BUG: support/test of PeriodIndex in HDFStore

[zoof]

Works for 'fixed'
buggy for 'table'

need explicit test for both

This may be a MultiIndex issue.

In [7]: weeklyPrices.head()
Out[7]: 
                                   price  
week                  id                                                   
2013-07-28/2013-08-03 0002189585   15.26  
2013-08-04/2013-08-10 0002189585   15.25  
2013-08-11/2013-08-17 0002189585   15.25  
2013-08-18/2013-08-24 0002189585   14.83 
2013-09-01/2013-09-07 0002189585   14.83  

In [8]: pd.read_hdf('weeklyPrices.h5','weeklyPrices').head()
Out[8]: 
                  price  
week id                                                                 
2274 0002189585   15.26  
2275 0002189585   15.25  
2276 0002189585   15.25  
2277 0002189585   14.83  
2279 0002189585   14.83  

[jreback]

this is not implemented ATM. should raise NotImplementedError until it is. care to do a PR? (and implement if so desired). just a matter of reconverting the index)

actually, can you show a complete example: create the frame, write it, and read back

also pd.show_versions() (this DOES work with mi in >= 0.14.1 IIRC)

[jreback]

ok, this works for fixed format but not table

In [2]: df = DataFrame(np.random.randn(5,1),index=period_range('20130101',freq='M',periods=5))

In [3]: df
Out[3]: 
                0
2013-01  1.631650
2013-02  0.163391
2013-03  1.141329
2013-04 -1.821027
2013-05 -0.996801

In [4]: df.index
Out[4]: 
<class 'pandas.tseries.period.PeriodIndex'>
[2013-01, ..., 2013-05]
Length: 5, Freq: M

In [6]: df.to_hdf('test.hdf','df',mode='w')

In [7]: pd.read_hdf('test.hdf','df')
Out[7]: 
                0
2013-01  1.631650
2013-02  0.163391
2013-03  1.141329
2013-04 -1.821027
2013-05 -0.996801

In [8]: df.to_hdf('test.hdf','df',mode='w',format='table')

In [9]: pd.read_hdf('test.hdf','df')
Out[9]: 
            0
516  1.631650
517  0.163391
518  1.141329
519 -1.821027
520 -0.996801

[zoof]

I did not use the format argument so presumably it was fixed format so this feature was not yet implemented in 0.14.0. I haven't upgraded to 0.14.1 as #7746 appears to be problematic for me.

In [26]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.8.final.0
python-bits: 64
OS: Linux
OS-release: 3.12.24-1-MANJARO
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.14.0
nose: 1.3.3
Cython: 0.20.2
numpy: 1.8.1
scipy: 0.14.0
statsmodels: 0.5.0
IPython: 2.1.0
sphinx: None
patsy: 0.2.1
scikits.timeseries: None
dateutil: 2.2
pytz: 2014.4
bottleneck: 0.8.0
tables: 3.1.1
numexpr: 2.4
matplotlib: 1.3.1
openpyxl: 1.8.6
xlrd: None
xlwt: None
xlsxwriter: None
lxml: 3.3.5
bs4: 4.3.2
html5lib: 0.999
bq: None
apiclient: None
rpy2: None
sqlalchemy: None
pymysql: None
psycopg2: None

[jreback]

ok #7746 is broken in 0.14.0 (for a different reason). You know that you can use timestamps rather than Periods and this will all work.

[zoof]

My problem is that I am converting daily data to weekly data and I want freq='W-SAT' but the builtin functionality of DatetimeIndex complains about the inferred frequency not conforming to my chosen frequency.

[jreback]

can you show an example?

[zoof]

Sure:

In [33]: pd.DatetimeIndex(['2013-01-05','2013-01-13','2013-01-20'],freq='W-SAT')
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-33-e05feb09416f> in <module>()
----> 1 pd.DatetimeIndex(['2013-01-05','2013-01-13','2013-01-20'],freq='W-SAT')

/usr/lib/python2.7/site-packages/pandas/tseries/index.py in __new__(cls, data, freq, start, end, periods, copy, name, tz, verify_integrity, normalize, closed, **kwds)
    304                     if not np.array_equal(subarr.asi8, on_freq.asi8):
    305                         raise ValueError('Inferred frequency {0} from passed dates does not'
--> 306                                          'conform to passed frequency {1}'.format(inferred, freq.freqstr))
    307 
    308         if freq_infer:

ValueError: Inferred frequency None from passed dates does notconform to passed frequency W-SAT

[jreback]

your example is NOT the right frequency, in fact its 8 days, then 7 days between (the periods). Not sure what is possible with that

In [5]: date_range('20130105',freq='W-SAT',periods=3)
Out[5]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2013-01-05, ..., 2013-01-19]
Length: 3, Freq: W-SAT, Timezone: None

In [7]: date_range('20130105',freq='W-SAT',periods=3).tolist()
Out[7]: 
[Timestamp('2013-01-05 00:00:00', offset='W-SAT'),
 Timestamp('2013-01-12 00:00:00', offset='W-SAT'),
 Timestamp('2013-01-19 00:00:00', offset='W-SAT')]