from datetime import datetime from operator import methodcaller import numpy as np import pytest import pandas as pd from pandas import ( DataFrame, Series, Timestamp, ) import pandas._testing as tm from pandas.core.groupby.grouper import Grouper from pandas.core.indexes.datetimes import date_range test_series = Series(np.random.randn(1000), index=date_range("1/1/2000", periods=1000)) def test_apply(): grouper = Grouper(freq="A", label="right", closed="right") grouped = test_series.groupby(grouper) def f(x): return x.sort_values()[-3:] applied = grouped.apply(f) expected = test_series.groupby(lambda x: x.year).apply(f) applied.index = applied.index.droplevel(0) expected.index = expected.index.droplevel(0) tm.assert_series_equal(applied, expected) def test_count(): test_series[::3] = np.nan expected = test_series.groupby(lambda x: x.year).count() grouper = Grouper(freq="A", label="right", closed="right") result = test_series.groupby(grouper).count() expected.index = result.index tm.assert_series_equal(result, expected) result = test_series.resample("A").count() expected.index = result.index tm.assert_series_equal(result, expected) def test_numpy_reduction(): result = test_series.resample("A", closed="right").prod() expected = test_series.groupby(lambda x: x.year).agg(np.prod) expected.index = result.index tm.assert_series_equal(result, expected) def test_apply_iteration(): # #2300 N = 1000 ind = date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({"open": 1, "close": 2}, index=ind) tg = Grouper(freq="M") grouper, _ = tg._get_grouper(df) # Errors grouped = df.groupby(grouper, group_keys=False) def f(df): return df["close"] / df["open"] # it works! result = grouped.apply(f) tm.assert_index_equal(result.index, df.index) @pytest.mark.parametrize( "func", [ tm.makeIntIndex, tm.makeStringIndex, tm.makeFloatIndex, (lambda m: tm.makeCustomIndex(m, 2)), ], ) def test_fails_on_no_datetime_index(func): n = 2 index = func(n) name = type(index).__name__ df = DataFrame({"a": np.random.randn(n)}, index=index) msg = ( "Only valid with DatetimeIndex, TimedeltaIndex " f"or PeriodIndex, but got an instance of '{name}'" ) with pytest.raises(TypeError, match=msg): df.groupby(Grouper(freq="D")) def test_aaa_group_order(): # GH 12840 # check TimeGrouper perform stable sorts n = 20 data = np.random.randn(n, 4) df = DataFrame(data, columns=["A", "B", "C", "D"]) df["key"] = [ datetime(2013, 1, 1), datetime(2013, 1, 2), datetime(2013, 1, 3), datetime(2013, 1, 4), datetime(2013, 1, 5), ] * 4 grouped = df.groupby(Grouper(key="key", freq="D")) tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 1)), df[::5]) tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 2)), df[1::5]) tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 3)), df[2::5]) tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 4)), df[3::5]) tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 5)), df[4::5]) def test_aggregate_normal(resample_method): """Check TimeGrouper's aggregation is identical as normal groupby.""" data = np.random.randn(20, 4) normal_df = DataFrame(data, columns=["A", "B", "C", "D"]) normal_df["key"] = [1, 2, 3, 4, 5] * 4 dt_df = DataFrame(data, columns=["A", "B", "C", "D"]) dt_df["key"] = [ datetime(2013, 1, 1), datetime(2013, 1, 2), datetime(2013, 1, 3), datetime(2013, 1, 4), datetime(2013, 1, 5), ] * 4 normal_grouped = normal_df.groupby("key") dt_grouped = dt_df.groupby(Grouper(key="key", freq="D")) expected = getattr(normal_grouped, resample_method)() dt_result = getattr(dt_grouped, resample_method)() expected.index = date_range(start="2013-01-01", freq="D", periods=5, name="key") tm.assert_equal(expected, dt_result) @pytest.mark.xfail(reason="if TimeGrouper is used included, 'nth' doesn't work yet") def test_aggregate_nth(): """Check TimeGrouper's aggregation is identical as normal groupby.""" data = np.random.randn(20, 4) normal_df = DataFrame(data, columns=["A", "B", "C", "D"]) normal_df["key"] = [1, 2, 3, 4, 5] * 4 dt_df = DataFrame(data, columns=["A", "B", "C", "D"]) dt_df["key"] = [ datetime(2013, 1, 1), datetime(2013, 1, 2), datetime(2013, 1, 3), datetime(2013, 1, 4), datetime(2013, 1, 5), ] * 4 normal_grouped = normal_df.groupby("key") dt_grouped = dt_df.groupby(Grouper(key="key", freq="D")) expected = normal_grouped.nth(3) expected.index = date_range(start="2013-01-01", freq="D", periods=5, name="key") dt_result = dt_grouped.nth(3) tm.assert_frame_equal(expected, dt_result) @pytest.mark.parametrize( "method, method_args, unit", [ ("sum", {}, 0), ("sum", {"min_count": 0}, 0), ("sum", {"min_count": 1}, np.nan), ("prod", {}, 1), ("prod", {"min_count": 0}, 1), ("prod", {"min_count": 1}, np.nan), ], ) def test_resample_entirely_nat_window(method, method_args, unit): s = Series([0] * 2 + [np.nan] * 2, index=date_range("2017", periods=4)) result = methodcaller(method, **method_args)(s.resample("2d")) expected = Series( [0.0, unit], index=pd.DatetimeIndex(["2017-01-01", "2017-01-03"], freq="2D") ) tm.assert_series_equal(result, expected) @pytest.mark.parametrize( "func, fill_value", [("min", np.nan), ("max", np.nan), ("sum", 0), ("prod", 1), ("count", 0)], ) def test_aggregate_with_nat(func, fill_value): # check TimeGrouper's aggregation is identical as normal groupby # if NaT is included, 'var', 'std', 'mean', 'first','last' # and 'nth' doesn't work yet n = 20 data = np.random.randn(n, 4).astype("int64") normal_df = DataFrame(data, columns=["A", "B", "C", "D"]) normal_df["key"] = [1, 2, np.nan, 4, 5] * 4 dt_df = DataFrame(data, columns=["A", "B", "C", "D"]) dt_df["key"] = [ datetime(2013, 1, 1), datetime(2013, 1, 2), pd.NaT, datetime(2013, 1, 4), datetime(2013, 1, 5), ] * 4 normal_grouped = normal_df.groupby("key") dt_grouped = dt_df.groupby(Grouper(key="key", freq="D")) normal_result = getattr(normal_grouped, func)() dt_result = getattr(dt_grouped, func)() pad = DataFrame([[fill_value] * 4], index=[3], columns=["A", "B", "C", "D"]) expected = pd.concat([normal_result, pad]) expected = expected.sort_index() dti = date_range(start="2013-01-01", freq="D", periods=5, name="key") expected.index = dti._with_freq(None) # TODO: is this desired? tm.assert_frame_equal(expected, dt_result) assert dt_result.index.name == "key" def test_aggregate_with_nat_size(): # GH 9925 n = 20 data = np.random.randn(n, 4).astype("int64") normal_df = DataFrame(data, columns=["A", "B", "C", "D"]) normal_df["key"] = [1, 2, np.nan, 4, 5] * 4 dt_df = DataFrame(data, columns=["A", "B", "C", "D"]) dt_df["key"] = [ datetime(2013, 1, 1), datetime(2013, 1, 2), pd.NaT, datetime(2013, 1, 4), datetime(2013, 1, 5), ] * 4 normal_grouped = normal_df.groupby("key") dt_grouped = dt_df.groupby(Grouper(key="key", freq="D")) normal_result = normal_grouped.size() dt_result = dt_grouped.size() pad = Series([0], index=[3]) expected = pd.concat([normal_result, pad]) expected = expected.sort_index() expected.index = date_range( start="2013-01-01", freq="D", periods=5, name="key" )._with_freq(None) tm.assert_series_equal(expected, dt_result) assert dt_result.index.name == "key" def test_repr(): # GH18203 result = repr(Grouper(key="A", freq="H")) expected = ( "TimeGrouper(key='A', freq=, axis=0, sort=True, dropna=True, " "closed='left', label='left', how='mean', " "convention='e', origin='start_day')" ) assert result == expected result = repr(Grouper(key="A", freq="H", origin="2000-01-01")) expected = ( "TimeGrouper(key='A', freq=, axis=0, sort=True, dropna=True, " "closed='left', label='left', how='mean', " "convention='e', origin=Timestamp('2000-01-01 00:00:00'))" ) assert result == expected @pytest.mark.parametrize( "method, method_args, expected_values", [ ("sum", {}, [1, 0, 1]), ("sum", {"min_count": 0}, [1, 0, 1]), ("sum", {"min_count": 1}, [1, np.nan, 1]), ("sum", {"min_count": 2}, [np.nan, np.nan, np.nan]), ("prod", {}, [1, 1, 1]), ("prod", {"min_count": 0}, [1, 1, 1]), ("prod", {"min_count": 1}, [1, np.nan, 1]), ("prod", {"min_count": 2}, [np.nan, np.nan, np.nan]), ], ) def test_upsample_sum(method, method_args, expected_values): s = Series(1, index=date_range("2017", periods=2, freq="H")) resampled = s.resample("30T") index = pd.DatetimeIndex( ["2017-01-01T00:00:00", "2017-01-01T00:30:00", "2017-01-01T01:00:00"], freq="30T", ) result = methodcaller(method, **method_args)(resampled) expected = Series(expected_values, index=index) tm.assert_series_equal(result, expected) def test_groupby_resample_interpolate(): # GH 35325 d = {"price": [10, 11, 9], "volume": [50, 60, 50]} df = DataFrame(d) df["week_starting"] = date_range("01/01/2018", periods=3, freq="W") result = ( df.set_index("week_starting") .groupby("volume") .resample("1D") .interpolate(method="linear") ) expected_ind = pd.MultiIndex.from_tuples( [ (50, Timestamp("2018-01-07")), (50, Timestamp("2018-01-08")), (50, Timestamp("2018-01-09")), (50, Timestamp("2018-01-10")), (50, Timestamp("2018-01-11")), (50, Timestamp("2018-01-12")), (50, Timestamp("2018-01-13")), (50, Timestamp("2018-01-14")), (50, Timestamp("2018-01-15")), (50, Timestamp("2018-01-16")), (50, Timestamp("2018-01-17")), (50, Timestamp("2018-01-18")), (50, Timestamp("2018-01-19")), (50, Timestamp("2018-01-20")), (50, Timestamp("2018-01-21")), (60, Timestamp("2018-01-14")), ], names=["volume", "week_starting"], ) expected = DataFrame( data={ "price": [ 10.0, 9.928571428571429, 9.857142857142858, 9.785714285714286, 9.714285714285714, 9.642857142857142, 9.571428571428571, 9.5, 9.428571428571429, 9.357142857142858, 9.285714285714286, 9.214285714285714, 9.142857142857142, 9.071428571428571, 9.0, 11.0, ], "volume": [50.0] * 15 + [60], }, index=expected_ind, ) tm.assert_frame_equal(result, expected)