projektAI/venv/Lib/site-packages/pandas/tests/resample/test_resample_api.py
2021-06-06 22:13:05 +02:00

614 lines
18 KiB
Python

from datetime import datetime
import numpy as np
import pytest
import pandas as pd
from pandas import DataFrame, Series
import pandas._testing as tm
from pandas.core.indexes.datetimes import date_range
dti = date_range(start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq="Min")
test_series = Series(np.random.rand(len(dti)), dti)
_test_frame = DataFrame({"A": test_series, "B": test_series, "C": np.arange(len(dti))})
@pytest.fixture
def test_frame():
return _test_frame.copy()
def test_str():
r = test_series.resample("H")
assert (
"DatetimeIndexResampler [freq=<Hour>, axis=0, closed=left, "
"label=left, convention=start, origin=start_day]" in str(r)
)
r = test_series.resample("H", origin="2000-01-01")
assert (
"DatetimeIndexResampler [freq=<Hour>, axis=0, closed=left, "
"label=left, convention=start, origin=2000-01-01 00:00:00]" in str(r)
)
def test_api():
r = test_series.resample("H")
result = r.mean()
assert isinstance(result, Series)
assert len(result) == 217
r = test_series.to_frame().resample("H")
result = r.mean()
assert isinstance(result, DataFrame)
assert len(result) == 217
def test_groupby_resample_api():
# GH 12448
# .groupby(...).resample(...) hitting warnings
# when appropriate
df = DataFrame(
{
"date": pd.date_range(start="2016-01-01", periods=4, freq="W"),
"group": [1, 1, 2, 2],
"val": [5, 6, 7, 8],
}
).set_index("date")
# replication step
i = (
pd.date_range("2016-01-03", periods=8).tolist()
+ pd.date_range("2016-01-17", periods=8).tolist()
)
index = pd.MultiIndex.from_arrays([[1] * 8 + [2] * 8, i], names=["group", "date"])
expected = DataFrame({"val": [5] * 7 + [6] + [7] * 7 + [8]}, index=index)
result = df.groupby("group").apply(lambda x: x.resample("1D").ffill())[["val"]]
tm.assert_frame_equal(result, expected)
def test_groupby_resample_on_api():
# GH 15021
# .groupby(...).resample(on=...) results in an unexpected
# keyword warning.
df = DataFrame(
{
"key": ["A", "B"] * 5,
"dates": pd.date_range("2016-01-01", periods=10),
"values": np.random.randn(10),
}
)
expected = df.set_index("dates").groupby("key").resample("D").mean()
result = df.groupby("key").resample("D", on="dates").mean()
tm.assert_frame_equal(result, expected)
def test_pipe(test_frame):
# GH17905
# series
r = test_series.resample("H")
expected = r.max() - r.mean()
result = r.pipe(lambda x: x.max() - x.mean())
tm.assert_series_equal(result, expected)
# dataframe
r = test_frame.resample("H")
expected = r.max() - r.mean()
result = r.pipe(lambda x: x.max() - x.mean())
tm.assert_frame_equal(result, expected)
def test_getitem(test_frame):
r = test_frame.resample("H")
tm.assert_index_equal(r._selected_obj.columns, test_frame.columns)
r = test_frame.resample("H")["B"]
assert r._selected_obj.name == test_frame.columns[1]
# technically this is allowed
r = test_frame.resample("H")["A", "B"]
tm.assert_index_equal(r._selected_obj.columns, test_frame.columns[[0, 1]])
r = test_frame.resample("H")["A", "B"]
tm.assert_index_equal(r._selected_obj.columns, test_frame.columns[[0, 1]])
@pytest.mark.parametrize("key", [["D"], ["A", "D"]])
def test_select_bad_cols(key, test_frame):
g = test_frame.resample("H")
# 'A' should not be referenced as a bad column...
# will have to rethink regex if you change message!
msg = r"^\"Columns not found: 'D'\"$"
with pytest.raises(KeyError, match=msg):
g[key]
def test_attribute_access(test_frame):
r = test_frame.resample("H")
tm.assert_series_equal(r.A.sum(), r["A"].sum())
def test_api_compat_before_use():
# make sure that we are setting the binner
# on these attributes
for attr in ["groups", "ngroups", "indices"]:
rng = pd.date_range("1/1/2012", periods=100, freq="S")
ts = Series(np.arange(len(rng)), index=rng)
rs = ts.resample("30s")
# before use
getattr(rs, attr)
# after grouper is initialized is ok
rs.mean()
getattr(rs, attr)
def tests_skip_nuisance(test_frame):
df = test_frame
df["D"] = "foo"
r = df.resample("H")
result = r[["A", "B"]].sum()
expected = pd.concat([r.A.sum(), r.B.sum()], axis=1)
tm.assert_frame_equal(result, expected)
expected = r[["A", "B", "C"]].sum()
result = r.sum()
tm.assert_frame_equal(result, expected)
def test_downsample_but_actually_upsampling():
# this is reindex / asfreq
rng = pd.date_range("1/1/2012", periods=100, freq="S")
ts = Series(np.arange(len(rng), dtype="int64"), index=rng)
result = ts.resample("20s").asfreq()
expected = Series(
[0, 20, 40, 60, 80],
index=pd.date_range("2012-01-01 00:00:00", freq="20s", periods=5),
)
tm.assert_series_equal(result, expected)
def test_combined_up_downsampling_of_irregular():
# since we are really doing an operation like this
# ts2.resample('2s').mean().ffill()
# preserve these semantics
rng = pd.date_range("1/1/2012", periods=100, freq="S")
ts = Series(np.arange(len(rng)), index=rng)
ts2 = ts.iloc[[0, 1, 2, 3, 5, 7, 11, 15, 16, 25, 30]]
result = ts2.resample("2s").mean().ffill()
expected = Series(
[
0.5,
2.5,
5.0,
7.0,
7.0,
11.0,
11.0,
15.0,
16.0,
16.0,
16.0,
16.0,
25.0,
25.0,
25.0,
30.0,
],
index=pd.DatetimeIndex(
[
"2012-01-01 00:00:00",
"2012-01-01 00:00:02",
"2012-01-01 00:00:04",
"2012-01-01 00:00:06",
"2012-01-01 00:00:08",
"2012-01-01 00:00:10",
"2012-01-01 00:00:12",
"2012-01-01 00:00:14",
"2012-01-01 00:00:16",
"2012-01-01 00:00:18",
"2012-01-01 00:00:20",
"2012-01-01 00:00:22",
"2012-01-01 00:00:24",
"2012-01-01 00:00:26",
"2012-01-01 00:00:28",
"2012-01-01 00:00:30",
],
dtype="datetime64[ns]",
freq="2S",
),
)
tm.assert_series_equal(result, expected)
def test_transform():
r = test_series.resample("20min")
expected = test_series.groupby(pd.Grouper(freq="20min")).transform("mean")
result = r.transform("mean")
tm.assert_series_equal(result, expected)
def test_fillna():
# need to upsample here
rng = pd.date_range("1/1/2012", periods=10, freq="2S")
ts = Series(np.arange(len(rng), dtype="int64"), index=rng)
r = ts.resample("s")
expected = r.ffill()
result = r.fillna(method="ffill")
tm.assert_series_equal(result, expected)
expected = r.bfill()
result = r.fillna(method="bfill")
tm.assert_series_equal(result, expected)
msg = (
r"Invalid fill method\. Expecting pad \(ffill\), backfill "
r"\(bfill\) or nearest\. Got 0"
)
with pytest.raises(ValueError, match=msg):
r.fillna(0)
def test_apply_without_aggregation():
# both resample and groupby should work w/o aggregation
r = test_series.resample("20min")
g = test_series.groupby(pd.Grouper(freq="20min"))
for t in [g, r]:
result = t.apply(lambda x: x)
tm.assert_series_equal(result, test_series)
def test_agg_consistency():
# make sure that we are consistent across
# similar aggregations with and w/o selection list
df = DataFrame(
np.random.randn(1000, 3),
index=pd.date_range("1/1/2012", freq="S", periods=1000),
columns=["A", "B", "C"],
)
r = df.resample("3T")
msg = r"Column\(s\) \['r1', 'r2'\] do not exist"
with pytest.raises(pd.core.base.SpecificationError, match=msg):
r.agg({"r1": "mean", "r2": "sum"})
# TODO: once GH 14008 is fixed, move these tests into
# `Base` test class
def test_agg():
# test with all three Resampler apis and TimeGrouper
np.random.seed(1234)
index = date_range(datetime(2005, 1, 1), datetime(2005, 1, 10), freq="D")
index.name = "date"
df = DataFrame(np.random.rand(10, 2), columns=list("AB"), index=index)
df_col = df.reset_index()
df_mult = df_col.copy()
df_mult.index = pd.MultiIndex.from_arrays(
[range(10), df.index], names=["index", "date"]
)
r = df.resample("2D")
cases = [
r,
df_col.resample("2D", on="date"),
df_mult.resample("2D", level="date"),
df.groupby(pd.Grouper(freq="2D")),
]
a_mean = r["A"].mean()
a_std = r["A"].std()
a_sum = r["A"].sum()
b_mean = r["B"].mean()
b_std = r["B"].std()
b_sum = r["B"].sum()
expected = pd.concat([a_mean, a_std, b_mean, b_std], axis=1)
expected.columns = pd.MultiIndex.from_product([["A", "B"], ["mean", "std"]])
for t in cases:
result = t.aggregate([np.mean, np.std])
tm.assert_frame_equal(result, expected)
expected = pd.concat([a_mean, b_std], axis=1)
for t in cases:
result = t.aggregate({"A": np.mean, "B": np.std})
tm.assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_std], axis=1)
expected.columns = pd.MultiIndex.from_tuples([("A", "mean"), ("A", "std")])
for t in cases:
result = t.aggregate({"A": ["mean", "std"]})
tm.assert_frame_equal(result, expected)
expected = pd.concat([a_mean, a_sum], axis=1)
expected.columns = ["mean", "sum"]
for t in cases:
result = t["A"].aggregate(["mean", "sum"])
tm.assert_frame_equal(result, expected)
msg = "nested renamer is not supported"
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t.aggregate({"A": {"mean": "mean", "sum": "sum"}})
expected = pd.concat([a_mean, a_sum, b_mean, b_sum], axis=1)
expected.columns = pd.MultiIndex.from_tuples(
[("A", "mean"), ("A", "sum"), ("B", "mean2"), ("B", "sum2")]
)
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t.aggregate(
{
"A": {"mean": "mean", "sum": "sum"},
"B": {"mean2": "mean", "sum2": "sum"},
}
)
expected = pd.concat([a_mean, a_std, b_mean, b_std], axis=1)
expected.columns = pd.MultiIndex.from_tuples(
[("A", "mean"), ("A", "std"), ("B", "mean"), ("B", "std")]
)
for t in cases:
result = t.aggregate({"A": ["mean", "std"], "B": ["mean", "std"]})
tm.assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_sum, b_mean, b_sum], axis=1)
expected.columns = pd.MultiIndex.from_tuples(
[
("r1", "A", "mean"),
("r1", "A", "sum"),
("r2", "B", "mean"),
("r2", "B", "sum"),
]
)
def test_agg_misc():
# test with all three Resampler apis and TimeGrouper
np.random.seed(1234)
index = date_range(datetime(2005, 1, 1), datetime(2005, 1, 10), freq="D")
index.name = "date"
df = DataFrame(np.random.rand(10, 2), columns=list("AB"), index=index)
df_col = df.reset_index()
df_mult = df_col.copy()
df_mult.index = pd.MultiIndex.from_arrays(
[range(10), df.index], names=["index", "date"]
)
r = df.resample("2D")
cases = [
r,
df_col.resample("2D", on="date"),
df_mult.resample("2D", level="date"),
df.groupby(pd.Grouper(freq="2D")),
]
# passed lambda
for t in cases:
result = t.agg({"A": np.sum, "B": lambda x: np.std(x, ddof=1)})
rcustom = t["B"].apply(lambda x: np.std(x, ddof=1))
expected = pd.concat([r["A"].sum(), rcustom], axis=1)
tm.assert_frame_equal(result, expected, check_like=True)
# agg with renamers
expected = pd.concat(
[t["A"].sum(), t["B"].sum(), t["A"].mean(), t["B"].mean()], axis=1
)
expected.columns = pd.MultiIndex.from_tuples(
[("result1", "A"), ("result1", "B"), ("result2", "A"), ("result2", "B")]
)
msg = r"Column\(s\) \['result1', 'result2'\] do not exist"
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t[["A", "B"]].agg({"result1": np.sum, "result2": np.mean})
# agg with different hows
expected = pd.concat(
[t["A"].sum(), t["A"].std(), t["B"].mean(), t["B"].std()], axis=1
)
expected.columns = pd.MultiIndex.from_tuples(
[("A", "sum"), ("A", "std"), ("B", "mean"), ("B", "std")]
)
for t in cases:
result = t.agg({"A": ["sum", "std"], "B": ["mean", "std"]})
tm.assert_frame_equal(result, expected, check_like=True)
# equivalent of using a selection list / or not
for t in cases:
result = t[["A", "B"]].agg({"A": ["sum", "std"], "B": ["mean", "std"]})
tm.assert_frame_equal(result, expected, check_like=True)
msg = "nested renamer is not supported"
# series like aggs
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t["A"].agg({"A": ["sum", "std"]})
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t["A"].agg({"A": ["sum", "std"], "B": ["mean", "std"]})
# errors
# invalid names in the agg specification
msg = "\"Column 'B' does not exist!\""
for t in cases:
with pytest.raises(KeyError, match=msg):
t[["A"]].agg({"A": ["sum", "std"], "B": ["mean", "std"]})
def test_agg_nested_dicts():
np.random.seed(1234)
index = date_range(datetime(2005, 1, 1), datetime(2005, 1, 10), freq="D")
index.name = "date"
df = DataFrame(np.random.rand(10, 2), columns=list("AB"), index=index)
df_col = df.reset_index()
df_mult = df_col.copy()
df_mult.index = pd.MultiIndex.from_arrays(
[range(10), df.index], names=["index", "date"]
)
r = df.resample("2D")
cases = [
r,
df_col.resample("2D", on="date"),
df_mult.resample("2D", level="date"),
df.groupby(pd.Grouper(freq="2D")),
]
msg = "nested renamer is not supported"
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t.aggregate({"r1": {"A": ["mean", "sum"]}, "r2": {"B": ["mean", "sum"]}})
for t in cases:
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t[["A", "B"]].agg(
{"A": {"ra": ["mean", "std"]}, "B": {"rb": ["mean", "std"]}}
)
with pytest.raises(pd.core.base.SpecificationError, match=msg):
t.agg({"A": {"ra": ["mean", "std"]}, "B": {"rb": ["mean", "std"]}})
def test_try_aggregate_non_existing_column():
# GH 16766
data = [
{"dt": datetime(2017, 6, 1, 0), "x": 1.0, "y": 2.0},
{"dt": datetime(2017, 6, 1, 1), "x": 2.0, "y": 2.0},
{"dt": datetime(2017, 6, 1, 2), "x": 3.0, "y": 1.5},
]
df = DataFrame(data).set_index("dt")
# Error as we don't have 'z' column
msg = "\"Column 'z' does not exist!\""
with pytest.raises(KeyError, match=msg):
df.resample("30T").agg({"x": ["mean"], "y": ["median"], "z": ["sum"]})
def test_selection_api_validation():
# GH 13500
index = date_range(datetime(2005, 1, 1), datetime(2005, 1, 10), freq="D")
rng = np.arange(len(index), dtype=np.int64)
df = DataFrame(
{"date": index, "a": rng},
index=pd.MultiIndex.from_arrays([rng, index], names=["v", "d"]),
)
df_exp = DataFrame({"a": rng}, index=index)
# non DatetimeIndex
msg = (
"Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, "
"but got an instance of 'Int64Index'"
)
with pytest.raises(TypeError, match=msg):
df.resample("2D", level="v")
msg = "The Grouper cannot specify both a key and a level!"
with pytest.raises(ValueError, match=msg):
df.resample("2D", on="date", level="d")
msg = "unhashable type: 'list'"
with pytest.raises(TypeError, match=msg):
df.resample("2D", on=["a", "date"])
msg = r"\"Level \['a', 'date'\] not found\""
with pytest.raises(KeyError, match=msg):
df.resample("2D", level=["a", "date"])
# upsampling not allowed
msg = (
"Upsampling from level= or on= selection is not supported, use "
r"\.set_index\(\.\.\.\) to explicitly set index to datetime-like"
)
with pytest.raises(ValueError, match=msg):
df.resample("2D", level="d").asfreq()
with pytest.raises(ValueError, match=msg):
df.resample("2D", on="date").asfreq()
exp = df_exp.resample("2D").sum()
exp.index.name = "date"
tm.assert_frame_equal(exp, df.resample("2D", on="date").sum())
exp.index.name = "d"
tm.assert_frame_equal(exp, df.resample("2D", level="d").sum())
@pytest.mark.parametrize(
"col_name", ["t2", "t2x", "t2q", "T_2M", "t2p", "t2m", "t2m1", "T2M"]
)
def test_agg_with_datetime_index_list_agg_func(col_name):
# GH 22660
# The parametrized column names would get converted to dates by our
# date parser. Some would result in OutOfBoundsError (ValueError) while
# others would result in OverflowError when passed into Timestamp.
# We catch these errors and move on to the correct branch.
df = DataFrame(
list(range(200)),
index=pd.date_range(
start="2017-01-01", freq="15min", periods=200, tz="Europe/Berlin"
),
columns=[col_name],
)
result = df.resample("1d").aggregate(["mean"])
expected = DataFrame(
[47.5, 143.5, 195.5],
index=pd.date_range(
start="2017-01-01", freq="D", periods=3, tz="Europe/Berlin"
),
columns=pd.MultiIndex(levels=[[col_name], ["mean"]], codes=[[0], [0]]),
)
tm.assert_frame_equal(result, expected)
def test_resample_agg_readonly():
# GH#31710 cython needs to allow readonly data
index = pd.date_range("2020-01-01", "2020-01-02", freq="1h")
arr = np.zeros_like(index)
arr.setflags(write=False)
ser = Series(arr, index=index)
rs = ser.resample("1D")
expected = Series([pd.Timestamp(0), pd.Timestamp(0)], index=index[::24])
result = rs.agg("last")
tm.assert_series_equal(result, expected)
result = rs.agg("first")
tm.assert_series_equal(result, expected)
result = rs.agg("max")
tm.assert_series_equal(result, expected)
result = rs.agg("min")
tm.assert_series_equal(result, expected)