364 lines
8.7 KiB
Python
364 lines
8.7 KiB
Python
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from datetime import datetime, timedelta
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import numpy as np
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import pytest
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import pandas.util._test_decorators as td
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from pandas import DataFrame, Series, bdate_range, notna
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@pytest.fixture(params=[True, False])
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def raw(request):
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"""raw keyword argument for rolling.apply"""
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return request.param
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@pytest.fixture(
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params=[
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"triang",
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"blackman",
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"hamming",
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"bartlett",
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"bohman",
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"blackmanharris",
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"nuttall",
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"barthann",
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]
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)
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def win_types(request):
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return request.param
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@pytest.fixture(params=["kaiser", "gaussian", "general_gaussian", "exponential"])
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def win_types_special(request):
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return request.param
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@pytest.fixture(
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params=[
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"sum",
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"mean",
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"median",
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"max",
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"min",
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"var",
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"std",
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"kurt",
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"skew",
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"count",
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]
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)
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def arithmetic_win_operators(request):
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return request.param
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@pytest.fixture(params=["right", "left", "both", "neither"])
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def closed(request):
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return request.param
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@pytest.fixture(params=[True, False])
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def center(request):
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return request.param
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@pytest.fixture(params=[None, 1])
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def min_periods(request):
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return request.param
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@pytest.fixture(params=[True, False])
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def parallel(request):
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"""parallel keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def nogil(request):
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"""nogil keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def nopython(request):
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"""nopython keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def adjust(request):
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"""adjust keyword argument for ewm"""
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return request.param
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@pytest.fixture(params=[True, False])
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def ignore_na(request):
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"""ignore_na keyword argument for ewm"""
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return request.param
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@pytest.fixture(
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params=[
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pytest.param("numba", marks=td.skip_if_no("numba", "0.46.0")),
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"cython",
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]
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)
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def engine(request):
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"""engine keyword argument for rolling.apply"""
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return request.param
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@pytest.fixture(
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params=[
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pytest.param(("numba", True), marks=td.skip_if_no("numba", "0.46.0")),
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("cython", True),
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("cython", False),
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]
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)
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def engine_and_raw(request):
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"""engine and raw keyword arguments for rolling.apply"""
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return request.param
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# create the data only once as we are not setting it
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def _create_consistency_data():
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def create_series():
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return [
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Series(dtype=object),
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Series([np.nan]),
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Series([np.nan, np.nan]),
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Series([3.0]),
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Series([np.nan, 3.0]),
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Series([3.0, np.nan]),
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Series([1.0, 3.0]),
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Series([2.0, 2.0]),
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Series([3.0, 1.0]),
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Series(
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[5.0, 5.0, 5.0, 5.0, np.nan, np.nan, np.nan, 5.0, 5.0, np.nan, np.nan]
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),
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Series(
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[
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np.nan,
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5.0,
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5.0,
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5.0,
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np.nan,
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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]
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),
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Series(
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[
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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]
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),
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Series(
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[
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np.nan,
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3.0,
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np.nan,
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3.0,
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4.0,
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5.0,
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6.0,
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np.nan,
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np.nan,
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7.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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np.nan,
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5.0,
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np.nan,
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2.0,
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4.0,
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0.0,
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9.0,
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np.nan,
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np.nan,
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3.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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2.0,
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3.0,
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np.nan,
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3.0,
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4.0,
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5.0,
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6.0,
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np.nan,
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np.nan,
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7.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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2.0,
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5.0,
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np.nan,
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2.0,
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4.0,
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0.0,
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9.0,
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np.nan,
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np.nan,
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3.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(range(10)),
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Series(range(20, 0, -2)),
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]
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def create_dataframes():
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return [
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DataFrame(),
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DataFrame(columns=["a"]),
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DataFrame(columns=["a", "a"]),
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DataFrame(columns=["a", "b"]),
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DataFrame(np.arange(10).reshape((5, 2))),
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DataFrame(np.arange(25).reshape((5, 5))),
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DataFrame(np.arange(25).reshape((5, 5)), columns=["a", "b", 99, "d", "d"]),
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] + [DataFrame(s) for s in create_series()]
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def is_constant(x):
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values = x.values.ravel("K")
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return len(set(values[notna(values)])) == 1
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def no_nans(x):
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return x.notna().all().all()
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# data is a tuple(object, is_constant, no_nans)
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data = create_series() + create_dataframes()
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return [(x, is_constant(x), no_nans(x)) for x in data]
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@pytest.fixture(params=_create_consistency_data())
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def consistency_data(request):
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"""Create consistency data"""
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return request.param
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@pytest.fixture
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def frame():
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"""Make mocked frame as fixture."""
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return DataFrame(
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np.random.randn(100, 10),
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index=bdate_range(datetime(2009, 1, 1), periods=100),
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columns=np.arange(10),
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)
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@pytest.fixture
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def series():
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"""Make mocked series as fixture."""
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arr = np.random.randn(100)
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locs = np.arange(20, 40)
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arr[locs] = np.NaN
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series = Series(arr, index=bdate_range(datetime(2009, 1, 1), periods=100))
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return series
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@pytest.fixture(params=["1 day", timedelta(days=1)])
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def halflife_with_times(request):
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"""Halflife argument for EWM when times is specified."""
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return request.param
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@pytest.fixture(
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params=[
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"object",
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"category",
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"int8",
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"int16",
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"int32",
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"int64",
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"uint8",
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"uint16",
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"uint32",
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"uint64",
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"float16",
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"float32",
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"float64",
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"m8[ns]",
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"M8[ns]",
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pytest.param(
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"datetime64[ns, UTC]",
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marks=pytest.mark.skip(
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"direct creation of extension dtype datetime64[ns, UTC] "
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"is not supported ATM"
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),
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),
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]
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)
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def dtypes(request):
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"""Dtypes for window tests"""
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return request.param
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@pytest.fixture(
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params=[
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 1]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", "C"]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1.0, 0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0.0, 1]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", 1]),
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DataFrame([[2.0, 4.0], [1.0, 2.0], [5.0, 2.0], [8.0, 1.0]], columns=[1, 0.0]),
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DataFrame([[2, 4.0], [1, 2.0], [5, 2.0], [8, 1.0]], columns=[0, 1.0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1.0]], columns=[1.0, "X"]),
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]
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)
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def pairwise_frames(request):
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"""Pairwise frames test_pairwise"""
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return request.param
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@pytest.fixture
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def pairwise_target_frame():
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"""Pairwise target frame for test_pairwise"""
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return DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0, 1])
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@pytest.fixture
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def pairwise_other_frame():
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"""Pairwise other frame for test_pairwise"""
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return DataFrame(
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[[None, 1, 1], [None, 1, 2], [None, 3, 2], [None, 8, 1]],
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columns=["Y", "Z", "X"],
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)
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