607 lines
19 KiB
Cython
607 lines
19 KiB
Cython
cimport cython
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from cpython.datetime cimport (
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PyDateTime_CheckExact,
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PyDateTime_DATE_GET_HOUR,
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PyDateTime_DATE_GET_MICROSECOND,
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PyDateTime_DATE_GET_MINUTE,
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PyDateTime_DATE_GET_SECOND,
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PyDateTime_GET_DAY,
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PyDateTime_GET_MONTH,
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PyDateTime_GET_YEAR,
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import_datetime,
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)
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from cpython.object cimport (
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Py_EQ,
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Py_GE,
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Py_GT,
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Py_LE,
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Py_LT,
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Py_NE,
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)
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import_datetime()
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import numpy as np
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cimport numpy as cnp
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cnp.import_array()
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from numpy cimport (
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int64_t,
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ndarray,
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uint8_t,
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)
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from pandas._libs.tslibs.util cimport get_c_string_buf_and_size
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cdef extern from "src/datetime/np_datetime.h":
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int cmp_npy_datetimestruct(npy_datetimestruct *a,
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npy_datetimestruct *b)
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# AS, FS, PS versions exist but are not imported because they are not used.
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npy_datetimestruct _NS_MIN_DTS, _NS_MAX_DTS
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npy_datetimestruct _US_MIN_DTS, _US_MAX_DTS
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npy_datetimestruct _MS_MIN_DTS, _MS_MAX_DTS
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npy_datetimestruct _S_MIN_DTS, _S_MAX_DTS
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npy_datetimestruct _M_MIN_DTS, _M_MAX_DTS
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PyArray_DatetimeMetaData get_datetime_metadata_from_dtype(cnp.PyArray_Descr *dtype);
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cdef extern from "src/datetime/np_datetime_strings.h":
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int parse_iso_8601_datetime(const char *str, int len, int want_exc,
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npy_datetimestruct *out,
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NPY_DATETIMEUNIT *out_bestunit,
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int *out_local, int *out_tzoffset)
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# ----------------------------------------------------------------------
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# numpy object inspection
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cdef inline npy_datetime get_datetime64_value(object obj) nogil:
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"""
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returns the int64 value underlying scalar numpy datetime64 object
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Note that to interpret this as a datetime, the corresponding unit is
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also needed. That can be found using `get_datetime64_unit`.
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"""
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return (<PyDatetimeScalarObject*>obj).obval
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cdef inline npy_timedelta get_timedelta64_value(object obj) nogil:
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"""
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returns the int64 value underlying scalar numpy timedelta64 object
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"""
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return (<PyTimedeltaScalarObject*>obj).obval
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cdef inline NPY_DATETIMEUNIT get_datetime64_unit(object obj) nogil:
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"""
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returns the unit part of the dtype for a numpy datetime64 object.
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"""
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return <NPY_DATETIMEUNIT>(<PyDatetimeScalarObject*>obj).obmeta.base
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cdef NPY_DATETIMEUNIT get_unit_from_dtype(cnp.dtype dtype):
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# NB: caller is responsible for ensuring this is *some* datetime64 or
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# timedelta64 dtype, otherwise we can segfault
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cdef:
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cnp.PyArray_Descr* descr = <cnp.PyArray_Descr*>dtype
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PyArray_DatetimeMetaData meta
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meta = get_datetime_metadata_from_dtype(descr)
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return meta.base
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def py_get_unit_from_dtype(dtype):
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# for testing get_unit_from_dtype; adds 896 bytes to the .so file.
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return get_unit_from_dtype(dtype)
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def is_unitless(dtype: cnp.dtype) -> bool:
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"""
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Check if a datetime64 or timedelta64 dtype has no attached unit.
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"""
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if dtype.type_num not in [cnp.NPY_DATETIME, cnp.NPY_TIMEDELTA]:
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raise ValueError("is_unitless dtype must be datetime64 or timedelta64")
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cdef:
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NPY_DATETIMEUNIT unit = get_unit_from_dtype(dtype)
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return unit == NPY_DATETIMEUNIT.NPY_FR_GENERIC
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# ----------------------------------------------------------------------
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# Comparison
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cdef bint cmp_dtstructs(
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npy_datetimestruct* left, npy_datetimestruct* right, int op
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):
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cdef:
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int cmp_res
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cmp_res = cmp_npy_datetimestruct(left, right)
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if op == Py_EQ:
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return cmp_res == 0
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if op == Py_NE:
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return cmp_res != 0
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if op == Py_GT:
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return cmp_res == 1
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if op == Py_LT:
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return cmp_res == -1
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if op == Py_GE:
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return cmp_res == 1 or cmp_res == 0
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else:
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# i.e. op == Py_LE
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return cmp_res == -1 or cmp_res == 0
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cdef inline bint cmp_scalar(int64_t lhs, int64_t rhs, int op) except -1:
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"""
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cmp_scalar is a more performant version of PyObject_RichCompare
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typed for int64_t arguments.
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"""
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if op == Py_EQ:
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return lhs == rhs
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elif op == Py_NE:
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return lhs != rhs
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elif op == Py_LT:
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return lhs < rhs
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elif op == Py_LE:
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return lhs <= rhs
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elif op == Py_GT:
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return lhs > rhs
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elif op == Py_GE:
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return lhs >= rhs
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class OutOfBoundsDatetime(ValueError):
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"""
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Raised when the datetime is outside the range that can be represented.
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"""
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pass
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class OutOfBoundsTimedelta(ValueError):
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"""
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Raised when encountering a timedelta value that cannot be represented.
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Representation should be within a timedelta64[ns].
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"""
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# Timedelta analogue to OutOfBoundsDatetime
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pass
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cdef get_implementation_bounds(NPY_DATETIMEUNIT reso, npy_datetimestruct *lower, npy_datetimestruct *upper):
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if reso == NPY_FR_ns:
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upper[0] = _NS_MAX_DTS
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lower[0] = _NS_MIN_DTS
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elif reso == NPY_FR_us:
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upper[0] = _US_MAX_DTS
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lower[0] = _US_MIN_DTS
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elif reso == NPY_FR_ms:
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upper[0] = _MS_MAX_DTS
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lower[0] = _MS_MIN_DTS
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elif reso == NPY_FR_s:
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upper[0] = _S_MAX_DTS
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lower[0] = _S_MIN_DTS
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elif reso == NPY_FR_m:
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upper[0] = _M_MAX_DTS
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lower[0] = _M_MIN_DTS
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else:
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raise NotImplementedError(reso)
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cdef check_dts_bounds(npy_datetimestruct *dts, NPY_DATETIMEUNIT unit=NPY_FR_ns):
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"""Raises OutOfBoundsDatetime if the given date is outside the range that
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can be represented by nanosecond-resolution 64-bit integers."""
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cdef:
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bint error = False
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npy_datetimestruct cmp_upper, cmp_lower
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get_implementation_bounds(unit, &cmp_lower, &cmp_upper)
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if cmp_npy_datetimestruct(dts, &cmp_lower) == -1:
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error = True
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elif cmp_npy_datetimestruct(dts, &cmp_upper) == 1:
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error = True
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if error:
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fmt = (f'{dts.year}-{dts.month:02d}-{dts.day:02d} '
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f'{dts.hour:02d}:{dts.min:02d}:{dts.sec:02d}')
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# TODO: "nanosecond" in the message assumes NPY_FR_ns
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raise OutOfBoundsDatetime(f'Out of bounds nanosecond timestamp: {fmt}')
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# ----------------------------------------------------------------------
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# Conversion
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cdef inline int64_t dtstruct_to_dt64(npy_datetimestruct* dts) nogil:
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"""Convenience function to call npy_datetimestruct_to_datetime
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with the by-far-most-common frequency NPY_FR_ns"""
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return npy_datetimestruct_to_datetime(NPY_FR_ns, dts)
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# just exposed for testing at the moment
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def py_td64_to_tdstruct(int64_t td64, NPY_DATETIMEUNIT unit):
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cdef:
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pandas_timedeltastruct tds
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pandas_timedelta_to_timedeltastruct(td64, unit, &tds)
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return tds # <- returned as a dict to python
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cdef inline void pydatetime_to_dtstruct(datetime dt, npy_datetimestruct *dts):
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if PyDateTime_CheckExact(dt):
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dts.year = PyDateTime_GET_YEAR(dt)
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else:
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# We use dt.year instead of PyDateTime_GET_YEAR because with Timestamp
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# we override year such that PyDateTime_GET_YEAR is incorrect.
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dts.year = dt.year
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dts.month = PyDateTime_GET_MONTH(dt)
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dts.day = PyDateTime_GET_DAY(dt)
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dts.hour = PyDateTime_DATE_GET_HOUR(dt)
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dts.min = PyDateTime_DATE_GET_MINUTE(dt)
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dts.sec = PyDateTime_DATE_GET_SECOND(dt)
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dts.us = PyDateTime_DATE_GET_MICROSECOND(dt)
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dts.ps = dts.as = 0
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cdef inline int64_t pydatetime_to_dt64(datetime val,
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npy_datetimestruct *dts):
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"""
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Note we are assuming that the datetime object is timezone-naive.
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"""
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pydatetime_to_dtstruct(val, dts)
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return dtstruct_to_dt64(dts)
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cdef inline void pydate_to_dtstruct(date val, npy_datetimestruct *dts):
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dts.year = PyDateTime_GET_YEAR(val)
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dts.month = PyDateTime_GET_MONTH(val)
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dts.day = PyDateTime_GET_DAY(val)
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dts.hour = dts.min = dts.sec = dts.us = 0
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dts.ps = dts.as = 0
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return
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cdef inline int64_t pydate_to_dt64(date val, npy_datetimestruct *dts):
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pydate_to_dtstruct(val, dts)
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return dtstruct_to_dt64(dts)
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cdef inline int string_to_dts(
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str val,
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npy_datetimestruct* dts,
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NPY_DATETIMEUNIT* out_bestunit,
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int* out_local,
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int* out_tzoffset,
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bint want_exc,
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) except? -1:
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cdef:
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Py_ssize_t length
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const char* buf
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buf = get_c_string_buf_and_size(val, &length)
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return parse_iso_8601_datetime(buf, length, want_exc,
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dts, out_bestunit, out_local, out_tzoffset)
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cpdef ndarray astype_overflowsafe(
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ndarray values,
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cnp.dtype dtype,
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bint copy=True,
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bint round_ok=True,
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):
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"""
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Convert an ndarray with datetime64[X] to datetime64[Y]
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or timedelta64[X] to timedelta64[Y],
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raising on overflow.
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"""
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if values.descr.type_num == dtype.type_num == cnp.NPY_DATETIME:
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# i.e. dtype.kind == "M"
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pass
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elif values.descr.type_num == dtype.type_num == cnp.NPY_TIMEDELTA:
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# i.e. dtype.kind == "m"
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pass
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else:
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raise TypeError(
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"astype_overflowsafe values.dtype and dtype must be either "
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"both-datetime64 or both-timedelta64."
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)
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cdef:
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NPY_DATETIMEUNIT from_unit = get_unit_from_dtype(values.dtype)
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NPY_DATETIMEUNIT to_unit = get_unit_from_dtype(dtype)
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if (
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from_unit == NPY_DATETIMEUNIT.NPY_FR_GENERIC
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or to_unit == NPY_DATETIMEUNIT.NPY_FR_GENERIC
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):
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# without raising explicitly here, we end up with a SystemError
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# built-in function [...] returned a result with an error
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raise ValueError(
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"datetime64/timedelta64 values and dtype must have a unit specified"
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)
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if from_unit == to_unit:
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# Check this before allocating result for perf, might save some memory
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if copy:
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return values.copy()
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return values
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elif from_unit > to_unit:
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if round_ok:
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# e.g. ns -> us, so there is no risk of overflow, so we can use
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# numpy's astype safely. Note there _is_ risk of truncation.
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return values.astype(dtype)
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else:
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iresult2 = astype_round_check(values.view("i8"), from_unit, to_unit)
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return iresult2.view(dtype)
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if (<object>values).dtype.byteorder == ">":
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# GH#29684 we incorrectly get OutOfBoundsDatetime if we dont swap
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values = values.astype(values.dtype.newbyteorder("<"))
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cdef:
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ndarray i8values = values.view("i8")
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# equiv: result = np.empty((<object>values).shape, dtype="i8")
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ndarray iresult = cnp.PyArray_EMPTY(
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values.ndim, values.shape, cnp.NPY_INT64, 0
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)
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cnp.broadcast mi = cnp.PyArray_MultiIterNew2(iresult, i8values)
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Py_ssize_t i, N = values.size
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int64_t value, new_value
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npy_datetimestruct dts
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bint is_td = dtype.type_num == cnp.NPY_TIMEDELTA
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for i in range(N):
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# Analogous to: item = values[i]
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value = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
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if value == NPY_DATETIME_NAT:
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new_value = NPY_DATETIME_NAT
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else:
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pandas_datetime_to_datetimestruct(value, from_unit, &dts)
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try:
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check_dts_bounds(&dts, to_unit)
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except OutOfBoundsDatetime as err:
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if is_td:
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from_abbrev = np.datetime_data(values.dtype)[0]
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np_val = np.timedelta64(value, from_abbrev)
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msg = (
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"Cannot convert {np_val} to {dtype} without overflow"
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.format(np_val=str(np_val), dtype=str(dtype))
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)
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raise OutOfBoundsTimedelta(msg) from err
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else:
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raise
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new_value = npy_datetimestruct_to_datetime(to_unit, &dts)
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# Analogous to: iresult[i] = new_value
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(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = new_value
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cnp.PyArray_MultiIter_NEXT(mi)
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return iresult.view(dtype)
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# TODO: try to upstream this fix to numpy
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def compare_mismatched_resolutions(ndarray left, ndarray right, op):
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"""
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Overflow-safe comparison of timedelta64/datetime64 with mismatched resolutions.
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>>> left = np.array([500], dtype="M8[Y]")
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>>> right = np.array([0], dtype="M8[ns]")
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>>> left < right # <- wrong!
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array([ True])
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"""
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if left.dtype.kind != right.dtype.kind or left.dtype.kind not in ["m", "M"]:
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raise ValueError("left and right must both be timedelta64 or both datetime64")
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cdef:
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int op_code = op_to_op_code(op)
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NPY_DATETIMEUNIT left_unit = get_unit_from_dtype(left.dtype)
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NPY_DATETIMEUNIT right_unit = get_unit_from_dtype(right.dtype)
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# equiv: result = np.empty((<object>left).shape, dtype="bool")
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ndarray result = cnp.PyArray_EMPTY(
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left.ndim, left.shape, cnp.NPY_BOOL, 0
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)
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ndarray lvalues = left.view("i8")
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ndarray rvalues = right.view("i8")
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cnp.broadcast mi = cnp.PyArray_MultiIterNew3(result, lvalues, rvalues)
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int64_t lval, rval
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bint res_value
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Py_ssize_t i, N = left.size
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npy_datetimestruct ldts, rdts
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for i in range(N):
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# Analogous to: lval = lvalues[i]
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lval = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
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# Analogous to: rval = rvalues[i]
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rval = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 2))[0]
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if lval == NPY_DATETIME_NAT or rval == NPY_DATETIME_NAT:
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res_value = op_code == Py_NE
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else:
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pandas_datetime_to_datetimestruct(lval, left_unit, &ldts)
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pandas_datetime_to_datetimestruct(rval, right_unit, &rdts)
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res_value = cmp_dtstructs(&ldts, &rdts, op_code)
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# Analogous to: result[i] = res_value
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(<uint8_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = res_value
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cnp.PyArray_MultiIter_NEXT(mi)
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return result
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import operator
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cdef int op_to_op_code(op):
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# TODO: should exist somewhere?
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if op is operator.eq:
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return Py_EQ
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if op is operator.ne:
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return Py_NE
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if op is operator.le:
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return Py_LE
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if op is operator.lt:
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return Py_LT
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if op is operator.ge:
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return Py_GE
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if op is operator.gt:
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return Py_GT
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cdef ndarray astype_round_check(
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ndarray i8values,
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NPY_DATETIMEUNIT from_unit,
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NPY_DATETIMEUNIT to_unit
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):
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# cases with from_unit > to_unit, e.g. ns->us, raise if the conversion
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# involves truncation, e.g. 1500ns->1us
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cdef:
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Py_ssize_t i, N = i8values.size
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# equiv: iresult = np.empty((<object>i8values).shape, dtype="i8")
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ndarray iresult = cnp.PyArray_EMPTY(
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i8values.ndim, i8values.shape, cnp.NPY_INT64, 0
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)
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cnp.broadcast mi = cnp.PyArray_MultiIterNew2(iresult, i8values)
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# Note the arguments to_unit, from unit are swapped vs how they
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# are passed when going to a higher-frequency reso.
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int64_t mult = get_conversion_factor(to_unit, from_unit)
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int64_t value, mod
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|
|
for i in range(N):
|
|
# Analogous to: item = i8values[i]
|
|
value = (<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 1))[0]
|
|
|
|
if value == NPY_DATETIME_NAT:
|
|
new_value = NPY_DATETIME_NAT
|
|
else:
|
|
new_value, mod = divmod(value, mult)
|
|
if mod != 0:
|
|
# TODO: avoid runtime import
|
|
from pandas._libs.tslibs.dtypes import npy_unit_to_abbrev
|
|
from_abbrev = npy_unit_to_abbrev(from_unit)
|
|
to_abbrev = npy_unit_to_abbrev(to_unit)
|
|
raise ValueError(
|
|
f"Cannot losslessly cast '{value} {from_abbrev}' to {to_abbrev}"
|
|
)
|
|
|
|
# Analogous to: iresult[i] = new_value
|
|
(<int64_t*>cnp.PyArray_MultiIter_DATA(mi, 0))[0] = new_value
|
|
|
|
cnp.PyArray_MultiIter_NEXT(mi)
|
|
|
|
return iresult
|
|
|
|
|
|
@cython.overflowcheck(True)
|
|
cdef int64_t get_conversion_factor(NPY_DATETIMEUNIT from_unit, NPY_DATETIMEUNIT to_unit) except? -1:
|
|
"""
|
|
Find the factor by which we need to multiply to convert from from_unit to to_unit.
|
|
"""
|
|
if (
|
|
from_unit == NPY_DATETIMEUNIT.NPY_FR_GENERIC
|
|
or to_unit == NPY_DATETIMEUNIT.NPY_FR_GENERIC
|
|
):
|
|
raise ValueError("unit-less resolutions are not supported")
|
|
if from_unit > to_unit:
|
|
raise ValueError
|
|
|
|
if from_unit == to_unit:
|
|
return 1
|
|
|
|
if from_unit == NPY_DATETIMEUNIT.NPY_FR_W:
|
|
return 7 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_D, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_D:
|
|
return 24 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_h, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_h:
|
|
return 60 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_m, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_m:
|
|
return 60 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_s, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_s:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_ms, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_ms:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_us, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_us:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_ns, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_ns:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_ps, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_ps:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_fs, to_unit)
|
|
elif from_unit == NPY_DATETIMEUNIT.NPY_FR_fs:
|
|
return 1000 * get_conversion_factor(NPY_DATETIMEUNIT.NPY_FR_as, to_unit)
|
|
|
|
|
|
cdef int64_t convert_reso(
|
|
int64_t value,
|
|
NPY_DATETIMEUNIT from_reso,
|
|
NPY_DATETIMEUNIT to_reso,
|
|
bint round_ok,
|
|
) except? -1:
|
|
cdef:
|
|
int64_t res_value, mult, div, mod
|
|
|
|
if from_reso == to_reso:
|
|
return value
|
|
|
|
elif to_reso < from_reso:
|
|
# e.g. ns -> us, no risk of overflow, but can be lossy rounding
|
|
mult = get_conversion_factor(to_reso, from_reso)
|
|
div, mod = divmod(value, mult)
|
|
if mod > 0 and not round_ok:
|
|
raise ValueError("Cannot losslessly convert units")
|
|
|
|
# Note that when mod > 0, we follow np.timedelta64 in always
|
|
# rounding down.
|
|
res_value = div
|
|
|
|
elif (
|
|
from_reso == NPY_FR_Y
|
|
or from_reso == NPY_FR_M
|
|
or to_reso == NPY_FR_Y
|
|
or to_reso == NPY_FR_M
|
|
):
|
|
# Converting by multiplying isn't _quite_ right bc the number of
|
|
# seconds in a month/year isn't fixed.
|
|
res_value = _convert_reso_with_dtstruct(value, from_reso, to_reso)
|
|
|
|
else:
|
|
# e.g. ns -> us, risk of overflow, but no risk of lossy rounding
|
|
mult = get_conversion_factor(from_reso, to_reso)
|
|
with cython.overflowcheck(True):
|
|
# Note: caller is responsible for re-raising as OutOfBoundsTimedelta
|
|
res_value = value * mult
|
|
|
|
return res_value
|
|
|
|
|
|
cdef int64_t _convert_reso_with_dtstruct(
|
|
int64_t value,
|
|
NPY_DATETIMEUNIT from_unit,
|
|
NPY_DATETIMEUNIT to_unit,
|
|
) except? -1:
|
|
cdef:
|
|
npy_datetimestruct dts
|
|
|
|
pandas_datetime_to_datetimestruct(value, from_unit, &dts)
|
|
check_dts_bounds(&dts, to_unit)
|
|
return npy_datetimestruct_to_datetime(to_unit, &dts)
|