bmsapp/data_util.py

@@ -95,7 +95,119 @@ def histogram_from_series(pandas_series):
     # to 4 significant figures
     return list(zip(avg_bins, cts))
 
-def resample_timeseries(pandas_dataframe, averaging_hours, use_rolling_averaging=False, drop_na=True):
+def resample_timeseries(pandas_dataframe, averaging_hours, use_rolling_averaging=False, drop_na=True, interp_method='pad'):
+    '''
+    Returns a new pandas dataframe that is resampled at the specified "averaging_hours"
+    interval.  If the 'averaging_hours' parameter is fractional, the averaging time 
+    period is truncated to the lesser minute.
+    If 'drop_na' is True, rows with any NaN values are dropped.
+    
+    For some reason the pandas resampling sometimes fails if the datetime index is timezone aware...
+    '''
+
+    interval_lookup = {
+        0.5: {'rule':'30min', 'loffset': '15min'}, 
+        1: {'rule': '1H', 'loffset': '30min'},
+        2: {'rule': '2H', 'loffset': '1H'},
+        4: {'rule': '4H', 'loffset': '2H'},
+        8: {'rule': '8H', 'loffset': '4H'},
+        24: {'rule': '1D', 'loffset': '12H'},
+        168: {'rule': '1W', 'loffset': '108H'},
+        720: {'rule': '1M', 'loffset': '16D'},
+        8760: {'rule': 'AS', 'loffset': '6M'}
+        }
+    params = interval_lookup.get(averaging_hours, {'rule':str(int(averaging_hours * 60)) + 'min', 'loffset':str(int(averaging_hours * 30)) + 'min'})
+
+    if not use_rolling_averaging:
+        # apply averaging weighted by duration
+        dfResampled = weighted_resample_timeseries(pandas_dataframe,params['rule'],params['loffset'],interp_method)
+
+    else:
+        # apply rolling averaging
+        dfResampled = pandas_dataframe.sort_index().rolling(str(int(averaging_hours * 60)) + 'min').mean()
+        dfResampled = dfResampled[pandas_dataframe.index.min() + pd.tseries.frequencies.to_offset(params['rule']):]
+    
+        # offset the index label to the center of each period
+        dfResampled.index = dfResampled.index - pd.tseries.frequencies.to_offset(params['loffset'])
+
+    if drop_na:
+        dfResampled = dfResampled.dropna()    
+
+    return dfResampled
+
+def weighted_resample_timeseries(pandas_dataframe, averaging, offset, interp_method='pad'):
+    '''
+    Returns a new pandas dataframe that is resampled at the specified
+    interval. 
+    '''
+
+    # discard duplicate values in the index
+    pandas_dataframe = pandas_dataframe[~pandas_dataframe.index.duplicated()]
+
+    # insert new rows representing the breaks for each averaging period
+    window_breaks = pandas_dataframe.resample(averaging, label='left').asfreq().shift(freq=pd.tseries.frequencies.to_offset('-1N'))
+    window_breaks[:] = np.nan
+
+    # calculate the average number of hours in the resampling periods
+    averaging_hours = (window_breaks.index.to_series().diff() / pd.Timedelta(1,'hour')).mean()
+    interp_limit = int(24 / averaging_hours) + 1 # limit interpolation to 24 hours or 1 averaging period
+
+    # also create breaks that are shifted 1 day forward
+    window_breaks_shifted = window_breaks.shift(freq='1D')
+    window_breaks_shifted = window_breaks_shifted[window_breaks_shifted.index < pandas_dataframe.index.max()]
+    window_breaks = window_breaks.append(window_breaks_shifted[~window_breaks_shifted.index.isin(window_breaks.index)])
+
+    df = pandas_dataframe.append(window_breaks[~window_breaks.index.isin(pandas_dataframe.index)]).sort_index()
+
+    # interpolate values
+    df = df.interpolate(method=interp_method,limit=interp_limit)
+
+    # calculate the 'duration' weights for each row and for each time period (based on difference from previous timestamp)
+    value_duration = (df.index.to_series() - df.index.to_series().shift(1)) / pd.Timedelta(1,'hour')
+    value_duration = value_duration.clip(lower=None,upper=24) # maximum weight = 24 hours
+
+    # shift the dataframe index to place values at the end of each peiod
+    df = df.shift(1)
+
+    # multiply values by weights
+    df = df.multiply(value_duration,axis='index')
+    df['value_duration_weight'] = value_duration
+
+    # discard the last datapoint (because the weight is unknown)
+    df = df[:-1]
+
+    # resample and calculate the weighted average for each time period
+    dfResampled = df.resample(rule=averaging, closed='right', label='left').sum()
+    dfResampled = dfResampled[pandas_dataframe.columns].div(dfResampled['value_duration_weight'],axis='index')
+    
+    if offset:
+        # offset the index label to the center of each period
+        dfResampled.index = dfResampled.index + pd.tseries.frequencies.to_offset(offset)
+
+    return dfResampled
+
+def decimate_timeseries(df,bin_count=1000,col=None):
+    '''
+    Decimates a dataframe to limit the maximum number of datapoints for plotting
+    
+    '''
+    if len(df) > bin_count * 2:
+        if col == None:
+            # default to using the first column
+            col = df.columns[0]
+
+        # bin the index values
+        bins = df.groupby(pd.cut(df.index,bins=bin_count,labels=np.arange(0,bin_count)).astype(int))
+
+        # keep the max and min value in each bin
+        maximums = df.loc[bins[col].idxmax()]
+        minimums = df.loc[bins[col].idxmin()]
+
+        return pd.concat([maximums,minimums]).drop_duplicates().sort_index()
+    else:
+        return df
+
+def old_resample_timeseries(pandas_dataframe, averaging_hours, use_rolling_averaging=False, drop_na=True):
     '''
     Returns a new pandas dataframe that is resampled at the specified "averaging_hours"
     interval.  If the 'averaging_hours' parameter is fractional, the averaging time 
@@ -123,10 +235,11 @@ def resample_timeseries(pandas_dataframe, averaging_hours, use_rolling_averaging
     else:
         # resample to consistent interval
         original_interval = pandas_dataframe.index.to_series().diff().quantile(.05)
-        new_df = pandas_dataframe.resample(rule=original_interval).median()
+        new_df = pandas_dataframe.resample(rule=original_interval).median().ffill(limit=1)
 
         # apply the rolling averaging
-        new_df = new_df.rolling(int(pd.Timedelta(hours=averaging_hours) / original_interval),center=True,min_periods=1).mean()
+        window_size = int(pd.Timedelta(hours=averaging_hours) / original_interval)
+        new_df = new_df.rolling(window_size,center=True,min_periods=int(window_size * 0.75) + 1).mean()
 
         # downsample the result if there are more than 1000 values
         if len(new_df) > 1000:

bmsapp/reports/timeseries.py

@@ -36,8 +36,6 @@ class TimeSeries(basechart.BaseChart):
             averaging_hours = 0
             use_rolling_averaging = False
 
-
-
         # determine the start time for selecting records and loop through the selected
         # records to get the needed dataset
         st_ts, end_ts = self.get_ts_range()
@@ -58,7 +56,15 @@ class TimeSeries(basechart.BaseChart):
             if not df.empty:
                 # perform average (if requested)
                 if averaging_hours:
-                    df = bmsapp.data_util.resample_timeseries(df,averaging_hours,use_rolling_averaging)
+                    if sensor.unit.measure_type == 'state':
+                        # if the sensor has defined states
+                        interp_method = 'pad'
+                    else:
+                        interp_method = 'linear'
+                    df = bmsapp.data_util.resample_timeseries(df,averaging_hours,use_rolling_averaging,interp_method=interp_method)
+
+                # limit the number of points to plot
+                df = bmsapp.data_util.decimate_timeseries(df, bin_count=1000,col='val')
 
                 # create lists for plotly
                 if np.absolute(df.val.values).max() < 10000:
@@ -81,7 +87,9 @@ class TimeSeries(basechart.BaseChart):
 
             # if the sensor has defined states, make the series a Step type series.
             if sensor.unit.measure_type == 'state':
-                series_opt['line']['shape'] = 'hv'
+                if not averaging_hours:
+                    series_opt['line']['shape'] = 'hv'
+
             series.append( series_opt )
 
         # Set the basic chart options

bmsapp/views_api_v2.py

@@ -9,6 +9,8 @@ from dateutil.parser import parse
 from django.views.decorators.csrf import csrf_exempt
 
 from bmsapp import models
+from bmsapp.data_util import weighted_resample_timeseries
+
 from bmsapp.readingdb import bmsdata
 from bmsapp.views_api_v1 import (
     fail_payload, 
@@ -156,7 +158,7 @@ def sensor_readings(request):
 
         # if averaging is requested, do it!
         if averaging and len(df) > 0:
-            df = df.resample(rule = averaging, loffset = label_offset, label = 'left').mean().dropna(how='all')
+            df = weighted_resample_timeseries(df,averaging,label_offset).dropna(how='all')
 
         # make a dictionary that is formatted with orientation 'split', which is the most
         # compact form to send the DataFrame