diff options
| -rw-r--r-- | numpy/core/numerictypes.py | 4 | ||||
| -rw-r--r-- | numpy/core/src/multiarray/datetime_busday.c | 247 | ||||
| -rw-r--r-- | numpy/core/src/multiarray/datetime_busday.h | 7 | ||||
| -rw-r--r-- | numpy/core/src/multiarray/multiarraymodule.c | 3 | ||||
| -rw-r--r-- | numpy/core/tests/test_datetime.py | 19 |
5 files changed, 277 insertions, 3 deletions
diff --git a/numpy/core/numerictypes.py b/numpy/core/numerictypes.py index 0b61b7161..8d184e47d 100644 --- a/numpy/core/numerictypes.py +++ b/numpy/core/numerictypes.py @@ -93,11 +93,11 @@ __all__ = ['sctypeDict', 'sctypeNA', 'typeDict', 'typeNA', 'sctypes', 'ScalarType', 'obj2sctype', 'cast', 'nbytes', 'sctype2char', 'maximum_sctype', 'issctype', 'typecodes', 'find_common_type', 'issubdtype', 'datetime_data','datetime_as_string', - 'busday_offset', 'busday_count', 'busdaydef'] + 'busday_offset', 'busday_count', 'is_busday', 'busdaydef'] from numpy.core.multiarray import typeinfo, ndarray, array, \ empty, dtype, datetime_data, datetime_as_string, \ - busday_offset, busday_count, busdaydef + busday_offset, busday_count, is_busday, busdaydef import types as _types import sys diff --git a/numpy/core/src/multiarray/datetime_busday.c b/numpy/core/src/multiarray/datetime_busday.c index 5e1dec89d..57841f938 100644 --- a/numpy/core/src/multiarray/datetime_busday.c +++ b/numpy/core/src/multiarray/datetime_busday.c @@ -586,7 +586,7 @@ business_day_count(PyArrayObject *dates_begin, PyArrayObject *dates_end, PyErr_SetString(PyExc_ValueError, "the business day weekmask must have at least one " "valid business day"); - return -1; + return NULL; } /* First create the data types for the dates and the int64 output */ @@ -684,6 +684,133 @@ finish: return ret; } +/* + * Returns a boolean array with True for input dates which are valid + * business days, and False for dates which are not. This is the + * low-level function which requires already cleaned input data. + * + * dates: An array of dates with 'datetime64[D]' data type. + * out: Either NULL, or an array with 'bool' data type + * in which to place the resulting dates. + * weekmask: A 7-element boolean mask, 1 for possible business days and 0 + * for non-business days. + * busdays_in_weekmask: A count of how many 1's there are in weekmask. + * holidays_begin/holidays_end: A sorted list of dates matching '[D]' + * unit metadata, with any dates falling on a day of the + * week without weekmask[i] == 1 already filtered out. + */ +NPY_NO_EXPORT PyArrayObject * +is_business_day(PyArrayObject *dates, PyArrayObject *out, + npy_bool *weekmask, int busdays_in_weekmask, + npy_datetime *holidays_begin, npy_datetime *holidays_end) +{ + PyArray_DatetimeMetaData temp_meta; + PyArray_Descr *dtypes[2] = {NULL, NULL}; + + NpyIter *iter = NULL; + PyArrayObject *op[2] = {NULL, NULL}; + npy_uint32 op_flags[2], flags; + + PyArrayObject *ret = NULL; + + if (busdays_in_weekmask == 0) { + PyErr_SetString(PyExc_ValueError, + "the business day weekmask must have at least one " + "valid business day"); + return NULL; + } + + /* First create the data types for the dates and the bool output */ + temp_meta.base = NPY_FR_D; + temp_meta.num = 1; + temp_meta.events = 1; + dtypes[0] = create_datetime_dtype(NPY_DATETIME, &temp_meta); + if (dtypes[0] == NULL) { + goto fail; + } + dtypes[1] = PyArray_DescrFromType(NPY_BOOL); + if (dtypes[1] == NULL) { + goto fail; + } + + /* Set up the iterator parameters */ + flags = NPY_ITER_EXTERNAL_LOOP| + NPY_ITER_BUFFERED| + NPY_ITER_ZEROSIZE_OK; + op[0] = dates; + op_flags[0] = NPY_ITER_READONLY | NPY_ITER_ALIGNED; + op[1] = out; + op_flags[1] = NPY_ITER_WRITEONLY | NPY_ITER_ALLOCATE | NPY_ITER_ALIGNED; + + /* Allocate the iterator */ + iter = NpyIter_MultiNew(2, op, flags, NPY_KEEPORDER, NPY_SAFE_CASTING, + op_flags, dtypes); + if (iter == NULL) { + goto fail; + } + + /* Loop over all elements */ + if (NpyIter_GetIterSize(iter) > 0) { + NpyIter_IterNextFunc *iternext; + char **dataptr; + npy_intp *strideptr, *innersizeptr; + + iternext = NpyIter_GetIterNext(iter, NULL); + if (iternext == NULL) { + goto fail; + } + dataptr = NpyIter_GetDataPtrArray(iter); + strideptr = NpyIter_GetInnerStrideArray(iter); + innersizeptr = NpyIter_GetInnerLoopSizePtr(iter); + + do { + char *data_dates = dataptr[0]; + char *data_out = dataptr[1]; + npy_intp stride_dates = strideptr[0]; + npy_intp stride_out = strideptr[1]; + npy_intp count = *innersizeptr; + + npy_datetime date; + int day_of_week; + + while (count--) { + /* Check if it's a business day */ + date = *(npy_datetime *)data_dates; + day_of_week = get_day_of_week(date); + *(npy_bool *)data_out = weekmask[day_of_week] && + !is_holiday(date, + holidays_begin, holidays_end) && + date != NPY_DATETIME_NAT; + + + data_dates += stride_dates; + data_out += stride_out; + } + } while (iternext(iter)); + } + + /* Get the return object from the iterator */ + ret = NpyIter_GetOperandArray(iter)[1]; + Py_INCREF(ret); + + goto finish; + +fail: + Py_XDECREF(ret); + ret = NULL; + +finish: + Py_XDECREF(dtypes[0]); + Py_XDECREF(dtypes[1]); + if (iter != NULL) { + if (NpyIter_Deallocate(iter) != NPY_SUCCEED) { + Py_XDECREF(ret); + ret = NULL; + } + } + return ret; +} + static int PyArray_BusDayRollConverter(PyObject *roll_in, NPY_BUSDAY_ROLL *roll) { @@ -1054,3 +1181,121 @@ fail: return NULL; } + +/* + * This is the 'is_busday' function exposed for calling + * from Python. + */ +NPY_NO_EXPORT PyObject * +array_is_busday(PyObject *NPY_UNUSED(self), + PyObject *args, PyObject *kwds) +{ + char *kwlist[] = {"dates", + "weekmask", "holidays", "busdaydef", "out", NULL}; + + PyObject *dates_in = NULL, *out_in = NULL; + + PyArrayObject *dates = NULL,*out = NULL, *ret; + npy_bool weekmask[7] = {2, 1, 1, 1, 1, 0, 0}; + NpyBusinessDayDef *busdaydef = NULL; + int i, busdays_in_weekmask; + npy_holidayslist holidays = {NULL, NULL}; + int allocated_holidays = 1; + + if (!PyArg_ParseTupleAndKeywords(args, kwds, + "O|O&O&O!O:busday_count", kwlist, + &dates_in, + &PyArray_WeekMaskConverter, &weekmask[0], + &PyArray_HolidaysConverter, &holidays, + &NpyBusinessDayDef_Type, &busdaydef, + &out_in)) { + goto fail; + } + + /* Make sure only one of the weekmask/holidays and busdaydef is supplied */ + if (busdaydef != NULL) { + if (weekmask[0] != 2 || holidays.begin != NULL) { + PyErr_SetString(PyExc_ValueError, + "Cannot supply both the weekmask/holidays and the " + "busdaydef parameters to is_busday()"); + goto fail; + } + + /* Indicate that the holidays weren't allocated by us */ + allocated_holidays = 0; + + /* Copy the private normalized weekmask/holidays data */ + holidays = busdaydef->holidays; + busdays_in_weekmask = busdaydef->busdays_in_weekmask; + memcpy(weekmask, busdaydef->weekmask, 7); + } + else { + /* + * Fix up the weekmask from the uninitialized + * signal value to a proper default. + */ + if (weekmask[0] == 2) { + weekmask[0] = 1; + } + + /* Count the number of business days in a week */ + busdays_in_weekmask = 0; + for (i = 0; i < 7; ++i) { + busdays_in_weekmask += weekmask[i]; + } + + /* The holidays list must be normalized before using it */ + normalize_holidays_list(&holidays, weekmask); + } + + /* Make 'dates' into an array */ + if (PyArray_Check(dates_in)) { + dates = (PyArrayObject *)dates_in; + Py_INCREF(dates); + } + else { + PyArray_Descr *datetime_dtype; + + /* Use the datetime dtype with generic units so it fills it in */ + datetime_dtype = PyArray_DescrFromType(NPY_DATETIME); + if (datetime_dtype == NULL) { + goto fail; + } + + /* This steals the datetime_dtype reference */ + dates = (PyArrayObject *)PyArray_FromAny(dates_in, + datetime_dtype, + 0, 0, 0, dates_in); + if (dates == NULL) { + goto fail; + } + } + + /* Make sure 'out' is an array if it's provided */ + if (out_in != NULL) { + if (!PyArray_Check(out_in)) { + PyErr_SetString(PyExc_ValueError, + "busday_offset: must provide a NumPy array for 'out'"); + goto fail; + } + out = (PyArrayObject *)out_in; + } + + ret = is_business_day(dates, out, + weekmask, busdays_in_weekmask, + holidays.begin, holidays.end); + + Py_DECREF(dates); + if (allocated_holidays && holidays.begin != NULL) { + PyArray_free(holidays.begin); + } + + return out == NULL ? PyArray_Return(ret) : (PyObject *)ret; +fail: + Py_XDECREF(dates); + if (allocated_holidays && holidays.begin != NULL) { + PyArray_free(holidays.begin); + } + + return NULL; +} diff --git a/numpy/core/src/multiarray/datetime_busday.h b/numpy/core/src/multiarray/datetime_busday.h index 5d817b255..483151122 100644 --- a/numpy/core/src/multiarray/datetime_busday.h +++ b/numpy/core/src/multiarray/datetime_busday.h @@ -17,5 +17,12 @@ NPY_NO_EXPORT PyObject * array_busday_count(PyObject *NPY_UNUSED(self), PyObject *args, PyObject *kwds); +/* + * This is the 'is_busday' function exposed for calling + * from Python. + */ +NPY_NO_EXPORT PyObject * +array_is_busday(PyObject *NPY_UNUSED(self), + PyObject *args, PyObject *kwds); #endif diff --git a/numpy/core/src/multiarray/multiarraymodule.c b/numpy/core/src/multiarray/multiarraymodule.c index c515b0a82..60ee9dbe8 100644 --- a/numpy/core/src/multiarray/multiarraymodule.c +++ b/numpy/core/src/multiarray/multiarraymodule.c @@ -3606,6 +3606,9 @@ static struct PyMethodDef array_module_methods[] = { {"busday_count", (PyCFunction)array_busday_count, METH_VARARGS | METH_KEYWORDS, NULL}, + {"is_busday", + (PyCFunction)array_is_busday, + METH_VARARGS | METH_KEYWORDS, NULL}, #if !defined(NPY_PY3K) {"newbuffer", (PyCFunction)new_buffer, diff --git a/numpy/core/tests/test_datetime.py b/numpy/core/tests/test_datetime.py index 28f53e3f0..a3adcb2a6 100644 --- a/numpy/core/tests/test_datetime.py +++ b/numpy/core/tests/test_datetime.py @@ -1412,7 +1412,26 @@ class TestDateTime(TestCase): weekmask='1111100', busdaydef=bdd) assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03', holidays=holidays, busdaydef=bdd) + + # Number of Mondays in March 2011 + assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4) + def test_datetime_is_busday(self): + holidays=['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24', + '2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17', + '2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30', + '2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10', + 'NaT'] + bdd = np.busdaydef(weekmask='1111100', holidays=holidays) + + # Weekend/weekday tests + assert_equal(np.is_busday('2011-01-01'), False) + assert_equal(np.is_busday('2011-01-02'), False) + assert_equal(np.is_busday('2011-01-03'), True) + + # All the holidays are not business days + assert_equal(np.is_busday(holidays, busdaydef=bdd), + np.zeros(len(holidays), dtype='?')) class TestDateTimeData(TestCase): |