{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Décalage Temporel\n",
    "\n",
    "Parfois, vous pouvez avoir besoin de déplacer toutes vos données vers le haut ou vers le bas le long de l'index des séries temporelles, en fait, beaucoup de méthodes intégrées pandas le font. Ce n'est pas quelque chose que nous ferons souvent dans le cours, mais c'est très bon à connaître !"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "\n",
    "import matplotlib.pyplot as plt\n",
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = pd.read_csv('time_data/walmart_stock.csv',index_col='Date')\n",
    "df.index = pd.to_datetime(df.index)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close    Volume  Adj Close\n",
       "Date                                                                       \n",
       "2012-01-03  59.970001  61.060001  59.869999  60.330002  12668800  52.619235\n",
       "2012-01-04  60.209999  60.349998  59.470001  59.709999   9593300  52.078475\n",
       "2012-01-05  59.349998  59.619999  58.369999  59.419998  12768200  51.825539\n",
       "2012-01-06  59.419998  59.450001  58.869999  59.000000   8069400  51.459220\n",
       "2012-01-09  59.029999  59.549999  58.919998  59.180000   6679300  51.616215"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2012-01-03</th>\n      <td>59.970001</td>\n      <td>61.060001</td>\n      <td>59.869999</td>\n      <td>60.330002</td>\n      <td>12668800</td>\n      <td>52.619235</td>\n    </tr>\n    <tr>\n      <th>2012-01-04</th>\n      <td>60.209999</td>\n      <td>60.349998</td>\n      <td>59.470001</td>\n      <td>59.709999</td>\n      <td>9593300</td>\n      <td>52.078475</td>\n    </tr>\n    <tr>\n      <th>2012-01-05</th>\n      <td>59.349998</td>\n      <td>59.619999</td>\n      <td>58.369999</td>\n      <td>59.419998</td>\n      <td>12768200</td>\n      <td>51.825539</td>\n    </tr>\n    <tr>\n      <th>2012-01-06</th>\n      <td>59.419998</td>\n      <td>59.450001</td>\n      <td>58.869999</td>\n      <td>59.000000</td>\n      <td>8069400</td>\n      <td>51.459220</td>\n    </tr>\n    <tr>\n      <th>2012-01-09</th>\n      <td>59.029999</td>\n      <td>59.549999</td>\n      <td>58.919998</td>\n      <td>59.180000</td>\n      <td>6679300</td>\n      <td>51.616215</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 3
    }
   ],
   "source": [
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close   Volume  Adj Close\n",
       "Date                                                                      \n",
       "2016-12-23  69.430000  69.750000  69.360001  69.540001  4803900  69.032411\n",
       "2016-12-27  69.300003  69.820000  69.250000  69.699997  4435700  69.191240\n",
       "2016-12-28  69.940002  70.000000  69.260002  69.309998  4875700  68.804087\n",
       "2016-12-29  69.209999  69.519997  69.120003  69.260002  4298400  68.754456\n",
       "2016-12-30  69.120003  69.430000  68.830002  69.120003  6889500  68.615479"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2016-12-23</th>\n      <td>69.430000</td>\n      <td>69.750000</td>\n      <td>69.360001</td>\n      <td>69.540001</td>\n      <td>4803900</td>\n      <td>69.032411</td>\n    </tr>\n    <tr>\n      <th>2016-12-27</th>\n      <td>69.300003</td>\n      <td>69.820000</td>\n      <td>69.250000</td>\n      <td>69.699997</td>\n      <td>4435700</td>\n      <td>69.191240</td>\n    </tr>\n    <tr>\n      <th>2016-12-28</th>\n      <td>69.940002</td>\n      <td>70.000000</td>\n      <td>69.260002</td>\n      <td>69.309998</td>\n      <td>4875700</td>\n      <td>68.804087</td>\n    </tr>\n    <tr>\n      <th>2016-12-29</th>\n      <td>69.209999</td>\n      <td>69.519997</td>\n      <td>69.120003</td>\n      <td>69.260002</td>\n      <td>4298400</td>\n      <td>68.754456</td>\n    </tr>\n    <tr>\n      <th>2016-12-30</th>\n      <td>69.120003</td>\n      <td>69.430000</td>\n      <td>68.830002</td>\n      <td>69.120003</td>\n      <td>6889500</td>\n      <td>68.615479</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 4
    }
   ],
   "source": [
    "df.tail()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## .shift() - décalage en avance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close      Volume  Adj Close\n",
       "Date                                                                         \n",
       "2012-01-03        NaN        NaN        NaN        NaN         NaN        NaN\n",
       "2012-01-04  59.970001  61.060001  59.869999  60.330002  12668800.0  52.619235\n",
       "2012-01-05  60.209999  60.349998  59.470001  59.709999   9593300.0  52.078475\n",
       "2012-01-06  59.349998  59.619999  58.369999  59.419998  12768200.0  51.825539\n",
       "2012-01-09  59.419998  59.450001  58.869999  59.000000   8069400.0  51.459220"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2012-01-03</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>2012-01-04</th>\n      <td>59.970001</td>\n      <td>61.060001</td>\n      <td>59.869999</td>\n      <td>60.330002</td>\n      <td>12668800.0</td>\n      <td>52.619235</td>\n    </tr>\n    <tr>\n      <th>2012-01-05</th>\n      <td>60.209999</td>\n      <td>60.349998</td>\n      <td>59.470001</td>\n      <td>59.709999</td>\n      <td>9593300.0</td>\n      <td>52.078475</td>\n    </tr>\n    <tr>\n      <th>2012-01-06</th>\n      <td>59.349998</td>\n      <td>59.619999</td>\n      <td>58.369999</td>\n      <td>59.419998</td>\n      <td>12768200.0</td>\n      <td>51.825539</td>\n    </tr>\n    <tr>\n      <th>2012-01-09</th>\n      <td>59.419998</td>\n      <td>59.450001</td>\n      <td>58.869999</td>\n      <td>59.000000</td>\n      <td>8069400.0</td>\n      <td>51.459220</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 5
    }
   ],
   "source": [
    "df.shift(1).head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close      Volume  Adj Close\n",
       "Date                                                                         \n",
       "2016-12-23  71.239998  71.239998  69.209999  69.589996  12106800.0  69.082042\n",
       "2016-12-27  69.430000  69.750000  69.360001  69.540001   4803900.0  69.032411\n",
       "2016-12-28  69.300003  69.820000  69.250000  69.699997   4435700.0  69.191240\n",
       "2016-12-29  69.940002  70.000000  69.260002  69.309998   4875700.0  68.804087\n",
       "2016-12-30  69.209999  69.519997  69.120003  69.260002   4298400.0  68.754456"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2016-12-23</th>\n      <td>71.239998</td>\n      <td>71.239998</td>\n      <td>69.209999</td>\n      <td>69.589996</td>\n      <td>12106800.0</td>\n      <td>69.082042</td>\n    </tr>\n    <tr>\n      <th>2016-12-27</th>\n      <td>69.430000</td>\n      <td>69.750000</td>\n      <td>69.360001</td>\n      <td>69.540001</td>\n      <td>4803900.0</td>\n      <td>69.032411</td>\n    </tr>\n    <tr>\n      <th>2016-12-28</th>\n      <td>69.300003</td>\n      <td>69.820000</td>\n      <td>69.250000</td>\n      <td>69.699997</td>\n      <td>4435700.0</td>\n      <td>69.191240</td>\n    </tr>\n    <tr>\n      <th>2016-12-29</th>\n      <td>69.940002</td>\n      <td>70.000000</td>\n      <td>69.260002</td>\n      <td>69.309998</td>\n      <td>4875700.0</td>\n      <td>68.804087</td>\n    </tr>\n    <tr>\n      <th>2016-12-30</th>\n      <td>69.209999</td>\n      <td>69.519997</td>\n      <td>69.120003</td>\n      <td>69.260002</td>\n      <td>4298400.0</td>\n      <td>68.754456</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 6
    }
   ],
   "source": [
    "# You will lose that last piece of data that no longer has an index!\n",
    "df.shift(1).tail()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## shift() - décalage en arrière"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close      Volume  Adj Close\n",
       "Date                                                                         \n",
       "2012-01-03  60.209999  60.349998  59.470001  59.709999   9593300.0  52.078475\n",
       "2012-01-04  59.349998  59.619999  58.369999  59.419998  12768200.0  51.825539\n",
       "2012-01-05  59.419998  59.450001  58.869999  59.000000   8069400.0  51.459220\n",
       "2012-01-06  59.029999  59.549999  58.919998  59.180000   6679300.0  51.616215\n",
       "2012-01-09  59.430000  59.709999  58.980000  59.040001   6907300.0  51.494109"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2012-01-03</th>\n      <td>60.209999</td>\n      <td>60.349998</td>\n      <td>59.470001</td>\n      <td>59.709999</td>\n      <td>9593300.0</td>\n      <td>52.078475</td>\n    </tr>\n    <tr>\n      <th>2012-01-04</th>\n      <td>59.349998</td>\n      <td>59.619999</td>\n      <td>58.369999</td>\n      <td>59.419998</td>\n      <td>12768200.0</td>\n      <td>51.825539</td>\n    </tr>\n    <tr>\n      <th>2012-01-05</th>\n      <td>59.419998</td>\n      <td>59.450001</td>\n      <td>58.869999</td>\n      <td>59.000000</td>\n      <td>8069400.0</td>\n      <td>51.459220</td>\n    </tr>\n    <tr>\n      <th>2012-01-06</th>\n      <td>59.029999</td>\n      <td>59.549999</td>\n      <td>58.919998</td>\n      <td>59.180000</td>\n      <td>6679300.0</td>\n      <td>51.616215</td>\n    </tr>\n    <tr>\n      <th>2012-01-09</th>\n      <td>59.430000</td>\n      <td>59.709999</td>\n      <td>58.980000</td>\n      <td>59.040001</td>\n      <td>6907300.0</td>\n      <td>51.494109</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 7
    }
   ],
   "source": [
    "df.shift(-1).head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close     Volume  Adj Close\n",
       "Date                                                                        \n",
       "2016-12-23  69.300003  69.820000  69.250000  69.699997  4435700.0  69.191240\n",
       "2016-12-27  69.940002  70.000000  69.260002  69.309998  4875700.0  68.804087\n",
       "2016-12-28  69.209999  69.519997  69.120003  69.260002  4298400.0  68.754456\n",
       "2016-12-29  69.120003  69.430000  68.830002  69.120003  6889500.0  68.615479\n",
       "2016-12-30        NaN        NaN        NaN        NaN        NaN        NaN"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2016-12-23</th>\n      <td>69.300003</td>\n      <td>69.820000</td>\n      <td>69.250000</td>\n      <td>69.699997</td>\n      <td>4435700.0</td>\n      <td>69.191240</td>\n    </tr>\n    <tr>\n      <th>2016-12-27</th>\n      <td>69.940002</td>\n      <td>70.000000</td>\n      <td>69.260002</td>\n      <td>69.309998</td>\n      <td>4875700.0</td>\n      <td>68.804087</td>\n    </tr>\n    <tr>\n      <th>2016-12-28</th>\n      <td>69.209999</td>\n      <td>69.519997</td>\n      <td>69.120003</td>\n      <td>69.260002</td>\n      <td>4298400.0</td>\n      <td>68.754456</td>\n    </tr>\n    <tr>\n      <th>2016-12-29</th>\n      <td>69.120003</td>\n      <td>69.430000</td>\n      <td>68.830002</td>\n      <td>69.120003</td>\n      <td>6889500.0</td>\n      <td>68.615479</td>\n    </tr>\n    <tr>\n      <th>2016-12-30</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 8
    }
   ],
   "source": [
    "df.shift(-1).tail()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Décalage basé sur le Code Time String\n",
    "### Utilisation de tshift()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "output_type": "execute_result",
     "data": {
      "text/plain": [
       "                 Open       High        Low      Close    Volume  Adj Close\n",
       "Date                                                                       \n",
       "2012-01-31  59.970001  61.060001  59.869999  60.330002  12668800  52.619235\n",
       "2012-01-31  60.209999  60.349998  59.470001  59.709999   9593300  52.078475\n",
       "2012-01-31  59.349998  59.619999  58.369999  59.419998  12768200  51.825539\n",
       "2012-01-31  59.419998  59.450001  58.869999  59.000000   8069400  51.459220\n",
       "2012-01-31  59.029999  59.549999  58.919998  59.180000   6679300  51.616215"
      ],
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Open</th>\n      <th>High</th>\n      <th>Low</th>\n      <th>Close</th>\n      <th>Volume</th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2012-01-31</th>\n      <td>59.970001</td>\n      <td>61.060001</td>\n      <td>59.869999</td>\n      <td>60.330002</td>\n      <td>12668800</td>\n      <td>52.619235</td>\n    </tr>\n    <tr>\n      <th>2012-01-31</th>\n      <td>60.209999</td>\n      <td>60.349998</td>\n      <td>59.470001</td>\n      <td>59.709999</td>\n      <td>9593300</td>\n      <td>52.078475</td>\n    </tr>\n    <tr>\n      <th>2012-01-31</th>\n      <td>59.349998</td>\n      <td>59.619999</td>\n      <td>58.369999</td>\n      <td>59.419998</td>\n      <td>12768200</td>\n      <td>51.825539</td>\n    </tr>\n    <tr>\n      <th>2012-01-31</th>\n      <td>59.419998</td>\n      <td>59.450001</td>\n      <td>58.869999</td>\n      <td>59.000000</td>\n      <td>8069400</td>\n      <td>51.459220</td>\n    </tr>\n    <tr>\n      <th>2012-01-31</th>\n      <td>59.029999</td>\n      <td>59.549999</td>\n      <td>58.919998</td>\n      <td>59.180000</td>\n      <td>6679300</td>\n      <td>51.616215</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
     },
     "metadata": {},
     "execution_count": 9
    }
   ],
   "source": [
    "# Avancer tout d'un mois\n",
    "df.tshift(periods=1,freq='M').head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "C'est tout pour maintenant!"
   ]
  }
 ],
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