Monthly¶
The package warsa.timeseries.monthly creates monthly or multi-monthly time series.
Imports necessary for the examples below:
import datetime
import numpy as np
import pandas as pd
from warsa.timeseries import monthly
Generating a one year daily date range starting at 07:30:
dtid = pd.date_range('2015-11-01 07:30', periods=365, freq='D')
Output:
DatetimeIndex(['2015-11-01 07:30:00', '2015-11-02 07:30:00',
'2015-11-03 07:30:00', '2015-11-04 07:30:00',
'2015-11-05 07:30:00', '2015-11-06 07:30:00',
'2015-11-07 07:30:00', '2015-11-08 07:30:00',
'2015-11-09 07:30:00', '2015-11-10 07:30:00',
...
'2016-10-21 07:30:00', '2016-10-22 07:30:00',
'2016-10-23 07:30:00', '2016-10-24 07:30:00',
'2016-10-25 07:30:00', '2016-10-26 07:30:00',
'2016-10-27 07:30:00', '2016-10-28 07:30:00',
'2016-10-29 07:30:00', '2016-10-30 07:30:00'],
dtype='datetime64[ns]', length=365, freq='D')
Monthly intervals¶
The function monthly.intervals generates a list of tuples (list of lists),
each tuple containing monthly or multi-monthly intervals of timestamps
[ts0, ts1], where ts0 <= ts1. Intervals are closed per default. The corresponding
open intervals of [‘2000-01-01 07:30, ‘2000-01-02 07:30] are
[‘2000-01-01 07:30:00.000001, ‘2000-01-02 07:29:59.999999]. Intervals are used
to slice time series and to aggregate sub-monthly time series to monthly.
monthly.intervals can accumulate months forward and backward using
correspondly positive or negative values accum. It can start the monthly
time series at any day and time.
def print_intervals(values, n=2):
for i in values[:n] + ['...'] + values[-n:]:
print i
print
print dtid, '\n'
print 'All months in the year, 1 month interval, closed on both sides'
print_intervals(monthly.intervals(dtid))
print 'All months in the year, 1 month interval, left open, and right close'
print_intervals(monthly.intervals(dtid, closed_right=False))
print 'All months in the year, 1 month interval, left close, and right open'
print_intervals(monthly.intervals(dtid, closed_left=False))
print 'All months in the year, 2 month interval, closed on both sides'
print_intervals(monthly.intervals(dtid, accum=2))
print 'All months in the year, 2 month interval, left open, and right close'
print_intervals(monthly.intervals(dtid, accum=2, closed_right=False))
print 'All months in the year, 2 month interval, left close, and right open'
print_intervals(monthly.intervals(dtid, accum=2, closed_left=False))
print 'All months in the year, -2 month interval, closed on both sides'
print_intervals(monthly.intervals(dtid, accum=-2))
print 'All months in the year, -2 month interval, left open, and right close'
print_intervals(monthly.intervals(dtid, accum=-2, closed_right=False))
print 'All months in the year, -2 month interval, left close, and right open'
print_intervals(monthly.intervals(dtid, accum=-2, closed_left=False))
print 'Selected months in the year, 2 month interval, closed on both sides'
print_intervals(monthly.intervals(dtid, months=[1, 3, 5, 7, 9, 11], accum=2))
print 'Selected months in the year, 2 month interval, starting at day 5, 12:30:45.555555'
print_intervals(monthly.intervals(dtid, months=[1, 3, 5, 7, 9, 11], accum=2,
start_at=datetime.datetime(2000, 1, 5, 12, 30, 45, 555555)))
print 'Selected months in the year, 2 month interval, starting at the beginning of the month'
print_intervals(monthly.intervals(dtid, months=[1, 3, 5, 7, 9, 11], accum=2, start_at='beg'))
print 'Selected months in the year, 2 month interval, starting at the end of the month'
print_intervals(monthly.intervals(dtid, months=[1, 3, 5, 7, 9, 11], accum=2, start_at='end'))
Outputs:
DatetimeIndex(['2015-11-01 07:30:00', '2015-11-02 07:30:00',
'2015-11-03 07:30:00', '2015-11-04 07:30:00',
'2015-11-05 07:30:00', '2015-11-06 07:30:00',
'2015-11-07 07:30:00', '2015-11-08 07:30:00',
'2015-11-09 07:30:00', '2015-11-10 07:30:00',
...
'2016-10-21 07:30:00', '2016-10-22 07:30:00',
'2016-10-23 07:30:00', '2016-10-24 07:30:00',
'2016-10-25 07:30:00', '2016-10-26 07:30:00',
'2016-10-27 07:30:00', '2016-10-28 07:30:00',
'2016-10-29 07:30:00', '2016-10-30 07:30:00'],
dtype='datetime64[ns]', length=365, freq='D')
All months in the year, 1 month interval, closed on both sides
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-02-01 00:00:00')]
[Timestamp('2015-02-01 00:00:00'), Timestamp('2015-03-01 00:00:00')]
...
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-10-01 00:00:00')]
[Timestamp('2016-10-01 00:00:00'), Timestamp('2016-11-01 00:00:00')]
All months in the year, 1 month interval, left open, and right close
[Timestamp('2015-01-01 00:00:00.000001'), Timestamp('2015-02-01 00:00:00')]
[Timestamp('2015-02-01 00:00:00.000001'), Timestamp('2015-03-01 00:00:00')]
...
[Timestamp('2016-09-01 00:00:00.000001'), Timestamp('2016-10-01 00:00:00')]
[Timestamp('2016-10-01 00:00:00.000001'), Timestamp('2016-11-01 00:00:00')]
All months in the year, 1 month interval, left close, and right open
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-01-31 23:59:59.999999')]
[Timestamp('2015-02-01 00:00:00'), Timestamp('2015-02-28 23:59:59.999999')]
...
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-09-30 23:59:59.999999')]
[Timestamp('2016-10-01 00:00:00'), Timestamp('2016-10-31 23:59:59.999999')]
All months in the year, 2 month interval, closed on both sides
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-03-01 00:00:00')]
[Timestamp('2015-02-01 00:00:00'), Timestamp('2015-04-01 00:00:00')]
...
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-11-01 00:00:00')]
[Timestamp('2016-10-01 00:00:00'), Timestamp('2016-12-01 00:00:00')]
All months in the year, 2 month interval, left open, and right close
[Timestamp('2015-01-01 00:00:00.000001'), Timestamp('2015-03-01 00:00:00')]
[Timestamp('2015-02-01 00:00:00.000001'), Timestamp('2015-04-01 00:00:00')]
...
[Timestamp('2016-09-01 00:00:00.000001'), Timestamp('2016-11-01 00:00:00')]
[Timestamp('2016-10-01 00:00:00.000001'), Timestamp('2016-12-01 00:00:00')]
All months in the year, 2 month interval, left close, and right open
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-02-28 23:59:59.999999')]
[Timestamp('2015-02-01 00:00:00'), Timestamp('2015-03-31 23:59:59.999999')]
...
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-10-31 23:59:59.999999')]
[Timestamp('2016-10-01 00:00:00'), Timestamp('2016-11-30 23:59:59.999999')]
All months in the year, -2 month interval, closed on both sides
[Timestamp('2014-11-01 00:00:00'), Timestamp('2015-01-01 00:00:00')]
[Timestamp('2014-12-01 00:00:00'), Timestamp('2015-02-01 00:00:00')]
...
[Timestamp('2016-07-01 00:00:00'), Timestamp('2016-09-01 00:00:00')]
[Timestamp('2016-08-01 00:00:00'), Timestamp('2016-10-01 00:00:00')]
All months in the year, -2 month interval, left open, and right close
[Timestamp('2014-11-01 00:00:00.000001'), Timestamp('2015-01-01 00:00:00')]
[Timestamp('2014-12-01 00:00:00.000001'), Timestamp('2015-02-01 00:00:00')]
...
[Timestamp('2016-07-01 00:00:00.000001'), Timestamp('2016-09-01 00:00:00')]
[Timestamp('2016-08-01 00:00:00.000001'), Timestamp('2016-10-01 00:00:00')]
All months in the year, -2 month interval, left close, and right open
[Timestamp('2014-11-01 00:00:00'), Timestamp('2014-12-31 23:59:59.999999')]
[Timestamp('2014-12-01 00:00:00'), Timestamp('2015-01-31 23:59:59.999999')]
...
[Timestamp('2016-07-01 00:00:00'), Timestamp('2016-08-31 23:59:59.999999')]
[Timestamp('2016-08-01 00:00:00'), Timestamp('2016-09-30 23:59:59.999999')]
Selected months in the year, 2 month interval, closed on both sides
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-03-01 00:00:00')]
[Timestamp('2015-03-01 00:00:00'), Timestamp('2015-05-01 00:00:00')]
...
[Timestamp('2016-07-01 00:00:00'), Timestamp('2016-09-01 00:00:00')]
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-11-01 00:00:00')]
Selected months in the year, 2 month interval, closed on both sides, starting at day 5, 12:30:45.555555
[Timestamp('2015-01-05 12:30:45.555555'), Timestamp('2015-03-05 12:30:45.555555')]
[Timestamp('2015-03-05 12:30:45.555555'), Timestamp('2015-05-05 12:30:45.555555')]
...
[Timestamp('2016-07-05 12:30:45.555555'), Timestamp('2016-09-05 12:30:45.555555')]
[Timestamp('2016-09-05 12:30:45.555555'), Timestamp('2016-11-05 12:30:45.555555')]
Selected months in the year, 2 month interval, closed on both sides, starting at the beginning of the month
[Timestamp('2015-01-01 00:00:00'), Timestamp('2015-03-01 00:00:00')]
[Timestamp('2015-03-01 00:00:00'), Timestamp('2015-05-01 00:00:00')]
...
[Timestamp('2016-07-01 00:00:00'), Timestamp('2016-09-01 00:00:00')]
[Timestamp('2016-09-01 00:00:00'), Timestamp('2016-11-01 00:00:00')]
Selected months in the year, 2 month interval, closed on both sides, starting at the end of the month
[Timestamp('2015-11-30 23:59:59.999999'), Timestamp('2016-01-31 23:59:59.999999')]
[Timestamp('2016-01-31 23:59:59.999999'), Timestamp('2016-03-31 23:59:59.999999')]
...
[Timestamp('2016-07-31 23:59:59.999999'), Timestamp('2016-09-30 23:59:59.999999')]
[Timestamp('2016-09-30 23:59:59.999999'), Timestamp('2016-11-30 23:59:59.999999')]
Setting time¶
Data used in the examples below:
dtim = pd.date_range('2000-1-31 07:30', periods=12, freq='M')
Output:
DatetimeIndex(['2000-01-31 07:30:00', '2000-02-29 07:30:00',
'2000-03-31 07:30:00', '2000-04-30 07:30:00',
'2000-05-31 07:30:00', '2000-06-30 07:30:00',
'2000-07-31 07:30:00', '2000-08-31 07:30:00',
'2000-09-30 07:30:00', '2000-10-31 07:30:00',
'2000-11-30 07:30:00', '2000-12-31 07:30:00'],
dtype='datetime64[ns]', freq='M')
Set time¶
Changing time of monthly time series is performed with monthly.set_time.
Time is set with datetime.time.
dti1 = monthly.set_time(dtim, datetime.time(7, 30, 0, 0)) # list
print pd.DatetimeIndex(dti1) # DatetimeIndex
Output:
DatetimeIndex(['2000-01-31 09:30:00', '2000-02-29 09:30:00',
'2000-03-31 09:30:00', '2000-04-30 09:30:00',
'2000-05-31 09:30:00', '2000-06-30 09:30:00',
'2000-07-31 09:30:00', '2000-08-31 09:30:00',
'2000-09-30 09:30:00', '2000-10-31 09:30:00',
'2000-11-30 09:30:00', '2000-12-31 09:30:00'],
dtype='datetime64[ns]', freq=None)
Set month begin¶
This utility function is equivalent to set_time with datetime.time(0, 0, 0, 0).
dti1 = monthly.set_to_begin(dtim)
print pd.DatetimeIndex(dti1)
Output:
DatetimeIndex(['2000-01-01', '2000-02-01', '2000-03-01', '2000-04-01',
'2000-05-01', '2000-06-01', '2000-07-01', '2000-08-01',
'2000-09-01', '2000-10-01', '2000-11-01', '2000-12-01'],
dtype='datetime64[ns]', freq=None)
Set month end¶
Set the month day and time to the last day of the month and to the time 23:59:59:999999.
dti1 = monthly.set_to_end(dtim)
print pd.DatetimeIndex(dti1)
Output:
DatetimeIndex(['2000-01-31 23:59:59.999999', '2000-02-29 23:59:59.999999',
'2000-03-31 23:59:59.999999', '2000-04-30 23:59:59.999999',
'2000-05-31 23:59:59.999999', '2000-06-30 23:59:59.999999',
'2000-07-31 23:59:59.999999', '2000-08-31 23:59:59.999999',
'2000-09-30 23:59:59.999999', '2000-10-31 23:59:59.999999',
'2000-11-30 23:59:59.999999', '2000-12-31 23:59:59.999999'],
dtype='datetime64[ns]', freq=None)
Check last month’s day¶
print monthly.is_last_day(datetime.datetime(2016, 2, 29))
print monthly.is_last_day(pd.Timestamp('2016-2-29'))
print monthly.is_last_day(np.datetime64('2016-02-29'))
Replace year¶
print monthly.replace_year(datetime.datetime(2015, 2, 28), 2016)
print monthly.replace_year(pd.Timestamp('2015-2-28'), 2016)
print monthly.replace_year(np.datetime64('2015-02-28'), 2016)
print monthly.replace_year(datetime.datetime(2016, 2, 29), 2017)
Output:
2016-02-29 00:00:00
2016-02-29 00:00:00
2016-02-29 00:00:00
2017-02-28 00:00:00