static long_t asfreq_QtoD(long_t fromDate, char relation, asfreq_info *af_info) {
long_t y, m, absdate;
if (relation == 'S') {
QtoD_ym(fromDate, &y, &m, af_info);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate;
} else {
QtoD_ym(fromDate+1, &y, &m, af_info);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - 1;
}
}
static int64_t asfreq_MtoD(int64_t fromDate, char relation, asfreq_info *af_info) {
int64_t y, m, absdate;
if (relation == 'S') {
MtoD_ym(fromDate, &y, &m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate;
} else {
MtoD_ym(fromDate+1, &y, &m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate-1;
}
}
static npy_int64 asfreq_MtoD(npy_int64 ordinal, char relation, asfreq_info *af_info) {
npy_int64 absdate;
int y, m;
if (relation == 'S') {
MtoD_ym(ordinal, &y, &m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - ORD_OFFSET;
} else {
MtoD_ym(ordinal + 1, &y, &m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - 1 - ORD_OFFSET;
}
}
static npy_int64 asfreq_AtoDT(npy_int64 year, char relation, asfreq_info *af_info) {
npy_int64 absdate;
int month = (af_info->from_a_year_end) % 12;
// start from 1970
year += BASE_YEAR;
month += 1;
if (af_info->from_a_year_end != 12) {
year -= 1;
}
if (relation == 'E') {
year += 1;
}
absdate = absdate_from_ymd(year, month, 1);
if (absdate == INT_ERR_CODE) {
return INT_ERR_CODE;
}
if (relation == 'E') {
absdate -= 1;
}
return convert_daytime(absdate - ORD_OFFSET, FR_DAY, af_info->targetFreq, relation != 'S');
}
static npy_int64 asfreq_AtoD(npy_int64 ordinal, char relation, asfreq_info *af_info) {
npy_int64 absdate, final_adj;
int year;
int month = (af_info->from_a_year_end) % 12;
// start from 1970
ordinal += BASE_YEAR;
if (month == 0) { month = 1; }
else { month += 1; }
if (relation == 'S') {
if (af_info->from_a_year_end == 12) {year = ordinal;}
else {year = ordinal - 1;}
final_adj = 0;
} else {
if (af_info->from_a_year_end == 12) {year = ordinal+1;}
else {year = ordinal;}
final_adj = -1;
}
absdate = absdate_from_ymd(year, month, 1);
if (absdate == INT_ERR_CODE) {
return INT_ERR_CODE;
}
return absdate + final_adj - ORD_OFFSET;
}
static npy_int64 asfreq_QtoD(npy_int64 ordinal, char relation, asfreq_info *af_info) {
npy_int64 absdate;
int y, m;
if (relation == 'S') {
QtoD_ym(ordinal, &y, &m, af_info);
// printf("ordinal: %d, year: %d, month: %d\n", (int) ordinal, y, m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - ORD_OFFSET;
} else {
QtoD_ym(ordinal+1, &y, &m, af_info);
/* printf("ordinal: %d, year: %d, month: %d\n", (int) ordinal, y, m); */
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
return absdate - 1 - ORD_OFFSET;
}
}
static npy_int64 asfreq_MtoDT(npy_int64 ordinal, char relation, asfreq_info* af_info) {
npy_int64 absdate;
int y, m;
if (relation == 'E') {
ordinal += 1;
}
MtoD_ym(ordinal, &y, &m);
if ((absdate = absdate_from_ymd(y, m, 1)) == INT_ERR_CODE) return INT_ERR_CODE;
ordinal = absdate - ORD_OFFSET;
if (relation == 'E') {
ordinal -= 1;
}
return convert_daytime(ordinal, FR_DAY, af_info->targetFreq, relation != 'S');
}
static long_t asfreq_AtoD(long_t fromDate, char relation, asfreq_info *af_info) {
long_t absdate, year, final_adj;
int month = (af_info->from_a_year_end) % 12;
if (month == 0) { month = 1; }
else { month += 1; }
if (relation == 'S') {
if (af_info->from_a_year_end == 12) {year = fromDate;}
else {year = fromDate - 1;}
final_adj = 0;
} else {
if (af_info->from_a_year_end == 12) {year = fromDate+1;}
else {year = fromDate;}
final_adj = -1;
}
absdate = absdate_from_ymd(year, month, 1);
if (absdate == INT_ERR_CODE) return INT_ERR_CODE;
return absdate + final_adj;
}
/* generate an ordinal in period space */
npy_int64 get_period_ordinal(int year, int month, int day,
int hour, int minute, int second, int microseconds, int picoseconds,
int freq)
{
npy_int64 absdays, delta, seconds;
npy_int64 weeks, days;
npy_int64 ordinal, day_adj;
int freq_group, fmonth, mdiff;
freq_group = get_freq_group(freq);
if (freq == FR_SEC || freq == FR_MS || freq == FR_US || freq == FR_NS) {
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - ORD_OFFSET);
seconds = (npy_int64)(delta * 86400 + hour * 3600 + minute * 60 + second);
switch(freq) {
case FR_MS:
return seconds * 1000 + microseconds / 1000;
case FR_US:
return seconds * 1000000 + microseconds;
case FR_NS:
return seconds * 1000000000 + microseconds * 1000 + picoseconds / 1000;
}
return seconds;
}
if (freq == FR_MIN) {
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - ORD_OFFSET);
return (npy_int64)(delta*1440 + hour*60 + minute);
}
if (freq == FR_HR) {
if ((absdays = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
delta = (absdays - ORD_OFFSET);
return (npy_int64)(delta*24 + hour);
}
if (freq == FR_DAY)
{
return (npy_int64) (absdate_from_ymd(year, month, day) - ORD_OFFSET);
}
if (freq == FR_UND)
{
return (npy_int64) (absdate_from_ymd(year, month, day) - ORD_OFFSET);
}
if (freq == FR_BUS)
{
if((days = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
weeks = days / 7;
return (npy_int64)(days - weeks * 2) - BDAY_OFFSET;
}
if (freq_group == FR_WK)
{
if((ordinal = (npy_int64)absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
day_adj = freq - FR_WK;
return (ordinal - (1 + day_adj)) / 7 + 1 - WEEK_OFFSET;
}
if (freq == FR_MTH)
{
return (year - BASE_YEAR) * 12 + month - 1;
}
if (freq_group == FR_QTR)
{
fmonth = freq - FR_QTR;
if (fmonth == 0) fmonth = 12;
mdiff = month - fmonth;
if (mdiff < 0) mdiff += 12;
if (month >= fmonth) mdiff += 12;
return (year - BASE_YEAR) * 4 + (mdiff - 1) / 3;
}
if (freq_group == FR_ANN)
{
fmonth = freq - FR_ANN;
if (fmonth == 0) fmonth = 12;
if (month <= fmonth) {
return year - BASE_YEAR;
}
else {
return year - BASE_YEAR + 1;
}
}
Py_Error(PyExc_RuntimeError, "Unable to generate frequency ordinal");
onError:
return INT_ERR_CODE;
}
/* generate an ordinal in period space */
long_t get_period_ordinal(int year, int month, int day,
int hour, int minute, int second,
int freq)
{
int freq_group = get_freq_group(freq);
int quarter=((month-1)/3)+1;
if (freq == FR_SEC) {
long_t absdays, delta;
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - HIGHFREQ_ORIG);
return (long_t)(delta*86400 + hour*3600 + minute*60 + second + 1);
}
if (freq == FR_MIN) {
long_t absdays, delta;
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - HIGHFREQ_ORIG);
return (long_t)(delta*1440 + hour*60 + minute + 1);
}
if (freq == FR_HR) {
long_t absdays, delta;
if ((absdays = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
delta = (absdays - HIGHFREQ_ORIG);
return (long_t)(delta*24 + hour + 1);
}
if (freq == FR_DAY)
{
return (long_t)absdate_from_ymd(year, month, day);
}
if (freq == FR_UND)
{
return (long_t)absdate_from_ymd(year, month, day);
}
if (freq == FR_BUS)
{
long_t weeks, days;
if((days = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
weeks = days/7;
return (long_t)(days - weeks*2);
}
if (freq_group == FR_WK)
{
long_t adj_ordinal, ordinal, day_adj;
if((ordinal = (long_t)absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
day_adj = (7 - (freq - FR_WK)) % 7;
adj_ordinal = ordinal + ((7 - day_adj) - ordinal % 7) % 7;
return adj_ordinal/7;
}
if (freq == FR_MTH)
{
return (year-1)*12 + month;
}
if (freq_group == FR_QTR)
{
return (year-1)*4 + quarter;
}
if (freq_group == FR_ANN)
{
return year;
}
Py_Error(PyExc_RuntimeError, "Unable to generate frequency ordinal");
onError:
return INT_ERR_CODE;
}
/* generate an ordinal in period space */
int64_t get_period_ordinal(int year, int month, int day,
int hour, int minute, int second,
int freq)
{
int64_t absdays, delta;
int64_t weeks, days;
int64_t adj_ordinal, ordinal, day_adj;
int freq_group, fmonth, mdiff, quarter;
freq_group = get_freq_group(freq);
if (freq == FR_SEC) {
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - HIGHFREQ_ORIG);
return (int64_t)(delta*86400 + hour*3600 + minute*60 + second + 1);
}
if (freq == FR_MIN) {
absdays = absdate_from_ymd(year, month, day);
delta = (absdays - HIGHFREQ_ORIG);
return (int64_t)(delta*1440 + hour*60 + minute + 1);
}
if (freq == FR_HR) {
if ((absdays = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
delta = (absdays - HIGHFREQ_ORIG);
return (int64_t)(delta*24 + hour + 1);
}
if (freq == FR_DAY)
{
return (int64_t)absdate_from_ymd(year, month, day);
}
if (freq == FR_UND)
{
return (int64_t)absdate_from_ymd(year, month, day);
}
if (freq == FR_BUS)
{
if((days = absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
weeks = days/7;
return (int64_t)(days - weeks*2);
}
if (freq_group == FR_WK)
{
if((ordinal = (int64_t)absdate_from_ymd(year, month, day)) == INT_ERR_CODE)
{
goto onError;
}
day_adj = (7 - (freq - FR_WK)) % 7;
adj_ordinal = ordinal + ((7 - day_adj) - ordinal % 7) % 7;
return adj_ordinal/7;
}
if (freq == FR_MTH)
{
return (year-1)*12 + month;
}
if (freq_group == FR_QTR)
{
fmonth = freq - FR_QTR;
if (fmonth == 0) fmonth = 12;
mdiff = month - fmonth;
if (mdiff < 0) mdiff += 12;
if (month >= fmonth) mdiff += 12;
return 1 + (year - 1) * 4 + (mdiff - 1) / 3;
}
if (freq_group == FR_ANN)
{
fmonth = freq - FR_ANN;
if (fmonth == 0) fmonth = 12;
if (month <= fmonth) {
return year;
}
else {
return year + 1;
}
}
Py_Error(PyExc_RuntimeError, "Unable to generate frequency ordinal");
onError:
return INT_ERR_CODE;
}