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#[cfg(feature = "timezones")]
use polars_core::chunked_array::temporal::parse_time_zone;
use polars_core::prelude::*;
use polars_ops::prelude::*;
use polars_ops::series::SeriesMethods;
use crate::prelude::*;
pub trait PolarsUpsample {
/// Upsample a [`DataFrame`] at a regular frequency.
///
/// # Arguments
/// * `by` - First group by these columns and then upsample for every group
/// * `time_column` - Will be used to determine a date_range.
/// Note that this column has to be sorted for the output to make sense.
/// * `every` - interval will start 'every' duration
/// * `offset` - change the start of the date_range by this offset.
///
/// The `every` and `offset` arguments are created with
/// the following string language:
/// - 1ns (1 nanosecond)
/// - 1us (1 microsecond)
/// - 1ms (1 millisecond)
/// - 1s (1 second)
/// - 1m (1 minute)
/// - 1h (1 hour)
/// - 1d (1 calendar day)
/// - 1w (1 calendar week)
/// - 1mo (1 calendar month)
/// - 1q (1 calendar quarter)
/// - 1y (1 calendar year)
/// - 1i (1 index count)
///
/// Or combine them:
/// "3d12h4m25s" # 3 days, 12 hours, 4 minutes, and 25 seconds
///
/// By "calendar day", we mean the corresponding time on the next
/// day (which may not be 24 hours, depending on daylight savings).
/// Similarly for "calendar week", "calendar month", "calendar quarter",
/// and "calendar year".
fn upsample<I: IntoVec<String>>(
&self,
by: I,
time_column: &str,
every: Duration,
) -> PolarsResult<DataFrame>;
/// Upsample a [`DataFrame`] at a regular frequency.
///
/// Similar to [`upsample`][PolarsUpsample::upsample], but order of the
/// DataFrame is maintained when `by` is specified.
///
/// # Arguments
/// * `by` - First group by these columns and then upsample for every group
/// * `time_column` - Will be used to determine a date_range.
/// Note that this column has to be sorted for the output to make sense.
/// * `every` - interval will start 'every' duration
/// * `offset` - change the start of the date_range by this offset.
///
/// The `every` and `offset` arguments are created with
/// the following string language:
/// - 1ns (1 nanosecond)
/// - 1us (1 microsecond)
/// - 1ms (1 millisecond)
/// - 1s (1 second)
/// - 1m (1 minute)
/// - 1h (1 hour)
/// - 1d (1 calendar day)
/// - 1w (1 calendar week)
/// - 1mo (1 calendar month)
/// - 1q (1 calendar quarter)
/// - 1y (1 calendar year)
/// - 1i (1 index count)
///
/// Or combine them:
/// "3d12h4m25s" # 3 days, 12 hours, 4 minutes, and 25 seconds
///
/// By "calendar day", we mean the corresponding time on the next
/// day (which may not be 24 hours, depending on daylight savings).
/// Similarly for "calendar week", "calendar month", "calendar quarter",
/// and "calendar year".
fn upsample_stable<I: IntoVec<String>>(
&self,
by: I,
time_column: &str,
every: Duration,
) -> PolarsResult<DataFrame>;
}
impl PolarsUpsample for DataFrame {
fn upsample<I: IntoVec<String>>(
&self,
by: I,
time_column: &str,
every: Duration,
) -> PolarsResult<DataFrame> {
let by = by.into_vec();
let time_type = self.column(time_column)?.dtype();
ensure_duration_matches_data_type(every, time_type, "every")?;
upsample_impl(self, by, time_column, every, false)
}
fn upsample_stable<I: IntoVec<String>>(
&self,
by: I,
time_column: &str,
every: Duration,
) -> PolarsResult<DataFrame> {
let by = by.into_vec();
let time_type = self.column(time_column)?.dtype();
ensure_duration_matches_data_type(every, time_type, "every")?;
upsample_impl(self, by, time_column, every, true)
}
}
fn upsample_impl(
source: &DataFrame,
by: Vec<String>,
index_column: &str,
every: Duration,
stable: bool,
) -> PolarsResult<DataFrame> {
let s = source.column(index_column)?;
s.ensure_sorted_arg("upsample")?;
let time_type = s.dtype();
if matches!(time_type, DataType::Date) {
let mut df = source.clone();
df.apply(index_column, |s| {
s.cast(&DataType::Datetime(TimeUnit::Milliseconds, None))
.unwrap()
})
.unwrap();
let mut out = upsample_impl(&df, by, index_column, every, stable)?;
out.apply(index_column, |s| s.cast(time_type).unwrap())
.unwrap();
Ok(out)
} else if matches!(
time_type,
DataType::UInt32 | DataType::UInt64 | DataType::Int32
) {
let mut df = source.clone();
df.apply(index_column, |s| {
s.cast(&DataType::Int64)
.unwrap()
.cast(&DataType::Datetime(TimeUnit::Nanoseconds, None))
.unwrap()
})
.unwrap();
let mut out = upsample_impl(&df, by, index_column, every, stable)?;
out.apply(index_column, |s| s.cast(time_type).unwrap())
.unwrap();
Ok(out)
} else if matches!(time_type, DataType::Int64) {
let mut df = source.clone();
df.apply(index_column, |s| {
s.cast(&DataType::Datetime(TimeUnit::Nanoseconds, None))
.unwrap()
})
.unwrap();
let mut out = upsample_impl(&df, by, index_column, every, stable)?;
out.apply(index_column, |s| s.cast(time_type).unwrap())
.unwrap();
Ok(out)
} else if by.is_empty() {
let index_column = source.column(index_column)?;
upsample_single_impl(source, index_column, every)
} else {
let gb = if stable {
source.group_by_stable(by)
} else {
source.group_by(by)
};
// don't parallelize this, this may SO on large data.
gb?.apply(|df| {
let index_column = df.column(index_column)?;
upsample_single_impl(&df, index_column, every)
})
}
}
fn upsample_single_impl(
source: &DataFrame,
index_column: &Series,
every: Duration,
) -> PolarsResult<DataFrame> {
let index_col_name = index_column.name();
use DataType::*;
match index_column.dtype() {
Datetime(tu, tz) => {
let s = index_column.cast(&Int64).unwrap();
let ca = s.i64().unwrap();
let first = ca.iter().flatten().next();
let last = ca.iter().flatten().next_back();
match (first, last) {
(Some(first), Some(last)) => {
let tz = match tz {
#[cfg(feature = "timezones")]
Some(tz) => Some(parse_time_zone(tz)?),
_ => None,
};
let range = datetime_range_impl(
index_col_name,
first,
last,
every,
ClosedWindow::Both,
*tu,
tz.as_ref(),
)?
.into_series()
.into_frame();
range.join(
source,
&[index_col_name],
&[index_col_name],
JoinArgs {
how: JoinType::Left,
coalesce: JoinCoalesce::CoalesceColumns,
..Default::default()
},
)
},
_ => polars_bail!(
ComputeError: "cannot determine upsample boundaries: all elements are null"
),
}
},
dt => polars_bail!(
ComputeError: "upsample not allowed for index column of dtype {}", dt,
),
}
}