[SciPy-user] timeseries.convert and structured arrays

Pierre GM pgmdevlist@gmail....
Wed Apr 29 12:21:29 CDT 2009


On Apr 29, 2009, at 10:10 AM, Dave Hirschfeld wrote:

> Hi,
> I ran into a problem using the convert function with a structured  
> array (see
> below) so I just wanted to check if the timeseries function convert  
> is intended
> to support structured arrays?

Doesn't work yet, sorry...

> If not are there any plans to do so?

When I'll have some time working on it, yes. Sometime this summer if  
I'm lucky...

Meanwhile, you can emulate it by converting each field independently  
and repatching the result

 >>> data = ts.time_series(data,dates)

 >>> mfield1 = data['field1'].convert("M")
 >>> mdata = ts.time_series(np.empty(mfield1.shape, dtype=data.dtype),
...                 dates=mfield1.dates)
 >>> mdata['field1'] = mfield1
 >>> mdata['field2'] = data['field2'].convert("M")




> And if it
> does, what am I doing wrong below??
>
> Thanks,
> Dave
>
> dates = ts.date_array(start_date=ts.Date('D','2008-01-01'),
>                      end_date=ts.Date('D','2008-12-31'))
> #
>
> data = np.array(zip(np.random.rand(366),np.random.rand(366)),
>                dtype=[('field1',np.float),('field2',np.object)])
> #
>
> data = ts.time_series(data,dates)
> data.convert('M')
>
>
>
> C:\dev\bin\Python25\lib\site-packages\scikits\timeseries\tseries.pyc  
> in
> convert(series, freq, func, position, *args, **kwargs)
>   1999
>   2000     if series.ndim == 1:
> -> 2001         obj = _convert1d(series, freq, func, position,  
> *args, **kwargs)
>   2002     elif series.ndim == 2:
>   2003         base = _convert1d(series[:,0], freq, func, position,  
> *args,
> **kwargs)
>
> C:\dev\bin\Python25\lib\site-packages\scikits\timeseries\tseries.pyc  
> in
> _convert1d(series, freq, func, position, *args, **kwargs)
>   1909
>   1910     cdictresult = cseries.TS_convert(data_, from_freq,  
> to_freq, position,
> -> 1911                                      int(start_date), mask_)
>   1912     start_date = Date(freq=to_freq,  
> value=cdictresult['startindex'])
>   1913     data_ = masked_array(cdictresult['values'],  
> mask=cdictresult['mask'])
>
> ValueError: data type must provide an itemsize
>
>
>
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