daru 0.1.2 → 0.1.3
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- checksums.yaml +4 -4
- data/.gitignore +2 -0
- data/.rubocop.yml +99 -0
- data/.rubocop_todo.yml +44 -0
- data/.travis.yml +3 -1
- data/CONTRIBUTING.md +5 -1
- data/History.md +43 -0
- data/README.md +3 -4
- data/benchmarks/duplicating.rb +45 -0
- data/benchmarks/group_by.rb +7 -7
- data/benchmarks/joining.rb +52 -0
- data/benchmarks/sorting.rb +9 -2
- data/benchmarks/statistics.rb +39 -0
- data/daru.gemspec +4 -4
- data/lib/daru.rb +9 -9
- data/lib/daru/accessors/array_wrapper.rb +15 -11
- data/lib/daru/accessors/dataframe_by_row.rb +1 -1
- data/lib/daru/accessors/gsl_wrapper.rb +30 -19
- data/lib/daru/accessors/mdarray_wrapper.rb +1 -3
- data/lib/daru/accessors/nmatrix_wrapper.rb +15 -15
- data/lib/daru/core/group_by.rb +69 -16
- data/lib/daru/core/merge.rb +135 -151
- data/lib/daru/core/query.rb +9 -30
- data/lib/daru/dataframe.rb +476 -439
- data/lib/daru/date_time/index.rb +150 -137
- data/lib/daru/date_time/offsets.rb +45 -41
- data/lib/daru/extensions/rserve.rb +4 -4
- data/lib/daru/index.rb +88 -64
- data/lib/daru/io/io.rb +33 -34
- data/lib/daru/io/sql_data_source.rb +11 -11
- data/lib/daru/maths/arithmetic/dataframe.rb +19 -19
- data/lib/daru/maths/arithmetic/vector.rb +9 -14
- data/lib/daru/maths/statistics/dataframe.rb +89 -61
- data/lib/daru/maths/statistics/vector.rb +226 -97
- data/lib/daru/monkeys.rb +23 -30
- data/lib/daru/plotting/dataframe.rb +27 -28
- data/lib/daru/plotting/vector.rb +12 -13
- data/lib/daru/vector.rb +221 -330
- data/lib/daru/version.rb +2 -2
- data/spec/core/group_by_spec.rb +16 -0
- data/spec/core/merge_spec.rb +30 -14
- data/spec/dataframe_spec.rb +268 -14
- data/spec/index_spec.rb +23 -5
- data/spec/io/io_spec.rb +37 -16
- data/spec/math/statistics/dataframe_spec.rb +40 -8
- data/spec/math/statistics/vector_spec.rb +135 -10
- data/spec/monkeys_spec.rb +3 -3
- data/spec/vector_spec.rb +157 -25
- metadata +41 -21
data/lib/daru/date_time/index.rb
CHANGED
@@ -15,34 +15,34 @@ module Daru
|
|
15
15
|
'YEAR' => Daru::Offsets::Year,
|
16
16
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'YB' => Daru::Offsets::YearBegin,
|
17
17
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'YE' => Daru::Offsets::YearEnd
|
18
|
-
}
|
18
|
+
}.freeze
|
19
19
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|
20
20
|
TIME_INTERVALS = {
|
21
21
|
Rational(1,1) => Daru::Offsets::Day,
|
22
22
|
Rational(1,24) => Daru::Offsets::Hour,
|
23
23
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Rational(1,1440) => Daru::Offsets::Minute,
|
24
|
-
Rational(1,
|
25
|
-
}
|
24
|
+
Rational(1,86_400) => Daru::Offsets::Second
|
25
|
+
}.freeze
|
26
26
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|
27
27
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# Generates a Daru::DateOffset object for generic offsets or one of the
|
28
28
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# specialized classed within Daru::Offsets depending on the 'frequency'
|
29
29
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# string.
|
30
30
|
def offset_from_frequency frequency
|
31
31
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frequency = 'D' if frequency.nil?
|
32
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-
return frequency if frequency.
|
32
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+
return frequency if frequency.is_a?(Daru::DateOffset)
|
33
33
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|
34
34
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matched = /([0-9]*)(MONTH|YEAR|S|H|MB|ME|M|D|W|YB|YE)/.match(frequency)
|
35
|
-
raise ArgumentError,
|
35
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+
raise ArgumentError,
|
36
36
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"Invalid frequency string #{frequency}" if matched.nil?
|
37
37
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|
38
|
-
n = matched[1] ==
|
38
|
+
n = matched[1] == '' ? 1 : matched[1].to_i
|
39
39
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offset_string = matched[2]
|
40
40
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offset_klass = OFFSETS_HASH[offset_string]
|
41
41
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|
42
42
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raise ArgumentError,
|
43
43
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"Cannont interpret offset #{offset_string}" if offset_klass.nil?
|
44
44
|
|
45
|
-
if offset_string
|
45
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+
if offset_string =~ /W/
|
46
46
|
day = Regexp.new(Daru::DAYS_OF_WEEK.keys.join('|')).match(frequency).to_s
|
47
47
|
return offset_klass.new(n, weekday: Daru::DAYS_OF_WEEK[day])
|
48
48
|
end
|
@@ -51,18 +51,24 @@ module Daru
|
|
51
51
|
end
|
52
52
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|
53
53
|
def start_date start
|
54
|
-
start.is_a?(String)
|
55
|
-
start, determine_date_precision_of(start))
|
54
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+
if start.is_a?(String)
|
55
|
+
date_time_from(start, determine_date_precision_of(start))
|
56
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+
else
|
57
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+
start
|
58
|
+
end
|
56
59
|
end
|
57
60
|
|
58
61
|
def end_date en
|
59
|
-
en.is_a?(String)
|
60
|
-
en, determine_date_precision_of(en))
|
62
|
+
if en.is_a?(String)
|
63
|
+
date_time_from(en, determine_date_precision_of(en))
|
64
|
+
else
|
65
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+
en
|
66
|
+
end
|
61
67
|
end
|
62
68
|
|
63
69
|
def begin_from_offset? offset, start
|
64
|
-
if offset.
|
65
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-
|
70
|
+
if offset.is_a?(Daru::Offsets::Tick) ||
|
71
|
+
(offset.respond_to?(:on_offset?) && offset.on_offset?(start))
|
66
72
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true
|
67
73
|
else
|
68
74
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false
|
@@ -80,7 +86,7 @@ module Daru
|
|
80
86
|
new_date = offset + new_date
|
81
87
|
end
|
82
88
|
else
|
83
|
-
periods.times do
|
89
|
+
periods.times do
|
84
90
|
data << new_date
|
85
91
|
new_date = offset + new_date
|
86
92
|
end
|
@@ -90,16 +96,16 @@ module Daru
|
|
90
96
|
end
|
91
97
|
|
92
98
|
def verify_start_and_end start, en
|
93
|
-
raise ArgumentError,
|
94
|
-
raise ArgumentError,
|
95
|
-
raise ArgumentError,
|
96
|
-
|
99
|
+
raise ArgumentError, 'Start and end cannot be the same' if start == en
|
100
|
+
raise ArgumentError, 'Start must be lesser than end' if start > en
|
101
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+
raise ArgumentError,
|
102
|
+
'Only same time zones are allowed' if start.zone != en.zone
|
97
103
|
end
|
98
104
|
|
99
105
|
def infer_offset data
|
100
106
|
possible_freq = data[1] - data[0]
|
101
107
|
inferred = true
|
102
|
-
data.each_cons(2) do |d|
|
108
|
+
data.each_cons(2) do |d|
|
103
109
|
if d[1] - d[0] != possible_freq
|
104
110
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inferred = false
|
105
111
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break
|
@@ -107,7 +113,7 @@ module Daru
|
|
107
113
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end
|
108
114
|
|
109
115
|
if inferred
|
110
|
-
TIME_INTERVALS[possible_freq].new
|
116
|
+
TIME_INTERVALS[possible_freq].new
|
111
117
|
else
|
112
118
|
nil
|
113
119
|
end
|
@@ -115,8 +121,9 @@ module Daru
|
|
115
121
|
|
116
122
|
def find_index_of_date data, date_time
|
117
123
|
searched = data.bsearch { |d| d[0] >= date_time }
|
118
|
-
(
|
119
|
-
|
124
|
+
raise(ArgumentError, "Cannot find #{date_time}") if searched.nil? || searched[0] != date_time
|
125
|
+
|
126
|
+
searched[1]
|
120
127
|
end
|
121
128
|
|
122
129
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def find_date_string_bounds date_string
|
@@ -131,8 +138,9 @@ module Daru
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|
131
138
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DateTime.new(date_string.gsub(/[^0-9]/, '').to_i)
|
132
139
|
when :month
|
133
140
|
DateTime.new(
|
134
|
-
date_string.match(/\d\d\d\d/).to_s.to_i,
|
135
|
-
date_string.match(/\-\d?\d/).to_s.
|
141
|
+
date_string.match(/\d\d\d\d/).to_s.to_i,
|
142
|
+
date_string.match(/\-\d?\d/).to_s.delete('-').to_i
|
143
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+
)
|
136
144
|
else
|
137
145
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DateTime.parse date_string
|
138
146
|
end
|
@@ -161,7 +169,7 @@ module Daru
|
|
161
169
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case date_precision
|
162
170
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when :year
|
163
171
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[
|
164
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-
date_time,
|
172
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+
date_time,
|
165
173
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DateTime.new(date_time.year,12,31,23,59,59)
|
166
174
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]
|
167
175
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when :month
|
@@ -178,17 +186,17 @@ module Daru
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|
178
186
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when :hour
|
179
187
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[
|
180
188
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date_time,
|
181
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-
DateTime.new(date_time.year, date_time.month, date_time.day,
|
182
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-
|
189
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+
DateTime.new(date_time.year, date_time.month, date_time.day,
|
190
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+
date_time.hour,59,59)
|
183
191
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]
|
184
192
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when :min
|
185
193
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[
|
186
194
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date_time,
|
187
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-
DateTime.new(date_time.year, date_time.month, date_time.day,
|
195
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+
DateTime.new(date_time.year, date_time.month, date_time.day,
|
188
196
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date_time.hour, date_time.min, 59)
|
189
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-
|
197
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+
]
|
190
198
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else # second or when precision is same as offset
|
191
|
-
[
|
199
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+
[date_time, date_time]
|
192
200
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end
|
193
201
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end
|
194
202
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@@ -205,10 +213,10 @@ module Daru
|
|
205
213
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date_time = date_time_from key, precision
|
206
214
|
case precision
|
207
215
|
when :year
|
208
|
-
date_time.year < data[0][0].year
|
216
|
+
date_time.year < data[0][0].year || date_time.year > data[-1][0].year
|
209
217
|
when :month
|
210
|
-
(date_time.year < data[0][0].year
|
211
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-
|
218
|
+
(date_time.year < data[0][0].year && date_time.month < data[0][0].month) ||
|
219
|
+
(date_time.year > data[-1][0].year and date_time.month > data[-1][0].month)
|
212
220
|
end
|
213
221
|
end
|
214
222
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end
|
@@ -227,7 +235,7 @@ module Daru
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|
227
235
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# should be used for creating DateTimeIndex by directly passing in DateTime
|
228
236
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# objects or date-like strings, typically in cases where values with frequency
|
229
237
|
# are not needed.
|
230
|
-
#
|
238
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+
#
|
231
239
|
# @param [Array<String>, Array<DateTime>] data Array of date-like Strings or
|
232
240
|
# actual DateTime objects for creating the DateTimeIndex.
|
233
241
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# @param [Hash] opts Hash of options for configuring index.
|
@@ -235,16 +243,16 @@ module Daru
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|
235
243
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# Option for specifying the frequency of data, if applicable. If `:infer` is
|
236
244
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# passed to this option, daru will try to infer the frequency of the data
|
237
245
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# by itself.
|
238
|
-
#
|
246
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+
#
|
239
247
|
# @example Usage of DateTimeIndex constructor
|
240
248
|
# index = Daru::DateTimeIndex.new(
|
241
|
-
# [DateTime.new(2012,4,5), DateTime.new(2012,4,6),
|
249
|
+
# [DateTime.new(2012,4,5), DateTime.new(2012,4,6),
|
242
250
|
# DateTime.new(2012,4,7), DateTime.new(2012,4,8)])
|
243
251
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# #=>#<DateTimeIndex:84232240 offset=nil periods=4 data=[2012-04-05T00:00:00+00:00...2012-04-08T00:00:00+00:00]>
|
244
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#
|
245
253
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# index = Daru::DateTimeIndex.new([
|
246
|
-
# DateTime.new(2012,4,5), DateTime.new(2012,4,6), DateTime.new(2012,4,7),
|
247
|
-
# DateTime.new(2012,4,8), DateTime.new(2012,4,9), DateTime.new(2012,4,10),
|
254
|
+
# DateTime.new(2012,4,5), DateTime.new(2012,4,6), DateTime.new(2012,4,7),
|
255
|
+
# DateTime.new(2012,4,8), DateTime.new(2012,4,9), DateTime.new(2012,4,10),
|
248
256
|
# DateTime.new(2012,4,11), DateTime.new(2012,4,12)], freq: :infer)
|
249
257
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# #=>#<DateTimeIndex:84198340 offset=D periods=8 data=[2012-04-05T00:00:00+00:00...2012-04-12T00:00:00+00:00]>
|
250
258
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def initialize *args
|
@@ -255,43 +263,49 @@ module Daru
|
|
255
263
|
|
256
264
|
helper.possibly_convert_to_date_time data
|
257
265
|
|
258
|
-
@offset =
|
259
|
-
|
260
|
-
|
261
|
-
|
262
|
-
|
263
|
-
|
266
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+
@offset =
|
267
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+
case opts[:freq]
|
268
|
+
when :infer then helper.infer_offset(data)
|
269
|
+
when nil then nil
|
270
|
+
else helper.offset_from_frequency(opts[:freq])
|
271
|
+
end
|
264
272
|
|
265
273
|
@frequency = @offset ? @offset.freq_string : nil
|
266
274
|
@data = data.zip(Array.new(data.size) { |i| i })
|
267
275
|
@data.sort_by! { |d| d[0] } if @offset.nil?
|
268
|
-
|
276
|
+
|
277
|
+
@periods = data.size
|
278
|
+
end
|
279
|
+
|
280
|
+
# Custom dup method for DateTimeIndex
|
281
|
+
def dup
|
282
|
+
Daru::DateTimeIndex.new(@data.transpose[0], freq: @offset)
|
269
283
|
end
|
270
284
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|
271
285
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# Create a date range by specifying the start, end, periods and frequency
|
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# of the data.
|
273
|
-
#
|
287
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+
#
|
274
288
|
# @param [Hash] opts Options hash to create the date range with
|
275
|
-
# @option opts [String, DateTime] :start A DateTime object or date-like
|
289
|
+
# @option opts [String, DateTime] :start A DateTime object or date-like
|
276
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# string that defines the start of the date range.
|
277
|
-
# @option opts [String, DateTime] :end A DateTime object or date-like string
|
291
|
+
# @option opts [String, DateTime] :end A DateTime object or date-like string
|
278
292
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# that defines the end of the date range.
|
279
|
-
# @option opts [String, Daru::DateOffset, Daru::Offsets::*] :freq ('D') The interval
|
280
|
-
# between each date in the index. This can either be a string specifying
|
293
|
+
# @option opts [String, Daru::DateOffset, Daru::Offsets::*] :freq ('D') The interval
|
294
|
+
# between each date in the index. This can either be a string specifying
|
281
295
|
# the frequency (i.e. one of the frequency aliases) or an offset object.
|
282
|
-
# @option opts [Fixnum] :periods The number of periods that should go into
|
296
|
+
# @option opts [Fixnum] :periods The number of periods that should go into
|
283
297
|
# this index. Takes precedence over `:end`.
|
284
298
|
# @return [DateTimeIndex] DateTimeIndex object of the specified parameters.
|
285
299
|
#
|
286
300
|
# == Notes
|
287
301
|
#
|
288
|
-
# If you specify :start and :end options as strings, they can be complete or
|
289
|
-
# partial dates and daru will intelligently infer the date from the string
|
290
|
-
# directly. However, note that the date-like string must be in the format
|
291
|
-
# `YYYY-MM-DD HH:MM:SS`.
|
302
|
+
# If you specify :start and :end options as strings, they can be complete or
|
303
|
+
# partial dates and daru will intelligently infer the date from the string
|
304
|
+
# directly. However, note that the date-like string must be in the format
|
305
|
+
# `YYYY-MM-DD HH:MM:SS`.
|
292
306
|
#
|
293
307
|
# The string aliases supported by the :freq option are as follows:
|
294
|
-
#
|
308
|
+
#
|
295
309
|
# * 'S' - seconds
|
296
310
|
# * 'M' - minutes
|
297
311
|
# * 'H' - hours
|
@@ -310,7 +324,7 @@ module Daru
|
|
310
324
|
# * 'ME' - month end
|
311
325
|
# * 'YB' - year begin
|
312
326
|
# * 'YE' - year end
|
313
|
-
#
|
327
|
+
#
|
314
328
|
# Multiples of these can also be specified. For example '2S' for 2 seconds
|
315
329
|
# or '2ME' for two month end offsets.
|
316
330
|
#
|
@@ -319,7 +333,7 @@ module Daru
|
|
319
333
|
#
|
320
334
|
# @example Creating date ranges
|
321
335
|
# Daru::DateTimeIndex.date_range(
|
322
|
-
# :start => DateTime.new(2014,5,1),
|
336
|
+
# :start => DateTime.new(2014,5,1),
|
323
337
|
# :end => DateTime.new(2014,5,2), :freq => '6H')
|
324
338
|
# #=>#<DateTimeIndex:83600130 offset=H periods=5 data=[2014-05-01T00:00:00+00:00...2014-05-02T00:00:00+00:00]>
|
325
339
|
#
|
@@ -335,42 +349,38 @@ module Daru
|
|
335
349
|
offset = helper.offset_from_frequency opts[:freq]
|
336
350
|
data = helper.generate_data start, en, offset, opts[:periods]
|
337
351
|
|
338
|
-
DateTimeIndex.new(data, :
|
352
|
+
DateTimeIndex.new(data, freq: offset)
|
339
353
|
end
|
340
354
|
|
341
355
|
# Retreive a slice or a an individual index number from the index.
|
342
356
|
#
|
343
|
-
# @param [String, DateTime] Specify a date partially (as a String) or
|
357
|
+
# @param [String, DateTime] Specify a date partially (as a String) or
|
344
358
|
# completely to retrieve.
|
345
359
|
def [] *key
|
346
360
|
helper = DateTimeIndexHelper
|
347
|
-
|
348
|
-
|
349
|
-
|
350
|
-
|
351
|
-
return slice(*key)
|
352
|
-
end
|
361
|
+
|
362
|
+
return slice(*key) if key.size != 1
|
363
|
+
key = key[0]
|
364
|
+
return key if key.is_a?(Numeric)
|
353
365
|
|
354
366
|
if key.is_a?(Range)
|
355
367
|
first = key.first
|
356
368
|
last = key.last
|
357
|
-
return slice(first, last) if
|
358
|
-
first.is_a?(Fixnum)
|
369
|
+
return slice(first, last) if
|
370
|
+
first.is_a?(Fixnum) && last.is_a?(Fixnum)
|
359
371
|
|
360
|
-
raise ArgumentError, "Keys #{first} and #{last} are out of bounds" if
|
361
|
-
helper.key_out_of_bounds?(first, @data)
|
372
|
+
raise ArgumentError, "Keys #{first} and #{last} are out of bounds" if
|
373
|
+
helper.key_out_of_bounds?(first, @data) && helper.key_out_of_bounds?(last, @data)
|
362
374
|
|
363
375
|
slice_begin = helper.find_date_string_bounds(first)[0]
|
364
376
|
slice_end = helper.find_date_string_bounds(last)[1]
|
377
|
+
elsif key.is_a?(DateTime)
|
378
|
+
return helper.find_index_of_date(@data, key)
|
365
379
|
else
|
366
|
-
|
367
|
-
|
368
|
-
else
|
369
|
-
raise ArgumentError, "Key #{key} is out of bounds" if
|
370
|
-
helper.key_out_of_bounds?(key, @data)
|
380
|
+
raise ArgumentError, "Key #{key} is out of bounds" if
|
381
|
+
helper.key_out_of_bounds?(key, @data)
|
371
382
|
|
372
|
-
|
373
|
-
end
|
383
|
+
slice_begin, slice_end = helper.find_date_string_bounds key
|
374
384
|
end
|
375
385
|
|
376
386
|
slice slice_begin, slice_end
|
@@ -383,33 +393,42 @@ module Daru
|
|
383
393
|
def slice first, last
|
384
394
|
helper = DateTimeIndexHelper
|
385
395
|
|
386
|
-
if first.is_a?(String)
|
396
|
+
if first.is_a?(String) && last.is_a?(String)
|
387
397
|
self[first..last]
|
388
|
-
elsif first.is_a?(Fixnum)
|
389
|
-
DateTimeIndex.new(
|
398
|
+
elsif first.is_a?(Fixnum) && last.is_a?(Fixnum)
|
399
|
+
DateTimeIndex.new(to_a[first..last], freq: @offset)
|
390
400
|
else
|
391
|
-
first_dt =
|
392
|
-
|
393
|
-
|
394
|
-
|
401
|
+
first_dt =
|
402
|
+
if first.is_a?(String)
|
403
|
+
helper.find_date_string_bounds(first)[0]
|
404
|
+
else
|
405
|
+
first
|
406
|
+
end
|
407
|
+
|
408
|
+
last_dt =
|
409
|
+
if last.is_a?(String)
|
410
|
+
helper.find_date_string_bounds(last)[1]
|
411
|
+
else
|
412
|
+
last
|
413
|
+
end
|
395
414
|
|
396
415
|
start = @data.bsearch { |d| d[0] >= first_dt }
|
397
416
|
after_en = @data.bsearch { |d| d[0] > last_dt }
|
398
417
|
|
399
418
|
result =
|
400
|
-
|
401
|
-
|
402
|
-
|
403
|
-
|
404
|
-
|
405
|
-
|
406
|
-
|
407
|
-
|
408
|
-
|
409
|
-
|
419
|
+
if @offset
|
420
|
+
en = after_en ? @data[after_en[1] - 1] : @data.last
|
421
|
+
return start[1] if start == en
|
422
|
+
DateTimeIndex.date_range start: start[0], end: en[0], freq: @offset
|
423
|
+
else
|
424
|
+
st = @data.index(start)
|
425
|
+
en = after_en ? @data.index(after_en) - 1 : helper.last_date(@data)[1]
|
426
|
+
return start[1] if st == en
|
427
|
+
DateTimeIndex.new(@data[st..en].transpose[0])
|
428
|
+
end
|
410
429
|
|
411
430
|
result
|
412
|
-
end
|
431
|
+
end
|
413
432
|
end
|
414
433
|
|
415
434
|
# Return the DateTimeIndex as an Array of DateTime objects.
|
@@ -425,80 +444,74 @@ module Daru
|
|
425
444
|
end
|
426
445
|
|
427
446
|
def == other
|
428
|
-
|
447
|
+
to_a == other.to_a
|
429
448
|
end
|
430
449
|
|
431
450
|
def inspect
|
432
|
-
string =
|
433
|
-
|
434
|
-
|
451
|
+
string = '#<DateTimeIndex:' + object_id.to_s + ' offset=' +
|
452
|
+
(@offset ? @offset.freq_string : 'nil') + ' periods=' + @periods.to_s +
|
453
|
+
' data=[' + @data.first[0].to_s + '...' + @data.last[0].to_s + ']'+ '>'
|
435
454
|
|
436
455
|
string
|
437
456
|
end
|
438
457
|
|
439
458
|
# Shift all dates in the index by a positive number in the future. The dates
|
440
459
|
# are shifted by the same amount as that specified in the offset.
|
441
|
-
#
|
442
|
-
# @param [Fixnum, Daru::DateOffset, Daru::Offsets::*] distance Distance by
|
443
|
-
# which each date should be shifted. Passing an offset object to #shift
|
444
|
-
# will offset each data point by the offset value. Passing a positive
|
445
|
-
# integer will offset each data point by the same offset that it was
|
460
|
+
#
|
461
|
+
# @param [Fixnum, Daru::DateOffset, Daru::Offsets::*] distance Distance by
|
462
|
+
# which each date should be shifted. Passing an offset object to #shift
|
463
|
+
# will offset each data point by the offset value. Passing a positive
|
464
|
+
# integer will offset each data point by the same offset that it was
|
446
465
|
# created with.
|
447
466
|
# @return [DateTimeIndex] Returns a new, shifted DateTimeIndex object.
|
448
467
|
# @example Using the shift method
|
449
468
|
# index = Daru::DateTimeIndex.date_range(
|
450
469
|
# :start => '2012', :periods => 10, :freq => 'YEAR')
|
451
|
-
#
|
470
|
+
#
|
452
471
|
# # Passing a offset to shift
|
453
472
|
# index.shift(Daru::Offsets::Hour.new(3))
|
454
473
|
# #=>#<DateTimeIndex:84038960 offset=nil periods=10 data=[2012-01-01T03:00:00+00:00...2021-01-01T03:00:00+00:00]>
|
455
|
-
#
|
474
|
+
#
|
456
475
|
# # Pass an integer to shift
|
457
476
|
# index.shift(4)
|
458
477
|
# #=>#<DateTimeIndex:83979630 offset=YEAR periods=10 data=[2016-01-01T00:00:00+00:00...2025-01-01T00:00:00+00:00]>
|
459
478
|
def shift distance
|
460
479
|
if distance.is_a?(Fixnum)
|
461
480
|
raise IndexError, "Distance #{distance} cannot be negative" if distance < 0
|
462
|
-
|
463
|
-
|
464
|
-
|
465
|
-
|
466
|
-
|
467
|
-
else
|
468
|
-
raise IndexError, "To shift non-freq date time index pass an offset."
|
469
|
-
end
|
481
|
+
raise IndexError, 'To shift non-freq date time index pass an offset.' unless @offset
|
482
|
+
|
483
|
+
start = @data[0][0]
|
484
|
+
distance.times { start = @offset + start }
|
485
|
+
DateTimeIndex.date_range(start: start, periods: @periods, freq: @offset)
|
470
486
|
else # its a Daru::Offset/DateOffset
|
471
|
-
DateTimeIndex.new(
|
487
|
+
DateTimeIndex.new(to_a.map { |e| distance + e }, freq: :infer)
|
472
488
|
end
|
473
489
|
end
|
474
490
|
|
475
491
|
# Shift all dates in the index to the past. The dates are shifted by the same
|
476
492
|
# amount as that specified in the offset.
|
477
|
-
#
|
478
|
-
# @param [Fixnum, Daru::DateOffset, Daru::Offsets::*] distance Fixnum or
|
479
|
-
# Daru::DateOffset. Distance by which each date should be shifted. Passing
|
480
|
-
# an offset object to #lag will offset each data point by the offset value.
|
481
|
-
# Passing a positive integer will offset each data point by the same offset
|
493
|
+
#
|
494
|
+
# @param [Fixnum, Daru::DateOffset, Daru::Offsets::*] distance Fixnum or
|
495
|
+
# Daru::DateOffset. Distance by which each date should be shifted. Passing
|
496
|
+
# an offset object to #lag will offset each data point by the offset value.
|
497
|
+
# Passing a positive integer will offset each data point by the same offset
|
482
498
|
# that it was created with.
|
483
499
|
# @return [DateTimeIndex] A new lagged DateTimeIndex object.
|
484
500
|
def lag distance
|
485
501
|
if distance.is_a?(Fixnum)
|
486
502
|
raise IndexError, "Distance #{distance} cannot be negative" if distance < 0
|
487
|
-
|
488
|
-
|
489
|
-
|
490
|
-
|
491
|
-
|
492
|
-
else
|
493
|
-
raise IndexError, "To lag non-freq date time index pass an offset."
|
494
|
-
end
|
503
|
+
raise IndexError, 'To lag non-freq date time index pass an offset.' unless @offset
|
504
|
+
|
505
|
+
start = @data[0][0]
|
506
|
+
distance.times { start = @offset - start }
|
507
|
+
DateTimeIndex.date_range(start: start, periods: @periods, freq: @offset)
|
495
508
|
else
|
496
|
-
DateTimeIndex.new(
|
509
|
+
DateTimeIndex.new(to_a.map { |e| distance - e }, freq: :infer)
|
497
510
|
end
|
498
511
|
end
|
499
512
|
|
500
|
-
def _dump
|
501
|
-
Marshal.dump(
|
513
|
+
def _dump(_depth)
|
514
|
+
Marshal.dump(data: to_a, freq: @offset)
|
502
515
|
end
|
503
516
|
|
504
517
|
def self._load data
|
@@ -521,24 +534,24 @@ module Daru
|
|
521
534
|
# @return [Array<Fixnum>] Array containing seconds of each index.
|
522
535
|
[:year, :month, :day, :hour, :min, :sec].each do |meth|
|
523
536
|
define_method(meth) do
|
524
|
-
|
537
|
+
each_with_object([]) do |d, arr|
|
525
538
|
arr << d.send(meth)
|
526
|
-
arr
|
527
539
|
end
|
528
540
|
end
|
529
541
|
end
|
530
542
|
|
531
|
-
# Check if a date exists in the index. Will be inferred from string in case
|
543
|
+
# Check if a date exists in the index. Will be inferred from string in case
|
532
544
|
# you pass a string. Recommened specifying the full date as a DateTime object.
|
533
545
|
def include? date_time
|
534
|
-
return false
|
546
|
+
return false unless date_time.is_a?(String) || date_time.is_a?(DateTime)
|
535
547
|
helper = DateTimeIndexHelper
|
536
548
|
if date_time.is_a?(String)
|
537
549
|
date_precision = helper.determine_date_precision_of date_time
|
538
550
|
date_time = helper.date_time_from date_time, date_precision
|
539
551
|
end
|
540
552
|
|
541
|
-
result = @data.bsearch {|d| d[0] >= date_time }
|
553
|
+
result = @data.bsearch { |d| d[0] >= date_time }
|
554
|
+
return false if result.nil?
|
542
555
|
result[0] == date_time
|
543
556
|
end
|
544
557
|
|
@@ -547,4 +560,4 @@ module Daru
|
|
547
560
|
@data.empty?
|
548
561
|
end
|
549
562
|
end
|
550
|
-
end
|
563
|
+
end
|