------
- # Special Offset Classes
- class FY5253(DateOffset):
- """
- 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:
- http://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.
- """
- _prefix = "RE"
- _adjust_dst = True
- _attributes = frozenset(["weekday", "startingMonth", "variation"])
- def __init__(
- self, n=1, normalize=False, weekday=0, startingMonth=1, variation="nearest"
- ):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "startingMonth", startingMonth)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(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")
- def is_anchored(self):
- return (
- self.n == 1 and self.startingMonth is not None and self.weekday is not None
- )
- def is_on_offset(self, dt):
- 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):
- 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 = conversion.localize_pydatetime(prev_year, other.tzinfo)
- cur_year = conversion.localize_pydatetime(cur_year, other.tzinfo)
- next_year = conversion.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):
- assert dt.tzinfo is None
- dim = ccalendar.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)
- @property
- def rule_code(self):
- prefix = self._prefix
- suffix = self.get_rule_code_suffix()
- return f"{prefix}-{suffix}"
- def _get_suffix_prefix(self):
- if self.variation == "nearest":
- return "N"
- else:
- return "L"
- def get_rule_code_suffix(self):
- prefix = self._get_suffix_prefix()
- month = ccalendar.MONTH_ALIASES[self.startingMonth]
- weekday = ccalendar.int_to_weekday[self.weekday]
- return f"{prefix}-{month}-{weekday}"
- @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 = ccalendar.MONTH_TO_CAL_NUM[startingMonth_code]
- weekday = ccalendar.weekday_to_int[weekday_code]
- return {
- "weekday": weekday,
- "startingMonth": startingMonth,
- "variation": variation,
- }
- @classmethod
- def _from_name(cls, *args):
- return cls(**cls._parse_suffix(*args))
- class FY5253Quarter(DateOffset):
- """
- 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:
- http://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.
- """
- _prefix = "REQ"
- _adjust_dst = True
- _attributes = frozenset(
- ["weekday", "startingMonth", "qtr_with_extra_week", "variation"]
- )
- def __init__(
- self,
- n=1,
- normalize=False,
- weekday=0,
- startingMonth=1,
- qtr_with_extra_week=1,
- variation="nearest",
- ):
- BaseOffset.__init__(self, n, normalize)
- object.__setattr__(self, "startingMonth", startingMonth)
- object.__setattr__(self, "weekday", weekday)
- object.__setattr__(self, "qtr_with_extra_week", qtr_with_extra_week)
- object.__setattr__(self, "variation", variation)
- if self.n == 0:
- raise ValueError("N cannot be 0")
- @cache_readonly
- def _offset(self):
- return FY5253(
- startingMonth=self.startingMonth,
- weekday=self.weekday,
- variation=self.variation,
- )
- def is_anchored(self):
- return self.n == 1 and self._offset.is_anchored()
- def _rollback_to_year(self, other):
- """
- 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 thet qtr_lens is consistent with self._offset addition
- end = liboffsets.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(days=qlen * 7)
- else:
- break
- else:
- tdelta = Timedelta(0)
- # Note: we always have tdelta.value >= 0
- return start, num_qtrs, tdelta
- @apply_wraps
- def apply(self, other):
- # 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 = liboffsets.shift_day(res, days=weeks * 7)
- return res
- def get_weeks(self, dt):
- 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):
- # 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):
- 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 = liboffsets.shift_day(current, days=qtr_len * 7)
- if dt == current:
- return True
- return False
- @property
- def rule_code(self):
- suffix = self._offset.get_rule_code_suffix()
- qtr = self.qtr_with_extra_week
- return f"{self._prefix}-{suffix}-{qtr}"
- @classmethod
- def _from_name(cls, *args):
- return cls(
- **dict(FY5253._parse_suffix(*args[:-1]), qtr_with_extra_week=int(args[-1]))
- )
- class Easter(DateOffset):
- """
- DateOffset for the Easter holiday using logic defined in dateutil.
- Right now uses the revised method which is valid in years 1583-4099.
- """
- _adjust_dst = True
- _attributes = frozenset(["n", "normalize"])
- __init__ = BaseOffset.__init__
- @apply_wraps
- def apply(self, other):
- current_easter = easter(other.year)
- current_easter = datetime(
- current_easter.year, current_easter.month, current_easter.day
- )
- current_easter = conversion.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):
- if self.normalize and not _is_normalized(dt):
- return False
- return date(dt.year, dt.month, dt.day) == easter(dt.year)
- # ---------------------------------------------------------------------
- # Ticks
- def _tick_comp(op):
- assert op not in [operator.eq, operator.ne]
- def f(self, other):
- try:
- return op(self.delta, other.delta)
- except AttributeError:
- # comparing with a non-Tick object
- raise TypeError(
- f"Invalid comparison between {type(self).__name__} "
- f"and {type(other).__name__}"
- )
- f.__name__ = f"__{op.__name__}__"
- return f
- class Tick(liboffsets._Tick, SingleConstructorOffset):
- _inc = Timedelta(microseconds=1000)
- _prefix = "undefined"
- _attributes = frozenset(["n", "normalize"])
- def __init__(self, n=1, normalize=False):
- BaseOffset.__init__(self, n, normalize)
- if normalize:
- raise ValueError(
- "Tick offset with `normalize=True` are not allowed."
- ) # GH#21427
- __gt__ = _tick_comp(operator.gt)
- __ge__ = _tick_comp(operator.ge)
- __lt__ = _tick_comp(operator.lt)
- __le__ = _tick_comp(operator.le)
- def __add__(self, other):
- 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)
- elif isinstance(other, Period):
- return other + self
- try:
- return self.apply(other)
- except ApplyTypeError:
- return NotImplemented
- except OverflowError:
- raise OverflowError(
- f"the add operation between {self} and {other} will overflow"
- )
- def __eq__(self, other: Any) -> bool:
- if isinstance(other, str):
- from pandas.tseries.frequencies import to_offset
- 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
- if isinstance(other, Tick):
- return self.delta == other.delta
- else:
- return False
- # This is identical to DateOffset.__hash__, but has to be redefined here
- # for Python 3, because we've redefined __eq__.
- def __hash__(self):
- return hash(self._params)
- def __ne__(self, other):
- if isinstance(other, str):
- from pandas.tseries.frequencies import to_offset
- 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 True
- if isinstance(other, Tick):
- return self.delta != other.delta
- else:
- return True
- @property
- def delta(self):
- return self.n * self._inc
- @property
- def nanos(self):
- return delta_to_nanoseconds(self.delta)
- # TODO: Should Tick have its own apply_index?
- def apply(self, other):
- # Timestamp can handle tz and nano sec, thus no need to use apply_wraps
- if isinstance(other, Timestamp):
- # GH 15126
- # in order to avoid a recursive
- # call of __add__ and __radd__ if there is
- # an exception, when we call using the + operator,
- # we directly call the known method
- result = other.__add__(self)
- if result is NotImplemented:
- raise OverflowError
- return result
- elif isinstance(other, (datetime, np.datetime64, date)):
- return as_timestamp(other) + self
- if isinstance(other, timedelta):
- return other + self.delta
- elif isinstance(other, type(self)):
- return type(self)(self.n + other.n)
- raise ApplyTypeError(f"Unhandled type: {type(other).__name__}")
- def is_anchored(self):
- return False
- def _delta_to_tick(delta):
- 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 % 1000000 == 0:
- return Milli(nanos // 1000000)
- elif nanos % 1000 == 0:
- return Micro(nanos // 1000)
- else: # pragma: no cover
- return Nano(nanos)
- class Day(Tick):
- _inc = Timedelta(days=1)
- _prefix = "D"
- class Hour(Tick):
- _inc = Timedelta(hours=1)
- _prefix = "H"
- class Minute(Tick):
- _inc = Timedelta(minutes=1)
- _prefix = "T"
- class Second(Tick):
- _inc = Timedelta(seconds=1)
- _prefix = "S"
- class Milli(Tick):
- _inc = Timedelta(milliseconds=1)
- _prefix = "L"
- class Micro(Tick):
- _inc = Timedelta(microseconds=1)
- _prefix = "U"
- class Nano(Tick):
- _inc = Timedelta(nanoseconds=1)
- _prefix = "N"
- BDay = BusinessDay
- BMonthEnd = BusinessMonthEnd
- BMonthBegin = BusinessMonthBegin
- CBMonthEnd = CustomBusinessMonthEnd
- CBMonthBegin = CustomBusinessMonthBegin
- CDay = CustomBusinessDay
- # ---------------------------------------------------------------------
- def generate_range(start=None, end=None, periods=None, offset=BDay()):
- """
- Generates a sequence of dates corresponding to the specified time
- offset. Similar to dateutil.rrule except uses pandas DateOffset
- objects to represent time increments.
- Parameters
- ----------
- start : datetime, (default None)
- end : datetime, (default None)
- periods : int, (default None)
- offset : DateOffset, (default BDay())
- Notes
- -----
- * This method is faster for generating weekdays than dateutil.rrule
- * At least two of (start, end, periods) must be specified.
- * If both start and end are specified, the returned dates will
- satisfy start <= date <= end.
- Returns
- -------
- dates : generator object
- """
- from pandas.tseries.frequencies import to_offset
- offset = to_offset(offset)
- start = Timestamp(start)
- start = start if start is not NaT else None
- end = Timestamp(end)
- end = end if end is not NaT else None
- if start and not offset.is_on_offset(start):
- start = offset.rollforward(start)
- elif end and not offset.is_on_offset(end):
- end = offset.rollback(end)
- if periods is None and end < start and offset.n >= 0:
- end = None
- periods = 0
- if end is None:
- end = start + (periods - 1) * offset
- if start is None:
- start = end - (periods - 1) * offset
- cur = start
- if offset.n >= 0:
- while cur <= end:
- yield cur
- if cur == end:
- # GH#24252 avoid overflows by not performing the addition
- # in offset.apply unless we have to
- break
- # faster than cur + offset
- next_date = offset.apply(cur)
- if next_date <= cur:
- raise ValueError(f"Offset {offset} did not increment date")
- cur = next_date
- else:
- while cur >= end:
- yield cur
- if cur == end:
- # GH#24252 avoid overflows by not performing the addition
- # in offset.apply unless we have to
- break
- # faster than cur + offset
- next_date = offset.apply(cur)
- if next_date >= cur:
- raise ValueError(f"Offset {offset} did not decrement date")
- cur = next_date
- 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,
- ]
- }
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