import re from typing import Tuple from functools import lru_cache def get_granularity(freq_str: str) -> Tuple[int, str]: """ Splits a frequency string such as "7D" into the multiple 7 and the base granularity "D". Parameters ---------- freq_str Frequency string of the form [multiple][granularity] such as "12H", "5min", "1D" etc. """ freq_regex = r"\s*((\d+)?)\s*([^\d]\w*)" m = re.match(freq_regex, freq_str) assert m is not None, "Cannot parse frequency string: %s" % freq_str groups = m.groups() multiple = int(groups[1]) if groups[1] is not None else 1 granularity = groups[2] return multiple, granularity @lru_cache() def get_seasonality(freq: str) -> int: """ Returns the default seasonality for a given freq str. E.g. for 2H -> 12 """ match = re.match(r"(\d*)(\w+)", freq) assert match, "Cannot match freq regex" mult, base_freq = match.groups() multiple = int(mult) if mult else 1 seasonalities = {"H": 24, "D": 1, "W": 1, "M": 12, "B": 5} if base_freq in seasonalities: seasonality = seasonalities[base_freq] else: seasonality = 1 if seasonality % multiple != 0: # logging.warning( # f"multiple {multiple} does not divide base " # f"seasonality {seasonality}." # f"Falling back to seasonality 1" # ) return 1 return seasonality // multiple