period_helper.h

/*
Copyright (c) 2016, PyData Development Team
All rights reserved.

Distributed under the terms of the BSD Simplified License.

The full license is in the LICENSE file, distributed with this software.

Borrowed and derived code from scikits.timeseries that we will expose via
Cython to pandas. This primarily concerns interval representation and
frequency conversion routines.
*/

#ifndef PANDAS__LIBS_SRC_PERIOD_HELPER_H_
#define PANDAS__LIBS_SRC_PERIOD_HELPER_H_

#include <Python.h>
#include "headers/stdint.h"
#include "helper.h"
#include "limits.h"
#include "numpy/ndarraytypes.h"

/*
 * declarations from period here
 */

#define GREGORIAN_CALENDAR 0
#define JULIAN_CALENDAR 1

#define SECONDS_PER_DAY ((double)86400.0)

#define Py_AssertWithArg(x, errortype, errorstr, a1) \
    {                                                \
        if (!(x)) {                                  \
            PyErr_Format(errortype, errorstr, a1);   \
            goto onError;                            \
        }                                            \
    }
#define Py_Error(errortype, errorstr)         \
    {                                         \
        PyErr_SetString(errortype, errorstr); \
        goto onError;                         \
    }

/*** FREQUENCY CONSTANTS ***/

// HIGHFREQ_ORIG is the datetime ordinal from which to begin the second
// frequency ordinal sequence

// #define HIGHFREQ_ORIG 62135683200LL
#define BASE_YEAR 1970
#define ORD_OFFSET 719163LL   // days until 1970-01-01
#define BDAY_OFFSET 513689LL  // days until 1970-01-01
#define WEEK_OFFSET 102737LL
#define BASE_WEEK_TO_DAY_OFFSET \
    1  // difference between day 0 and end of week in days
#define DAYS_PER_WEEK 7
#define BUSINESS_DAYS_PER_WEEK 5
#define HIGHFREQ_ORIG 0  // ORD_OFFSET * 86400LL // days until 1970-01-01

#define FR_ANN 1000      /* Annual */
#define FR_ANNDEC FR_ANN /* Annual - December year end*/
#define FR_ANNJAN 1001   /* Annual - January year end*/
#define FR_ANNFEB 1002   /* Annual - February year end*/
#define FR_ANNMAR 1003   /* Annual - March year end*/
#define FR_ANNAPR 1004   /* Annual - April year end*/
#define FR_ANNMAY 1005   /* Annual - May year end*/
#define FR_ANNJUN 1006   /* Annual - June year end*/
#define FR_ANNJUL 1007   /* Annual - July year end*/
#define FR_ANNAUG 1008   /* Annual - August year end*/
#define FR_ANNSEP 1009   /* Annual - September year end*/
#define FR_ANNOCT 1010   /* Annual - October year end*/
#define FR_ANNNOV 1011   /* Annual - November year end*/

/* The standard quarterly frequencies with various fiscal year ends
   eg, Q42005 for Q@OCT runs Aug 1, 2005 to Oct 31, 2005 */
#define FR_QTR 2000      /* Quarterly - December year end (default quarterly) */
#define FR_QTRDEC FR_QTR /* Quarterly - December year end */
#define FR_QTRJAN 2001   /* Quarterly - January year end */
#define FR_QTRFEB 2002   /* Quarterly - February year end */
#define FR_QTRMAR 2003   /* Quarterly - March year end */
#define FR_QTRAPR 2004   /* Quarterly - April year end */
#define FR_QTRMAY 2005   /* Quarterly - May year end */
#define FR_QTRJUN 2006   /* Quarterly - June year end */
#define FR_QTRJUL 2007   /* Quarterly - July year end */
#define FR_QTRAUG 2008   /* Quarterly - August year end */
#define FR_QTRSEP 2009   /* Quarterly - September year end */
#define FR_QTROCT 2010   /* Quarterly - October year end */
#define FR_QTRNOV 2011   /* Quarterly - November year end */

#define FR_MTH 3000 /* Monthly */

#define FR_WK 4000     /* Weekly */
#define FR_WKSUN FR_WK /* Weekly - Sunday end of week */
#define FR_WKMON 4001  /* Weekly - Monday end of week */
#define FR_WKTUE 4002  /* Weekly - Tuesday end of week */
#define FR_WKWED 4003  /* Weekly - Wednesday end of week */
#define FR_WKTHU 4004  /* Weekly - Thursday end of week */
#define FR_WKFRI 4005  /* Weekly - Friday end of week */
#define FR_WKSAT 4006  /* Weekly - Saturday end of week */

#define FR_BUS 5000 /* Business days */
#define FR_DAY 6000 /* Daily */
#define FR_HR 7000  /* Hourly */
#define FR_MIN 8000 /* Minutely */
#define FR_SEC 9000 /* Secondly */
#define FR_MS 10000 /* Millisecondly */
#define FR_US 11000 /* Microsecondly */
#define FR_NS 12000 /* Nanosecondly */

#define FR_UND -10000 /* Undefined */

#define INT_ERR_CODE INT32_MIN

#define MEM_CHECK(item)          \
    if (item == NULL) {          \
        return PyErr_NoMemory(); \
    }
#define ERR_CHECK(item) \
    if (item == NULL) { \
        return NULL;    \
    }

typedef struct asfreq_info {
    int from_week_end;  // day the week ends on in the "from" frequency
    int to_week_end;    // day the week ends on in the "to" frequency

    int from_a_year_end;  // month the year ends on in the "from" frequency
    int to_a_year_end;    // month the year ends on in the "to" frequency

    int from_q_year_end;  // month the year ends on in the "from" frequency
    int to_q_year_end;    // month the year ends on in the "to" frequency

    npy_int64 intraday_conversion_factor;
} asfreq_info;

typedef struct date_info {
    npy_int64 absdate;
    double abstime;

    double second;
    int minute;
    int hour;
    int day;
    int month;
    int quarter;
    int year;
    int day_of_week;
    int day_of_year;
    int calendar;
} date_info;

typedef npy_int64 (*freq_conv_func)(npy_int64, char, asfreq_info *);

/*
 * new pandas API helper functions here
 */

npy_int64 asfreq(npy_int64 period_ordinal, int freq1, int freq2, char relation);

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 get_python_ordinal(npy_int64 period_ordinal, int freq);

int get_date_info(npy_int64 ordinal, int freq, struct date_info *dinfo);
freq_conv_func get_asfreq_func(int fromFreq, int toFreq);
void get_asfreq_info(int fromFreq, int toFreq, asfreq_info *af_info);

int pyear(npy_int64 ordinal, int freq);
int pqyear(npy_int64 ordinal, int freq);
int pquarter(npy_int64 ordinal, int freq);
int pmonth(npy_int64 ordinal, int freq);
int pday(npy_int64 ordinal, int freq);
int pweekday(npy_int64 ordinal, int freq);
int pday_of_week(npy_int64 ordinal, int freq);
int pday_of_year(npy_int64 ordinal, int freq);
int pweek(npy_int64 ordinal, int freq);
int phour(npy_int64 ordinal, int freq);
int pminute(npy_int64 ordinal, int freq);
int psecond(npy_int64 ordinal, int freq);
int pdays_in_month(npy_int64 ordinal, int freq);

double getAbsTime(int freq, npy_int64 dailyDate, npy_int64 originalDate);
char *c_strftime(struct date_info *dinfo, char *fmt);
int get_yq(npy_int64 ordinal, int freq, int *quarter, int *year);

void initialize_daytime_conversion_factor_matrix(void);

#endif  // PANDAS__LIBS_SRC_PERIOD_HELPER_H_