polars_time/windows/window.rs
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use arrow::legacy::time_zone::Tz;
use arrow::temporal_conversions::*;
use chrono::NaiveDateTime;
#[cfg(feature = "timezones")]
use chrono::TimeZone;
use now::DateTimeNow;
use polars_core::prelude::*;
use crate::prelude::*;
/// Ensure that earliest datapoint (`t`) is in, or in front of, first window.
///
/// For example, if we have:
///
/// - first datapoint is `2020-01-01 01:00`
/// - `every` is `'1d'`
/// - `period` is `'2d'`
/// - `offset` is `'6h'`
///
/// then truncating the earliest datapoint by `every` and adding `offset` results
/// in the window `[2020-01-01 06:00, 2020-01-03 06:00)`. To give the earliest datapoint
/// a chance of being included, we then shift the window back by `every` to
/// `[2019-12-31 06:00, 2020-01-02 06:00)`.
pub(crate) fn ensure_t_in_or_in_front_of_window(
mut every: Duration,
t: i64,
offset_fn: fn(&Duration, i64, Option<&Tz>) -> PolarsResult<i64>,
period: Duration,
mut start: i64,
closed_window: ClosedWindow,
tz: Option<&Tz>,
) -> PolarsResult<Bounds> {
every.negative = !every.negative;
let mut stop = offset_fn(&period, start, tz)?;
while Bounds::new(start, stop).is_past(t, closed_window) {
start = offset_fn(&every, start, tz)?;
stop = offset_fn(&period, start, tz)?;
}
Ok(Bounds::new_checked(start, stop))
}
/// Represents a window in time
#[derive(Copy, Clone)]
pub struct Window {
// The ith window start is expressed via this equation:
// window_start_i = zero + every * i
// window_stop_i = zero + every * i + period
every: Duration,
period: Duration,
pub offset: Duration,
}
impl Window {
pub fn new(every: Duration, period: Duration, offset: Duration) -> Self {
debug_assert!(!every.negative);
Self {
every,
period,
offset,
}
}
/// Truncate the given ns timestamp by the window boundary.
pub fn truncate_ns(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
self.every.truncate_ns(t, tz)
}
/// Truncate the given us timestamp by the window boundary.
pub fn truncate_us(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
self.every.truncate_us(t, tz)
}
/// Truncate the given ms timestamp by the window boundary.
pub fn truncate_ms(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
self.every.truncate_ms(t, tz)
}
/// Round the given ns timestamp by the window boundary.
pub fn round_ns(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
let t = t + self.every.duration_ns() / 2_i64;
self.truncate_ns(t, tz)
}
/// Round the given us timestamp by the window boundary.
pub fn round_us(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
let t = t + self.every.duration_ns()
/ (2 * timeunit_scale(ArrowTimeUnit::Nanosecond, ArrowTimeUnit::Microsecond) as i64);
self.truncate_us(t, tz)
}
/// Round the given ms timestamp by the window boundary.
pub fn round_ms(&self, t: i64, tz: Option<&Tz>) -> PolarsResult<i64> {
let t = t + self.every.duration_ns()
/ (2 * timeunit_scale(ArrowTimeUnit::Nanosecond, ArrowTimeUnit::Millisecond) as i64);
self.truncate_ms(t, tz)
}
/// returns the bounds for the earliest window bounds
/// that contains the given time t. For underlapping windows that
/// do not contain time t, the window directly after time t will be returned.
pub fn get_earliest_bounds_ns(
&self,
t: i64,
closed_window: ClosedWindow,
tz: Option<&Tz>,
) -> PolarsResult<Bounds> {
let start = self.truncate_ns(t, tz)?;
let start = self.offset.add_ns(start, tz)?;
ensure_t_in_or_in_front_of_window(
self.every,
t,
Duration::add_ns,
self.period,
start,
closed_window,
tz,
)
}
pub fn get_earliest_bounds_us(
&self,
t: i64,
closed_window: ClosedWindow,
tz: Option<&Tz>,
) -> PolarsResult<Bounds> {
let start = self.truncate_us(t, tz)?;
let start = self.offset.add_us(start, tz)?;
ensure_t_in_or_in_front_of_window(
self.every,
t,
Duration::add_us,
self.period,
start,
closed_window,
tz,
)
}
pub fn get_earliest_bounds_ms(
&self,
t: i64,
closed_window: ClosedWindow,
tz: Option<&Tz>,
) -> PolarsResult<Bounds> {
let start = self.truncate_ms(t, tz)?;
let start = self.offset.add_ms(start, tz)?;
ensure_t_in_or_in_front_of_window(
self.every,
t,
Duration::add_ms,
self.period,
start,
closed_window,
tz,
)
}
pub(crate) fn estimate_overlapping_bounds_ns(&self, boundary: Bounds) -> usize {
(boundary.duration() / self.every.duration_ns()
+ self.period.duration_ns() / self.every.duration_ns()) as usize
}
pub(crate) fn estimate_overlapping_bounds_us(&self, boundary: Bounds) -> usize {
(boundary.duration() / self.every.duration_us()
+ self.period.duration_us() / self.every.duration_us()) as usize
}
pub(crate) fn estimate_overlapping_bounds_ms(&self, boundary: Bounds) -> usize {
(boundary.duration() / self.every.duration_ms()
+ self.period.duration_ms() / self.every.duration_ms()) as usize
}
pub fn get_overlapping_bounds_iter<'a>(
&'a self,
boundary: Bounds,
closed_window: ClosedWindow,
tu: TimeUnit,
tz: Option<&'a Tz>,
start_by: StartBy,
) -> PolarsResult<BoundsIter<'a>> {
BoundsIter::new(*self, closed_window, boundary, tu, tz, start_by)
}
}
pub struct BoundsIter<'a> {
window: Window,
// wrapping boundary
boundary: Bounds,
// boundary per window iterator
bi: Bounds,
tu: TimeUnit,
tz: Option<&'a Tz>,
}
impl<'a> BoundsIter<'a> {
fn new(
window: Window,
closed_window: ClosedWindow,
boundary: Bounds,
tu: TimeUnit,
tz: Option<&'a Tz>,
start_by: StartBy,
) -> PolarsResult<Self> {
let bi = match start_by {
StartBy::DataPoint => {
let mut boundary = boundary;
let offset_fn = match tu {
TimeUnit::Nanoseconds => Duration::add_ns,
TimeUnit::Microseconds => Duration::add_us,
TimeUnit::Milliseconds => Duration::add_ms,
};
boundary.stop = offset_fn(&window.period, boundary.start, tz)?;
boundary
},
StartBy::WindowBound => match tu {
TimeUnit::Nanoseconds => {
window.get_earliest_bounds_ns(boundary.start, closed_window, tz)?
},
TimeUnit::Microseconds => {
window.get_earliest_bounds_us(boundary.start, closed_window, tz)?
},
TimeUnit::Milliseconds => {
window.get_earliest_bounds_ms(boundary.start, closed_window, tz)?
},
},
_ => {
{
#[allow(clippy::type_complexity)]
let (from, to, offset_fn): (
fn(i64) -> NaiveDateTime,
fn(NaiveDateTime) -> i64,
fn(&Duration, i64, Option<&Tz>) -> PolarsResult<i64>,
) = match tu {
TimeUnit::Nanoseconds => (
timestamp_ns_to_datetime,
datetime_to_timestamp_ns,
Duration::add_ns,
),
TimeUnit::Microseconds => (
timestamp_us_to_datetime,
datetime_to_timestamp_us,
Duration::add_us,
),
TimeUnit::Milliseconds => (
timestamp_ms_to_datetime,
datetime_to_timestamp_ms,
Duration::add_ms,
),
};
// find beginning of the week.
let dt = from(boundary.start);
match tz {
#[cfg(feature = "timezones")]
Some(tz) => {
let dt = tz.from_utc_datetime(&dt);
let dt = dt.beginning_of_week();
let dt = dt.naive_utc();
let start = to(dt);
// adjust start of the week based on given day of the week
let start = offset_fn(
&Duration::parse(&format!("{}d", start_by.weekday().unwrap())),
start,
Some(tz),
)?;
// apply the 'offset'
let start = offset_fn(&window.offset, start, Some(tz))?;
// make sure the first datapoint has a chance to be included
// and compute the end of the window defined by the 'period'
ensure_t_in_or_in_front_of_window(
window.every,
boundary.start,
offset_fn,
window.period,
start,
closed_window,
Some(tz),
)?
},
_ => {
let tz = chrono::Utc;
let dt = dt.and_local_timezone(tz).unwrap();
let dt = dt.beginning_of_week();
let dt = dt.naive_utc();
let start = to(dt);
// adjust start of the week based on given day of the week
let start = offset_fn(
&Duration::parse(&format!("{}d", start_by.weekday().unwrap())),
start,
None,
)
.unwrap();
// apply the 'offset'
let start = offset_fn(&window.offset, start, None).unwrap();
// make sure the first datapoint has a chance to be included
// and compute the end of the window defined by the 'period'
ensure_t_in_or_in_front_of_window(
window.every,
boundary.start,
offset_fn,
window.period,
start,
closed_window,
None,
)?
},
}
}
},
};
Ok(Self {
window,
boundary,
bi,
tu,
tz,
})
}
}
impl Iterator for BoundsIter<'_> {
type Item = Bounds;
fn next(&mut self) -> Option<Self::Item> {
if self.bi.start < self.boundary.stop {
let out = self.bi;
match self.tu {
// TODO: find some way to propagate error instead of unwrapping?
// Issue is that `next` needs to return `Option`.
TimeUnit::Nanoseconds => {
self.bi.start = self.window.every.add_ns(self.bi.start, self.tz).unwrap();
self.bi.stop = self.window.period.add_ns(self.bi.start, self.tz).unwrap();
},
TimeUnit::Microseconds => {
self.bi.start = self.window.every.add_us(self.bi.start, self.tz).unwrap();
self.bi.stop = self.window.period.add_us(self.bi.start, self.tz).unwrap();
},
TimeUnit::Milliseconds => {
self.bi.start = self.window.every.add_ms(self.bi.start, self.tz).unwrap();
self.bi.stop = self.window.period.add_ms(self.bi.start, self.tz).unwrap();
},
}
Some(out)
} else {
None
}
}
}