Inter limit fix

fixed (one-off) error with limit higher than 2 (solving #388 (closed))

saqc/lib/ts_operators.py

@@ -276,6 +276,31 @@ def meanQC(data, max_nan_total=np.inf, max_nan_consec=np.inf):
     )
 
 
+def _interpolWrapper(x, order=2, method="time", downgrade_interpolation=False):
+    """
+    Function that automatically modifies the interpolation level or returns uninterpolated
+    input data if the data configuration breaks the interpolation method at the selected degree.
+    """
+    if order < 0:
+        return x
+    elif x.count() > order:
+        try:
+            return x.interpolate(method=method, order=int(order))
+        except (NotImplementedError, ValueError):
+            warnings.warn(
+                f"Interpolation with method {method} is not supported at order "
+                f"{order}. and will be performed at order {order - 1}"
+            )
+            return _interpolWrapper(x, int(order - 1), method)
+    elif x.size < 3:
+        return x
+    else:
+        if downgrade_interpolation:
+            return _interpolWrapper(x, int(x.count() - 1), method)
+        else:
+            return x
+
+
 def interpolateNANs(
     data, method, order=2, inter_limit=2, downgrade_interpolation=False
 ):
@@ -290,77 +315,70 @@ def interpolateNANs(
     :param method:                  String. Method keyword designating interpolation method to use.
     :param order:                   Integer. If your desired interpolation method needs an order to be passed -
                                     here you pass it.
-    :param inter_limit:             Integer. Default = 2. Limit up to which consecutive nan - values in the data get
+    :param inter_limit:             Integer. Default = 2. Number up to which consecutive nan - values in the data get
                                     replaced by interpolation.
                                     Its default value suits an interpolation that only will apply to points of an
                                     inserted frequency grid. (regularization by interpolation)
-                                    Gaps wider than "limit" will NOT be interpolated at all.
+                                    Gaps of size "limit" or greater will NOT be interpolated at all.
     :param downgrade_interpolation:  Boolean. Default False. If True:
                                     If a data chunk not contains enough values for interpolation of the order "order",
                                     the highest order possible will be selected for that chunks interpolation.
 
     :return:
     """
-    inter_limit = int(inter_limit or len(data) + 1)
     data = pd.Series(data, copy=True)
-    gap_mask = data.isna().rolling(inter_limit, min_periods=0).sum() != inter_limit
 
-    if inter_limit == 2:
-        gap_mask = gap_mask & gap_mask.shift(-1, fill_value=True)
+    if inter_limit is None:
+        # if there is actually no limit set to the gaps to-be interpolated, generate a dummy mask for the gaps
+        gap_mask = pd.Series(True, index=data.index, name=data.name)
+    elif inter_limit < 2:
+        return data
     else:
-        gap_mask = (
-            gap_mask.replace(True, np.nan)
-            .fillna(method="bfill", limit=inter_limit)
-            .replace(np.nan, True)
-            .astype(bool)
-        )
-
+        # if there is a limit to the gaps to be interpolated, generate a mask that evaluates to False at the right side
+        # of each too-large gap with a rolling.sum combo
+        gap_mask = data.isna().rolling(inter_limit, min_periods=0).sum() != inter_limit
+        if inter_limit == 2:
+            # for the common case of inter_limit=2 (default "harmonisation"), we efficiently bag propagate the False
+            # value to fill the whole too-large gap by a shift and a conjunction.
+            gap_mask &= gap_mask & gap_mask.shift(-1, fill_value=True)
+        else:
+            # If the gap_size is bigger we use pandas backfill-interpolation to propagate the False values back.
+            # Therefor we replace the True values with np.nan so hat they are interpreted as missing periods.
+            gap_mask = (
+                gap_mask.replace(True, np.nan)
+                .fillna(method="bfill", limit=inter_limit - 1)
+                .replace(np.nan, True)
+                .astype(bool)
+            )
+
+    # memorizing the index for later reindexing
     pre_index = data.index
-
-    if data[gap_mask].empty:
+    # drop the gaps that are too large with regard to the inter_limit from the data-to-be interpolated
+    data = data[gap_mask]
+    if data.empty:
         return data
 
-    else:
-        data = data[gap_mask]
-
     if method in ["linear", "time"]:
-
-        data.interpolate(
-            method=method, inplace=True, limit=inter_limit - 1, limit_area="inside"
-        )
+        # in the case of linear interpolation, not much can go wrong/break so this conditional branch has efficient
+        # finish by just calling pandas interpolation routine to fill the gaps remaining in the data:
+        data.interpolate(method=method, inplace=True, limit_area="inside")
 
     else:
-        dat_name = data.name
-        gap_mask = (~gap_mask).cumsum()
-        data = pd.merge(gap_mask, data, how="inner", left_index=True, right_index=True)
-
-        def _interpolWrapper(x, wrap_order=order, wrap_method=method):
-            if wrap_order < 0:
-                return x
-            elif x.count() > wrap_order:
-                try:
-                    return x.interpolate(method=wrap_method, order=int(wrap_order))
-                except (NotImplementedError, ValueError):
-                    warnings.warn(
-                        f"Interpolation with method {method} is not supported at order "
-                        f"{wrap_order}. and will be performed at order {wrap_order - 1}"
-                    )
-                    return _interpolWrapper(x, int(wrap_order - 1), wrap_method)
-            elif x.size < 3:
-                return x
-            else:
-                if downgrade_interpolation:
-                    return _interpolWrapper(x, int(x.count() - 1), wrap_method)
-                else:
-                    return x
-
-        data = data.groupby(data.columns[0]).transform(_interpolWrapper)
-        # squeezing the 1-dimensional frame resulting from groupby for consistency
-        # reasons
-        data = data.squeeze(axis=1)
-        data.name = dat_name
+        # if the method that is interpolated with depends on not only the left and right border points of any gap,
+        # but includes more points, it has to be applied on any data chunk seperated by the too-big gaps individually.
+        # So we use the gap_mask to group the data into chunks and perform the interpolation on every chunk seperatly
+        # with the .transform method of the grouper.
+        gap_mask = (~gap_mask).cumsum()[data.index]
+        data = data.groupby(by=gap_mask).transform(
+            _interpolWrapper,
+            **{
+                "order": order,
+                "method": method,
+                "downgrade_interpolation": downgrade_interpolation,
+            },
+        )
+    # finally reinsert the dropped data gaps
     data = data.reindex(pre_index)
-
     return data