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ceic.py
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#!/usr/bin/env python3
"""CEIC Data China Premium Database."""
from functools import lru_cache
from io import StringIO
import logging
from os.path import commonprefix, exists, dirname, join
import pickle
import pandas as pd
import pint
import xarray as xr
__all__ = [
'import_ceic',
'load_ceic',
]
CACHE_FORMAT = 'pkl' # Either 'pkl' or 'nc'
DATA_DIR = join(dirname(__file__), 'ceic')
VERBOSE = False
# Used by import_ceic and lookup_gbcode
META = {}
log = logging.getLogger(__name__)
class VariableImportError(Exception):
"""Something went wrong importing a variable."""
pass
def import_ceic(filename=None, input_dir=DATA_DIR, output_dir=DATA_DIR,
cache=True):
"""Import CEIC Data.
Returns an xarray.Dataset containing data imported from
*input_dir*/*filename*.tsv, in TSV format, containing the metadata columns:
- name
- country
- frequency
- unit
- source
- status
- series
- code
- function
- info
- first obs
- last obs
- updated
…plus any number of data columns with names parseable as dates.
The data import is controlled by *input_dir*/*filename*.yaml, in YAML
format, containing:
- name_map: A mapping from city names in the input data, to official names
found in the gb2260 database.
- variables: A mapping from short names to tuples matching part or all of
the input data in the 'name' column.
If *debug* is True (default: False), verbose debugging information is
logged to the 'ceic' logger and also written to *output_dir*/ceic.log.
"""
from glob import glob
from tqdm import tqdm
# Read options from file
_read_metadata(input_dir)
# List of pd.DataFrames
dfs = []
# Read data from each CSV file in input_dir
log.info('Read data')
csv_rename = {
'': 'Name',
'Unnamed: 0': 'Name',
'Series ID': 'Series Code', # as of 2018-03
}
for fn in glob(join(input_dir, '*.csv')):
log.debug(' from %s', fn)
# Read the CSV file, drop empty rows and columns, and remove exact
# duplicate rows
tmp = pd.read_csv(fn).dropna(axis=[0, 1], how='all') \
.drop_duplicates() \
.rename(columns=csv_rename)
log.debug(' %d series', len(tmp))
dfs.append(tmp)
# Concatenate to a single pd.DataFrame
data = pd.concat(dfs)
# Rename columns to lower case
data.columns = data.columns.to_series().str.lower()
# NB to debug, subset the data here like:
# l = ['MWD', 'NUN']
# data = data[data['series code'].str.match('.*CHA(%s)' % '|'.join(l))]
# or:
# i, stride = 0, 10000
# data = data[i*stride:(i+1)*stride]
# Drop rows that are entirely duplicated (e.g. exported in more than one
# CSV file)
dedupe_cols = set(data.columns) - {'first obs. date', 'last obs. date',
'last update time'}
data.drop_duplicates(dedupe_cols, inplace=True)
# Count non-zero values
data_cols = pd.to_datetime(data.columns, errors='coerce').notnull()
N = data.loc[:, data_cols].notnull().sum().sum()
log.info(' total %d series, %d non-zero values', len(data), N)
log.info('Transform metadata columns')
# Strip a preceding 'CN: ' from the name column, convert to list, and
# remove any empty parts caused by '… : : …'
data['name'] = (data['name'].str.lstrip('CN:')
.str.lstrip()
.str.split(': ')
.apply(lambda n: list(filter(len, n))))
# Convert the series code column ('1234 (ABCD)') and split into separate
# columns
sc_regex = '(?P<series_code_numeric>\d+) \((?P<series_code_alpha>\w+)\)'
sc_rename = {
'series_code_numeric': 'series code numeric',
'series_code_alpha': 'series code alpha',
}
data = pd.concat([
data,
data['series code'].str.extract(sc_regex, expand=True),
], axis=1).rename(columns=sc_rename)
# Processing cannot continue if the series code alpha contains nulls
nulls = data['series code alpha'].isnull()
if nulls.any():
print(data[nulls])
assert False
# Frequency to lower case
data['frequency'] = data['frequency'].str.lower()
# Convert types
for s in ('first', 'last'):
col = '%s obs. date' % s
data[col] = pd.to_datetime(data[col], errors='coerce')
# Parse units
data['unit'] = (data['unit'].str.lower()
.str.replace(' ', '_')
.str.replace('%', 'percent')
.apply(_parse_unit))
# Make the alpha series code the index
data.set_index('series code alpha', drop=False, inplace=True)
data.sort_index(inplace=True)
log.info('Preprocess rules from file:')
for rule in META['preprocess']:
log.info(' %s', rule)
# Transform the rule into Python expressions
predicate = eval('lambda row: %s' % rule['predicate'])
env = {}
exec('def transform(row):\n %s\n return row' % rule['transform'], env)
# Apply the rule
mask = data.apply(predicate, axis=1)
data[mask] = data[mask].apply(env['transform'], axis=1)
# Add columns 'name group', 'region', 'gbcode', 'level'
META['progressbar'] = tqdm(total=len(data), desc='Compute indexes')
data = pd.concat([data, data.apply(_match_gbcode, axis=1)], axis=1)
META['progressbar'].close()
# commented: for debugging only, see below
# log.debug('Name part searches 1: %r', _search_kwargs_debug1)
# log.debug('Name part searches 2: %r', _search_kwargs_debug2)
# regional detail → list of xr.DataArray
das = {level: [] for level in (0, 1, 2, 3)}
# Masks for columns in the data
data_cols = pd.to_datetime(data.columns, errors='coerce').notnull()
value_cols = data_cols | (data.columns == 'level')
names = {}
def save_name(row, attrs, name):
"""Record variable information to be saved to a log file."""
names[row['series code alpha']] = [
name,
row['gbcode'],
row['level'],
attrs['name'],
row['name']
]
for key, df in tqdm(data.groupby(['name group', 'frequency']),
desc='Group into variables'):
name_group, _ = key
# Accumulate messages to log on error
message = [
'Variable: %s' % ': '.join(name_group),
'%s series' % len(df),
]
try:
# Index on GB codes
try:
df.set_index('gbcode', drop=False, inplace=True,
verify_integrity=True)
except ValueError:
# Handle duplicate series
df = _deduplicate(df)
df.set_index('gbcode', drop=False, inplace=True)
try:
df = _normalize_units(df, data_cols)
except TypeError as e:
# Series w/ incompatible units grouped together under *key*
message.append(str(e))
message.append(str(df[['unit', 'series code alpha']]))
raise VariableImportError
# Construct metadata
attrs, name = _make_attrs(df, name_group)
df.apply(save_name, axis=1, args=(attrs, name))
except VariableImportError as e:
log.debug('\n '.join(message + list(e.args)))
df.apply(save_name, axis=1, args=(dict(name='Skipped!'), '--'))
continue
# Select values and set indexes
values = df.iloc[:, value_cols]
values.columns = values.columns.astype(pd.Period)
values.columns.name = 'period'
values.index.name = 'gbcode'
# Group to national, provincial, etc. levels
for level, level_df in values.groupby('level'):
# Convert to an xarray object
if level < 1:
level_df = level_df.iloc[0, :]
das[level].append(xr.DataArray(level_df, attrs=attrs, name=name))
# Done grouping
names = pd.DataFrame(names).T
names.columns = ['variable', 'gbcode', 'level', 'var_desc', 'orig_name']
names.index.name = 'series'
with open(join(output_dir, 'names.tsv'), 'w') as f:
names.to_csv(f, sep='\t')
# For each level of aggregation, merge the xr.DataArrays into one
# xr.Dataset and cache it
dss = {}
count = dict(variables=0, values=0)
for level, arrays in das.items():
log.info('At administrative level %d:', level)
if len(arrays) == 0:
log.info(' no variables.')
continue
ds = xr.merge(arrays).dropna(dim='period', how='all')
log.info(' %d variables', len(ds.variables))
# log.debug('Resulting xarray.Dataset:\n%s', ds) # *extremely* verbose
# Count variables and non-null values
count['variables'] += len(ds.variables)
notnull = ds.notnull().sum()
values = sum([notnull[x] for x in notnull.variables])
count['values'] += values
log.info(' %d non-null values', values)
# log.debug(notnull) # *extremely* verbose
if not cache:
log.info(' skip output to cache.')
continue
ds = _serialize_units(ds)
out_fn = join(output_dir, 'ceic-{}.{}'.format(level, CACHE_FORMAT))
log.info(' write to %s', out_fn)
if CACHE_FORMAT == 'nc':
ds.to_netcdf(out_fn)
elif CACHE_FORMAT == 'pkl':
pickle.dump(ds, open(out_fn, 'wb'))
log.info(' …done.')
dss[level] = ds
log.info('Imported %d variables, %d values (%.2f%% of input)',
count['variables'], count['values'], 100 * count['values'] / N)
return dss
def load_ceic(input_dir=DATA_DIR, units=False):
"""Load CEIC Data.
Data is returned as an xarray.Dataset.
If cached data exists in *input_dir*/ceic-[0123].nc, it is read and
returned. Otherwise, the data is imported by calling import_ceic(), with
*debug* as an argument.
"""
# Names of cached files
filenames = [join(input_dir, 'ceic-{}.{}'.format(level, CACHE_FORMAT))
for level in (0, 1, 2, 3)]
if not all(map(exists, filenames)):
import_ceic(input_dir=input_dir, output_dir=input_dir)
data = dict() # of xr.Dataset
for level, filename in enumerate(filenames):
log.debug('Read from %s…', filename)
if CACHE_FORMAT == 'nc':
ds = xr.open_dataset(filename)
elif CACHE_FORMAT == 'pkl':
ds = pickle.load(open(filename, 'rb'))
log.debug(' unserialize units')
if level == 0:
_load_units(ds.attrs['units'])
_unserialize_units(ds)
log.debug(' …done.')
data[level] = ds
if units:
return data, META['ureg']
else:
return data
def load_ceic_units():
"""Return units to be passed to pint.UnitRegistry.load_definitions."""
_read_metadata(DATA_DIR)
return StringIO(META['units'])
def select(data, names, **kwargs):
"""Select only *names* from *data*
Returns an xarray.Dataset containing the variables *names*. *data* is a
dict of {level: xr.Dataset}, such as returned by load_ceic(). Optional
*kwargs* are used to further subset the data.
Data at the national level is assigned 'gbcode' 0.
"""
# TODO merge metadata in Dataset- and variable-level attrs
# - can use logic like in _make_attrs()
# Process arguments
if isinstance(names, str):
names = [names]
to_combine = []
for level in sorted(data.keys()):
# Select only the variable of interest
level_vars = list(filter(lambda v: v in data[level].data_vars, names))
ds = data[level][level_vars]
# Add the 'gbcode' dimension to data at the national level
# https://github.com/pydata/xarray/issues/170
if level == 0:
ds = xr.concat([ds], dim=pd.Index([0], name='gbcode'))
to_combine.append(ds)
return xr.auto_combine(to_combine, concat_dim='gbcode').sel(**kwargs)
def _deduplicate(df):
"""Handle duplicates in *df*, returning a deduplicated pd.DataFrame."""
# Reset the index to unique integers
df.reset_index(drop=True, inplace=True)
drop = set()
for gbcode, dupe_df in df.groupby('gbcode'):
if len(dupe_df) == 1:
continue
# Find columns with distinct values
unique_columns = []
for column in dupe_df.dropna(how='all', axis=1).columns:
try:
if len(dupe_df[column].unique()) > 1:
unique_columns.append(column)
except TypeError:
# Column containing an unhashable type like 'list'
continue
# If only one row has all these columns filled, and others contain one
# or more NaNs, keep that row
subset = dupe_df.loc[:, unique_columns]
dropna = subset.dropna()
if len(dropna) == 1:
drop |= set(subset.index) - set(dropna.index)
continue
# If rows were updated at different times, keep the most recent
if 'last update time' in unique_columns:
drop |= set(dupe_df.sort_values('last update time',
ascending=False)[1:].index)
continue
# At this point, haven't been able to deduplicate for this gbcode
raise VariableImportError(('Skip (unresolved duplicate):\n gbcode = '
'%d\n %s') %
(gbcode,
'|'.join(dupe_df['series code alpha'])))
return df.drop(drop)
def _get_name(name):
i = META['prefixes'][name]
META['prefixes'][name] += 1
return '%s_%d' % (name, i) if i else name
def _load_units(defs):
"""Set up a pint.UnitRegsitry from the string unit *defs*."""
global META
# Load units
META['ureg'] = pint.UnitRegistry()
META['ureg'].load_definitions(StringIO(defs))
# Clear cache
_parse_unit.cache_clear()
def _make_attrs(df, key):
"""Construct attributes for a xr.DataArray from *df* and *key*."""
attrs = {
'name': ': '.join(key),
'source': ', '.join(df['source'].unique()),
'first obs': str(df['first obs. date'].min()),
'last obs': str(df['last obs. date'].max()),
'updated': df['last update time'].max(),
'series codes': ' '.join(df['series code alpha']),
}
attrs['unit'] = df['unit'].iloc[0].to_base_units()
# It's an error to have non-unique values for any of these
for a in ['country', 'frequency', 'status']:
unique_value = df[a].unique()
if len(unique_value) == 1:
attrs[a] = unique_value[0]
else:
raise VariableImportError('Skip (multiple values for %s): %s'
% (a, unique_value))
# Get the alias for this variable
name = META['rename variables'].get(key, None)
if name is None:
# No alias.
codes = list(df['series code alpha'])
# Use _get_name to construct a name
name = _get_name(commonprefix(codes))
return attrs, name
# For disambiguating
_search_kwargs = (
('name_en', dict()),
('name_pinyin', dict(partial=True)),
('name_en', dict(partial=True)),
)
_match_cache = {}
_nonmatch = set()
# For 26481 series Without caching: With caching:
# _search_kwargs_debug1 = [0, 0, 0] # [77551 52170 30765] [11536 11474 6406]
# _search_kwargs_debug2 = [0, 0, 0] # [21405 15342 3909] [ 18 16 0]
def _match_gbcode(row):
"""Identify the Chinese administrative region for *row*.
Returns a pd.Series with the keys:
- gbcode
- level
- name group
- region
"""
import gb2260
def _recurse(name, root=False):
"""Recursive method for matching *name*."""
part = META['rename regions'].get(name[-1], name[-1])
if part in _nonmatch:
return {
'name group': tuple(name),
'gbcode': 0,
'level': 0,
'region': [],
}
info = None
gbcode = 0
level = 0
# First step: try to look up the last part of *name*
ambiguous = False
for key, kwargs in _search_kwargs:
kwargs = kwargs.copy()
# NB for debugging, loop on enumerate(_search_kwargs) and update
# _search_kwargs_debug1
kwargs[key] = part
try:
div = gb2260.divisions.search(**kwargs)
except gb2260.AmbiguousRegionError:
# At least one match for *part*, but impossible to know
# which one
ambiguous = True
break
except:
# Not ambiguous
continue
else:
gbcode, level = div.code, div.level
break
if not gbcode and not ambiguous:
# Not a region name → the remaining parts of *name* are the
# variable group. Return here.
_nonmatch.add(part)
return {
'name group': tuple(name),
'gbcode': 0,
'level': 0,
'region': [],
}
# Either *part* was matched, or it was ambiguous. Recursively match
# the next part(s) of *name*
info = _recurse(name[:-1])
# info now contains all information about the leftwards parts of
# *name*, including any parent regions. Append this region's name
info['region'].append(part)
if ambiguous or (info['gbcode'] > 0 and
not gb2260.within(gbcode, info['gbcode'])):
# encountered AmbiguousRegionError on first try, above. Try to
# disambiguate now
for key, kwargs in _search_kwargs:
kwargs = kwargs.copy()
# NB for debugging, loop on enumerate(_search_kwargs) and
# update _search_kwargs_debug2
kwargs[key] = part
if info['gbcode'] > 0:
# Parent information was returned with a gbcode; that must
# be the parent of *part*
kwargs['within'] = info['gbcode']
if info['gbcode'] not in (110000, 120000, 310000, 500000):
kwargs['level'] = info['level'] + 1
else:
kwargs['level'] = 'highest'
try:
div = gb2260.divisions.search(**kwargs)
except:
continue
else:
gbcode, level = div.code, div.level
break
# Serious problem if we haven't found anything by this point
if not gbcode:
msg = ("Couldn't match '%s' in %s under parent %d" %
(part, row['name'], info['gbcode']))
raise ValueError(msg)
# Overwrite the gbcode and level from the recursion (if any) with the
# values determined at this level
info['gbcode'] = gbcode
info['level'] = level
# Back up to the previous level
return info
# Main match algorithm
result = None
should_cache = True
# Lookup the last 3, 2 and then 1 part of the name
for parts in map(lambda i: row['name'][-i:], (3, 2, 1)):
key = ':'.join(parts)
# In the cache
try:
result = _match_cache[key]
result['name group'] = tuple(row['name'][:-len(parts)])
should_cache = False
break
except KeyError:
pass
# In the missing regions table of the configuration file
try:
gbcode = META['missing regions'][key]
result = {
'gbcode': gbcode,
'level': gb2260.level(gbcode) if gbcode else 0,
'region': key,
'name group': tuple(row['name'][:-len(key)]),
}
break
except KeyError:
pass
if not result:
# Kick off the recursion
result = _recurse(row['name'], root=True)
# Convert region to tuple
result['region'] = tuple(result['region'])
# Cache the result
if should_cache and result['gbcode'] > 0:
cache_val = {k: result[k] for k in ('gbcode', 'level', 'region')}
_match_cache[':'.join(result['region'])] = cache_val
# Rename according to metadata
result['rename'] = META['rename variables'].get(
result['name group'], row['series code alpha'])
META['progressbar'].update(1)
return pd.Series(result)
def _normalize_units(df, data_cols):
"""Return a version of *df* with the same units in all rows."""
common = df['unit'].min()
def _check_and_norm(u):
factor = (u / common).to_base_units()
assert factor.unitless
return factor.magnitude
factor = df['unit'].apply(_check_and_norm)
if (factor.unique() == [1.]).all():
return df
else:
log.debug(' Normalizing units for %s series to %s',
(factor != 1).sum(), common)
log.debug(' By factors: %s', factor.unique())
result = df.copy() # avoid a SettingWithCopyWarning
result.iloc[:, data_cols] = df.iloc[:, data_cols].mul(factor, axis=0)
# Can't simply assign here; see
# https://github.com/hgrecco/pint/issues/401
for label in df.index:
result.at[label, 'unit'] = common
return result
@lru_cache()
def _parse_unit(text):
"""Convert *text* into a pint.Quantity."""
return META['ureg'](text)
def _read_metadata(input_dir):
"""Read metadata.yaml"""
from collections import defaultdict
import yaml
global META
options_fn = join(input_dir, 'metadata.yaml')
log.debug('Read metadata from %s', options_fn)
with open(options_fn) as f:
META.update(yaml.load(f))
META['prefixes'] = defaultdict(int)
# Load units
_load_units(META['units'])
# Invert this mapping
META['rename variables'] = {tuple(v): k for k, v in
META['rename variables'].items()}
def _serialize_units(ds):
def serialize(da):
da.attrs['unit'] = str(da.attrs['unit'])
return da
ds = ds.apply(serialize, keep_attrs=True)
ds.attrs['units'] = META['units']
return ds
def _unserialize_units(ds):
def unserialize(da):
da.attrs['unit'] = _parse_unit(da.attrs['unit'])
return da
return ds.apply(unserialize, keep_attrs=True)
if __name__ == '__main__':
import click
try:
from _util import click_nowrap
click_nowrap() # Prettier help output from click
except ImportError: # User hasn't downloaded _util.py
pass
@click.group(help=__doc__)
@click.option('--verbose', is_flag=True, help='Give verbose output')
def cli(verbose):
global VERBOSE
VERBOSE = verbose
# Configure logging
logging.getLogger().setLevel(logging.NOTSET)
handler = logging.StreamHandler()
handler.setLevel(logging.DEBUG if verbose else logging.INFO)
log.addHandler(handler)
@cli.command(name='import')
@click.option('--no-cache', 'no_cache', is_flag=True,
help="don't cache imported data")
def import_command(no_cache, output_dir=DATA_DIR):
"""Import data from CSV and update the cache."""
from datetime import datetime
# Also log to file
log_fn = join(output_dir, 'import.log')
handler = logging.FileHandler(log_fn, mode='w')
log.addHandler(handler)
log.debug(datetime.now().isoformat())
import_ceic(output_dir=output_dir, cache=not no_cache)
@cli.command()
@click.argument('names', nargs=-1)
def dump(names):
"""Print NAMES from the cache to stdout."""
import pager
# Load data
print('Loading...')
data = load_ceic()
# Write the data to a buffer
print('Buffering...')
buf = StringIO()
select(data, names).to_dataframe().dropna(how='all').to_string(buf)
# Replay the buffer page by page
buf.seek(0)
pager.page(buf)
print('')
cli()