1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
#[cfg(feature = "timezones")]
use polars_core::chunked_array::temporal::parse_time_zone;
use polars_core::prelude::*;
use polars_core::utils::ensure_sorted_arg;
use polars_ops::prelude::*;

use crate::prelude::*;

pub trait PolarsUpsample {
    /// Upsample a [`DataFrame`] at a regular frequency.
    ///
    /// # Arguments
    /// * `by` - First group by these columns and then upsample for every group
    /// * `time_column` - Will be used to determine a date_range.
    ///                   Note that this column has to be sorted for the output to make sense.
    /// * `every` - interval will start 'every' duration
    /// * `offset` - change the start of the date_range by this offset.
    ///
    /// The `every` and `offset` arguments are created with
    /// the following string language:
    /// - 1ns   (1 nanosecond)
    /// - 1us   (1 microsecond)
    /// - 1ms   (1 millisecond)
    /// - 1s    (1 second)
    /// - 1m    (1 minute)
    /// - 1h    (1 hour)
    /// - 1d    (1 calendar day)
    /// - 1w    (1 calendar week)
    /// - 1mo   (1 calendar month)
    /// - 1q    (1 calendar quarter)
    /// - 1y    (1 calendar year)
    /// - 1i    (1 index count)
    ///
    /// Or combine them:
    /// "3d12h4m25s" # 3 days, 12 hours, 4 minutes, and 25 seconds
    ///
    /// By "calendar day", we mean the corresponding time on the next
    /// day (which may not be 24 hours, depending on daylight savings).
    /// Similarly for "calendar week", "calendar month", "calendar quarter",
    /// and "calendar year".
    fn upsample<I: IntoVec<String>>(
        &self,
        by: I,
        time_column: &str,
        every: Duration,
        offset: Duration,
    ) -> PolarsResult<DataFrame>;

    /// Upsample a [`DataFrame`] at a regular frequency.
    ///
    /// Similar to [`upsample`][PolarsUpsample::upsample], but order of the
    /// DataFrame is maintained when `by` is specified.
    ///
    /// # Arguments
    /// * `by` - First group by these columns and then upsample for every group
    /// * `time_column` - Will be used to determine a date_range.
    ///                   Note that this column has to be sorted for the output to make sense.
    /// * `every` - interval will start 'every' duration
    /// * `offset` - change the start of the date_range by this offset.
    ///
    /// The `every` and `offset` arguments are created with
    /// the following string language:
    /// - 1ns   (1 nanosecond)
    /// - 1us   (1 microsecond)
    /// - 1ms   (1 millisecond)
    /// - 1s    (1 second)
    /// - 1m    (1 minute)
    /// - 1h    (1 hour)
    /// - 1d    (1 calendar day)
    /// - 1w    (1 calendar week)
    /// - 1mo   (1 calendar month)
    /// - 1q    (1 calendar quarter)
    /// - 1y    (1 calendar year)
    /// - 1i    (1 index count)
    ///
    /// Or combine them:
    /// "3d12h4m25s" # 3 days, 12 hours, 4 minutes, and 25 seconds
    ///
    /// By "calendar day", we mean the corresponding time on the next
    /// day (which may not be 24 hours, depending on daylight savings).
    /// Similarly for "calendar week", "calendar month", "calendar quarter",
    /// and "calendar year".
    fn upsample_stable<I: IntoVec<String>>(
        &self,
        by: I,
        time_column: &str,
        every: Duration,
        offset: Duration,
    ) -> PolarsResult<DataFrame>;
}

impl PolarsUpsample for DataFrame {
    fn upsample<I: IntoVec<String>>(
        &self,
        by: I,
        time_column: &str,
        every: Duration,
        offset: Duration,
    ) -> PolarsResult<DataFrame> {
        let by = by.into_vec();
        let time_type = self.column(time_column)?.dtype();
        ensure_duration_matches_data_type(offset, time_type, "offset")?;
        ensure_duration_matches_data_type(every, time_type, "every")?;
        upsample_impl(self, by, time_column, every, offset, false)
    }

    fn upsample_stable<I: IntoVec<String>>(
        &self,
        by: I,
        time_column: &str,
        every: Duration,
        offset: Duration,
    ) -> PolarsResult<DataFrame> {
        let by = by.into_vec();
        let time_type = self.column(time_column)?.dtype();
        ensure_duration_matches_data_type(offset, time_type, "offset")?;
        ensure_duration_matches_data_type(every, time_type, "every")?;
        upsample_impl(self, by, time_column, every, offset, true)
    }
}

fn upsample_impl(
    source: &DataFrame,
    by: Vec<String>,
    index_column: &str,
    every: Duration,
    offset: Duration,
    stable: bool,
) -> PolarsResult<DataFrame> {
    let s = source.column(index_column)?;
    ensure_sorted_arg(s, "upsample")?;
    let time_type = s.dtype();
    if matches!(time_type, DataType::Date) {
        let mut df = source.clone();
        df.apply(index_column, |s| {
            s.cast(&DataType::Datetime(TimeUnit::Milliseconds, None))
                .unwrap()
        })
        .unwrap();
        let mut out = upsample_impl(&df, by, index_column, every, offset, stable)?;
        out.apply(index_column, |s| s.cast(time_type).unwrap())
            .unwrap();
        Ok(out)
    } else if matches!(
        time_type,
        DataType::UInt32 | DataType::UInt64 | DataType::Int32
    ) {
        let mut df = source.clone();

        df.apply(index_column, |s| {
            s.cast(&DataType::Int64)
                .unwrap()
                .cast(&DataType::Datetime(TimeUnit::Nanoseconds, None))
                .unwrap()
        })
        .unwrap();
        let mut out = upsample_impl(&df, by, index_column, every, offset, stable)?;
        out.apply(index_column, |s| s.cast(time_type).unwrap())
            .unwrap();
        Ok(out)
    } else if matches!(time_type, DataType::Int64) {
        let mut df = source.clone();
        df.apply(index_column, |s| {
            s.cast(&DataType::Datetime(TimeUnit::Nanoseconds, None))
                .unwrap()
        })
        .unwrap();
        let mut out = upsample_impl(&df, by, index_column, every, offset, stable)?;
        out.apply(index_column, |s| s.cast(time_type).unwrap())
            .unwrap();
        Ok(out)
    } else if by.is_empty() {
        let index_column = source.column(index_column)?;
        upsample_single_impl(source, index_column, every, offset)
    } else {
        let gb = if stable {
            source.group_by_stable(by)
        } else {
            source.group_by(by)
        };
        // don't parallelize this, this may SO on large data.
        gb?.apply(|df| {
            let index_column = df.column(index_column)?;
            upsample_single_impl(&df, index_column, every, offset)
        })
    }
}

fn upsample_single_impl(
    source: &DataFrame,
    index_column: &Series,
    every: Duration,
    offset: Duration,
) -> PolarsResult<DataFrame> {
    let index_col_name = index_column.name();

    use DataType::*;
    match index_column.dtype() {
        Datetime(tu, tz) => {
            let s = index_column.cast(&Int64).unwrap();
            let ca = s.i64().unwrap();
            let first = ca.iter().flatten().next();
            let last = ca.iter().flatten().next_back();
            match (first, last) {
                (Some(first), Some(last)) => {
                    let tz = match tz {
                        #[cfg(feature = "timezones")]
                        Some(tz) => Some(parse_time_zone(tz)?),
                        _ => None,
                    };
                    let first = match tu {
                        TimeUnit::Nanoseconds => offset.add_ns(first, tz.as_ref())?,
                        TimeUnit::Microseconds => offset.add_us(first, tz.as_ref())?,
                        TimeUnit::Milliseconds => offset.add_ms(first, tz.as_ref())?,
                    };
                    let range = datetime_range_impl(
                        index_col_name,
                        first,
                        last,
                        every,
                        ClosedWindow::Both,
                        *tu,
                        tz.as_ref(),
                    )?
                    .into_series()
                    .into_frame();
                    range.join(
                        source,
                        &[index_col_name],
                        &[index_col_name],
                        JoinArgs::new(JoinType::Left),
                    )
                },
                _ => polars_bail!(
                    ComputeError: "cannot determine upsample boundaries: all elements are null"
                ),
            }
        },
        dt => polars_bail!(
            ComputeError: "upsample not allowed for index column of dtype {}", dt,
        ),
    }
}