From 512a6c1cfd934fca1c87812e4dc791f3c1830ff6 Mon Sep 17 00:00:00 2001
From: Peter Luenenschloss <peter.luenenschloss@ufz.de>
Date: Mon, 28 Sep 2020 11:53:30 +0200
Subject: [PATCH] added support to roll with frequencie defined windows and
center=True to customRolling
---
saqc/funcs/functions.py | 1 +
saqc/lib/tools.py | 21 ++++++++++++++++-----
2 files changed, 17 insertions(+), 5 deletions(-)
diff --git a/saqc/funcs/functions.py b/saqc/funcs/functions.py
index ad0652d5d..8503567c2 100644
--- a/saqc/funcs/functions.py
+++ b/saqc/funcs/functions.py
@@ -1111,6 +1111,7 @@ def flagChangePoints(data, field, flagger, stat_func, thresh_func, bwd_window, m
indexer.win_points = np.array([True]*var_len)
indexer.window_size = int(pd.Timedelta(bwd_window).total_seconds() * 10 ** 9)
indexer.forward = False
+ indexer.center = False
bwd_start, bwd_end = indexer.get_window_bounds(var_len, min_periods_bwd, center, closed)
indexer.window_size = int(pd.Timedelta(fwd_window).total_seconds() * 10 ** 9)
diff --git a/saqc/lib/tools.py b/saqc/lib/tools.py
index 79f956c59..1915a3ca1 100644
--- a/saqc/lib/tools.py
+++ b/saqc/lib/tools.py
@@ -406,8 +406,14 @@ class FreqIndexer(BaseIndexer):
self.index_array[::i_dir])
if self.forward:
start, end = (num_values - end)[::-1], (num_values - start)[::-1]
- end[~self.win_points] = 0
- start[~self.win_points] = 0
+ if self.center:
+ end = (num_values - start)[::-1]
+ end = np.roll(end, -1)
+ end[-1] = num_values - 1
+ if self.win_points is not None:
+ end[~self.win_points] = 0
+ start[~self.win_points] = 0
+
return start, end
@@ -426,8 +432,9 @@ class PeriodsIndexer(BaseIndexer):
end_s = np.arange(self.window_size, dtype="int64") + 1
end_e = start_e + self.window_size
end = np.concatenate([end_s, end_e])[:num_values]
- start[~self.win_points] = 0
- end[~self.win_points] = 0
+ if self.win_points is not None:
+ start[~self.win_points] = 0
+ end[~self.win_points] = 0
return start, end
@@ -446,11 +453,12 @@ def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False,
func : Callable
Function to be rolled with. If the funcname matches a .rolling attribute,
the associated method of .rolling will be used instead of .apply(func) (=faster)
- roll_mask : numpy.array[bool]
+ roll_mask : {numpy.array[bool], None}
A mask, indicating the rolling windows, `func` shall be applied on.
Has to be of same length as `to_roll`.
roll_mask[i] = False indicates, that the window with right end point to_roll.index[i] shall
be skipped.
+ Pass None if you want values to be masked.
min_periods : int, default 1
Gets passed on to the min_periods parameter of pandas.Rolling.
(Note, that rolling with freq string defined window size and `min_periods`=None,
@@ -467,6 +475,9 @@ def customRolling(to_roll, winsz, func, roll_mask, min_periods=1, center=False,
forward : bool, default False
If true, roll with forward facing windows. (not yet implemented for
integer defined windows.)
+ center : bool, default False
+ If true, set the label to the center of the rolling window. Although available
+ for windows defined by sample rates! (yeah!)
Returns
-------
--
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