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use crate::frame::groupby::GroupBy;
use crate::prelude::*;
use crate::utils::chrono::{Datelike, NaiveDate};
pub enum SampleRule {
Month(u32),
Week(u32),
Day(u32),
Hour(u32),
Minute(u32),
Second(u32),
}
impl DataFrame {
#[cfg_attr(docsrs, doc(cfg(all(feature = "downsample", feature = "temporal"))))]
#[cfg(all(feature = "downsample", feature = "temporal"))]
pub fn downsample(&self, key: &str, rule: SampleRule) -> Result<GroupBy> {
let s = self.column(key)?;
self.downsample_with_series(s, rule)
}
#[cfg_attr(docsrs, doc(cfg(all(feature = "downsample", feature = "temporal"))))]
#[cfg(all(feature = "downsample", feature = "temporal"))]
pub fn downsample_with_series(&self, key: &Series, rule: SampleRule) -> Result<GroupBy> {
use SampleRule::*;
let year_c = "__POLARS_TEMP_YEAR";
let day_c = "__POLARS_TEMP_DAY";
let hour_c = "__POLARS_TEMP_HOUR";
let minute_c = "__POLARS_TEMP_MINUTE";
let second_c = "__POLARS_TEMP_SECOND";
let temp_key = "__POLAR_TEMP_NAME";
let mut key = key.clone();
let key_name = key.name().to_string();
let wrong_key_dtype = || Err(PolarsError::Other("key should be date32 || date64".into()));
let wrong_key_dtype_date64 = || Err(PolarsError::Other("key should be date64".into()));
let mut year = key.year()?.into_series();
year.rename(year_c);
let mut df = self.clone();
df.drop(key.name())?;
let selection = self
.get_columns()
.iter()
.filter_map(|c| {
let name = c.name();
if name == key.name() {
None
} else {
Some(name)
}
})
.collect::<Vec<_>>();
let gb = match rule {
Month(n) => {
let month = &key.month()? / n;
key = year
.i32()?
.into_iter()
.zip(month.into_iter())
.map(|(yr, month)| match (yr, month) {
(Some(yr), Some(month)) => NaiveDate::from_ymd_opt(yr, month, 1)
.map(|nd| nd.and_hms(0, 0, 0).timestamp_millis()),
_ => None,
})
.collect::<Date64Chunked>()
.into_series();
key.rename(&key_name);
let mut tempkey = key.clone();
tempkey.rename(&temp_key);
df.hstack_mut(&[tempkey])?;
df.groupby_stable(&[temp_key])?
}
Week(n) => {
let week = &key.week()? / n;
key = year
.i32()?
.into_iter()
.zip((&(&week - 1) * 7).into_iter())
.map(|(yr, od)| match (yr, od) {
(Some(yr), Some(od)) => {
let offset = 8 - NaiveDate::from_ymd(yr, 1, 1)
.weekday()
.num_days_from_monday();
NaiveDate::from_yo_opt(yr, od + offset)
.map(|nd| nd.and_hms(0, 0, 0).timestamp_millis())
}
_ => None,
})
.collect::<Date64Chunked>()
.into_series();
key.rename(&key_name);
let mut tempkey = key.clone();
tempkey.rename(&temp_key);
df.hstack_mut(&[tempkey])?;
df.groupby_stable(&[temp_key])?
}
Day(n) => {
let mut day = (&key.ordinal_day()? / n).into_series();
day.rename(day_c);
df.hstack_mut(&[year, day])?;
match key.dtype() {
DataType::Date32 => {
key = key / n;
key = key * n;
}
DataType::Date64 => {
let fact = 1000 * 3600 * 24 * n;
key = key / fact;
key = key * fact;
}
_ => return wrong_key_dtype(),
}
df.groupby_stable(&[year_c, day_c])?
}
Hour(n) => {
let mut day = key.ordinal_day()?.into_series();
day.rename(day_c);
let mut hour = (&key.hour()? / n).into_series();
hour.rename(hour_c);
df.hstack_mut(&[year, day, hour])?;
match key.dtype() {
DataType::Date64 => {
let fact = 1000 * 3600 * n;
key = key / fact;
key = key * fact;
}
_ => return wrong_key_dtype(),
}
df.groupby_stable(&[year_c, day_c, hour_c])?
}
Minute(n) => {
let mut day = key.ordinal_day()?.into_series();
day.rename(day_c);
let mut hour = key.hour()?.into_series();
hour.rename(hour_c);
let mut minute = (&key.minute()? / n).into_series();
minute.rename(minute_c);
df.hstack_mut(&[year, day, hour, minute])?;
match key.dtype() {
DataType::Date64 => {
let fact = 1000 * 60 * n;
key = key / fact;
key = key * fact;
}
_ => return wrong_key_dtype_date64(),
}
df.groupby_stable(&[year_c, day_c, hour_c, minute_c])?
}
Second(n) => {
let mut day = key.ordinal_day()?.into_series();
day.rename(day_c);
let mut hour = key.hour()?.into_series();
hour.rename(hour_c);
let mut minute = key.minute()?.into_series();
minute.rename(minute_c);
let mut second = (&key.second()? / n).into_series();
second.rename(second_c);
df.hstack_mut(&[year, day, hour, minute, second])?;
match key.dtype() {
DataType::Date64 => {
let fact = 1000 * n;
key = key / fact;
key = key * fact;
}
_ => return wrong_key_dtype_date64(),
}
df.groupby_stable(&[day_c, hour_c, minute_c, second_c])?
}
};
Ok(GroupBy::new(self, vec![key], gb.groups, Some(selection)))
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_downsample() -> Result<()> {
let ts = Date64Chunked::new_from_slice(
"ms",
&[
946684800000,
946684860000,
946684920000,
946684980000,
946685040000,
946685100000,
946685160000,
946685220000,
946685280000,
946685340000,
946685400000,
946685460000,
946685520000,
946685580000,
946685640000,
946685700000,
946685760000,
946685820000,
946685880000,
946685940000,
],
)
.into_series();
let idx = UInt8Chunked::new_from_iter("i", 0..20).into_series();
let df = DataFrame::new(vec![ts, idx])?;
dbg!(&df);
let out = df
.downsample("ms", SampleRule::Minute(5))?
.first()?
.sort("ms", false)?;
dbg!(&out);
assert_eq!(
Vec::from(out.column("i_first")?.u8()?),
&[Some(0), Some(5), Some(10), Some(15)]
);
df.downsample("ms", SampleRule::Week(1))?;
df.downsample("ms", SampleRule::Day(1))?;
df.downsample("ms", SampleRule::Hour(1))?;
df.downsample("ms", SampleRule::Minute(1))?;
df.downsample("ms", SampleRule::Second(1))?;
Ok(())
}
#[test]
fn test_downsample_bucket_floors() -> Result<()> {
let data = "20210216 23:58:58
20210217 23:58:58
20210310 23:58:58
20210311 23:58:57
20210312 23:58:55
20210313 23:58:55
20210314 23:58:54
20210315 23:58:54
20210316 23:58:50
20210317 23:58:50
20210318 23:58:49
20210319 23:59:01";
let data: Vec<_> = data.split('\n').collect();
let date = Utf8Chunked::new_from_slice("date", &data);
let date = date.as_date64(None)?.into_series();
let values =
UInt32Chunked::new_from_iter("values", (0..date.len()).map(|v| v as u32)).into_series();
let df = DataFrame::new(vec![date.clone(), values.clone()]).unwrap();
let out = df.downsample("date", SampleRule::Week(1))?.first()?;
assert_eq!(
Vec::from(&out.column("date")?.year()?),
&[Some(2021), Some(2021), Some(2021)]
);
assert_eq!(
Vec::from(&out.column("date")?.month()?),
&[Some(2), Some(3), Some(3)]
);
assert_eq!(
Vec::from(&out.column("date")?.ordinal_day()?),
&[Some(46), Some(67), Some(74)]
);
let df = DataFrame::new(vec![date, values]).unwrap();
let out = df.downsample("date", SampleRule::Month(1))?.first()?;
assert_eq!(
Vec::from(&out.column("date")?.ordinal_day()?),
&[Some(32), Some(60)]
);
Ok(())
}
}