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from datetime import datetime |
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from distutils.util import strtobool |
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import numpy as np |
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import pandas as pd |
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def convert_tsf_to_dataframe( |
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full_file_path_and_name, |
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replace_missing_vals_with="NaN", |
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value_column_name="series_value", |
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): |
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col_names = [] |
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col_types = [] |
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all_data = {} |
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line_count = 0 |
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frequency = None |
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forecast_horizon = None |
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contain_missing_values = None |
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contain_equal_length = None |
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found_data_tag = False |
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found_data_section = False |
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started_reading_data_section = False |
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with open(full_file_path_and_name, "r", encoding="cp1252") as file: |
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for line in file: |
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line = line.strip() |
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if line: |
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if line.startswith("@"): |
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if not line.startswith("@data"): |
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line_content = line.split(" ") |
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if line.startswith("@attribute"): |
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if len(line_content) != 3: |
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raise ValueError("Invalid meta-data specification.") |
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col_names.append(line_content[1]) |
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col_types.append(line_content[2]) |
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else: |
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if len(line_content) != 2: |
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raise ValueError("Invalid meta-data specification.") |
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if line.startswith("@frequency"): |
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frequency = line_content[1] |
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elif line.startswith("@horizon"): |
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forecast_horizon = int(line_content[1]) |
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elif line.startswith("@missing"): |
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contain_missing_values = bool(strtobool(line_content[1])) |
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elif line.startswith("@equallength"): |
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contain_equal_length = bool(strtobool(line_content[1])) |
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else: |
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if len(col_names) == 0: |
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raise ValueError("Missing attribute section. Attribute section must come before data.") |
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found_data_tag = True |
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elif not line.startswith("#"): |
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if len(col_names) == 0: |
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raise ValueError("Missing attribute section. Attribute section must come before data.") |
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elif not found_data_tag: |
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raise ValueError("Missing @data tag.") |
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else: |
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if not started_reading_data_section: |
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started_reading_data_section = True |
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found_data_section = True |
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all_series = [] |
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for col in col_names: |
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all_data[col] = [] |
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full_info = line.split(":") |
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if len(full_info) != (len(col_names) + 1): |
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raise ValueError("Missing attributes/values in series.") |
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series = full_info[len(full_info) - 1] |
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series = series.split(",") |
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if len(series) == 0: |
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raise ValueError( |
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"A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series. Missing values should be indicated with ? symbol" |
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) |
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numeric_series = [] |
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for val in series: |
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if val == "?": |
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numeric_series.append(replace_missing_vals_with) |
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else: |
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numeric_series.append(float(val)) |
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if numeric_series.count(replace_missing_vals_with) == len(numeric_series): |
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raise ValueError( |
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"All series values are missing. A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series." |
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) |
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all_series.append(np.array(numeric_series, dtype=np.float32)) |
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for i in range(len(col_names)): |
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att_val = None |
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if col_types[i] == "numeric": |
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att_val = int(full_info[i]) |
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elif col_types[i] == "string": |
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att_val = str(full_info[i]) |
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elif col_types[i] == "date": |
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att_val = datetime.strptime(full_info[i], "%Y-%m-%d %H-%M-%S") |
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else: |
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raise ValueError( |
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"Invalid attribute type." |
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) |
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if att_val is None: |
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raise ValueError("Invalid attribute value.") |
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else: |
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all_data[col_names[i]].append(att_val) |
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line_count = line_count + 1 |
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if line_count == 0: |
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raise ValueError("Empty file.") |
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if len(col_names) == 0: |
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raise ValueError("Missing attribute section.") |
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if not found_data_section: |
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raise ValueError("Missing series information under data section.") |
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all_data[value_column_name] = all_series |
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loaded_data = pd.DataFrame(all_data) |
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return ( |
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loaded_data, |
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frequency, |
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forecast_horizon, |
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contain_missing_values, |
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contain_equal_length, |
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) |
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def convert_multiple(text: str) -> str: |
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if text.isnumeric(): |
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return text |
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if text == "half": |
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return "0.5" |
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def frequency_converter(freq: str): |
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parts = freq.split("_") |
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if len(parts) == 1: |
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return BASE_FREQ_TO_PANDAS_OFFSET[parts[0]] |
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if len(parts) == 2: |
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return convert_multiple(parts[0]) + BASE_FREQ_TO_PANDAS_OFFSET[parts[1]] |
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raise ValueError(f"Invalid frequency string {freq}.") |
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BASE_FREQ_TO_PANDAS_OFFSET = { |
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"seconds": "S", |
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"minutely": "T", |
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"minutes": "T", |
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"hourly": "H", |
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"hours": "H", |
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"daily": "D", |
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"days": "D", |
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"weekly": "W", |
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"weeks": "W", |
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"monthly": "M", |
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"months": "M", |
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"quarterly": "Q", |
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"quarters": "Q", |
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"yearly": "Y", |
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"years": "Y", |
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} |
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