import datetime from dataclasses import dataclass from typing import Iterable, List, Literal, Mapping, Sequence, Tuple, Union @dataclass class FincalOptions: date_format: str = '%Y-%m-%d' closest: str = 'before' # after @dataclass(frozen=True) class Frequency: name: str freq_type: str value: int days: int symbol: str class AllFrequencies: D = Frequency('daily', 'days', 1, 1, 'D') W = Frequency('weekly', 'days', 7, 7, 'W') M = Frequency('monthly', 'months', 1, 30, 'M') Q = Frequency('quarterly', 'months', 3, 91, 'Q') H = Frequency('half-yearly', 'months', 6, 182, 'H') Y = Frequency('annual', 'years', 1, 365, 'Y') def _preprocess_timeseries( data: Union[ Sequence[Iterable[Union[str, datetime.datetime, float]]], Sequence[Mapping[str, Union[float, datetime.datetime]]], Sequence[Mapping[Union[str, datetime.datetime], float]], Mapping[Union[str, datetime.datetime], float] ], date_format: str ) -> List[Tuple[datetime.datetime, float]]: """Converts any type of list to the correct type""" if isinstance(data, Sequence): if isinstance(data[0], Mapping): if len(data[0].keys()) == 2: current_data = [tuple(i.values()) for i in data] elif len(data[0].keys()) == 1: current_data = [tuple(*i.items()) for i in data] else: raise TypeError("Could not parse the data") current_data = _preprocess_timeseries(current_data, date_format) elif isinstance(data[0], Sequence): if isinstance(data[0][0], str): current_data = [] for i in data: row = datetime.datetime.strptime(i[0], date_format), i[1] current_data.append(row) elif isinstance(data[0][0], datetime.datetime): current_data = [(i, j) for i, j in data] else: raise TypeError("Could not parse the data") else: raise TypeError("Could not parse the data") elif isinstance(data, Mapping): current_data = [(k, v) for k, v in data.items()] current_data = _preprocess_timeseries(current_data, date_format) else: raise TypeError("Could not parse the data") current_data.sort() return current_data def _preprocess_match_options(as_on_match: str, prior_match: str, closest: str) -> datetime.timedelta: """Checks the arguments and returns appropriate timedelta objects""" deltas = {'exact': 0, 'previous': -1, 'next': 1} if closest not in deltas.keys(): raise ValueError(f"Invalid closest argument: {closest}") as_on_match = closest if as_on_match == 'closest' else as_on_match prior_match = closest if prior_match == 'closest' else prior_match if as_on_match in deltas.keys(): as_on_delta = datetime.timedelta(days=deltas[as_on_match]) else: raise ValueError(f"Invalid as_on_match argument: {as_on_match}") if prior_match in deltas.keys(): prior_delta = datetime.timedelta(days=deltas[prior_match]) else: raise ValueError(f"Invalid prior_match argument: {prior_match}") return as_on_delta, prior_delta class IndexSlicer: def __init__(self, parent_obj): self.parent = parent_obj def __getitem__(self, n): all_keys = list(self.parent.time_series) if isinstance(n, int): keys = [all_keys[n]] else: keys = all_keys[n] item = [(key, self.parent.time_series[key]) for key in keys] if len(item) == 1: return item[0] return item class TimeSeriesCore: """Defines the core building blocks of a TimeSeries object""" def __init__( self, data: List[Iterable], frequency: Literal['D', 'W', 'M', 'Q', 'H', 'Y'], date_format: str = "%Y-%m-%d" ): """Instantiate a TimeSeries object Parameters ---------- data : List[tuple] Time Series data in the form of list of tuples. The first element of each tuple should be a date and second element should be a value. date_format : str, optional, default "%Y-%m-%d" Specify the format of the date Required only if the first argument of tuples is a string. Otherwise ignored. frequency : str, optional, default "infer" The frequency of the time series. Default is infer. The class will try to infer the frequency automatically and adjust to the closest member. Note that inferring frequencies can fail if the data is too irregular. Valid values are {D, W, M, Q, H, Y} """ data = _preprocess_timeseries(data, date_format=date_format) self.time_series = dict(data) self.dates = list(self.time_series) if len(self.time_series) != len(data): print("Warning: The input data contains duplicate dates which have been ignored.") self.start_date = self.dates[0] self.end_date = self.dates[-1] self.frequency = getattr(AllFrequencies, frequency) self.iter_num = -1 def _get_printable_slice(self, n: int): """Returns a slice of the dataframe from beginning and end""" printable = {} iter_f = iter(self.time_series) first_n = [next(iter_f) for i in range(n//2)] iter_b = reversed(self.time_series) last_n = [next(iter_b) for i in range(n//2)] last_n.sort() printable['start'] = [str((i, self.time_series[i])) for i in first_n] printable['end'] = [str((i, self.time_series[i])) for i in last_n] return printable def __repr__(self): if len(self.time_series) > 6: printable = self._get_printable_slice(6) printable_str = "{}([{}\n\t ...\n\t {}], frequency={})".format( self.__class__.__name__, ',\n\t '.join(printable['start']), ',\n\t '.join(printable['end']), repr(self.frequency.symbol) ) else: printable_str = "{}([{}], frequency={})".format( self.__class__.__name__, ',\n\t'.join([str(i) for i in self.time_series.items()]), repr(self.frequency.symbol) ) return printable_str def __str__(self): if len(self.time_series) > 6: printable = self._get_printable_slice(6) printable_str = "[{}\n ...\n {}]".format( ',\n '.join(printable['start']), ',\n '.join(printable['end']), ) else: printable_str = "[{}]".format(',\n '.join([str(i) for i in self.time_series.items()])) return printable_str def __getitem__(self, key): if isinstance(key, int): raise KeyError(f"{key}. For index based slicing, use .iloc[{key}]") elif isinstance(key, datetime.datetime): item = (key, self.time_series[key]) if isinstance(key, str): try: dt_key = datetime.datetime.strptime(key, FincalOptions.date_format) item = (dt_key, self.time_series[dt_key]) except ValueError: raise KeyError(f"{repr(key)}. If you passed a date as a string, " "try setting the date format using Fincal.Options.date_format") except KeyError: raise KeyError(f"{repr(key)}. This date is not available.") elif isinstance(key, Sequence): item = [(k, self.time_series[k]) for k in key] else: raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.") return item def __len__(self): return len(self.time_series) def __iter__(self): self.n = 0 return self def __next__(self): if self.n >= len(self.dates): raise StopIteration else: key = self.dates[self.n] self.n += 1 return key, self.time_series[key] def head(self, n: int = 6): """Returns the first n items of the TimeSeries object""" keys = list(self.time_series.keys()) keys = keys[:n] result = [(key, self.time_series[key]) for key in keys] return result def tail(self, n: int = 6): """Returns the last n items of the TimeSeries object""" keys = list(self.time_series.keys()) keys = keys[-n:] result = [(key, self.time_series[key]) for key in keys] return result @property def iloc(self): """Returns an item or a set of items based on index""" return IndexSlicer(self)