def generate_cutoffs()

in python/prophet/diagnostics.py [0:0]

• 22 lines of code
• 6 McCabe index (conditional complexity)

def generate_cutoffs(df, horizon, initial, period):
    """Generate cutoff dates

    Parameters
    ----------
    df: pd.DataFrame with historical data.
    horizon: pd.Timedelta forecast horizon.
    initial: pd.Timedelta window of the initial forecast period.
    period: pd.Timedelta simulated forecasts are done with this period.

    Returns
    -------
    list of pd.Timestamp
    """
    # Last cutoff is 'latest date in data - horizon' date
    cutoff = df['ds'].max() - horizon
    if cutoff < df['ds'].min():
        raise ValueError('Less data than horizon.')
    result = [cutoff]
    while result[-1] >= min(df['ds']) + initial:
        cutoff -= period
        # If data does not exist in data range (cutoff, cutoff + horizon]
        if not (((df['ds'] > cutoff) & (df['ds'] <= cutoff + horizon)).any()):
            # Next cutoff point is 'last date before cutoff in data - horizon'
            if cutoff > df['ds'].min():
                closest_date = df[df['ds'] <= cutoff].max()['ds']
                cutoff = closest_date - horizon
            # else no data left, leave cutoff as is, it will be dropped.
        result.append(cutoff)
    result = result[:-1]
    if len(result) == 0:
        raise ValueError(
            'Less data than horizon after initial window. '
            'Make horizon or initial shorter.'
        )
    logger.info('Making {} forecasts with cutoffs between {} and {}'.format(
        len(result), result[-1], result[0]
    ))
    return list(reversed(result))