Skip to content

Module internal

simplify_time_series(input_ts)

simplify a 1D time series object to a representation suitable for portable serialisation.

Parameters:

Name Type Description Default
input_ts TimeSeriesLike

time series

 required

Returns:

Type Description
Dict[str, Any]

Dict[str,Any]: dictionary with keys "tsgeom" for the time series geometry, and "tsvalues" for its values.
Source code in /home/per202/src/swift/bindings/python/swift2/swift2/internal.py 
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
def simplify_time_series(input_ts: TimeSeriesLike) -> Dict[str, Any]:
    """simplify a 1D time series object to a representation suitable for portable serialisation.

    Args:
        input_ts (TimeSeriesLike): time series

    Returns:
        Dict[str,Any]: dictionary with keys "tsgeom" for the time series geometry, and "tsvalues" for its values.

    """
    # from cinterop.timeseries import getTsGeometry
    # stopifnot(is.xts(input_ts))
    # def getSeriesColumn(k):
    #     return(as.numeric(input_ts[,k]))
    return {
        TS_INTEROP_GEOM_KEY: marshal.as_native_tsgeom(get_tsgeom(input_ts)),
        TS_INTEROP_VALUES_KEY: input_ts.values.squeeze(),  # lapply(1:ncol(input_ts), FUN=getSeriesColumn)
    }

to_interop_univariate_series(ts, from_date=None, to_date=None)

Convert an univariate python time series to a representation suitable for interoperability with a C API

Parameters:

Name Type Description Default
ts TimeSeriesLike

Python native time series

 required
from_date ConvertibleToTimestamp

start timestamp of the time series to subset to. Defaults to None.

 None
to_date ConvertibleToTimestamp

end timestamp of the time series to subset to. Defaults to None.

 None

Returns:

Type Description
Tuple[np.ndarray, TimeSeriesGeometryNative]

Tuple[np.ndarray, TimeSeriesGeometryNative]: univeriate data and time series geometry for interop.
Source code in /home/per202/src/swift/bindings/python/swift2/swift2/internal.py 
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
def to_interop_univariate_series(
    ts: TimeSeriesLike,
    from_date: ConvertibleToTimestamp = None,
    to_date: ConvertibleToTimestamp = None,
) -> Tuple[np.ndarray, TimeSeriesGeometryNative]:
    """Convert an univariate python time series to a representation suitable for interoperability with a C API

    Args:
        ts (TimeSeriesLike): Python native time series
        from_date (ConvertibleToTimestamp, optional): start timestamp of the time series to subset to. Defaults to None.
        to_date (ConvertibleToTimestamp, optional): end timestamp of the time series to subset to. Defaults to None.

    Returns:
        Tuple[np.ndarray, TimeSeriesGeometryNative]: univeriate data and time series geometry for interop.
    """
    from cinterop.timeseries import ts_window
    from swift2.internal import simplify_time_series

    from_date = as_timestamp(from_date) if not from_date is None else None
    to_date = as_timestamp(to_date) if not from_date is None else None
    observation = ts_window(ts, from_date, to_date)
    simple_ts = simplify_time_series(observation)
    return (simple_ts[TS_INTEROP_VALUES_KEY], simple_ts[TS_INTEROP_GEOM_KEY])