Skip to content

Fix future_frame() failure for single observations #142

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
ezraporter wants to merge 2 commits into
base: master
Choose a base branch
from
Open

Fix future_frame() failure for single observations #142

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
9f5c00e
handle length 1 `idx`
ezraporter Mar 3, 2023
5cf77ea
add tests
ezraporter Mar 3, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
51 changes: 37 additions & 14 deletions R/get-tk_get_timeseries.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -141,22 +141,22 @@ tk_get_timeseries_summary <- function(idx) {

#' @export
tk_get_timeseries_summary.POSIXt <- function(idx) {
get_timeseries_summary_date(idx)
get_timeseries_summary_date(idx, type = "POSIXt")
}

#' @export
tk_get_timeseries_summary.Date <- function(idx) {
get_timeseries_summary_date(idx)
get_timeseries_summary_date(idx, type = "Date")
}

#' @export
tk_get_timeseries_summary.yearmon <- function(idx) {
get_timeseries_summary_date(idx)
get_timeseries_summary_date(idx, type = "yearmon")
}

#' @export
tk_get_timeseries_summary.yearqtr <- function(idx) {
get_timeseries_summary_date(idx)
get_timeseries_summary_date(idx, type = "yearqtr")
}

#' @export
Expand All @@ -169,7 +169,7 @@ tk_get_timeseries_summary.default <- function(idx) {
stop(paste0("No method for class ", class(idx)[[1]], "."))
}

get_timeseries_summary_date <- function(idx) {
get_timeseries_summary_date <- function(idx, type = NULL) {



Expand All @@ -183,15 +183,38 @@ get_timeseries_summary_date <- function(idx) {
) %>%
purrr::map_df(~ .x)

suppressWarnings(idx_periodicity <- xts::periodicity(idx))

idx_period_summary <- tibble::tibble(
start = idx_periodicity$start,
end = idx_periodicity$end,
units = idx_periodicity$units,
scale = idx_periodicity$label
# label = idx_periodicity$label
)
if (length(idx) == 1) {
units <- switch(
type,
"POSIXt" = "secs",
"Date" = "days",
"yearmon" = "days",
"yearqtr" = "days"
)
scale <- switch(
type,
"POSIXt" = "second",
"Date" = "day",
"yearmon" = "month",
"yearqtr" = "quarter"
)
idx_period_summary <- tibble::tibble(
start = idx,
end = idx,
units = units,
scale = scale
)
} else {
suppressWarnings(idx_periodicity <- xts::periodicity(idx))

idx_period_summary <- tibble::tibble(
start = idx_periodicity$start,
end = idx_periodicity$end,
units = idx_periodicity$units,
scale = idx_periodicity$label
# label = idx_periodicity$label
)
}

idx_nobs_summary <- tibble::tibble(
n.obs = length(idx)
Expand Down
84 changes: 65 additions & 19 deletions R/make-tk_make_timeseries_future.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -165,6 +165,13 @@ tk_make_future_timeseries.POSIXt <- function(idx, length_out, inspect_weekdays =
tzone <- lubridate::tz(idx)
lubridate::tz(idx) <- "UTC"

# If idx is length 1 explicitly pass frequency
if (length(idx) == 1) {
frequency <- 1
} else {
frequency <- NULL
}

# Handle Date formatted as date-time
if (idx_summary$scale %in% c("day", "week", "month", "quarter", "year")) {
idx <- lubridate::as_date(idx)
Expand All @@ -175,7 +182,8 @@ tk_make_future_timeseries.POSIXt <- function(idx, length_out, inspect_weekdays =
inspect_months = inspect_months,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
n_future = n_future,
frequency = frequency
)

} else {
Expand All @@ -184,7 +192,8 @@ tk_make_future_timeseries.POSIXt <- function(idx, length_out, inspect_weekdays =
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
n_future = n_future,
frequency = frequency
)
}

Expand Down Expand Up @@ -216,6 +225,13 @@ tk_make_future_timeseries.Date <- function(idx, length_out, inspect_weekdays = F

idx_summary <- tk_get_timeseries_summary(idx)

# If idx is length 1 explicitly pass frequency
if (length(idx) == 1) {
frequency <- 86400
} else {
frequency <- NULL
}

if (idx_summary$scale == "day" && (inspect_weekdays || inspect_months)) {

# print("day + inspect_weekdays or inspect_months")
Expand All @@ -224,13 +240,13 @@ tk_make_future_timeseries.Date <- function(idx, length_out, inspect_weekdays = F
tryCatch({

date_seq <- predict_future_timeseries_daily(
idx = idx,
length_out = length_out,
inspect_weekdays = inspect_weekdays,
inspect_months = inspect_months,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
idx = idx,
length_out = length_out,
inspect_weekdays = inspect_weekdays,
inspect_months = inspect_months,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
)

}, error = function(e) {
Expand All @@ -241,7 +257,8 @@ tk_make_future_timeseries.Date <- function(idx, length_out, inspect_weekdays = F
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
n_future = n_future,
frequency = frequency
)

})
Expand All @@ -256,7 +273,8 @@ tk_make_future_timeseries.Date <- function(idx, length_out, inspect_weekdays = F
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
n_future = n_future,
frequency = frequency
)

} else if (idx_summary$scale == "week") {
Expand All @@ -269,7 +287,8 @@ tk_make_future_timeseries.Date <- function(idx, length_out, inspect_weekdays = F
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future
n_future = n_future,
frequency = frequency
)

} else if (idx_summary$scale == "month") {
Expand Down Expand Up @@ -378,13 +397,20 @@ tk_make_future_timeseries.yearmon <- function(idx, length_out, inspect_weekdays
rlang::abort("Argument `length_out` is missing with no default")
}

# If idx is length 1 explicitly pass frequency
if (length(idx) == 1) {
frequency <- 1/12
} else {
frequency <- NULL
}

ret <- make_sequential_timeseries_regular_freq(
idx = idx,
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future)
n_future = n_future,
frequency = frequency)

return(ret)
}
Expand All @@ -408,12 +434,20 @@ tk_make_future_timeseries.yearqtr <- function(idx, length_out, inspect_weekdays
rlang::abort("Argument `length_out` is missing with no default")
}

# If idx is length 1 explicitly pass frequency
if (length(idx) == 1) {
frequency <- 1/4
} else {
frequency <- NULL
}

ret <- make_sequential_timeseries_regular_freq(
idx = idx,
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future)
n_future = n_future,
frequency = frequency)

return(ret)
}
Expand All @@ -436,12 +470,20 @@ tk_make_future_timeseries.numeric <- function(idx, length_out, inspect_weekdays
rlang::abort("Argument `length_out` is missing with no default")
}

# If idx is length 1 explicitly pass frequency
if (length(idx) == 1) {
frequency <- 1
} else {
frequency <- NULL
}

ret <- make_sequential_timeseries_regular_freq(
idx = idx,
length_out = length_out,
skip_values = skip_values,
insert_values = insert_values,
n_future = n_future)
n_future = n_future,
frequency = frequency)

return(ret)
}
Expand Down Expand Up @@ -572,7 +614,7 @@ predict_future_timeseries_daily <- function(idx, length_out, inspect_weekdays, i
return(ret)
}

make_sequential_timeseries_irregular_freq <- function(idx, length_out, skip_values, insert_values, n_future) {
make_sequential_timeseries_irregular_freq <- function(idx, length_out, skip_values, insert_values, n_future, frequency = NULL) {

# n_future will be TRUE/FALSE (and length_out = n_future)
# - If TRUE, returns the old n_future behavior of number of observations being potentially fewer than n_future
Expand Down Expand Up @@ -605,7 +647,9 @@ make_sequential_timeseries_irregular_freq <- function(idx, length_out, skip_valu

# Create date sequence based on index.num and median frequency
last_numeric_date <- dplyr::last(idx_signature$index.num)
frequency <- idx_summary$diff.median
if (is.null(frequency)) {
frequency <- idx_summary$diff.median
}
next_numeric_date <- last_numeric_date + frequency

if (is.null(n_future)) n_future <- FALSE
Expand Down Expand Up @@ -661,7 +705,7 @@ make_sequential_timeseries_irregular_freq <- function(idx, length_out, skip_valu
}


make_sequential_timeseries_regular_freq <- function(idx, length_out, skip_values, insert_values, n_future) {
make_sequential_timeseries_regular_freq <- function(idx, length_out, skip_values, insert_values, n_future, frequency = NULL) {

# n_future will be TRUE/FALSE (and length_out = n_future)
# - If TRUE, returns the old n_future behavior of number of observations being potentially fewer than n_future
Expand Down Expand Up @@ -697,7 +741,9 @@ make_sequential_timeseries_regular_freq <- function(idx, length_out, skip_values

# Create date sequence based on index.num and median frequency
last_numeric_date <- dplyr::last(idx_numeric)
frequency <- median_diff
if (is.null(frequency)) {
frequency <- median_diff
}
next_numeric_date <- last_numeric_date + frequency

# print(list(
Expand Down
20 changes: 20 additions & 0 deletions tests/testthat/test-tk_make_timeseries_future.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -411,3 +411,23 @@ test_that("tk_make_future_timeseries(): End of Month", {

})

test_that("tk_make_future_timeseries() handles length 1 inputs", {

idx_qtr <- zoo::as.yearqtr("2023-01")
expect_qtr <- zoo::as.yearqtr("2023-02")
expect_equal(tk_make_future_timeseries(idx_qtr, 1), expect_qtr)

idx_posixt <- as.POSIXct("2023-01-01 00:00:00")
expect_posixt <- as.POSIXct("2023-01-01 00:00:01")
expect_equal(tk_make_future_timeseries(idx_posixt, 1), expect_posixt)

idx_yearmon <- zoo::as.yearmon("2023-01")
expect_yearmon <- zoo::as.yearmon("2023-02")
expect_equal(tk_make_future_timeseries(idx_yearmon, 1), expect_yearmon)

idx_date <- as.Date("2023-01-01")
expect_date <- as.Date("2023-01-02")
expect_equal(tk_make_future_timeseries(idx_date, 1), expect_date)

})