Vectorized version of quarter binning

quarter_bin.py

"""
Vectorized version of quarter_bin() function.
"""

import numpy as np


def quarter_bin(dates):
    # print(Time(datetime(2014,1,31)).jyear)
    # Jan31 = np.modf(Time(datetime(2014,1,31)).jyear)[0]
    # Apr30 = np.modf(Time(datetime(2014,4,30)).jyear)[0]
    # Jul31 = np.modf(Time(datetime(2014,7,31)).jyear)[0]
    # Oct31 = np.modf(Time(datetime(2014,10,31)).jyear)[0]

    jan31 = 0.082135523613942496
    apr30 = 0.3258042436686992
    jul31 = 0.57768651608489563
    oct31 = 0.82956878850109206

    bounds = np.array([jan31, apr30, jul31, oct31])
    years = np.arange(1999, 2020).reshape(-1, 1)
    quarter_bounds = (years + bounds).ravel()

    indices = np.searchsorted(quarter_bounds, dates)
    return quarter_bounds[indices - 1]

dates = np.arange(2000.0, 2014.5, 0.1)
binned_dates = quarter_bin(dates)

print(np.vstack([dates, binned_dates]).transpose())