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correction to get time interpolation correct #39886

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correction to get time interpolation correct #39886

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5b3b9e3
correction to get time interpolation correct
Feb 18, 2021
cf6989c
test if TimeSeries interpolation is correct
Feb 19, 2021
9405e58
PEP 8 corrections
Feb 19, 2021
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7 changes: 7 additions & 0 deletions pandas/core/resample.py
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Original file line number Diff line number Diff line change
Expand Up @@ -86,6 +86,8 @@
Tick,
)

from pandas.core.reshape.concat import concat
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your imports are in the wrong order and causing failed checks.

run > isort pandas


_shared_docs_kwargs: Dict[str, str] = {}


Expand Down Expand Up @@ -859,6 +861,11 @@ def interpolate(
Interpolate values according to different methods.
"""
result = self._upsample("asfreq")
if isinstance(result.index, DatetimeIndex):
obj = self._selected_obj
tmp = concat([obj, result]).sort_index().interpolate(method='time')
tmp = tmp[result.index]
result[...] = tmp[~tmp.index.duplicated(keep='first')]
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you are not following standard code guideines, e.g. use " instead of '.

run > black pandas this will automatically fix these issues for you.

return result.interpolate(
method=method,
axis=axis,
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11 changes: 11 additions & 0 deletions pandas/tests/resample/test_datetime_index.py
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Expand Up @@ -1816,3 +1816,14 @@ def test_resample_aggregate_functions_min_count(func):
index=DatetimeIndex(["2020-03-31"], dtype="datetime64[ns]", freq="Q-DEC"),
)
tm.assert_series_equal(result, expected)


def timeseries_interpolation():
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this will not run as a test. pytest will run all files of the form test_*.py or *_test.py

rename this test_timeseries_interpolation

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I think I have done 90 % of the job, now I let maintainers finishing it. It should take them minutes while it would take my hours to polish the PR.

This bug has been reported 3 years ago and nobody from Pandas tried anything while a solution was proposed in the bug report. Now, 3 years after, I have done a PR. I know it is not perfect but it must be very close to what it should be. I hope it will not take 3 more years.

@attack68 It is not against you. I don't want to become a maintainers but just to help at my level.

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@attack68 or any one else: feel free to for from my work and to finish the PR.

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@oricou the main thing you need to do at this point is rename this function as @attack68 suggested.

I think I have done 90 % of the job

there are 58k lines of code in pandas/core/ and 220k in pandas/tests/. proper testing is important.

dates1 = date_range('2016-08-28', periods=4, freq='21H')
ts1 = Series([21 * i for i in range(4)], dates1, dtype=float)
nb_periods = (21 * 4) // 15
dates2 = date_range('2016-08-28', periods=nb_periods, freq='15H')
expect = Series([15 * i for i in range(nb_periods)], dates2, dtype=float)

result = ts1.resample('15H').interpolate(method='time')
tm.assert_series_equal(result, expect)