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# cython: boundscheck=False, wraparound=False, cdivision=True
import numpy as np
from numpy cimport (
int64_t,
ndarray,
)
# Cython routines for window indexers
def calculate_variable_window_bounds(
int64_t num_values,
int64_t window_size,
object min_periods, # unused but here to match get_window_bounds signature
bint center,
str closed,
const int64_t[:] index
):
"""
Calculate window boundaries for rolling windows from a time offset.
Parameters
----------
num_values : int64
total number of values
window_size : int64
window size calculated from the offset
min_periods : object
ignored, exists for compatibility
center : bint
center the rolling window on the current observation
closed : str
string of side of the window that should be closed
index : ndarray[int64]
time series index to roll over
Returns
-------
(ndarray[int64], ndarray[int64])
"""
cdef:
bint left_closed = False
bint right_closed = False
ndarray[int64_t, ndim=1] start, end
int64_t start_bound, end_bound, index_growth_sign = 1
Py_ssize_t i, j
if num_values <= 0:
return np.empty(0, dtype="int64"), np.empty(0, dtype="int64")
# default is 'right'
if closed is None:
closed = "right"
if closed in ["right", "both"]:
right_closed = True
if closed in ["left", "both"]:
left_closed = True
# GH 43997:
# If the forward and the backward facing windows
# would result in a fraction of 1/2 a nanosecond
# we need to make both interval ends inclusive.
if center and window_size % 2 == 1:
right_closed = True
left_closed = True
if index[num_values - 1] < index[0]:
index_growth_sign = -1
start = np.empty(num_values, dtype="int64")
start.fill(-1)
end = np.empty(num_values, dtype="int64")
end.fill(-1)
start[0] = 0
# right endpoint is closed
if right_closed:
end[0] = 1
# right endpoint is open
else:
end[0] = 0
if center:
end_bound = index[0] + index_growth_sign * window_size / 2
for j in range(0, num_values):
if (index[j] - end_bound) * index_growth_sign < 0:
end[0] = j + 1
elif (index[j] - end_bound) * index_growth_sign == 0 and right_closed:
end[0] = j + 1
elif (index[j] - end_bound) * index_growth_sign >= 0:
end[0] = j
break
with nogil:
# start is start of slice interval (including)
# end is end of slice interval (not including)
for i in range(1, num_values):
if center:
end_bound = index[i] + index_growth_sign * window_size / 2
start_bound = index[i] - index_growth_sign * window_size / 2
else:
end_bound = index[i]
start_bound = index[i] - index_growth_sign * window_size
# left endpoint is closed
if left_closed:
start_bound -= 1 * index_growth_sign
# advance the start bound until we are
# within the constraint
start[i] = i
for j in range(start[i - 1], i):
if (index[j] - start_bound) * index_growth_sign > 0:
start[i] = j
break
# for centered window advance the end bound until we are
# outside the constraint
if center:
for j in range(end[i - 1], num_values + 1):
if j == num_values:
end[i] = j
elif ((index[j] - end_bound) * index_growth_sign == 0 and
right_closed):
end[i] = j + 1
elif (index[j] - end_bound) * index_growth_sign >= 0:
end[i] = j
break
# end bound is previous end
# or current index
elif (index[end[i - 1]] - end_bound) * index_growth_sign <= 0:
end[i] = i + 1
else:
end[i] = end[i - 1]
# right endpoint is open
if not right_closed and not center:
end[i] -= 1
return start, end