[SciPy-User] scikits.timeseries: frequency conversion with non-numeric series?

Abiel X Reinhart abiel.x.reinhart@jpmchase....
Mon Apr 26 08:14:17 CDT 2010

I would like to use scikits.timeseries to do a high-to-low frequency conversion on a time series composed of strings. A conversion function like mean or sum obviously does not make sense here, but it should be possible to use functions like end-of-period or start-of-period. Unfortunately, I end up with a ValueError. In general, is it possible to do frequency conversion with non-numeric series?


import scikits.timeseries as ts

data = ['Q1', 'Q2', 'Q3', 'Q4', 'Q5', 'Q6', 'Q7', 'Q8']
t = ts.time_series(data, freq='Q', start_date=ts.Date('Q', year=2010, quarter=1))
t.convert('A', ts.last_unmasked_val)

Traceback (most recent call last):
  File "cratings.py", line 39, in <module>
    t.convert('A', ts.last_unmasked_val)
  File "C:\Python26\lib\site-packages\scikits.timeseries-0.91.3-py2.6-win32.egg\
scikits\timeseries\tseries.py", line 2002, in convert
    obj = _convert1d(series, freq, func, position, *args, **kwargs)
  File "C:\Python26\lib\site-packages\scikits.timeseries-0.91.3-py2.6-win32.egg\
scikits\timeseries\tseries.py", line 1912, in _convert1d
    int(start_date), mask_)
ValueError: data type must provide an itemsize

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