71 lines
1.9 KiB
Python
71 lines
1.9 KiB
Python
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import numpy as np
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import pytest
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from pandas.errors import UnsupportedFunctionCall
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from pandas import DataFrame, Series
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from pandas.core.window import EWM
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from pandas.tests.window.common import Base
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class TestEWM(Base):
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def setup_method(self, method):
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self._create_data()
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def test_doc_string(self):
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df = DataFrame({"B": [0, 1, 2, np.nan, 4]})
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df
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df.ewm(com=0.5).mean()
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@pytest.mark.parametrize("which", ["series", "frame"])
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def test_constructor(self, which):
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o = getattr(self, which)
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c = o.ewm
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# valid
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c(com=0.5)
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c(span=1.5)
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c(alpha=0.5)
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c(halflife=0.75)
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c(com=0.5, span=None)
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c(alpha=0.5, com=None)
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c(halflife=0.75, alpha=None)
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# not valid: mutually exclusive
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with pytest.raises(ValueError):
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c(com=0.5, alpha=0.5)
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with pytest.raises(ValueError):
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c(span=1.5, halflife=0.75)
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with pytest.raises(ValueError):
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c(alpha=0.5, span=1.5)
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# not valid: com < 0
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with pytest.raises(ValueError):
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c(com=-0.5)
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# not valid: span < 1
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with pytest.raises(ValueError):
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c(span=0.5)
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# not valid: halflife <= 0
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with pytest.raises(ValueError):
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c(halflife=0)
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# not valid: alpha <= 0 or alpha > 1
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for alpha in (-0.5, 1.5):
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with pytest.raises(ValueError):
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c(alpha=alpha)
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@pytest.mark.parametrize("method", ["std", "mean", "var"])
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def test_numpy_compat(self, method):
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# see gh-12811
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e = EWM(Series([2, 4, 6]), alpha=0.5)
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msg = "numpy operations are not valid with window objects"
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with pytest.raises(UnsupportedFunctionCall, match=msg):
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getattr(e, method)(1, 2, 3)
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with pytest.raises(UnsupportedFunctionCall, match=msg):
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getattr(e, method)(dtype=np.float64)
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