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768 lines
22 KiB
768 lines
22 KiB
import numpy as np
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cimport numpy as cnp
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from libc.math cimport log10
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from numpy cimport (
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int32_t,
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int64_t,
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)
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cnp.import_array()
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# stdlib datetime imports
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from datetime import timezone
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from cpython.datetime cimport (
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PyDate_Check,
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PyDateTime_Check,
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datetime,
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import_datetime,
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time,
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timedelta,
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tzinfo,
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)
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import_datetime()
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from pandas._libs.missing cimport checknull_with_nat_and_na
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from pandas._libs.tslibs.base cimport ABCTimestamp
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from pandas._libs.tslibs.dtypes cimport (
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abbrev_to_npy_unit,
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get_supported_reso,
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periods_per_second,
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)
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from pandas._libs.tslibs.np_datetime cimport (
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NPY_DATETIMEUNIT,
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NPY_FR_ns,
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NPY_FR_us,
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check_dts_bounds,
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convert_reso,
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get_conversion_factor,
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get_datetime64_unit,
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get_datetime64_value,
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get_implementation_bounds,
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import_pandas_datetime,
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npy_datetime,
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npy_datetimestruct,
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npy_datetimestruct_to_datetime,
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pandas_datetime_to_datetimestruct,
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pydatetime_to_dt64,
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pydatetime_to_dtstruct,
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string_to_dts,
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)
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import_pandas_datetime()
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from pandas._libs.tslibs.np_datetime import OutOfBoundsDatetime
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from pandas._libs.tslibs.nattype cimport (
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NPY_NAT,
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c_nat_strings as nat_strings,
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)
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from pandas._libs.tslibs.parsing cimport parse_datetime_string
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from pandas._libs.tslibs.timezones cimport (
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get_utcoffset,
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is_utc,
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)
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from pandas._libs.tslibs.tzconversion cimport (
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Localizer,
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tz_localize_to_utc_single,
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)
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from pandas._libs.tslibs.util cimport (
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is_datetime64_object,
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is_float_object,
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is_integer_object,
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)
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# ----------------------------------------------------------------------
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# Constants
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DT64NS_DTYPE = np.dtype("M8[ns]")
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TD64NS_DTYPE = np.dtype("m8[ns]")
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# ----------------------------------------------------------------------
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# Unit Conversion Helpers
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cdef int64_t cast_from_unit(
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object ts,
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str unit,
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NPY_DATETIMEUNIT out_reso=NPY_FR_ns
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) except? -1:
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"""
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Return a casting of the unit represented to nanoseconds
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round the fractional part of a float to our precision, p.
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Parameters
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----------
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ts : int, float, or None
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unit : str
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Returns
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-------
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int64_t
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"""
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cdef:
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int64_t m
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int p
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if unit in ["Y", "M"]:
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if is_float_object(ts) and not ts.is_integer():
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# GH#47267 it is clear that 2 "M" corresponds to 1970-02-01,
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# but not clear what 2.5 "M" corresponds to, so we will
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# disallow that case.
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raise ValueError(
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f"Conversion of non-round float with unit={unit} "
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"is ambiguous"
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)
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# GH#47266 go through np.datetime64 to avoid weird results e.g. with "Y"
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# and 150 we'd get 2120-01-01 09:00:00
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if is_float_object(ts):
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ts = int(ts)
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dt64obj = np.datetime64(ts, unit)
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return get_datetime64_nanos(dt64obj, out_reso)
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m, p = precision_from_unit(unit, out_reso)
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# cast the unit, multiply base/frac separately
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# to avoid precision issues from float -> int
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try:
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base = <int64_t>ts
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except OverflowError as err:
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raise OutOfBoundsDatetime(
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f"cannot convert input {ts} with the unit '{unit}'"
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) from err
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frac = ts - base
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if p:
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frac = round(frac, p)
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try:
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return <int64_t>(base * m) + <int64_t>(frac * m)
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except OverflowError as err:
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raise OutOfBoundsDatetime(
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f"cannot convert input {ts} with the unit '{unit}'"
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) from err
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cpdef inline (int64_t, int) precision_from_unit(
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str unit,
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NPY_DATETIMEUNIT out_reso=NPY_DATETIMEUNIT.NPY_FR_ns,
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):
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"""
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Return a casting of the unit represented to nanoseconds + the precision
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to round the fractional part.
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Notes
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-----
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The caller is responsible for ensuring that the default value of "ns"
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takes the place of None.
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"""
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cdef:
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int64_t m
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int64_t multiplier
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int p
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NPY_DATETIMEUNIT reso = abbrev_to_npy_unit(unit)
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if reso == NPY_DATETIMEUNIT.NPY_FR_GENERIC:
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reso = NPY_DATETIMEUNIT.NPY_FR_ns
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if reso == NPY_DATETIMEUNIT.NPY_FR_Y:
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# each 400 years we have 97 leap years, for an average of 97/400=.2425
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# extra days each year. We get 31556952 by writing
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# 3600*24*365.2425=31556952
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multiplier = periods_per_second(out_reso)
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m = multiplier * 31556952
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elif reso == NPY_DATETIMEUNIT.NPY_FR_M:
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# 2629746 comes from dividing the "Y" case by 12.
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multiplier = periods_per_second(out_reso)
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m = multiplier * 2629746
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else:
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# Careful: if get_conversion_factor raises, the exception does
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# not propagate, instead we get a warning about an ignored exception.
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# https://github.com/pandas-dev/pandas/pull/51483#discussion_r1115198951
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m = get_conversion_factor(reso, out_reso)
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p = <int>log10(m) # number of digits in 'm' minus 1
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return m, p
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cdef int64_t get_datetime64_nanos(object val, NPY_DATETIMEUNIT reso) except? -1:
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"""
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Extract the value and unit from a np.datetime64 object, then convert the
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value to nanoseconds if necessary.
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"""
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cdef:
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npy_datetimestruct dts
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NPY_DATETIMEUNIT unit
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npy_datetime ival
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ival = get_datetime64_value(val)
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if ival == NPY_NAT:
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return NPY_NAT
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unit = get_datetime64_unit(val)
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if unit != reso:
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pandas_datetime_to_datetimestruct(ival, unit, &dts)
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check_dts_bounds(&dts, reso)
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ival = npy_datetimestruct_to_datetime(reso, &dts)
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return ival
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# ----------------------------------------------------------------------
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# _TSObject Conversion
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# lightweight C object to hold datetime & int64 pair
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cdef class _TSObject:
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# cdef:
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# npy_datetimestruct dts # npy_datetimestruct
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# int64_t value # numpy dt64
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# tzinfo tzinfo
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# bint fold
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# NPY_DATETIMEUNIT creso
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def __cinit__(self):
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# GH 25057. As per PEP 495, set fold to 0 by default
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self.fold = 0
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self.creso = NPY_FR_ns # default value
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cdef int64_t ensure_reso(self, NPY_DATETIMEUNIT creso, str val=None) except? -1:
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if self.creso != creso:
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try:
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self.value = convert_reso(self.value, self.creso, creso, False)
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except OverflowError as err:
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if val is not None:
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raise OutOfBoundsDatetime(
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f"Out of bounds nanosecond timestamp: {val}"
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) from err
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raise OutOfBoundsDatetime from err
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self.creso = creso
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return self.value
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cdef _TSObject convert_to_tsobject(object ts, tzinfo tz, str unit,
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bint dayfirst, bint yearfirst, int32_t nanos=0):
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"""
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Extract datetime and int64 from any of:
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- np.int64 (with unit providing a possible modifier)
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- np.datetime64
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- a float (with unit providing a possible modifier)
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- python int or long object (with unit providing a possible modifier)
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- iso8601 string object
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- python datetime object
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- another timestamp object
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Raises
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------
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OutOfBoundsDatetime : ts cannot be converted within implementation bounds
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"""
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cdef:
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_TSObject obj
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NPY_DATETIMEUNIT reso
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obj = _TSObject()
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if isinstance(ts, str):
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return convert_str_to_tsobject(ts, tz, unit, dayfirst, yearfirst)
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if checknull_with_nat_and_na(ts):
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obj.value = NPY_NAT
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elif is_datetime64_object(ts):
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reso = get_supported_reso(get_datetime64_unit(ts))
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obj.creso = reso
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obj.value = get_datetime64_nanos(ts, reso)
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if obj.value != NPY_NAT:
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pandas_datetime_to_datetimestruct(obj.value, reso, &obj.dts)
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elif is_integer_object(ts):
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try:
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ts = <int64_t>ts
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except OverflowError:
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# GH#26651 re-raise as OutOfBoundsDatetime
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raise OutOfBoundsDatetime(f"Out of bounds nanosecond timestamp {ts}")
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if ts == NPY_NAT:
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obj.value = NPY_NAT
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else:
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if unit is None:
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unit = "ns"
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in_reso = abbrev_to_npy_unit(unit)
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reso = get_supported_reso(in_reso)
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ts = cast_from_unit(ts, unit, reso)
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obj.value = ts
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obj.creso = reso
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pandas_datetime_to_datetimestruct(ts, reso, &obj.dts)
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elif is_float_object(ts):
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if ts != ts or ts == NPY_NAT:
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obj.value = NPY_NAT
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else:
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ts = cast_from_unit(ts, unit)
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obj.value = ts
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pandas_datetime_to_datetimestruct(ts, NPY_FR_ns, &obj.dts)
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elif PyDateTime_Check(ts):
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if nanos == 0:
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if isinstance(ts, ABCTimestamp):
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reso = abbrev_to_npy_unit(ts.unit) # TODO: faster way to do this?
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else:
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# TODO: what if user explicitly passes nanos=0?
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reso = NPY_FR_us
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else:
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reso = NPY_FR_ns
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return convert_datetime_to_tsobject(ts, tz, nanos, reso=reso)
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elif PyDate_Check(ts):
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# Keep the converter same as PyDateTime's
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# For date object we give the lowest supported resolution, i.e. "s"
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ts = datetime.combine(ts, time())
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return convert_datetime_to_tsobject(
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ts, tz, nanos=0, reso=NPY_DATETIMEUNIT.NPY_FR_s
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)
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else:
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from .period import Period
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if isinstance(ts, Period):
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raise ValueError("Cannot convert Period to Timestamp "
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"unambiguously. Use to_timestamp")
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raise TypeError(f"Cannot convert input [{ts}] of type {type(ts)} to "
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f"Timestamp")
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maybe_localize_tso(obj, tz, obj.creso)
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return obj
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cdef maybe_localize_tso(_TSObject obj, tzinfo tz, NPY_DATETIMEUNIT reso):
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if tz is not None:
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_localize_tso(obj, tz, reso)
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if obj.value != NPY_NAT:
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# check_overflows needs to run after _localize_tso
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check_dts_bounds(&obj.dts, reso)
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check_overflows(obj, reso)
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cdef _TSObject convert_datetime_to_tsobject(
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datetime ts,
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tzinfo tz,
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int32_t nanos=0,
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NPY_DATETIMEUNIT reso=NPY_FR_ns,
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):
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"""
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Convert a datetime (or Timestamp) input `ts`, along with optional timezone
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object `tz` to a _TSObject.
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The optional argument `nanos` allows for cases where datetime input
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needs to be supplemented with higher-precision information.
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Parameters
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----------
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ts : datetime or Timestamp
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Value to be converted to _TSObject
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tz : tzinfo or None
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timezone for the timezone-aware output
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nanos : int32_t, default is 0
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nanoseconds supplement the precision of the datetime input ts
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reso : NPY_DATETIMEUNIT, default NPY_FR_ns
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Returns
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-------
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obj : _TSObject
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"""
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cdef:
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_TSObject obj = _TSObject()
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int64_t pps
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obj.creso = reso
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obj.fold = ts.fold
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if tz is not None:
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if ts.tzinfo is not None:
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# Convert the current timezone to the passed timezone
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ts = ts.astimezone(tz)
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pydatetime_to_dtstruct(ts, &obj.dts)
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obj.tzinfo = ts.tzinfo
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elif not is_utc(tz):
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ts = _localize_pydatetime(ts, tz)
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pydatetime_to_dtstruct(ts, &obj.dts)
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obj.tzinfo = ts.tzinfo
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else:
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# UTC
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pydatetime_to_dtstruct(ts, &obj.dts)
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obj.tzinfo = tz
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else:
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pydatetime_to_dtstruct(ts, &obj.dts)
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obj.tzinfo = ts.tzinfo
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if isinstance(ts, ABCTimestamp):
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obj.dts.ps = ts.nanosecond * 1000
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if nanos:
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obj.dts.ps = nanos * 1000
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obj.value = npy_datetimestruct_to_datetime(reso, &obj.dts)
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if obj.tzinfo is not None and not is_utc(obj.tzinfo):
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offset = get_utcoffset(obj.tzinfo, ts)
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pps = periods_per_second(reso)
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obj.value -= int(offset.total_seconds() * pps)
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check_dts_bounds(&obj.dts, reso)
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check_overflows(obj, reso)
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return obj
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cdef _TSObject _create_tsobject_tz_using_offset(npy_datetimestruct dts,
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int tzoffset, tzinfo tz=None,
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NPY_DATETIMEUNIT reso=NPY_FR_ns):
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"""
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Convert a datetimestruct `dts`, along with initial timezone offset
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`tzoffset` to a _TSObject (with timezone object `tz` - optional).
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Parameters
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----------
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dts : npy_datetimestruct
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tzoffset : int
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tz : tzinfo or None
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timezone for the timezone-aware output.
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reso : NPY_DATETIMEUNIT, default NPY_FR_ns
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Returns
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-------
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obj : _TSObject
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"""
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cdef:
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_TSObject obj = _TSObject()
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int64_t value # numpy dt64
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datetime dt
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Py_ssize_t pos
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value = npy_datetimestruct_to_datetime(reso, &dts)
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obj.dts = dts
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obj.tzinfo = timezone(timedelta(minutes=tzoffset))
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obj.value = tz_localize_to_utc_single(
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value, obj.tzinfo, ambiguous=None, nonexistent=None, creso=reso
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)
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obj.creso = reso
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if tz is None:
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check_overflows(obj, reso)
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return obj
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cdef:
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Localizer info = Localizer(tz, reso)
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# Infer fold from offset-adjusted obj.value
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# see PEP 495 https://www.python.org/dev/peps/pep-0495/#the-fold-attribute
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if info.use_utc:
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pass
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elif info.use_tzlocal:
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info.utc_val_to_local_val(obj.value, &pos, &obj.fold)
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elif info.use_dst and not info.use_pytz:
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# i.e. dateutil
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info.utc_val_to_local_val(obj.value, &pos, &obj.fold)
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# Keep the converter same as PyDateTime's
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dt = datetime(obj.dts.year, obj.dts.month, obj.dts.day,
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obj.dts.hour, obj.dts.min, obj.dts.sec,
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obj.dts.us, obj.tzinfo, fold=obj.fold)
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obj = convert_datetime_to_tsobject(
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dt, tz, nanos=obj.dts.ps // 1000)
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obj.ensure_reso(reso) # TODO: more performant to get reso right up front?
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return obj
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|
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cdef _TSObject convert_str_to_tsobject(str ts, tzinfo tz, str unit,
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bint dayfirst=False,
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bint yearfirst=False):
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"""
|
|
Convert a string input `ts`, along with optional timezone object`tz`
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to a _TSObject.
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The optional arguments `dayfirst` and `yearfirst` are passed to the
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dateutil parser.
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Parameters
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----------
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ts : str
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Value to be converted to _TSObject
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tz : tzinfo or None
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timezone for the timezone-aware output
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unit : str or None
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dayfirst : bool, default False
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When parsing an ambiguous date string, interpret e.g. "3/4/1975" as
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April 3, as opposed to the standard US interpretation March 4.
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yearfirst : bool, default False
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When parsing an ambiguous date string, interpret e.g. "01/05/09"
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as "May 9, 2001", as opposed to the default "Jan 5, 2009"
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Returns
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-------
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obj : _TSObject
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"""
|
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cdef:
|
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npy_datetimestruct dts
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int out_local = 0, out_tzoffset = 0, string_to_dts_failed
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datetime dt
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int64_t ival
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NPY_DATETIMEUNIT out_bestunit, reso
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|
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if len(ts) == 0 or ts in nat_strings:
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obj = _TSObject()
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obj.value = NPY_NAT
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obj.tzinfo = tz
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return obj
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elif ts == "now":
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# Issue 9000, we short-circuit rather than going
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# into np_datetime_strings which returns utc
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dt = datetime.now(tz)
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elif ts == "today":
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# Issue 9000, we short-circuit rather than going
|
|
# into np_datetime_strings which returns a normalized datetime
|
|
dt = datetime.now(tz)
|
|
# equiv: datetime.today().replace(tzinfo=tz)
|
|
else:
|
|
string_to_dts_failed = string_to_dts(
|
|
ts, &dts, &out_bestunit, &out_local,
|
|
&out_tzoffset, False
|
|
)
|
|
if not string_to_dts_failed:
|
|
reso = get_supported_reso(out_bestunit)
|
|
check_dts_bounds(&dts, reso)
|
|
if out_local == 1:
|
|
return _create_tsobject_tz_using_offset(
|
|
dts, out_tzoffset, tz, reso
|
|
)
|
|
else:
|
|
ival = npy_datetimestruct_to_datetime(reso, &dts)
|
|
if tz is not None:
|
|
# shift for _localize_tso
|
|
ival = tz_localize_to_utc_single(
|
|
ival, tz, ambiguous="raise", nonexistent=None, creso=reso
|
|
)
|
|
obj = _TSObject()
|
|
obj.dts = dts
|
|
obj.value = ival
|
|
obj.creso = reso
|
|
maybe_localize_tso(obj, tz, obj.creso)
|
|
return obj
|
|
|
|
dt = parse_datetime_string(
|
|
ts, dayfirst=dayfirst, yearfirst=yearfirst, out_bestunit=&out_bestunit
|
|
)
|
|
reso = get_supported_reso(out_bestunit)
|
|
return convert_datetime_to_tsobject(dt, tz, nanos=0, reso=reso)
|
|
|
|
return convert_datetime_to_tsobject(dt, tz)
|
|
|
|
|
|
cdef check_overflows(_TSObject obj, NPY_DATETIMEUNIT reso=NPY_FR_ns):
|
|
"""
|
|
Check that we haven't silently overflowed in timezone conversion
|
|
|
|
Parameters
|
|
----------
|
|
obj : _TSObject
|
|
reso : NPY_DATETIMEUNIT, default NPY_FR_ns
|
|
|
|
Returns
|
|
-------
|
|
None
|
|
|
|
Raises
|
|
------
|
|
OutOfBoundsDatetime
|
|
"""
|
|
# GH#12677
|
|
cdef:
|
|
npy_datetimestruct lb, ub
|
|
|
|
get_implementation_bounds(reso, &lb, &ub)
|
|
|
|
if obj.dts.year == lb.year:
|
|
if not (obj.value < 0):
|
|
from pandas._libs.tslibs.timestamps import Timestamp
|
|
fmt = (f"{obj.dts.year}-{obj.dts.month:02d}-{obj.dts.day:02d} "
|
|
f"{obj.dts.hour:02d}:{obj.dts.min:02d}:{obj.dts.sec:02d}")
|
|
raise OutOfBoundsDatetime(
|
|
f"Converting {fmt} underflows past {Timestamp.min}"
|
|
)
|
|
elif obj.dts.year == ub.year:
|
|
if not (obj.value > 0):
|
|
from pandas._libs.tslibs.timestamps import Timestamp
|
|
fmt = (f"{obj.dts.year}-{obj.dts.month:02d}-{obj.dts.day:02d} "
|
|
f"{obj.dts.hour:02d}:{obj.dts.min:02d}:{obj.dts.sec:02d}")
|
|
raise OutOfBoundsDatetime(
|
|
f"Converting {fmt} overflows past {Timestamp.max}"
|
|
)
|
|
|
|
# ----------------------------------------------------------------------
|
|
# Localization
|
|
|
|
cdef void _localize_tso(_TSObject obj, tzinfo tz, NPY_DATETIMEUNIT reso) noexcept:
|
|
"""
|
|
Given the UTC nanosecond timestamp in obj.value, find the wall-clock
|
|
representation of that timestamp in the given timezone.
|
|
|
|
Parameters
|
|
----------
|
|
obj : _TSObject
|
|
tz : tzinfo
|
|
reso : NPY_DATETIMEUNIT
|
|
|
|
Returns
|
|
-------
|
|
None
|
|
|
|
Notes
|
|
-----
|
|
Sets obj.tzinfo inplace, alters obj.dts inplace.
|
|
"""
|
|
cdef:
|
|
int64_t local_val
|
|
Py_ssize_t outpos = -1
|
|
Localizer info = Localizer(tz, reso)
|
|
|
|
assert obj.tzinfo is None
|
|
|
|
if info.use_utc:
|
|
pass
|
|
elif obj.value == NPY_NAT:
|
|
pass
|
|
else:
|
|
local_val = info.utc_val_to_local_val(obj.value, &outpos, &obj.fold)
|
|
|
|
if info.use_pytz:
|
|
# infer we went through a pytz path, will have outpos!=-1
|
|
tz = tz._tzinfos[tz._transition_info[outpos]]
|
|
|
|
pandas_datetime_to_datetimestruct(local_val, reso, &obj.dts)
|
|
|
|
obj.tzinfo = tz
|
|
|
|
|
|
cdef datetime _localize_pydatetime(datetime dt, tzinfo tz):
|
|
"""
|
|
Take a datetime/Timestamp in UTC and localizes to timezone tz.
|
|
|
|
NB: Unlike the public version, this treats datetime and Timestamp objects
|
|
identically, i.e. discards nanos from Timestamps.
|
|
It also assumes that the `tz` input is not None.
|
|
"""
|
|
try:
|
|
# datetime.replace with pytz may be incorrect result
|
|
return tz.localize(dt)
|
|
except AttributeError:
|
|
return dt.replace(tzinfo=tz)
|
|
|
|
|
|
cpdef inline datetime localize_pydatetime(datetime dt, tzinfo tz):
|
|
"""
|
|
Take a datetime/Timestamp in UTC and localizes to timezone tz.
|
|
|
|
Parameters
|
|
----------
|
|
dt : datetime or Timestamp
|
|
tz : tzinfo or None
|
|
|
|
Returns
|
|
-------
|
|
localized : datetime or Timestamp
|
|
"""
|
|
if tz is None:
|
|
return dt
|
|
elif isinstance(dt, ABCTimestamp):
|
|
return dt.tz_localize(tz)
|
|
return _localize_pydatetime(dt, tz)
|
|
|
|
|
|
cdef tzinfo convert_timezone(
|
|
tzinfo tz_in,
|
|
tzinfo tz_out,
|
|
bint found_naive,
|
|
bint found_tz,
|
|
bint utc_convert,
|
|
):
|
|
"""
|
|
Validate that ``tz_in`` can be converted/localized to ``tz_out``.
|
|
|
|
Parameters
|
|
----------
|
|
tz_in : tzinfo or None
|
|
Timezone info of element being processed.
|
|
tz_out : tzinfo or None
|
|
Timezone info of output.
|
|
found_naive : bool
|
|
Whether a timezone-naive element has been found so far.
|
|
found_tz : bool
|
|
Whether a timezone-aware element has been found so far.
|
|
utc_convert : bool
|
|
Whether to convert/localize to UTC.
|
|
|
|
Returns
|
|
-------
|
|
tz_info
|
|
Timezone info of output.
|
|
|
|
Raises
|
|
------
|
|
ValueError
|
|
If ``tz_in`` can't be converted/localized to ``tz_out``.
|
|
"""
|
|
if tz_in is not None:
|
|
if utc_convert:
|
|
pass
|
|
elif found_naive:
|
|
raise ValueError("Tz-aware datetime.datetime "
|
|
"cannot be converted to "
|
|
"datetime64 unless utc=True")
|
|
elif tz_out is not None and not tz_compare(tz_out, tz_in):
|
|
raise ValueError("Tz-aware datetime.datetime "
|
|
"cannot be converted to "
|
|
"datetime64 unless utc=True")
|
|
else:
|
|
tz_out = tz_in
|
|
else:
|
|
if found_tz and not utc_convert:
|
|
raise ValueError("Cannot mix tz-aware with "
|
|
"tz-naive values")
|
|
return tz_out
|
|
|
|
|
|
cdef int64_t parse_pydatetime(
|
|
datetime val,
|
|
npy_datetimestruct *dts,
|
|
bint utc_convert,
|
|
) except? -1:
|
|
"""
|
|
Convert pydatetime to datetime64.
|
|
|
|
Parameters
|
|
----------
|
|
val : datetime
|
|
Element being processed.
|
|
dts : *npy_datetimestruct
|
|
Needed to use in pydatetime_to_dt64, which writes to it.
|
|
utc_convert : bool
|
|
Whether to convert/localize to UTC.
|
|
|
|
Raises
|
|
------
|
|
OutOfBoundsDatetime
|
|
"""
|
|
cdef:
|
|
_TSObject _ts
|
|
int64_t result
|
|
|
|
if val.tzinfo is not None:
|
|
if utc_convert:
|
|
_ts = convert_datetime_to_tsobject(val, None)
|
|
_ts.ensure_reso(NPY_FR_ns)
|
|
result = _ts.value
|
|
else:
|
|
_ts = convert_datetime_to_tsobject(val, None)
|
|
_ts.ensure_reso(NPY_FR_ns)
|
|
result = _ts.value
|
|
else:
|
|
if isinstance(val, ABCTimestamp):
|
|
result = val.as_unit("ns")._value
|
|
else:
|
|
result = pydatetime_to_dt64(val, dts)
|
|
check_dts_bounds(dts)
|
|
return result
|
|
|