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formatting fixes and cleanups

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This commit is contained in:
Dr. Kashif Rasul
2019-10-11 13:59:36 +02:00
parent 1d82ca94a8
commit a52842b606
13 changed files with 332 additions and 294 deletions
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pts/dataset/process.py
+38 -27
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@@ -3,7 +3,7 @@ from typing import Callable, List, cast
import numpy as np
import pandas as pd
from pandas.tseries.frequencies import to_offset
from pandas.tseries.offsets import Tick
from .common import DataEntry
@@ -17,7 +17,8 @@ class ProcessStartField:
try:
value = ProcessStartField.process(data[self.name], self.freq)
except (TypeError, ValueError) as e:
raise Exception(f'Error "{e}" occurred when reading field "{self.name}"')
raise Exception(
f'Error "{e}" occurred when reading field "{self.name}"')
data[self.name] = value
@@ -27,21 +28,26 @@ class ProcessStartField:
@lru_cache(maxsize=10000)
def process(string: str, freq: str) -> pd.Timestamp:
timestamp = pd.Timestamp(string, freq=freq)
# 'W-SUN' is the standardized freqstr for W
if timestamp.freq.name in ("M", "W-SUN"):
offset = to_offset(freq)
timestamp = timestamp.replace(
hour=0, minute=0, second=0, microsecond=0, nanosecond=0
)
return pd.Timestamp(offset.rollback(timestamp), freq=offset.freqstr)
if timestamp.freq == "B":
# does not floor on business day as it is not allowed
return timestamp
return pd.Timestamp(timestamp.floor(timestamp.freq), freq=timestamp.freq)
# operate on time information (days, hours, minute, second)
if isinstance(timestamp.freq, Tick):
return pd.Timestamp(timestamp.floor(timestamp.freq),
timestamp.freq)
# since we are only interested in the data piece, we normalize the
# time information
timestamp = timestamp.replace(hour=0,
minute=0,
second=0,
microsecond=0,
nanosecond=0)
return timestamp.freq.rollforward(timestamp)
class ProcessTimeSeriesField:
def __init__(self, name, is_required: bool, is_static: bool, is_cat: bool) -> None:
def __init__(self, name, is_required: bool, is_static: bool,
is_cat: bool) -> None:
self.name = name
self.is_required = is_required
self.req_ndim = 1 if is_static else 2
@@ -65,7 +71,8 @@ class ProcessTimeSeriesField:
elif not self.is_required:
return data
else:
raise Exception(f"JSON object is missing a required field `{self.name}`")
raise Exception(
f"JSON object is missing a required field `{self.name}`")
class ProcessDataEntry:
@@ -74,24 +81,28 @@ class ProcessDataEntry:
List[Callable[[DataEntry], DataEntry]],
[
ProcessStartField("start", freq=freq),
ProcessTimeSeriesField(
"target", is_required=True, is_cat=False, is_static=one_dim_target
),
ProcessTimeSeriesField(
"feat_dynamic_cat", is_required=False, is_cat=True, is_static=False
),
ProcessTimeSeriesField("target",
is_required=True,
is_cat=False,
is_static=one_dim_target),
ProcessTimeSeriesField("feat_dynamic_cat",
is_required=False,
is_cat=True,
is_static=False),
ProcessTimeSeriesField(
"feat_dynamic_real",
is_required=False,
is_cat=False,
is_static=False,
),
ProcessTimeSeriesField(
"feat_static_cat", is_required=False, is_cat=True, is_static=True
),
ProcessTimeSeriesField(
"feat_static_real", is_required=False, is_cat=False, is_static=True
),
ProcessTimeSeriesField("feat_static_cat",
is_required=False,
is_cat=True,
is_static=True),
ProcessTimeSeriesField("feat_static_real",
is_required=False,
is_cat=False,
is_static=True),
],
)