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Routines for filling missing data.
"""
from __future__ import annotations
from functools import wraps
from typing import (
TYPE_CHECKING,
Any,
Literal,
cast,
overload,
)
import numpy as np
from pandas._libs import (
NaT,
algos,
lib,
)
from pandas._typing import (
ArrayLike,
AxisInt,
F,
ReindexMethod,
npt,
)
from pandas.compat._optional import import_optional_dependency
from pandas.core.dtypes.cast import infer_dtype_from
from pandas.core.dtypes.common import (
is_array_like,
is_bool_dtype,
is_numeric_dtype,
is_numeric_v_string_like,
is_object_dtype,
needs_i8_conversion,
)
from pandas.core.dtypes.dtypes import DatetimeTZDtype
from pandas.core.dtypes.missing import (
is_valid_na_for_dtype,
isna,
na_value_for_dtype,
)
if TYPE_CHECKING:
from pandas import Index
def check_value_size(value, mask: npt.NDArray[np.bool_], length: int):
"""
Validate the size of the values passed to ExtensionArray.fillna.
"""
if is_array_like(value):
if len(value) != length:
raise ValueError(
f"Length of 'value' does not match. Got ({len(value)}) "
f" expected {length}"
)
value = value[mask]
return value
def mask_missing(arr: ArrayLike, values_to_mask) -> npt.NDArray[np.bool_]:
"""
Return a masking array of same size/shape as arr
with entries equaling any member of values_to_mask set to True
Parameters
----------
arr : ArrayLike
values_to_mask: list, tuple, or scalar
Returns
-------
np.ndarray[bool]
"""
# When called from Block.replace/replace_list, values_to_mask is a scalar
# known to be holdable by arr.
# When called from Series._single_replace, values_to_mask is tuple or list
dtype, values_to_mask = infer_dtype_from(values_to_mask)
if isinstance(dtype, np.dtype):
values_to_mask = np.array(values_to_mask, dtype=dtype)
else:
cls = dtype.construct_array_type()
if not lib.is_list_like(values_to_mask):
values_to_mask = [values_to_mask]
values_to_mask = cls._from_sequence(values_to_mask, dtype=dtype, copy=False)
potential_na = False
if is_object_dtype(arr.dtype):
# pre-compute mask to avoid comparison to NA
potential_na = True
arr_mask = ~isna(arr)
na_mask = isna(values_to_mask)
nonna = values_to_mask[~na_mask]
# GH 21977
mask = np.zeros(arr.shape, dtype=bool)
if (
is_numeric_dtype(arr.dtype)
and not is_bool_dtype(arr.dtype)
and is_bool_dtype(nonna.dtype)
):
pass
elif (
is_bool_dtype(arr.dtype)
and is_numeric_dtype(nonna.dtype)
and not is_bool_dtype(nonna.dtype)
):
pass
else:
for x in nonna:
if is_numeric_v_string_like(arr, x):
# GH#29553 prevent numpy deprecation warnings
pass
else:
if potential_na:
new_mask = np.zeros(arr.shape, dtype=np.bool_)
new_mask[arr_mask] = arr[arr_mask] == x
else:
new_mask = arr == x
if not isinstance(new_mask, np.ndarray):
# usually BooleanArray
new_mask = new_mask.to_numpy(dtype=bool, na_value=False)
mask |= new_mask
if na_mask.any():
mask |= isna(arr)
return mask
@overload
def clean_fill_method(
method: Literal["ffill", "pad", "bfill", "backfill"],
*,
allow_nearest: Literal[False] = ...,
) -> Literal["pad", "backfill"]:
...
@overload
def clean_fill_method(
method: Literal["ffill", "pad", "bfill", "backfill", "nearest"],
*,
allow_nearest: Literal[True],
) -> Literal["pad", "backfill", "nearest"]:
...
def clean_fill_method(
method: Literal["ffill", "pad", "bfill", "backfill", "nearest"],
*,
allow_nearest: bool = False,
) -> Literal["pad", "backfill", "nearest"]:
if isinstance(method, str):
# error: Incompatible types in assignment (expression has type "str", variable
# has type "Literal['ffill', 'pad', 'bfill', 'backfill', 'nearest']")
method = method.lower() # type: ignore[assignment]
if method == "ffill":
method = "pad"
elif method == "bfill":
method = "backfill"
valid_methods = ["pad", "backfill"]
expecting = "pad (ffill) or backfill (bfill)"
if allow_nearest:
valid_methods.append("nearest")
expecting = "pad (ffill), backfill (bfill) or nearest"
if method not in valid_methods:
raise ValueError(f"Invalid fill method. Expecting {expecting}. Got {method}")
return method
# interpolation methods that dispatch to np.interp
NP_METHODS = ["linear", "time", "index", "values"]
# interpolation methods that dispatch to _interpolate_scipy_wrapper
SP_METHODS = [
"nearest",
"zero",
"slinear",
"quadratic",
"cubic",
"barycentric",
"krogh",
"spline",
"polynomial",
"from_derivatives",
"piecewise_polynomial",
"pchip",
"akima",
"cubicspline",
]
def clean_interp_method(method: str, index: Index, **kwargs) -> str:
order = kwargs.get("order")
if method in ("spline", "polynomial") and order is None:
raise ValueError("You must specify the order of the spline or polynomial.")
valid = NP_METHODS + SP_METHODS
if method not in valid:
raise ValueError(f"method must be one of {valid}. Got '{method}' instead.")
if method in ("krogh", "piecewise_polynomial", "pchip"):
if not index.is_monotonic_increasing:
raise ValueError(
f"{method} interpolation requires that the index be monotonic."
)
return method
def find_valid_index(how: str, is_valid: npt.NDArray[np.bool_]) -> int | None:
"""
Retrieves the positional index of the first valid value.
Parameters
----------
how : {'first', 'last'}
Use this parameter to change between the first or last valid index.
is_valid: np.ndarray
Mask to find na_values.
Returns
-------
int or None
"""
assert how in ["first", "last"]
if len(is_valid) == 0: # early stop
return None
if is_valid.ndim == 2:
is_valid = is_valid.any(axis=1) # reduce axis 1
if how == "first":
idxpos = is_valid[::].argmax()
elif how == "last":
idxpos = len(is_valid) - 1 - is_valid[::-1].argmax()
chk_notna = is_valid[idxpos]
if not chk_notna:
return None
# Incompatible return value type (got "signedinteger[Any]",
# expected "Optional[int]")
return idxpos # type: ignore[return-value]
def validate_limit_direction(
limit_direction: str,
) -> Literal["forward", "backward", "both"]:
valid_limit_directions = ["forward", "backward", "both"]
limit_direction = limit_direction.lower()
if limit_direction not in valid_limit_directions:
raise ValueError(
"Invalid limit_direction: expecting one of "
f"{valid_limit_directions}, got '{limit_direction}'."
)
# error: Incompatible return value type (got "str", expected
# "Literal['forward', 'backward', 'both']")
return limit_direction # type: ignore[return-value]
def validate_limit_area(limit_area: str | None) -> Literal["inside", "outside"] | None:
if limit_area is not None:
valid_limit_areas = ["inside", "outside"]
limit_area = limit_area.lower()
if limit_area not in valid_limit_areas:
raise ValueError(
f"Invalid limit_area: expecting one of {valid_limit_areas}, got "
f"{limit_area}."
)
# error: Incompatible return value type (got "Optional[str]", expected
# "Optional[Literal['inside', 'outside']]")
return limit_area # type: ignore[return-value]
def infer_limit_direction(
limit_direction: Literal["backward", "forward", "both"] | None, method: str
) -> Literal["backward", "forward", "both"]:
# Set `limit_direction` depending on `method`
if limit_direction is None:
if method in ("backfill", "bfill"):
limit_direction = "backward"
else:
limit_direction = "forward"
else:
if method in ("pad", "ffill") and limit_direction != "forward":
raise ValueError(
f"`limit_direction` must be 'forward' for method `{method}`"
)
if method in ("backfill", "bfill") and limit_direction != "backward":
raise ValueError(
f"`limit_direction` must be 'backward' for method `{method}`"
)
return limit_direction
def get_interp_index(method, index: Index) -> Index:
# create/use the index
if method == "linear":
# prior default
from pandas import Index
index = Index(np.arange(len(index)))
else:
methods = {"index", "values", "nearest", "time"}
is_numeric_or_datetime = (
is_numeric_dtype(index.dtype)
or isinstance(index.dtype, DatetimeTZDtype)
or lib.is_np_dtype(index.dtype, "mM")
)
if method not in methods and not is_numeric_or_datetime:
raise ValueError(
"Index column must be numeric or datetime type when "
f"using {method} method other than linear. "
"Try setting a numeric or datetime index column before "
"interpolating."
)
if isna(index).any():
raise NotImplementedError(
"Interpolation with NaNs in the index "
"has not been implemented. Try filling "
"those NaNs before interpolating."
)
return index
def interpolate_2d_inplace(
data: np.ndarray, # floating dtype
index: Index,
axis: AxisInt,
method: str = "linear",
limit: int | None = None,
limit_direction: str = "forward",
limit_area: str | None = None,
fill_value: Any | None = None,
mask=None,
**kwargs,
) -> None:
"""
Column-wise application of _interpolate_1d.
Notes
-----
Alters 'data' in-place.
The signature does differ from _interpolate_1d because it only
includes what is needed for Block.interpolate.
"""
# validate the interp method
clean_interp_method(method, index, **kwargs)
if is_valid_na_for_dtype(fill_value, data.dtype):
fill_value = na_value_for_dtype(data.dtype, compat=False)
if method == "time":
if not needs_i8_conversion(index.dtype):
raise ValueError(
"time-weighted interpolation only works "
"on Series or DataFrames with a "
"DatetimeIndex"
)
method = "values"
limit_direction = validate_limit_direction(limit_direction)
limit_area_validated = validate_limit_area(limit_area)
# default limit is unlimited GH #16282
limit = algos.validate_limit(nobs=None, limit=limit)
indices = _index_to_interp_indices(index, method)
def func(yvalues: np.ndarray) -> None:
# process 1-d slices in the axis direction
_interpolate_1d(
indices=indices,
yvalues=yvalues,
method=method,
limit=limit,
limit_direction=limit_direction,
limit_area=limit_area_validated,
fill_value=fill_value,
bounds_error=False,
mask=mask,
**kwargs,
)
# error: Argument 1 to "apply_along_axis" has incompatible type
# "Callable[[ndarray[Any, Any]], None]"; expected "Callable[...,
# Union[_SupportsArray[dtype[<nothing>]], Sequence[_SupportsArray
# [dtype[<nothing>]]], Sequence[Sequence[_SupportsArray[dtype[<nothing>]]]],
# Sequence[Sequence[Sequence[_SupportsArray[dtype[<nothing>]]]]],
# Sequence[Sequence[Sequence[Sequence[_SupportsArray[dtype[<nothing>]]]]]]]]"
np.apply_along_axis(func, axis, data) # type: ignore[arg-type]
def _index_to_interp_indices(index: Index, method: str) -> np.ndarray:
"""
Convert Index to ndarray of indices to pass to NumPy/SciPy.
"""
xarr = index._values
if needs_i8_conversion(xarr.dtype):
# GH#1646 for dt64tz
xarr = xarr.view("i8")
if method == "linear":
inds = xarr
inds = cast(np.ndarray, inds)
else:
inds = np.asarray(xarr)
if method in ("values", "index"):
if inds.dtype == np.object_:
inds = lib.maybe_convert_objects(inds)
return inds
def _interpolate_1d(
indices: np.ndarray,
yvalues: np.ndarray,
method: str = "linear",
limit: int | None = None,
limit_direction: str = "forward",
limit_area: Literal["inside", "outside"] | None = None,
fill_value: Any | None = None,
bounds_error: bool = False,
order: int | None = None,
mask=None,
**kwargs,
) -> None:
"""
Logic for the 1-d interpolation. The input
indices and yvalues will each be 1-d arrays of the same length.
Bounds_error is currently hardcoded to False since non-scipy ones don't
take it as an argument.
Notes
-----
Fills 'yvalues' in-place.
"""
if mask is not None:
invalid = mask
else:
invalid = isna(yvalues)
valid = ~invalid
if not valid.any():
return
if valid.all():
return
# These are sets of index pointers to invalid values... i.e. {0, 1, etc...
all_nans = set(np.flatnonzero(invalid))
first_valid_index = find_valid_index(how="first", is_valid=valid)
if first_valid_index is None: # no nan found in start
first_valid_index = 0
start_nans = set(range(first_valid_index))
last_valid_index = find_valid_index(how="last", is_valid=valid)
if last_valid_index is None: # no nan found in end
last_valid_index = len(yvalues)
end_nans = set(range(1 + last_valid_index, len(valid)))
# Like the sets above, preserve_nans contains indices of invalid values,
# but in this case, it is the final set of indices that need to be
# preserved as NaN after the interpolation.
# For example if limit_direction='forward' then preserve_nans will
# contain indices of NaNs at the beginning of the series, and NaNs that
# are more than 'limit' away from the prior non-NaN.
# set preserve_nans based on direction using _interp_limit
preserve_nans: list | set
if limit_direction == "forward":
preserve_nans = start_nans | set(_interp_limit(invalid, limit, 0))
elif limit_direction == "backward":
preserve_nans = end_nans | set(_interp_limit(invalid, 0, limit))
else:
# both directions... just use _interp_limit
preserve_nans = set(_interp_limit(invalid, limit, limit))
# if limit_area is set, add either mid or outside indices
# to preserve_nans GH #16284
if limit_area == "inside":
# preserve NaNs on the outside
preserve_nans |= start_nans | end_nans
elif limit_area == "outside":
# preserve NaNs on the inside
mid_nans = all_nans - start_nans - end_nans
preserve_nans |= mid_nans
# sort preserve_nans and convert to list
preserve_nans = sorted(preserve_nans)
is_datetimelike = yvalues.dtype.kind in "mM"
if is_datetimelike:
yvalues = yvalues.view("i8")
if method in NP_METHODS:
# np.interp requires sorted X values, #21037
indexer = np.argsort(indices[valid])
yvalues[invalid] = np.interp(
indices[invalid], indices[valid][indexer], yvalues[valid][indexer]
)
else:
yvalues[invalid] = _interpolate_scipy_wrapper(
indices[valid],
yvalues[valid],
indices[invalid],
method=method,
fill_value=fill_value,
bounds_error=bounds_error,
order=order,
**kwargs,
)
if mask is not None:
mask[:] = False
mask[preserve_nans] = True
elif is_datetimelike:
yvalues[preserve_nans] = NaT.value
else:
yvalues[preserve_nans] = np.nan
return
def _interpolate_scipy_wrapper(
x: np.ndarray,
y: np.ndarray,
new_x: np.ndarray,
method: str,
fill_value=None,
bounds_error: bool = False,
order=None,
**kwargs,
):
"""
Passed off to scipy.interpolate.interp1d. method is scipy's kind.
Returns an array interpolated at new_x. Add any new methods to
the list in _clean_interp_method.
"""
extra = f"{method} interpolation requires SciPy."
import_optional_dependency("scipy", extra=extra)
from scipy import interpolate
new_x = np.asarray(new_x)
# ignores some kwargs that could be passed along.
alt_methods = {
"barycentric": interpolate.barycentric_interpolate,
"krogh": interpolate.krogh_interpolate,
"from_derivatives": _from_derivatives,
"piecewise_polynomial": _from_derivatives,
"cubicspline": _cubicspline_interpolate,
"akima": _akima_interpolate,
"pchip": interpolate.pchip_interpolate,
}
interp1d_methods = [
"nearest",
"zero",
"slinear",
"quadratic",
"cubic",
"polynomial",
]
if method in interp1d_methods:
if method == "polynomial":
kind = order
else:
kind = method
terp = interpolate.interp1d(
x, y, kind=kind, fill_value=fill_value, bounds_error=bounds_error
)
new_y = terp(new_x)
elif method == "spline":
# GH #10633, #24014
if isna(order) or (order <= 0):
raise ValueError(
f"order needs to be specified and greater than 0; got order: {order}"
)
terp = interpolate.UnivariateSpline(x, y, k=order, **kwargs)
new_y = terp(new_x)
else:
# GH 7295: need to be able to write for some reason
# in some circumstances: check all three
if not x.flags.writeable:
x = x.copy()
if not y.flags.writeable:
y = y.copy()
if not new_x.flags.writeable:
new_x = new_x.copy()
terp = alt_methods[method]
new_y = terp(x, y, new_x, **kwargs)
return new_y
def _from_derivatives(
xi: np.ndarray,
yi: np.ndarray,
x: np.ndarray,
order=None,
der: int | list[int] | None = 0,
extrapolate: bool = False,
):
"""
Convenience function for interpolate.BPoly.from_derivatives.
Construct a piecewise polynomial in the Bernstein basis, compatible
with the specified values and derivatives at breakpoints.
Parameters
----------
xi : array-like
sorted 1D array of x-coordinates
yi : array-like or list of array-likes
yi[i][j] is the j-th derivative known at xi[i]
order: None or int or array-like of ints. Default: None.
Specifies the degree of local polynomials. If not None, some
derivatives are ignored.
der : int or list
How many derivatives to extract; None for all potentially nonzero
derivatives (that is a number equal to the number of points), or a
list of derivatives to extract. This number includes the function
value as 0th derivative.
extrapolate : bool, optional
Whether to extrapolate to ouf-of-bounds points based on first and last
intervals, or to return NaNs. Default: True.
See Also
--------
scipy.interpolate.BPoly.from_derivatives
Returns
-------
y : scalar or array-like
The result, of length R or length M or M by R.
"""
from scipy import interpolate
# return the method for compat with scipy version & backwards compat
method = interpolate.BPoly.from_derivatives
m = method(xi, yi.reshape(-1, 1), orders=order, extrapolate=extrapolate)
return m(x)
def _akima_interpolate(
xi: np.ndarray,
yi: np.ndarray,
x: np.ndarray,
der: int | list[int] | None = 0,
axis: AxisInt = 0,
):
"""
Convenience function for akima interpolation.
xi and yi are arrays of values used to approximate some function f,
with ``yi = f(xi)``.
See `Akima1DInterpolator` for details.
Parameters
----------
xi : np.ndarray
A sorted list of x-coordinates, of length N.
yi : np.ndarray
A 1-D array of real values. `yi`'s length along the interpolation
axis must be equal to the length of `xi`. If N-D array, use axis
parameter to select correct axis.
x : np.ndarray
Of length M.
der : int, optional
How many derivatives to extract; None for all potentially
nonzero derivatives (that is a number equal to the number
of points), or a list of derivatives to extract. This number
includes the function value as 0th derivative.
axis : int, optional
Axis in the yi array corresponding to the x-coordinate values.
See Also
--------
scipy.interpolate.Akima1DInterpolator
Returns
-------
y : scalar or array-like
The result, of length R or length M or M by R,
"""
from scipy import interpolate
P = interpolate.Akima1DInterpolator(xi, yi, axis=axis)
return P(x, nu=der)
def _cubicspline_interpolate(
xi: np.ndarray,
yi: np.ndarray,
x: np.ndarray,
axis: AxisInt = 0,
bc_type: str | tuple[Any, Any] = "not-a-knot",
extrapolate=None,
):
"""
Convenience function for cubic spline data interpolator.
See `scipy.interpolate.CubicSpline` for details.
Parameters
----------
xi : np.ndarray, shape (n,)
1-d array containing values of the independent variable.
Values must be real, finite and in strictly increasing order.
yi : np.ndarray
Array containing values of the dependent variable. It can have
arbitrary number of dimensions, but the length along ``axis``
(see below) must match the length of ``x``. Values must be finite.
x : np.ndarray, shape (m,)
axis : int, optional
Axis along which `y` is assumed to be varying. Meaning that for
``x[i]`` the corresponding values are ``np.take(y, i, axis=axis)``.
Default is 0.
bc_type : string or 2-tuple, optional
Boundary condition type. Two additional equations, given by the
boundary conditions, are required to determine all coefficients of
polynomials on each segment [2]_.
If `bc_type` is a string, then the specified condition will be applied
at both ends of a spline. Available conditions are:
* 'not-a-knot' (default): The first and second segment at a curve end
are the same polynomial. It is a good default when there is no
information on boundary conditions.
* 'periodic': The interpolated functions is assumed to be periodic
of period ``x[-1] - x[0]``. The first and last value of `y` must be
identical: ``y[0] == y[-1]``. This boundary condition will result in
``y'[0] == y'[-1]`` and ``y''[0] == y''[-1]``.
* 'clamped': The first derivative at curves ends are zero. Assuming
a 1D `y`, ``bc_type=((1, 0.0), (1, 0.0))`` is the same condition.
* 'natural': The second derivative at curve ends are zero. Assuming
a 1D `y`, ``bc_type=((2, 0.0), (2, 0.0))`` is the same condition.
If `bc_type` is a 2-tuple, the first and the second value will be
applied at the curve start and end respectively. The tuple values can
be one of the previously mentioned strings (except 'periodic') or a
tuple `(order, deriv_values)` allowing to specify arbitrary
derivatives at curve ends:
* `order`: the derivative order, 1 or 2.
* `deriv_value`: array-like containing derivative values, shape must
be the same as `y`, excluding ``axis`` dimension. For example, if
`y` is 1D, then `deriv_value` must be a scalar. If `y` is 3D with
the shape (n0, n1, n2) and axis=2, then `deriv_value` must be 2D
and have the shape (n0, n1).
extrapolate : {bool, 'periodic', None}, optional
If bool, determines whether to extrapolate to out-of-bounds points
based on first and last intervals, or to return NaNs. If 'periodic',
periodic extrapolation is used. If None (default), ``extrapolate`` is
set to 'periodic' for ``bc_type='periodic'`` and to True otherwise.
See Also
--------
scipy.interpolate.CubicHermiteSpline
Returns
-------
y : scalar or array-like
The result, of shape (m,)
References
----------
.. [1] `Cubic Spline Interpolation
<https://en.wikiversity.org/wiki/Cubic_Spline_Interpolation>`_
on Wikiversity.
.. [2] Carl de Boor, "A Practical Guide to Splines", Springer-Verlag, 1978.
"""
from scipy import interpolate
P = interpolate.CubicSpline(
xi, yi, axis=axis, bc_type=bc_type, extrapolate=extrapolate
)
return P(x)
def _interpolate_with_limit_area(
values: np.ndarray,
method: Literal["pad", "backfill"],
limit: int | None,
limit_area: Literal["inside", "outside"],
) -> None:
"""
Apply interpolation and limit_area logic to values along a to-be-specified axis.
Parameters
----------
values: np.ndarray
Input array.
method: str
Interpolation method. Could be "bfill" or "pad"
limit: int, optional
Index limit on interpolation.
limit_area: {'inside', 'outside'}
Limit area for interpolation.
Notes
-----
Modifies values in-place.
"""
invalid = isna(values)
is_valid = ~invalid
if not invalid.all():
first = find_valid_index(how="first", is_valid=is_valid)
if first is None:
first = 0
last = find_valid_index(how="last", is_valid=is_valid)
if last is None:
last = len(values)
pad_or_backfill_inplace(
values,
method=method,
limit=limit,
limit_area=limit_area,
)
if limit_area == "inside":
invalid[first : last + 1] = False
elif limit_area == "outside":
invalid[:first] = invalid[last + 1 :] = False
else:
raise ValueError("limit_area should be 'inside' or 'outside'")
values[invalid] = np.nan
def pad_or_backfill_inplace(
values: np.ndarray,
method: Literal["pad", "backfill"] = "pad",
axis: AxisInt = 0,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
) -> None:
"""
Perform an actual interpolation of values, values will be make 2-d if
needed fills inplace, returns the result.
Parameters
----------
values: np.ndarray
Input array.
method: str, default "pad"
Interpolation method. Could be "bfill" or "pad"
axis: 0 or 1
Interpolation axis
limit: int, optional
Index limit on interpolation.
limit_area: str, optional
Limit area for interpolation. Can be "inside" or "outside"
Notes
-----
Modifies values in-place.
"""
transf = (lambda x: x) if axis == 0 else (lambda x: x.T)
# reshape a 1 dim if needed
if values.ndim == 1:
if axis != 0: # pragma: no cover
raise AssertionError("cannot interpolate on a ndim == 1 with axis != 0")
values = values.reshape(tuple((1,) + values.shape))
method = clean_fill_method(method)
tvalues = transf(values)
func = get_fill_func(method, ndim=2)
# _pad_2d and _backfill_2d both modify tvalues inplace
func(tvalues, limit=limit, limit_area=limit_area)
def _fillna_prep(
values, mask: npt.NDArray[np.bool_] | None = None
) -> npt.NDArray[np.bool_]:
# boilerplate for _pad_1d, _backfill_1d, _pad_2d, _backfill_2d
if mask is None:
mask = isna(values)
return mask
def _datetimelike_compat(func: F) -> F:
"""
Wrapper to handle datetime64 and timedelta64 dtypes.
"""
@wraps(func)
def new_func(
values,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
mask=None,
):
if needs_i8_conversion(values.dtype):
if mask is None:
# This needs to occur before casting to int64
mask = isna(values)
result, mask = func(
values.view("i8"), limit=limit, limit_area=limit_area, mask=mask
)
return result.view(values.dtype), mask
return func(values, limit=limit, limit_area=limit_area, mask=mask)
return cast(F, new_func)
@_datetimelike_compat
def _pad_1d(
values: np.ndarray,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
mask: npt.NDArray[np.bool_] | None = None,
) -> tuple[np.ndarray, npt.NDArray[np.bool_]]:
mask = _fillna_prep(values, mask)
if limit_area is not None and not mask.all():
_fill_limit_area_1d(mask, limit_area)
algos.pad_inplace(values, mask, limit=limit)
return values, mask
@_datetimelike_compat
def _backfill_1d(
values: np.ndarray,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
mask: npt.NDArray[np.bool_] | None = None,
) -> tuple[np.ndarray, npt.NDArray[np.bool_]]:
mask = _fillna_prep(values, mask)
if limit_area is not None and not mask.all():
_fill_limit_area_1d(mask, limit_area)
algos.backfill_inplace(values, mask, limit=limit)
return values, mask
@_datetimelike_compat
def _pad_2d(
values: np.ndarray,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
mask: npt.NDArray[np.bool_] | None = None,
):
mask = _fillna_prep(values, mask)
if limit_area is not None:
_fill_limit_area_2d(mask, limit_area)
if values.size:
algos.pad_2d_inplace(values, mask, limit=limit)
else:
# for test coverage
pass
return values, mask
@_datetimelike_compat
def _backfill_2d(
values,
limit: int | None = None,
limit_area: Literal["inside", "outside"] | None = None,
mask: npt.NDArray[np.bool_] | None = None,
):
mask = _fillna_prep(values, mask)
if limit_area is not None:
_fill_limit_area_2d(mask, limit_area)
if values.size:
algos.backfill_2d_inplace(values, mask, limit=limit)
else:
# for test coverage
pass
return values, mask
def _fill_limit_area_1d(
mask: npt.NDArray[np.bool_], limit_area: Literal["outside", "inside"]
) -> None:
"""Prepare 1d mask for ffill/bfill with limit_area.
Caller is responsible for checking at least one value of mask is False.
When called, mask will no longer faithfully represent when
the corresponding are NA or not.
Parameters
----------
mask : np.ndarray[bool, ndim=1]
Mask representing NA values when filling.
limit_area : { "outside", "inside" }
Whether to limit filling to outside or inside the outer most non-NA value.
"""
neg_mask = ~mask
first = neg_mask.argmax()
last = len(neg_mask) - neg_mask[::-1].argmax() - 1
if limit_area == "inside":
mask[:first] = False
mask[last + 1 :] = False
elif limit_area == "outside":
mask[first + 1 : last] = False
def _fill_limit_area_2d(
mask: npt.NDArray[np.bool_], limit_area: Literal["outside", "inside"]
) -> None:
"""Prepare 2d mask for ffill/bfill with limit_area.
When called, mask will no longer faithfully represent when
the corresponding are NA or not.
Parameters
----------
mask : np.ndarray[bool, ndim=1]
Mask representing NA values when filling.
limit_area : { "outside", "inside" }
Whether to limit filling to outside or inside the outer most non-NA value.
"""
neg_mask = ~mask.T
if limit_area == "outside":
# Identify inside
la_mask = (
np.maximum.accumulate(neg_mask, axis=0)
& np.maximum.accumulate(neg_mask[::-1], axis=0)[::-1]
)
else:
# Identify outside
la_mask = (
~np.maximum.accumulate(neg_mask, axis=0)
| ~np.maximum.accumulate(neg_mask[::-1], axis=0)[::-1]
)
mask[la_mask.T] = False
_fill_methods = {"pad": _pad_1d, "backfill": _backfill_1d}
def get_fill_func(method, ndim: int = 1):
method = clean_fill_method(method)
if ndim == 1:
return _fill_methods[method]
return {"pad": _pad_2d, "backfill": _backfill_2d}[method]
def clean_reindex_fill_method(method) -> ReindexMethod | None:
if method is None:
return None
return clean_fill_method(method, allow_nearest=True)
def _interp_limit(
invalid: npt.NDArray[np.bool_], fw_limit: int | None, bw_limit: int | None
):
"""
Get indexers of values that won't be filled
because they exceed the limits.
Parameters
----------
invalid : np.ndarray[bool]
fw_limit : int or None
forward limit to index
bw_limit : int or None
backward limit to index
Returns
-------
set of indexers
Notes
-----
This is equivalent to the more readable, but slower
.. code-block:: python
def _interp_limit(invalid, fw_limit, bw_limit):
for x in np.where(invalid)[0]:
if invalid[max(0, x - fw_limit):x + bw_limit + 1].all():
yield x
"""
# handle forward first; the backward direction is the same except
# 1. operate on the reversed array
# 2. subtract the returned indices from N - 1
N = len(invalid)
f_idx = set()
b_idx = set()
def inner(invalid, limit: int):
limit = min(limit, N)
windowed = _rolling_window(invalid, limit + 1).all(1)
idx = set(np.where(windowed)[0] + limit) | set(
np.where((~invalid[: limit + 1]).cumsum() == 0)[0]
)
return idx
if fw_limit is not None:
if fw_limit == 0:
f_idx = set(np.where(invalid)[0])
else:
f_idx = inner(invalid, fw_limit)
if bw_limit is not None:
if bw_limit == 0:
# then we don't even need to care about backwards
# just use forwards
return f_idx
else:
b_idx_inv = list(inner(invalid[::-1], bw_limit))
b_idx = set(N - 1 - np.asarray(b_idx_inv))
if fw_limit == 0:
return b_idx
return f_idx & b_idx
def _rolling_window(a: npt.NDArray[np.bool_], window: int) -> npt.NDArray[np.bool_]:
"""
[True, True, False, True, False], 2 ->
[
[True, True],
[True, False],
[False, True],
[True, False],
]
"""
# https://stackoverflow.com/a/6811241
shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
strides = a.strides + (a.strides[-1],)
return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
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