Start porting offsets to cython

doc/source/whatsnew/v0.22.0.txt

@@ -42,7 +42,7 @@ Other API Changes
 
 - ``NaT`` division with :class:`datetime.timedelta` will now return ``NaN`` instead of raising (:issue:`17876`)
 - :class:`Timestamp` will no longer silently ignore unused or invalid `tz` or `tzinfo` arguments (:issue:`17690`)
--
+- :class:`CacheableOffset` and :class:`WeekDay` are no longer available in the `tseries.offsets` module (:issue:`17830`)
 -
 
 .. _whatsnew_0220.deprecations:

pandas/_libs/tslibs/offsets.pyx

@@ -0,0 +1,208 @@
+# -*- coding: utf-8 -*-
+# cython: profile=False
+
+cimport cython
+
+import time
+from cpython.datetime cimport time as dt_time
+
+import numpy as np
+cimport numpy as np
+np.import_array()
+
+
+from util cimport is_string_object
+
+
+from pandas._libs.tslib import pydt_to_i8, tz_convert_single
+
+# ---------------------------------------------------------------------
+# Constants
+
+# Duplicated in tslib
+_MONTHS = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL',
+ 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
+_int_to_month = {(k + 1): v for k, v in enumerate(_MONTHS)}
+_month_to_int = dict((v, k) for k, v in _int_to_month.items())
+
+
+class WeekDay(object):
+ MON = 0
+ TUE = 1
+ WED = 2
+ THU = 3
+ FRI = 4
+ SAT = 5
+ SUN = 6
+
+
+_int_to_weekday = {
+ WeekDay.MON: 'MON',
+ WeekDay.TUE: 'TUE',
+ WeekDay.WED: 'WED',
+ WeekDay.THU: 'THU',
+ WeekDay.FRI: 'FRI',
+ WeekDay.SAT: 'SAT',
+ WeekDay.SUN: 'SUN'}
+
+_weekday_to_int = {_int_to_weekday[key]: key for key in _int_to_weekday}
+
+
+_offset_to_period_map = {
+ 'WEEKDAY': 'D',
+ 'EOM': 'M',
+ 'BM': 'M',
+ 'BQS': 'Q',
+ 'QS': 'Q',
+ 'BQ': 'Q',
+ 'BA': 'A',
+ 'AS': 'A',
+ 'BAS': 'A',
+ 'MS': 'M',
+ 'D': 'D',
+ 'C': 'C',
+ 'B': 'B',
+ 'T': 'T',
+ 'S': 'S',
+ 'L': 'L',
+ 'U': 'U',
+ 'N': 'N',
+ 'H': 'H',
+ 'Q': 'Q',
+ 'A': 'A',
+ 'W': 'W',
+ 'M': 'M',
+ 'Y': 'A',
+ 'BY': 'A',
+ 'YS': 'A',
+ 'BYS': 'A'}
+
+need_suffix = ['QS', 'BQ', 'BQS', 'YS', 'AS', 'BY', 'BA', 'BYS', 'BAS']
+
+
+for __prefix in need_suffix:
+ for _m in _MONTHS:
+ key = '%s-%s' % (__prefix, _m)
+ _offset_to_period_map[key] = _offset_to_period_map[__prefix]
+
+for __prefix in ['A', 'Q']:
+ for _m in _MONTHS:
+ _alias = '%s-%s' % (__prefix, _m)
+ _offset_to_period_map[_alias] = _alias
+
+_days = ['MON', 'TUE', 'WED', 'THU', 'FRI', 'SAT', 'SUN']
+for _d in _days:
+ _offset_to_period_map['W-%s' % _d] = 'W-%s' % _d
+
+
+# ---------------------------------------------------------------------
+# Misc Helpers
+
+def as_datetime(obj):
+ f = getattr(obj, 'to_pydatetime', None)
+ if f is not None:
+ obj = f()
+ return obj
+
+
+def _is_normalized(dt):
+ if (dt.hour != 0 or dt.minute != 0 or dt.second != 0 or
+ dt.microsecond != 0 or getattr(dt, 'nanosecond', 0) != 0):
+ return False
+ return True
+
+
+# ---------------------------------------------------------------------
+# Business Helpers
+
+def _get_firstbday(wkday):
+ """
+ wkday is the result of monthrange(year, month)
+
+ If it's a saturday or sunday, increment first business day to reflect this
+ """
+ first = 1
+ if wkday == 5: # on Saturday
+ first = 3
+ elif wkday == 6: # on Sunday
+ first = 2
+ return first
+
+
+def _get_calendar(weekmask, holidays, calendar):
+ """Generate busdaycalendar"""
+ if isinstance(calendar, np.busdaycalendar):
+ if not holidays:
+ holidays = tuple(calendar.holidays)
+ elif not isinstance(holidays, tuple):
+ holidays = tuple(holidays)
+ else:
+ # trust that calendar.holidays and holidays are
+ # consistent
+ pass
+ return calendar, holidays
+
+ if holidays is None:
+ holidays = []
+ try:
+ holidays = holidays + calendar.holidays().tolist()
+ except AttributeError:
+ pass
+ holidays = [_to_dt64(dt, dtype='datetime64[D]') for dt in holidays]
+ holidays = tuple(sorted(holidays))
+
+ kwargs = {'weekmask': weekmask}
+ if holidays:
+ kwargs['holidays'] = holidays
+
+ busdaycalendar = np.busdaycalendar(**kwargs)
+ return busdaycalendar, holidays
+
+
+def _to_dt64(dt, dtype='datetime64'):
+ # Currently
+ # > np.datetime64(dt.datetime(2013,5,1),dtype='datetime64[D]')
+ # numpy.datetime64('2013-05-01T02:00:00.000000+0200')
+ # Thus astype is needed to cast datetime to datetime64[D]
+ if getattr(dt, 'tzinfo', None) is not None:
+ i8 = pydt_to_i8(dt)
+ dt = tz_convert_single(i8, 'UTC', dt.tzinfo)
+ dt = np.int64(dt).astype('datetime64[ns]')
+ else:
+ dt = np.datetime64(dt)
+ if dt.dtype.name != dtype:
+ dt = dt.astype(dtype)
+ return dt
+
+
+# ---------------------------------------------------------------------
+# Validation
+
+
+def _validate_business_time(t_input):
+ if is_string_object(t_input):
+ try:
+ t = time.strptime(t_input, '%H:%M')
+ return dt_time(hour=t.tm_hour, minute=t.tm_min)
+ except ValueError:
+ raise ValueError("time data must match '%H:%M' format")
+ elif isinstance(t_input, dt_time):
+ if t_input.second != 0 or t_input.microsecond != 0:
+ raise ValueError(
+ "time data must be specified only with hour and minute")
+ return t_input
+ else:
+ raise ValueError("time data must be string or datetime.time")
+
+# ---------------------------------------------------------------------
+# Mixins & Singletons
+
+
+class ApplyTypeError(TypeError):
+ # sentinel class for catching the apply error to return NotImplemented
+ pass
+
+
+# TODO: unused. remove?
+class CacheableOffset(object):
+ _cacheable = True

pandas/tests/tseries/test_offsets.py

@@ -17,17 +17,18 @@
  get_offset, get_standard_freq)
 from pandas.core.indexes.datetimes import (
  _to_m8, DatetimeIndex, _daterange_cache)
+from pandas._libs.tslibs.offsets import WeekDay, CacheableOffset
 from pandas.tseries.offsets import (BDay, CDay, BQuarterEnd, BMonthEnd,
  BusinessHour, WeekOfMonth, CBMonthEnd,
- CustomBusinessHour, WeekDay,
+ CustomBusinessHour,
  CBMonthBegin, BYearEnd, MonthEnd,
  MonthBegin, SemiMonthBegin, SemiMonthEnd,
  BYearBegin, QuarterBegin, BQuarterBegin,
  BMonthBegin, DateOffset, Week, YearBegin,
  YearEnd, Hour, Minute, Second, Day, Micro,
  QuarterEnd, BusinessMonthEnd, FY5253,
  Milli, Nano, Easter, FY5253Quarter,
- LastWeekOfMonth, CacheableOffset)
+ LastWeekOfMonth)
 from pandas.core.tools.datetimes import (
  format, ole2datetime, parse_time_string,
  to_datetime, DateParseError)

pandas/tseries/frequencies.py

@@ -312,7 +312,7 @@ def _get_freq_str(base, mult=1):
 # ---------------------------------------------------------------------
 # Offset names ("time rules") and related functions
 
-
+from pandas._libs.tslibs.offsets import _offset_to_period_map
 from pandas.tseries.offsets import (Nano, Micro, Milli, Second, # noqa
  Minute, Hour,
  Day, BDay, CDay, Week, MonthBegin,
@@ -328,51 +328,6 @@ def _get_freq_str(base, mult=1):
 #: cache of previously seen offsets
 _offset_map = {}
 
-_offset_to_period_map = {
- 'WEEKDAY': 'D',
- 'EOM': 'M',
- 'BM': 'M',
- 'BQS': 'Q',
- 'QS': 'Q',
- 'BQ': 'Q',
- 'BA': 'A',
- 'AS': 'A',
- 'BAS': 'A',
- 'MS': 'M',
- 'D': 'D',
- 'C': 'C',
- 'B': 'B',
- 'T': 'T',
- 'S': 'S',
- 'L': 'L',
- 'U': 'U',
- 'N': 'N',
- 'H': 'H',
- 'Q': 'Q',
- 'A': 'A',
- 'W': 'W',
- 'M': 'M',
- 'Y': 'A',
- 'BY': 'A',
- 'YS': 'A',
- 'BYS': 'A',
-}
-
-need_suffix = ['QS', 'BQ', 'BQS', 'YS', 'AS', 'BY', 'BA', 'BYS', 'BAS']
-for __prefix in need_suffix:
- for _m in tslib._MONTHS:
- _alias = '{prefix}-{month}'.format(prefix=__prefix, month=_m)
- _offset_to_period_map[_alias] = _offset_to_period_map[__prefix]
-for __prefix in ['A', 'Q']:
- for _m in tslib._MONTHS:
- _alias = '{prefix}-{month}'.format(prefix=__prefix, month=_m)
- _offset_to_period_map[_alias] = _alias
-
-_days = ['MON', 'TUE', 'WED', 'THU', 'FRI', 'SAT', 'SUN']
-for _d in _days:
- _alias = 'W-{day}'.format(day=_d)
- _offset_to_period_map[_alias] = _alias
-
 
 def get_period_alias(offset_str):
  """ alias to closest period strings BQ->Q etc"""