void get_asfreq_info(int fromFreq, int toFreq, asfreq_info *af_info) {
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);
af_info->sourceFreq = fromFreq;
af_info->targetFreq = toFreq;
switch(fromGroup)
{
case FR_WK:
af_info->from_week_end = calc_week_end(fromFreq, fromGroup);
break;
case FR_ANN:
af_info->from_a_year_end = calc_a_year_end(fromFreq, fromGroup);
break;
case FR_QTR:
af_info->from_q_year_end = calc_a_year_end(fromFreq, fromGroup);
break;
}
switch(toGroup)
{
case FR_WK:
af_info->to_week_end = calc_week_end(toFreq, toGroup);
break;
case FR_ANN:
af_info->to_a_year_end = calc_a_year_end(toFreq, toGroup);
break;
case FR_QTR:
af_info->to_q_year_end = calc_a_year_end(toFreq, toGroup);
break;
}
}
static void get_asfreq_info(int fromFreq, int toFreq, asfreq_info *af_info) {
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);
switch(fromGroup)
{
case FR_WK: {
af_info->from_week_end = calc_week_end(fromFreq, fromGroup);
} break;
case FR_ANN: {
af_info->from_a_year_end = calc_a_year_end(fromFreq, fromGroup);
} break;
case FR_QTR: {
af_info->from_q_year_end = calc_a_year_end(fromFreq, fromGroup);
} break;
}
switch(toGroup)
{
case FR_WK: {
af_info->to_week_end = calc_week_end(toFreq, toGroup);
} break;
case FR_ANN: {
af_info->to_a_year_end = calc_a_year_end(toFreq, toGroup);
} break;
case FR_QTR: {
af_info->to_q_year_end = calc_a_year_end(toFreq, toGroup);
} break;
}
}
freq_conv_func get_asfreq_func(int fromFreq, int toFreq)
{
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);
if (fromGroup == FR_UND) { fromGroup = FR_DAY; }
switch(fromGroup)
{
case FR_ANN:
switch(toGroup)
{
case FR_ANN: return &asfreq_AtoA;
case FR_QTR: return &asfreq_AtoQ;
case FR_MTH: return &asfreq_AtoM;
case FR_WK: return &asfreq_AtoW;
case FR_BUS: return &asfreq_AtoB;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_AtoDT;
default: return &nofunc;
}
case FR_QTR:
switch(toGroup)
{
case FR_ANN: return &asfreq_QtoA;
case FR_QTR: return &asfreq_QtoQ;
case FR_MTH: return &asfreq_QtoM;
case FR_WK: return &asfreq_QtoW;
case FR_BUS: return &asfreq_QtoB;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_QtoDT;
default: return &nofunc;
}
case FR_MTH:
switch(toGroup)
{
case FR_ANN: return &asfreq_MtoA;
case FR_QTR: return &asfreq_MtoQ;
case FR_MTH: return &no_op;
case FR_WK: return &asfreq_MtoW;
case FR_BUS: return &asfreq_MtoB;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_MtoDT;
default: return &nofunc;
}
case FR_WK:
switch(toGroup)
{
case FR_ANN: return &asfreq_WtoA;
case FR_QTR: return &asfreq_WtoQ;
case FR_MTH: return &asfreq_WtoM;
case FR_WK: return &asfreq_WtoW;
case FR_BUS: return &asfreq_WtoB;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_WtoDT;
default: return &nofunc;
}
case FR_BUS:
switch(toGroup)
{
case FR_ANN: return &asfreq_BtoA;
case FR_QTR: return &asfreq_BtoQ;
case FR_MTH: return &asfreq_BtoM;
case FR_WK: return &asfreq_BtoW;
case FR_BUS: return &no_op;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_BtoDT;
default: return &nofunc;
}
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
switch(toGroup)
{
case FR_ANN: return &asfreq_DTtoA;
case FR_QTR: return &asfreq_DTtoQ;
case FR_MTH: return &asfreq_DTtoM;
case FR_WK: return &asfreq_DTtoW;
case FR_BUS: return &asfreq_DTtoB;
case FR_DAY:
case FR_HR:
case FR_MIN:
case FR_SEC:
case FR_MS:
case FR_US:
case FR_NS:
return &asfreq_WithinDT;
default: return &nofunc;
}
default: return &nofunc;
}
}
/* 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;
}
static freq_conv_func get_asfreq_func(int fromFreq, int toFreq, int forConvert)
{
int fromGroup = get_freq_group(fromFreq);
int toGroup = get_freq_group(toFreq);
if (fromGroup == FR_UND) { fromGroup = FR_DAY; }
switch(fromGroup)
{
case FR_ANN:
switch(toGroup)
{
case FR_ANN: return &asfreq_AtoA;
case FR_QTR: return &asfreq_AtoQ;
case FR_MTH: return &asfreq_AtoM;
case FR_WK: return &asfreq_AtoW;
case FR_BUS: return &asfreq_AtoB;
case FR_DAY: return &asfreq_AtoD;
case FR_HR: return &asfreq_AtoH;
case FR_MIN: return &asfreq_AtoT;
case FR_SEC: return &asfreq_AtoS;
default: return &nofunc;
}
case FR_QTR:
switch(toGroup)
{
case FR_ANN: return &asfreq_QtoA;
case FR_QTR: return &asfreq_QtoQ;
case FR_MTH: return &asfreq_QtoM;
case FR_WK: return &asfreq_QtoW;
case FR_BUS: return &asfreq_QtoB;
case FR_DAY: return &asfreq_QtoD;
case FR_HR: return &asfreq_QtoH;
case FR_MIN: return &asfreq_QtoT;
case FR_SEC: return &asfreq_QtoS;
default: return &nofunc;
}
case FR_MTH:
switch(toGroup)
{
case FR_ANN: return &asfreq_MtoA;
case FR_QTR: return &asfreq_MtoQ;
case FR_MTH: return &no_op;
case FR_WK: return &asfreq_MtoW;
case FR_BUS: return &asfreq_MtoB;
case FR_DAY: return &asfreq_MtoD;
case FR_HR: return &asfreq_MtoH;
case FR_MIN: return &asfreq_MtoT;
case FR_SEC: return &asfreq_MtoS;
default: return &nofunc;
}
case FR_WK:
switch(toGroup)
{
case FR_ANN: return &asfreq_WtoA;
case FR_QTR: return &asfreq_WtoQ;
case FR_MTH: return &asfreq_WtoM;
case FR_WK: return &asfreq_WtoW;
case FR_BUS: return &asfreq_WtoB;
case FR_DAY: return &asfreq_WtoD;
case FR_HR: return &asfreq_WtoH;
case FR_MIN: return &asfreq_WtoT;
case FR_SEC: return &asfreq_WtoS;
default: return &nofunc;
}
case FR_BUS:
switch(toGroup)
{
case FR_ANN: return &asfreq_BtoA;
case FR_QTR: return &asfreq_BtoQ;
case FR_MTH: return &asfreq_BtoM;
case FR_WK: return &asfreq_BtoW;
case FR_DAY: return &asfreq_BtoD;
case FR_BUS: return &no_op;
case FR_HR: return &asfreq_BtoH;
case FR_MIN: return &asfreq_BtoT;
case FR_SEC: return &asfreq_BtoS;
default: return &nofunc;
}
case FR_DAY:
switch(toGroup)
{
case FR_ANN: return &asfreq_DtoA;
case FR_QTR: return &asfreq_DtoQ;
case FR_MTH: return &asfreq_DtoM;
case FR_WK: return &asfreq_DtoW;
case FR_BUS:
if (forConvert) { return &asfreq_DtoB_forConvert; }
else { return &asfreq_DtoB; }
case FR_DAY: return &asfreq_DtoD;
case FR_HR: return &asfreq_DtoH;
case FR_MIN: return &asfreq_DtoT;
case FR_SEC: return &asfreq_DtoS;
default: return &nofunc;
}
case FR_HR:
switch(toGroup)
{
case FR_ANN: return &asfreq_HtoA;
case FR_QTR: return &asfreq_HtoQ;
case FR_MTH: return &asfreq_HtoM;
case FR_WK: return &asfreq_HtoW;
case FR_BUS:
if (forConvert) { return &asfreq_HtoB_forConvert; }
else { return &asfreq_HtoB; }
case FR_DAY: return &asfreq_HtoD;
case FR_HR: return &no_op;
case FR_MIN: return &asfreq_HtoT;
case FR_SEC: return &asfreq_HtoS;
default: return &nofunc;
}
case FR_MIN:
switch(toGroup)
{
case FR_ANN: return &asfreq_TtoA;
case FR_QTR: return &asfreq_TtoQ;
case FR_MTH: return &asfreq_TtoM;
case FR_WK: return &asfreq_TtoW;
case FR_BUS:
if (forConvert) { return &asfreq_TtoB_forConvert; }
else { return &asfreq_TtoB; }
case FR_DAY: return &asfreq_TtoD;
case FR_HR: return &asfreq_TtoH;
case FR_MIN: return &no_op;
case FR_SEC: return &asfreq_TtoS;
default: return &nofunc;
}
case FR_SEC:
switch(toGroup)
{
case FR_ANN: return &asfreq_StoA;
case FR_QTR: return &asfreq_StoQ;
case FR_MTH: return &asfreq_StoM;
case FR_WK: return &asfreq_StoW;
case FR_BUS:
if (forConvert) { return &asfreq_StoB_forConvert; }
else { return &asfreq_StoB; }
case FR_DAY: return &asfreq_StoD;
case FR_HR: return &asfreq_StoH;
case FR_MIN: return &asfreq_StoT;
case FR_SEC: return &no_op;
default: return &nofunc;
}
default: return &nofunc;
}
}
/* 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;
}
