471 lines
15 KiB
Python
471 lines
15 KiB
Python
|
import numpy as np
|
||
|
import pytest
|
||
|
|
||
|
import pandas as pd
|
||
|
from pandas import (
|
||
|
DataFrame,
|
||
|
Index,
|
||
|
)
|
||
|
import pandas._testing as tm
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"interpolation", ["linear", "lower", "higher", "nearest", "midpoint"]
|
||
|
)
|
||
|
@pytest.mark.parametrize(
|
||
|
"a_vals,b_vals",
|
||
|
[
|
||
|
# Ints
|
||
|
([1, 2, 3, 4, 5], [5, 4, 3, 2, 1]),
|
||
|
([1, 2, 3, 4], [4, 3, 2, 1]),
|
||
|
([1, 2, 3, 4, 5], [4, 3, 2, 1]),
|
||
|
# Floats
|
||
|
([1.0, 2.0, 3.0, 4.0, 5.0], [5.0, 4.0, 3.0, 2.0, 1.0]),
|
||
|
# Missing data
|
||
|
([1.0, np.nan, 3.0, np.nan, 5.0], [5.0, np.nan, 3.0, np.nan, 1.0]),
|
||
|
([np.nan, 4.0, np.nan, 2.0, np.nan], [np.nan, 4.0, np.nan, 2.0, np.nan]),
|
||
|
# Timestamps
|
||
|
(
|
||
|
pd.date_range("1/1/18", freq="D", periods=5),
|
||
|
pd.date_range("1/1/18", freq="D", periods=5)[::-1],
|
||
|
),
|
||
|
(
|
||
|
pd.date_range("1/1/18", freq="D", periods=5).as_unit("s"),
|
||
|
pd.date_range("1/1/18", freq="D", periods=5)[::-1].as_unit("s"),
|
||
|
),
|
||
|
# All NA
|
||
|
([np.nan] * 5, [np.nan] * 5),
|
||
|
],
|
||
|
)
|
||
|
@pytest.mark.parametrize("q", [0, 0.25, 0.5, 0.75, 1])
|
||
|
def test_quantile(interpolation, a_vals, b_vals, q, request):
|
||
|
if (
|
||
|
interpolation == "nearest"
|
||
|
and q == 0.5
|
||
|
and isinstance(b_vals, list)
|
||
|
and b_vals == [4, 3, 2, 1]
|
||
|
):
|
||
|
request.node.add_marker(
|
||
|
pytest.mark.xfail(
|
||
|
reason="Unclear numpy expectation for nearest "
|
||
|
"result with equidistant data"
|
||
|
)
|
||
|
)
|
||
|
all_vals = pd.concat([pd.Series(a_vals), pd.Series(b_vals)])
|
||
|
|
||
|
a_expected = pd.Series(a_vals).quantile(q, interpolation=interpolation)
|
||
|
b_expected = pd.Series(b_vals).quantile(q, interpolation=interpolation)
|
||
|
|
||
|
df = DataFrame({"key": ["a"] * len(a_vals) + ["b"] * len(b_vals), "val": all_vals})
|
||
|
|
||
|
expected = DataFrame(
|
||
|
[a_expected, b_expected], columns=["val"], index=Index(["a", "b"], name="key")
|
||
|
)
|
||
|
if all_vals.dtype.kind == "M" and expected.dtypes.values[0].kind == "M":
|
||
|
# TODO(non-nano): this should be unnecessary once array_to_datetime
|
||
|
# correctly infers non-nano from Timestamp.unit
|
||
|
expected = expected.astype(all_vals.dtype)
|
||
|
result = df.groupby("key").quantile(q, interpolation=interpolation)
|
||
|
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_quantile_array():
|
||
|
# https://github.com/pandas-dev/pandas/issues/27526
|
||
|
df = DataFrame({"A": [0, 1, 2, 3, 4]})
|
||
|
key = np.array([0, 0, 1, 1, 1], dtype=np.int64)
|
||
|
result = df.groupby(key).quantile([0.25])
|
||
|
|
||
|
index = pd.MultiIndex.from_product([[0, 1], [0.25]])
|
||
|
expected = DataFrame({"A": [0.25, 2.50]}, index=index)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
df = DataFrame({"A": [0, 1, 2, 3], "B": [4, 5, 6, 7]})
|
||
|
index = pd.MultiIndex.from_product([[0, 1], [0.25, 0.75]])
|
||
|
|
||
|
key = np.array([0, 0, 1, 1], dtype=np.int64)
|
||
|
result = df.groupby(key).quantile([0.25, 0.75])
|
||
|
expected = DataFrame(
|
||
|
{"A": [0.25, 0.75, 2.25, 2.75], "B": [4.25, 4.75, 6.25, 6.75]}, index=index
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_quantile_array2():
|
||
|
# https://github.com/pandas-dev/pandas/pull/28085#issuecomment-524066959
|
||
|
arr = np.random.RandomState(0).randint(0, 5, size=(10, 3), dtype=np.int64)
|
||
|
df = DataFrame(arr, columns=list("ABC"))
|
||
|
result = df.groupby("A").quantile([0.3, 0.7])
|
||
|
expected = DataFrame(
|
||
|
{
|
||
|
"B": [0.9, 2.1, 2.2, 3.4, 1.6, 2.4, 2.3, 2.7, 0.0, 0.0],
|
||
|
"C": [1.2, 2.8, 1.8, 3.0, 0.0, 0.0, 1.9, 3.1, 3.0, 3.0],
|
||
|
},
|
||
|
index=pd.MultiIndex.from_product(
|
||
|
[[0, 1, 2, 3, 4], [0.3, 0.7]], names=["A", None]
|
||
|
),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_quantile_array_no_sort():
|
||
|
df = DataFrame({"A": [0, 1, 2], "B": [3, 4, 5]})
|
||
|
key = np.array([1, 0, 1], dtype=np.int64)
|
||
|
result = df.groupby(key, sort=False).quantile([0.25, 0.5, 0.75])
|
||
|
expected = DataFrame(
|
||
|
{"A": [0.5, 1.0, 1.5, 1.0, 1.0, 1.0], "B": [3.5, 4.0, 4.5, 4.0, 4.0, 4.0]},
|
||
|
index=pd.MultiIndex.from_product([[1, 0], [0.25, 0.5, 0.75]]),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
result = df.groupby(key, sort=False).quantile([0.75, 0.25])
|
||
|
expected = DataFrame(
|
||
|
{"A": [1.5, 0.5, 1.0, 1.0], "B": [4.5, 3.5, 4.0, 4.0]},
|
||
|
index=pd.MultiIndex.from_product([[1, 0], [0.75, 0.25]]),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_quantile_array_multiple_levels():
|
||
|
df = DataFrame(
|
||
|
{"A": [0, 1, 2], "B": [3, 4, 5], "c": ["a", "a", "a"], "d": ["a", "a", "b"]}
|
||
|
)
|
||
|
result = df.groupby(["c", "d"]).quantile([0.25, 0.75])
|
||
|
index = pd.MultiIndex.from_tuples(
|
||
|
[("a", "a", 0.25), ("a", "a", 0.75), ("a", "b", 0.25), ("a", "b", 0.75)],
|
||
|
names=["c", "d", None],
|
||
|
)
|
||
|
expected = DataFrame(
|
||
|
{"A": [0.25, 0.75, 2.0, 2.0], "B": [3.25, 3.75, 5.0, 5.0]}, index=index
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize("frame_size", [(2, 3), (100, 10)])
|
||
|
@pytest.mark.parametrize("groupby", [[0], [0, 1]])
|
||
|
@pytest.mark.parametrize("q", [[0.5, 0.6]])
|
||
|
def test_groupby_quantile_with_arraylike_q_and_int_columns(frame_size, groupby, q):
|
||
|
# GH30289
|
||
|
nrow, ncol = frame_size
|
||
|
df = DataFrame(np.array([ncol * [_ % 4] for _ in range(nrow)]), columns=range(ncol))
|
||
|
|
||
|
idx_levels = [np.arange(min(nrow, 4))] * len(groupby) + [q]
|
||
|
idx_codes = [[x for x in range(min(nrow, 4)) for _ in q]] * len(groupby) + [
|
||
|
list(range(len(q))) * min(nrow, 4)
|
||
|
]
|
||
|
expected_index = pd.MultiIndex(
|
||
|
levels=idx_levels, codes=idx_codes, names=groupby + [None]
|
||
|
)
|
||
|
expected_values = [
|
||
|
[float(x)] * (ncol - len(groupby)) for x in range(min(nrow, 4)) for _ in q
|
||
|
]
|
||
|
expected_columns = [x for x in range(ncol) if x not in groupby]
|
||
|
expected = DataFrame(
|
||
|
expected_values, index=expected_index, columns=expected_columns
|
||
|
)
|
||
|
result = df.groupby(groupby).quantile(q)
|
||
|
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_quantile_raises():
|
||
|
df = DataFrame([["foo", "a"], ["foo", "b"], ["foo", "c"]], columns=["key", "val"])
|
||
|
|
||
|
with pytest.raises(TypeError, match="cannot be performed against 'object' dtypes"):
|
||
|
df.groupby("key").quantile()
|
||
|
|
||
|
|
||
|
def test_quantile_out_of_bounds_q_raises():
|
||
|
# https://github.com/pandas-dev/pandas/issues/27470
|
||
|
df = DataFrame({"a": [0, 0, 0, 1, 1, 1], "b": range(6)})
|
||
|
g = df.groupby([0, 0, 0, 1, 1, 1])
|
||
|
with pytest.raises(ValueError, match="Got '50.0' instead"):
|
||
|
g.quantile(50)
|
||
|
|
||
|
with pytest.raises(ValueError, match="Got '-1.0' instead"):
|
||
|
g.quantile(-1)
|
||
|
|
||
|
|
||
|
def test_quantile_missing_group_values_no_segfaults():
|
||
|
# GH 28662
|
||
|
data = np.array([1.0, np.nan, 1.0])
|
||
|
df = DataFrame({"key": data, "val": range(3)})
|
||
|
|
||
|
# Random segfaults; would have been guaranteed in loop
|
||
|
grp = df.groupby("key")
|
||
|
for _ in range(100):
|
||
|
grp.quantile()
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"key, val, expected_key, expected_val",
|
||
|
[
|
||
|
([1.0, np.nan, 3.0, np.nan], range(4), [1.0, 3.0], [0.0, 2.0]),
|
||
|
([1.0, np.nan, 2.0, 2.0], range(4), [1.0, 2.0], [0.0, 2.5]),
|
||
|
(["a", "b", "b", np.nan], range(4), ["a", "b"], [0, 1.5]),
|
||
|
([0], [42], [0], [42.0]),
|
||
|
([], [], np.array([], dtype="float64"), np.array([], dtype="float64")),
|
||
|
],
|
||
|
)
|
||
|
def test_quantile_missing_group_values_correct_results(
|
||
|
key, val, expected_key, expected_val
|
||
|
):
|
||
|
# GH 28662, GH 33200, GH 33569
|
||
|
df = DataFrame({"key": key, "val": val})
|
||
|
|
||
|
expected = DataFrame(
|
||
|
expected_val, index=Index(expected_key, name="key"), columns=["val"]
|
||
|
)
|
||
|
|
||
|
grp = df.groupby("key")
|
||
|
|
||
|
result = grp.quantile(0.5)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
result = grp.quantile()
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"values",
|
||
|
[
|
||
|
pd.array([1, 0, None] * 2, dtype="Int64"),
|
||
|
pd.array([True, False, None] * 2, dtype="boolean"),
|
||
|
],
|
||
|
)
|
||
|
@pytest.mark.parametrize("q", [0.5, [0.0, 0.5, 1.0]])
|
||
|
def test_groupby_quantile_nullable_array(values, q):
|
||
|
# https://github.com/pandas-dev/pandas/issues/33136
|
||
|
df = DataFrame({"a": ["x"] * 3 + ["y"] * 3, "b": values})
|
||
|
result = df.groupby("a")["b"].quantile(q)
|
||
|
|
||
|
if isinstance(q, list):
|
||
|
idx = pd.MultiIndex.from_product((["x", "y"], q), names=["a", None])
|
||
|
true_quantiles = [0.0, 0.5, 1.0]
|
||
|
else:
|
||
|
idx = Index(["x", "y"], name="a")
|
||
|
true_quantiles = [0.5]
|
||
|
|
||
|
expected = pd.Series(true_quantiles * 2, index=idx, name="b", dtype="Float64")
|
||
|
tm.assert_series_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize("q", [0.5, [0.0, 0.5, 1.0]])
|
||
|
@pytest.mark.parametrize("numeric_only", [True, False])
|
||
|
def test_groupby_quantile_raises_on_invalid_dtype(q, numeric_only):
|
||
|
df = DataFrame({"a": [1], "b": [2.0], "c": ["x"]})
|
||
|
if numeric_only:
|
||
|
result = df.groupby("a").quantile(q, numeric_only=numeric_only)
|
||
|
expected = df.groupby("a")[["b"]].quantile(q)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
else:
|
||
|
with pytest.raises(
|
||
|
TypeError, match="'quantile' cannot be performed against 'object' dtypes!"
|
||
|
):
|
||
|
df.groupby("a").quantile(q, numeric_only=numeric_only)
|
||
|
|
||
|
|
||
|
def test_groupby_quantile_NA_float(any_float_dtype):
|
||
|
# GH#42849
|
||
|
df = DataFrame({"x": [1, 1], "y": [0.2, np.nan]}, dtype=any_float_dtype)
|
||
|
result = df.groupby("x")["y"].quantile(0.5)
|
||
|
exp_index = Index([1.0], dtype=any_float_dtype, name="x")
|
||
|
|
||
|
if any_float_dtype in ["Float32", "Float64"]:
|
||
|
expected_dtype = any_float_dtype
|
||
|
else:
|
||
|
expected_dtype = None
|
||
|
|
||
|
expected = pd.Series([0.2], dtype=expected_dtype, index=exp_index, name="y")
|
||
|
tm.assert_series_equal(result, expected)
|
||
|
|
||
|
result = df.groupby("x")["y"].quantile([0.5, 0.75])
|
||
|
expected = pd.Series(
|
||
|
[0.2] * 2,
|
||
|
index=pd.MultiIndex.from_product((exp_index, [0.5, 0.75]), names=["x", None]),
|
||
|
name="y",
|
||
|
dtype=expected_dtype,
|
||
|
)
|
||
|
tm.assert_series_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_groupby_quantile_NA_int(any_int_ea_dtype):
|
||
|
# GH#42849
|
||
|
df = DataFrame({"x": [1, 1], "y": [2, 5]}, dtype=any_int_ea_dtype)
|
||
|
result = df.groupby("x")["y"].quantile(0.5)
|
||
|
expected = pd.Series(
|
||
|
[3.5],
|
||
|
dtype="Float64",
|
||
|
index=Index([1], name="x", dtype=any_int_ea_dtype),
|
||
|
name="y",
|
||
|
)
|
||
|
tm.assert_series_equal(expected, result)
|
||
|
|
||
|
result = df.groupby("x").quantile(0.5)
|
||
|
expected = DataFrame(
|
||
|
{"y": 3.5}, dtype="Float64", index=Index([1], name="x", dtype=any_int_ea_dtype)
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"interpolation, val1, val2", [("lower", 2, 2), ("higher", 2, 3), ("nearest", 2, 2)]
|
||
|
)
|
||
|
def test_groupby_quantile_all_na_group_masked(
|
||
|
interpolation, val1, val2, any_numeric_ea_dtype
|
||
|
):
|
||
|
# GH#37493
|
||
|
df = DataFrame(
|
||
|
{"a": [1, 1, 1, 2], "b": [1, 2, 3, pd.NA]}, dtype=any_numeric_ea_dtype
|
||
|
)
|
||
|
result = df.groupby("a").quantile(q=[0.5, 0.7], interpolation=interpolation)
|
||
|
expected = DataFrame(
|
||
|
{"b": [val1, val2, pd.NA, pd.NA]},
|
||
|
dtype=any_numeric_ea_dtype,
|
||
|
index=pd.MultiIndex.from_arrays(
|
||
|
[pd.Series([1, 1, 2, 2], dtype=any_numeric_ea_dtype), [0.5, 0.7, 0.5, 0.7]],
|
||
|
names=["a", None],
|
||
|
),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize("interpolation", ["midpoint", "linear"])
|
||
|
def test_groupby_quantile_all_na_group_masked_interp(
|
||
|
interpolation, any_numeric_ea_dtype
|
||
|
):
|
||
|
# GH#37493
|
||
|
df = DataFrame(
|
||
|
{"a": [1, 1, 1, 2], "b": [1, 2, 3, pd.NA]}, dtype=any_numeric_ea_dtype
|
||
|
)
|
||
|
result = df.groupby("a").quantile(q=[0.5, 0.75], interpolation=interpolation)
|
||
|
|
||
|
if any_numeric_ea_dtype == "Float32":
|
||
|
expected_dtype = any_numeric_ea_dtype
|
||
|
else:
|
||
|
expected_dtype = "Float64"
|
||
|
|
||
|
expected = DataFrame(
|
||
|
{"b": [2.0, 2.5, pd.NA, pd.NA]},
|
||
|
dtype=expected_dtype,
|
||
|
index=pd.MultiIndex.from_arrays(
|
||
|
[
|
||
|
pd.Series([1, 1, 2, 2], dtype=any_numeric_ea_dtype),
|
||
|
[0.5, 0.75, 0.5, 0.75],
|
||
|
],
|
||
|
names=["a", None],
|
||
|
),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize("dtype", ["Float64", "Float32"])
|
||
|
def test_groupby_quantile_allNA_column(dtype):
|
||
|
# GH#42849
|
||
|
df = DataFrame({"x": [1, 1], "y": [pd.NA] * 2}, dtype=dtype)
|
||
|
result = df.groupby("x")["y"].quantile(0.5)
|
||
|
expected = pd.Series(
|
||
|
[np.nan], dtype=dtype, index=Index([1.0], dtype=dtype), name="y"
|
||
|
)
|
||
|
expected.index.name = "x"
|
||
|
tm.assert_series_equal(expected, result)
|
||
|
|
||
|
|
||
|
def test_groupby_timedelta_quantile():
|
||
|
# GH: 29485
|
||
|
df = DataFrame(
|
||
|
{"value": pd.to_timedelta(np.arange(4), unit="s"), "group": [1, 1, 2, 2]}
|
||
|
)
|
||
|
result = df.groupby("group").quantile(0.99)
|
||
|
expected = DataFrame(
|
||
|
{
|
||
|
"value": [
|
||
|
pd.Timedelta("0 days 00:00:00.990000"),
|
||
|
pd.Timedelta("0 days 00:00:02.990000"),
|
||
|
]
|
||
|
},
|
||
|
index=Index([1, 2], name="group"),
|
||
|
)
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_columns_groupby_quantile():
|
||
|
# GH 33795
|
||
|
df = DataFrame(
|
||
|
np.arange(12).reshape(3, -1),
|
||
|
index=list("XYZ"),
|
||
|
columns=pd.Series(list("ABAB"), name="col"),
|
||
|
)
|
||
|
result = df.groupby("col", axis=1).quantile(q=[0.8, 0.2])
|
||
|
expected = DataFrame(
|
||
|
[
|
||
|
[1.6, 0.4, 2.6, 1.4],
|
||
|
[5.6, 4.4, 6.6, 5.4],
|
||
|
[9.6, 8.4, 10.6, 9.4],
|
||
|
],
|
||
|
index=list("XYZ"),
|
||
|
columns=pd.MultiIndex.from_tuples(
|
||
|
[("A", 0.8), ("A", 0.2), ("B", 0.8), ("B", 0.2)], names=["col", None]
|
||
|
),
|
||
|
)
|
||
|
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_timestamp_groupby_quantile():
|
||
|
# GH 33168
|
||
|
df = DataFrame(
|
||
|
{
|
||
|
"timestamp": pd.date_range(
|
||
|
start="2020-04-19 00:00:00", freq="1T", periods=100, tz="UTC"
|
||
|
).floor("1H"),
|
||
|
"category": list(range(1, 101)),
|
||
|
"value": list(range(101, 201)),
|
||
|
}
|
||
|
)
|
||
|
|
||
|
result = df.groupby("timestamp").quantile([0.2, 0.8])
|
||
|
|
||
|
expected = DataFrame(
|
||
|
[
|
||
|
{"category": 12.8, "value": 112.8},
|
||
|
{"category": 48.2, "value": 148.2},
|
||
|
{"category": 68.8, "value": 168.8},
|
||
|
{"category": 92.2, "value": 192.2},
|
||
|
],
|
||
|
index=pd.MultiIndex.from_tuples(
|
||
|
[
|
||
|
(pd.Timestamp("2020-04-19 00:00:00+00:00"), 0.2),
|
||
|
(pd.Timestamp("2020-04-19 00:00:00+00:00"), 0.8),
|
||
|
(pd.Timestamp("2020-04-19 01:00:00+00:00"), 0.2),
|
||
|
(pd.Timestamp("2020-04-19 01:00:00+00:00"), 0.8),
|
||
|
],
|
||
|
names=("timestamp", None),
|
||
|
),
|
||
|
)
|
||
|
|
||
|
tm.assert_frame_equal(result, expected)
|
||
|
|
||
|
|
||
|
def test_groupby_quantile_dt64tz_period():
|
||
|
# GH#51373
|
||
|
dti = pd.date_range("2016-01-01", periods=1000)
|
||
|
ser = pd.Series(dti)
|
||
|
df = ser.to_frame()
|
||
|
df[1] = dti.tz_localize("US/Pacific")
|
||
|
df[2] = dti.to_period("D")
|
||
|
df[3] = dti - dti[0]
|
||
|
df.iloc[-1] = pd.NaT
|
||
|
|
||
|
by = np.tile(np.arange(5), 200)
|
||
|
gb = df.groupby(by)
|
||
|
|
||
|
result = gb.quantile(0.5)
|
||
|
|
||
|
# Check that we match the group-by-group result
|
||
|
exp = {i: df.iloc[i::5].quantile(0.5) for i in range(5)}
|
||
|
expected = DataFrame(exp).T
|
||
|
expected.index = expected.index.astype(np.int_)
|
||
|
|
||
|
tm.assert_frame_equal(result, expected)
|