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kmx

NAME

PDL::DateTime - A piddle for keeping high precision (microsecond) timestamps

DESCRIPTION

PDL::DateTime is a subclass of PDL piddle for storing date-time values (scalar piddles, vectors, matrices or generally ND-piddles):

  • its PDL type is always LongLong (64-bit signed integer)

  • stored values are microseconds since 1970-01-01T00:00:00.000000Z (can be both positive or negative)

  • it is still a piddle so you can do all usual PDL arithmetic + PDL::DateTime defines some new methods (see below)

LIMITATIONS

  • supported datetimes are from 0001-01-01T00:00:00.000000Z (epoch microseconds: -62135596800000000) to 9999-12-31T23:59:59.999999Z (epoch microseconds: 253402300799999999)

  • leap seconds are completely ignored

  • no timezone handling (module uses GMT, date time values without offset/timezone are considered to be GMT)

  • this module works only on perls with 64-bit integers, check perl -V:ivsize (should be ivsize='8')

  • no chance for nanoseconds precision, maybe in a separate module e.g. PDL::DateTime::Ns

SYNOPSIS

 use 5.010;
 use PDL;
 use PDL::DateTime;

 my $dt_1 = PDL::DateTime->new_sequence('2015-09-20T15:45', 5, 'hour');
 say $dt_1;
 # [ 2015-09-20T15:45 2015-09-20T16:45 2015-09-20T17:45 2015-09-20T18:45 2015-09-20T19:45 ]

 say $dt_1->where($dt_1 > '2015-09-20T17:00');
 # [ 2015-09-20T17:45 2015-09-20T18:45 2015-09-20T19:45 ]

 say $dt_1->dt_hour;
 # [15 16 17 18 19]

 say $dt_1->dt_minute;
 # [45 45 45 45 45]

 say $dt_1->dt_add(year=> 4, month=>6, day=>3);
 # [ 2020-03-23T15:45 2020-03-23T16:45 2020-03-23T17:45 2020-03-23T18:45 2020-03-23T19:45 ]

 my $dt_2 = PDL::DateTime->new_sequence('2015-11-22T23:23:23.654321', 4, 'day');
 say $dt_2;
 # [ 2015-11-22T23:23:23.654321 2015-11-23T23:23:23.654321 2015-11-24T23:23:23.654321 2015-11-25T23:23:23.654321 ]

 say $dt_2->dt_align('day');
 # [ 2015-11-22 2015-11-23 2015-11-24 2015-11-25 ]

 say $dt_2->dt_align('hour');
 # [ 2015-11-22T23:00 2015-11-23T23:00 2015-11-24T23:00 2015-11-25T23:00 ]

 say $dt_2->dt_align('minute');
 # [ 2015-11-22T23:23 2015-11-23T23:23 2015-11-24T23:23 2015-11-25T23:23 ]

FUNCTIONS

new

 my $p = PDL::DateTime->new($pdl_or_array_ref);
 # input data = microseconds (LongLong) since 1970-01-01T00:00:00Z (positive or negative)
 # input data are always converted to LongLong

new_from_epoch

 my $p = PDL::DateTime->new_from_epoch($pdl_or_array_ref);
 # BEWARE: precision in miliseconds only!
 # input data = seconds (int or double) since 1970-01-01T00:00:00Z (positive or negative)

new_from_ratadie

 my $p = PDL::DateTime->new_from_ratadie($pdl_or_array_ref);
 # BEWARE: precision in miliseconds only!
 # input data = days (int or double) since January 1, 0001 AD 00:00

See https://en.wikipedia.org/wiki/Rata_Die

new_from_serialdate

 my $p = PDL::DateTime->new_from_serialdate($pdl_or_array_ref);
 # BEWARE: precision in miliseconds only!
 # input data = days (int or double) since January 1, 0000 AD 00:00

See http://www.mathworks.com/help/finance/handling-and-converting-dates.html

new_from_juliandate

 my $p = PDL::DateTime->new_from_juliandate($pdl_or_array_ref);
 # BEWARE: precision in miliseconds only!
 # input data = days (int or double) since November 24, 4714 BC 12:00

See https://en.wikipedia.org/wiki/Julian_day

new_from_datetime

 my $p = PDL::DateTime->new_from_datetime($array_ref);
 # input data = array of ISO 8601 date time strings

 my $dt = PDL::DateTime->new_from_datetime([
    [ '2015-09-20T15:45', '2015-09-20T16:45', '2015-09-20T17:45' ],
    [ '2016-09-20T15:45', '2016-09-20T16:45', '2016-09-20T17:45' ],
    [ '2017-09-20T15:45', '2017-09-20T16:45', '2017-09-20T17:45' ],
 ]);

Supported formats - see Time::Moment.

new_from_parts

 my $p = PDL::DateTime->new_from_parts($y, $m, $d, $H, $M, $S, $U);
 # all arguments are either piddles or array refs
 # $y .. years (1..9999)
 # $m .. months (1..12)
 # $d .. days (1..31)
 # $H .. hours (0..23)
 # $M .. minutes (0..59)
 # $S .. seconds (0..59)
 # $U .. microseconds (0..999999)

new_from_ymd

 my $p = PDL::DateTime->new_from_ymd($ymd);
 # BEWARE: handles only dates!
 # $ymd (piddle or array ref) with dates like:
 # [ 20150831, 20150901, 20150902 ]

new_sequence

 my $p = PDL::DateTime->new_sequence($start, $count, $unit, $step);
 # $start .. ISO 8601 date time string (starting datetime) or 'now'
 # $count .. length of the sequence (incl. starting point)
 # $unit  .. step unit 'year', 'quarter', 'month', 'week',
 #                     'day', 'hour', 'minute', 'second'
 # $step  .. how many units there are between two seq elements (default: 1)

double_epoch

 my $dbl = $p->double_epoch;
 # BEWARE: precision loss, before exporting the time is truncated to miliseconds!
 # returns Double piddle

longlong_epoch

 my $epoch = $p->longlong_epoch;
 # BEWARE: precision loss, before exporting the time is truncated to seconds!
 # returns LongLong piddle

 # NOTE: $p->longlong_epoch is equivalent to: longlong(floor($p->double_epoch))
 # 1969-12-31T23:59:58        double_epoch = -2.0      longlong_epoch = -2
 # 1969-12-31T23:59:58.001    double_epoch = -1.999    longlong_epoch = -2
 # 1969-12-31T23:59:58.999    double_epoch = -1.001    longlong_epoch = -2
 # 1969-12-31T23:59:59        double_epoch = -1.0      longlong_epoch = -1
 # 1969-12-31T23:59:59.001    double_epoch = -0.999    longlong_epoch = -1
 # 1969-12-31T23:59:59.999    double_epoch = -0.001    longlong_epoch = -1
 # 1970-01-01T00:00:00        double_epoch =  0.0      longlong_epoch =  0
 # 1970-01-01T00:00:00.001    double_epoch =  0.001    longlong_epoch =  0
 # 1970-01-01T00:00:00.999    double_epoch =  0.999    longlong_epoch =  0
 # 1970-01-01T00:00:01        double_epoch =  1.0      longlong_epoch =  1

double_ratadie

 my $dbl = $p->double_ratadie;
 # BEWARE: precision loss, before exporting the time is truncated to miliseconds!
 # returns Double piddle

double_serialdate

 my $dbl = $p->double_serialdate;
 # BEWARE: precision loss, before exporting the time is truncated to miliseconds!
 # returns Double piddle

double_juliandate

 my $dbl = $p->double_juliandate;
 # BEWARE: precision loss, before exporting the time is truncated to miliseconds!
 # returns Double piddle

dt_year

 my $y = $p->dt_year;
 # returns: $y Short piddle (values 1 .. 9999)

dt_quarter

 my $m = $p->dt_quarter;
 # returns: $m Byte piddle (values 1 .. 4)

dt_month

 my $m = $p->dt_month;
 # returns: $m Byte piddle (values 1 .. 12)

dt_day

 my $d = $p->dt_day;
 # returns: $d Byte piddle (values 1 .. 31)

dt_ymd

If you need all year, month and day values it is more effective to use one dt_ymd call instead of separately calling dt_year, dt_month and dt_day.

 my ($y, $m, $d) = $p->dt_ymd;
 # returns 3 piddles: $y Short, $m Byte, $d Byte

dt_hour

 my $H = $p->dt_hour;
 # returns Byte piddle (values 0 .. 23)

dt_minute

 my $M = $p->dt_minute;
 # returns Byte piddle (values 0 .. 59)

dt_second

 my $S = $p->dt_second;
 # returns Byte piddle (values 0 .. 59)

dt_microsecond

 my $U = $p->dt_microsecond;
 # returns Long piddle (values 0 .. 999_999)

dt_day_of_week

 my $wd = $p->dt_day_of_week;
 # returns Byte piddle (values 1=Mon .. 7=Sun)

dt_day_of_year

 my $wd = $p->dt_day_of_year;
 # returns Short piddle (values 1 .. 366)

dt_add

 my $p->dt_add($unit, $num);
 # adds $num datetime units
 # $num can be positive (addition) or negative (subtraction)
 # $unit .. 'year', 'quarter', 'month', 'week', 'day', 'hour',
 #          'minute', 'second', 'millisecond', 'microsecond'

 my $p->dt_add(day => 2);
 # turns e.g. 2015-08-20T23:24:25.123456Z
 # into       2015-08-22T23:24:25.123456Z

 my $p->dt_add(day => -2);
 # turns e.g. 2015-08-20T23:24:25.123456Z
 # into       2015-08-18T23:24:25.123456Z

 my $p->dt_add(day => 2, year => 3, month => 1);
 # turns e.g. 2015-08-20T23:24:25.123456Z
 # into       2018-09-22T23:24:25.123456Z

 #NOTE: supports also inplace
 $p->inplace->dt_add(day => 2);

dt_align

 my $p->dt_align($unit);
 # $unit .. 'year', 'quarter', 'month', 'week', 'day', 'hour',
 #          'minute', 'second', 'millisecond', 'microsecond'

 my $p->dt_align('minute');
 # turns e.g. 2015-08-20T23:24:25.123456Z
 # into       2015-08-20T23:24:00.000000Z

 my $p->dt_align($unit, $upper); #second optional param
 # $upper .. 1 or 0 (default), align to upper boundary (end of period)
 #           only for 'year', 'quarter', 'month', 'week'

 # let's have: 2015-08-20T23:24:25.123456Z
 $p->dt_align('year');       # -> 2015-01-01
 $p->dt_align('year', 1);    # -> 2015-12-31 (the last day of year)
 $p->dt_align('quarter');    # -> 2015-07-01
 $p->dt_align('quarter', 1); # -> 2015-09-30 (the last day of quarter)
 $p->dt_align('month');      # -> 2015-08-01
 $p->dt_align('month', 1);   # -> 2015-08-31 (the last day of month)
 $p->dt_align('week');       # -> 2015-08-17 (Monday)
 $p->dt_align('week', 1);    # -> 2015-08-23 (Sunday)

 #NOTE: supports also inplace
 $p->inplace->dt_align('minute');

dt_unpdl

 my $array = $p->dt_unpdl;
 my $array = $p->dt_unpdl($format);

 my $array = $p->dt_unpdl('%y-%m-%d %H:%M:%S');
 # returns perl arrayref with ISO 8601 date time strings

 my $array = $p->dt_unpdl('auto');
 # uses ISO 8601 format autodetected to be as short as possible
 # e.g. 2015-09-07T22:53 when all piddle values have 0 seconds and 0 microseconds
 # $format 'auto' is default when dt_unpdl is called without param

 my $array = $p->dt_unpdl('epoch');
 # returns perl arrayref (not a piddle) with epoch seconds as double
 # BEWARE: precision loss, before exporting the time is truncated to miliseconds!

 my $array = $p->dt_unpdl('epoch_int');
 # returns perl arrayref (not a piddle) with epoch seconds as integer values
 # BEWARE: precision loss, before exporting the time is truncated to seconds!

 my $array = $p->dt_unpdl('Time::Moment');
 # returns perl arrayref with Time::Moment objects

See Time::Moment (which we use for stringification) for supported formats.

dt_at

 my $datetime = $p->dt_at(@coords)
 #or
 my $datetime = $p->dt_at(@coords, $format)
 # returns ISO 8601 date time string for value at given piddle co-ordinates
 # optional $format arg - same as by dt_unpdl

dt_set

 $p->dt_set(@coords, $datetime_or_epoch);
 # sets $datetime_or_epoch as value at given piddle co-ordinates
 # $datetime_or_epoch can be ISO 8601 string or epoch seconds (double or int)

dt_diff

 my $deltas = $p->dt_diff;
 #or
 my $deltas = $p->dt_diff($unit);
 # $unit .. 'week', 'day', 'hour', 'minute', 'second', 'millisecond'

dt_periodicity

 my $per = $p->dt_periodicity;
 # estimates the periodicity by calculating the median time between observations
 # returns: "microsecond", "millisecond", "second", "minute"
 #          "hour", "day", "week", "month", "quarter"
 #          or an empty string

dt_startpoints

Extract index values corresponding to the first observations given a period specified by $unit

 my $end_idx = $p->dt_startpoints($unit);
 # $unit .. accepts same values as dt_align

Example:

 my $dt = PDL::DateTime->new_from_datetime([qw/
    2015-03-24 2015-03-25 2015-03-28 2015-04-01
    2015-04-02 2015-04-30 2015-05-01 2015-05-10
 /]);

 print $dt->dt_startpoints('month');
 # prints: [0 3 6]

 print $dt->dt_startpoints('quarter');
 # prints: [0 3]

dt_endpoints

Extract index values corresponding to the last observations given a period specified by $unit

 my $end_idx = $p->dt_endpoints($unit);
 # $unit .. accepts same values as dt_align

Example:

 my $dt = PDL::DateTime->new_from_datetime([qw/
    2015-03-24 2015-03-25 2015-03-28 2015-04-01
    2015-04-02 2015-04-30 2015-05-01 2015-05-10
 /]);

 print $dt->dt_endpoints('month');
 # prints: [2 5 7]

 print $dt->dt_endpoints('quarter');
 # prints: [2 7]

dt_slices

Combines "dt_startpoints" and "dt_endpoints" and returns 2D piddle like this:

 my $dt = PDL::DateTime->new_from_datetime([qw/
    2015-03-24 2015-03-25 2015-03-28 2015-04-01
    2015-04-02 2015-04-30 2015-05-01 2015-05-10
 /]);

 print $dt->dt_slices('month');
 # [
 #  [0 2]    ... start index == 0, end index == 2
 #  [3 5]    ... start index == 3, end index == 5
 #  [6 7]    ... start index == 6, end index == 7
 # ]

 print $dt->dt_slices('quarter');
 # [
 #  [0 2]
 #  [3 7]
 # ]

The piddle returned by this function can be passed to apply_slice.

dt_nperiods

Calculate the number of periods specified by $unit in a given time series. The resulting value is approximate, derived from counting the endpoints.

 $dt->dt_nperiods($unit)
 # $unit .. 'year', 'quarter', 'month', 'week', 'day', 'hour',
 #          'minute', 'second', 'millisecond', 'microsecond'

is_increasing

  print $dt->is_increasing ? "is increasing" : "no";
  #or
  print $dt->is_increasing(1) ? "is strictly increasing" : "no";

is_decreasing

  print $dt->is_decreasing ? "is decreasing" : "no";
  #or
  print $dt->is_decreasing(1) ? "is strictly decreasing" : "no";

is_uniq

  print $dt->is_uniq ? "all items are uniq" : "no";

is_regular

  print $dt->is_regular ? "all periods between items are the same" : "no";

SEE ALSO

PDL

LICENSE

This program is free software; you can redistribute it and/or modify it under the same terms as Perl itself.

COPYRIGHT

2015+ KMX <kmx@cpan.org>