PERF: Implement get_freq_code in cython frequencies (#17422)

asv_bench/benchmarks/period.py

@@ -2,6 +2,35 @@
 from pandas import Series, Period, PeriodIndex, date_range
 
 
+class PeriodProperties(object):
+ def setup(self):
+ self.per = Period('2012-06-01', freq='M')
+
+ def time_year(self):
+ self.per.year
+
+ def time_month(self):
+ self.per.month
+
+ def time_quarter(self):
+ self.per.quarter
+
+ def time_day(self):
+ self.per.day
+
+ def time_hour(self):
+ self.per.hour
+
+ def time_minute(self):
+ self.per.second
+
+ def time_second(self):
+ self.per.second
+
+ def time_leap_year(self):
+ self.per.is_leapyear
+
+
 class Constructor(object):
  goal_time = 0.2
 

pandas/_libs/tslibs/frequencies.pyx

@@ -0,0 +1,201 @@
+# -*- coding: utf-8 -*-
+# cython: profile=False
+import re
+
+cimport cython
+
+import numpy as np
+cimport numpy as np
+np.import_array()
+
+from util cimport is_integer_object
+
+
+cpdef get_freq_code(freqstr):
+ """
+ Return freq str or tuple to freq code and stride (mult)
+
+ Parameters
+ ----------
+ freqstr : str or tuple
+
+ Returns
+ -------
+ return : tuple of base frequency code and stride (mult)
+
+ Example
+ -------
+ >>> get_freq_code('3D')
+ (6000, 3)
+
+ >>> get_freq_code('D')
+ (6000, 1)
+
+ >>> get_freq_code(('D', 3))
+ (6000, 3)
+ """
+ if getattr(freqstr, '_typ', None) == 'dateoffset':
+ freqstr = (freqstr.rule_code, freqstr.n)
+
+ if isinstance(freqstr, tuple):
+ if (is_integer_object(freqstr[0]) and
+ is_integer_object(freqstr[1])):
+ # e.g., freqstr = (2000, 1)
+ return freqstr
+ else:
+ # e.g., freqstr = ('T', 5)
+ try:
+ code = _period_str_to_code(freqstr[0])
+ stride = freqstr[1]
+ except:
+ if is_integer_object(freqstr[1]):
+ raise
+ code = _period_str_to_code(freqstr[1])
+ stride = freqstr[0]
+ return code, stride
+
+ if is_integer_object(freqstr):
+ return (freqstr, 1)
+
+ base, stride = _base_and_stride(freqstr)
+ code = _period_str_to_code(base)
+
+ return code, stride
+
+
+# hack to handle WOM-1MON
+opattern = re.compile(
+ r'([\-]?\d*|[\-]?\d*\.\d*)\s*([A-Za-z]+([\-][\dA-Za-z\-]+)?)'
+)
+
+
+cpdef _base_and_stride(freqstr):
+ """
+ Return base freq and stride info from string representation
+
+ Examples
+ --------
+ _freq_and_stride('5Min') -> 'Min', 5
+ """
+ groups = opattern.match(freqstr)
+
+ if not groups:
+ raise ValueError("Could not evaluate {freq}".format(freq=freqstr))
+
+ stride = groups.group(1)
+
+ if len(stride):
+ stride = int(stride)
+ else:
+ stride = 1
+
+ base = groups.group(2)
+
+ return (base, stride)
+
+
+# ---------------------------------------------------------------------
+# Period codes
+
+# period frequency constants corresponding to scikits timeseries
+# originals
+_period_code_map = {
+ # Annual freqs with various fiscal year ends.
+ # eg, 2005 for A-FEB runs Mar 1, 2004 to Feb 28, 2005
+ "A-DEC": 1000, # Annual - December year end
+ "A-JAN": 1001, # Annual - January year end
+ "A-FEB": 1002, # Annual - February year end
+ "A-MAR": 1003, # Annual - March year end
+ "A-APR": 1004, # Annual - April year end
+ "A-MAY": 1005, # Annual - May year end
+ "A-JUN": 1006, # Annual - June year end
+ "A-JUL": 1007, # Annual - July year end
+ "A-AUG": 1008, # Annual - August year end
+ "A-SEP": 1009, # Annual - September year end
+ "A-OCT": 1010, # Annual - October year end
+ "A-NOV": 1011, # Annual - November year end
+
+ # Quarterly frequencies with various fiscal year ends.
+ # eg, Q42005 for Q-OCT runs Aug 1, 2005 to Oct 31, 2005
+ "Q-DEC": 2000, # Quarterly - December year end
+ "Q-JAN": 2001, # Quarterly - January year end
+ "Q-FEB": 2002, # Quarterly - February year end
+ "Q-MAR": 2003, # Quarterly - March year end
+ "Q-APR": 2004, # Quarterly - April year end
+ "Q-MAY": 2005, # Quarterly - May year end
+ "Q-JUN": 2006, # Quarterly - June year end
+ "Q-JUL": 2007, # Quarterly - July year end
+ "Q-AUG": 2008, # Quarterly - August year end
+ "Q-SEP": 2009, # Quarterly - September year end
+ "Q-OCT": 2010, # Quarterly - October year end
+ "Q-NOV": 2011, # Quarterly - November year end
+
+ "M": 3000, # Monthly
+
+ "W-SUN": 4000, # Weekly - Sunday end of week
+ "W-MON": 4001, # Weekly - Monday end of week
+ "W-TUE": 4002, # Weekly - Tuesday end of week
+ "W-WED": 4003, # Weekly - Wednesday end of week
+ "W-THU": 4004, # Weekly - Thursday end of week
+ "W-FRI": 4005, # Weekly - Friday end of week
+ "W-SAT": 4006, # Weekly - Saturday end of week
+
+ "B": 5000, # Business days
+ "D": 6000, # Daily
+ "H": 7000, # Hourly
+ "T": 8000, # Minutely
+ "S": 9000, # Secondly
+ "L": 10000, # Millisecondly
+ "U": 11000, # Microsecondly
+ "N": 12000, # Nanosecondly
+}
+
+# Yearly aliases; careful not to put these in _reverse_period_code_map
+_period_code_map.update({'Y' + key[1:]: _period_code_map[key]
+ for key in _period_code_map
+ if key.startswith('A-')})
+
+_period_code_map.update({
+ "Q": 2000, # Quarterly - December year end (default quarterly)
+ "A": 1000, # Annual
+ "W": 4000, # Weekly
+ "C": 5000, # Custom Business Day
+ })
+
+_dont_uppercase = set(('MS', 'ms'))
+
+_lite_rule_alias = {
+ 'W': 'W-SUN',
+ 'Q': 'Q-DEC',
+
+ 'A': 'A-DEC', # YearEnd(month=12),
+ 'Y': 'A-DEC',
+ 'AS': 'AS-JAN', # YearBegin(month=1),
+ 'YS': 'AS-JAN',
+ 'BA': 'BA-DEC', # BYearEnd(month=12),
+ 'BY': 'BA-DEC',
+ 'BAS': 'BAS-JAN', # BYearBegin(month=1),
+ 'BYS': 'BAS-JAN',
+
+ 'Min': 'T',
+ 'min': 'T',
+ 'ms': 'L',
+ 'us': 'U',
+ 'ns': 'N'}
+
+_INVALID_FREQ_ERROR = "Invalid frequency: {0}"
+
+
+cpdef _period_str_to_code(freqstr):
+ freqstr = _lite_rule_alias.get(freqstr, freqstr)
+
+ if freqstr not in _dont_uppercase:
+ lower = freqstr.lower()
+ freqstr = _lite_rule_alias.get(lower, freqstr)
+
+ if freqstr not in _dont_uppercase:
+ freqstr = freqstr.upper()
+ try:
+ return _period_code_map[freqstr]
+ except KeyError:
+ raise ValueError(_INVALID_FREQ_ERROR.format(freqstr))

pandas/tseries/frequencies.py

@@ -8,7 +8,6 @@
 
 from pandas.core.dtypes.generic import ABCSeries
 from pandas.core.dtypes.common import (
- is_integer,
  is_period_arraylike,
  is_timedelta64_dtype,
  is_datetime64_dtype)
@@ -21,6 +20,7 @@
 
 from pandas._libs import lib, tslib
 from pandas._libs.tslib import Timedelta
+from pandas._libs.tslibs.frequencies import get_freq_code, _base_and_stride
 from pytz import AmbiguousTimeError
 
 
@@ -298,58 +298,6 @@ def get_freq(freq):
  return freq
 
 
-def get_freq_code(freqstr):
- """
- Return freq str or tuple to freq code and stride (mult)
-
- Parameters
- ----------
- freqstr : str or tuple
-
- Returns
- -------
- return : tuple of base frequency code and stride (mult)
-
- Example
- -------
- >>> get_freq_code('3D')
- (6000, 3)
-
- >>> get_freq_code('D')
- (6000, 1)
-
- >>> get_freq_code(('D', 3))
- (6000, 3)
- """
- if isinstance(freqstr, DateOffset):
- freqstr = (freqstr.rule_code, freqstr.n)
-
- if isinstance(freqstr, tuple):
- if (is_integer(freqstr[0]) and
- is_integer(freqstr[1])):
- # e.g., freqstr = (2000, 1)
- return freqstr
- else:
- # e.g., freqstr = ('T', 5)
- try:
- code = _period_str_to_code(freqstr[0])
- stride = freqstr[1]
- except:
- if is_integer(freqstr[1]):
- raise
- code = _period_str_to_code(freqstr[1])
- stride = freqstr[0]
- return code, stride
-
- if is_integer(freqstr):
- return (freqstr, 1)
-
- base, stride = _base_and_stride(freqstr)
- code = _period_str_to_code(base)
-
- return code, stride
-
-
 def _get_freq_str(base, mult=1):
  code = _reverse_period_code_map.get(base)
  if mult == 1:
@@ -577,31 +525,6 @@ def to_offset(freq):
 )
 
 
-def _base_and_stride(freqstr):
- """
- Return base freq and stride info from string representation
-
- Examples
- --------
- _freq_and_stride('5Min') -> 'Min', 5
- """
- groups = opattern.match(freqstr)
-
- if not groups:
- raise ValueError("Could not evaluate {freq}".format(freq=freqstr))
-
- stride = groups.group(1)
-
- if len(stride):
- stride = int(stride)
- else:
- stride = 1
-
- base = groups.group(2)
-
- return (base, stride)
-
-
 def get_base_alias(freqstr):
  """
  Returns the base frequency alias, e.g., '5D' -> 'D'

setup.py

@@ -342,6 +342,7 @@ class CheckSDist(sdist_class):
  'pandas/_libs/sparse.pyx',
  'pandas/_libs/parsers.pyx',
  'pandas/_libs/tslibs/timezones.pyx',
+ 'pandas/_libs/tslibs/frequencies.pyx',
  'pandas/io/sas/sas.pyx']
 
  def initialize_options(self):
@@ -496,6 +497,8 @@ def pxd(name):
  'sources': ['pandas/_libs/src/datetime/np_datetime.c',
  'pandas/_libs/src/datetime/np_datetime_strings.c',
  'pandas/_libs/src/period_helper.c']},
+ '_libs.tslibs.frequencies': {'pyxfile': '_libs/tslibs/frequencies',
+ 'pxdfiles': ['_libs/src/util']},
  '_libs.index': {'pyxfile': '_libs/index',
  'sources': ['pandas/_libs/src/datetime/np_datetime.c',
  'pandas/_libs/src/datetime/np_datetime_strings.c'],
@@ -658,6 +661,7 @@ def pxd(name):
  'pandas.io.formats',
  'pandas.io.clipboard',
  'pandas._libs',
+ 'pandas._libs.tslibs',
  'pandas.plotting',
  'pandas.stats',
  'pandas.types',