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agriconnect / pandas   python

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Version: 0.24.2 

/ tests / frame / test_timeseries.py

# -*- coding: utf-8 -*-

from __future__ import print_function

from datetime import datetime, time

import numpy as np
import pytest

from pandas.compat import product

import pandas as pd
from pandas import (
    DataFrame, DatetimeIndex, Index, MultiIndex, Series, Timestamp, date_range,
    period_range, to_datetime)
from pandas.tests.frame.common import TestData
import pandas.util.testing as tm
from pandas.util.testing import (
    assert_frame_equal, assert_index_equal, assert_series_equal)

import pandas.tseries.offsets as offsets


@pytest.fixture(params=product([True, False], [True, False]))
def close_open_fixture(request):
    return request.param


class TestDataFrameTimeSeriesMethods(TestData):

    def test_diff(self):
        the_diff = self.tsframe.diff(1)

        assert_series_equal(the_diff['A'],
                            self.tsframe['A'] - self.tsframe['A'].shift(1))

        # int dtype
        a = 10000000000000000
        b = a + 1
        s = Series([a, b])

        rs = DataFrame({'s': s}).diff()
        assert rs.s[1] == 1

        # mixed numeric
        tf = self.tsframe.astype('float32')
        the_diff = tf.diff(1)
        assert_series_equal(the_diff['A'],
                            tf['A'] - tf['A'].shift(1))

        # issue 10907
        df = pd.DataFrame({'y': pd.Series([2]), 'z': pd.Series([3])})
        df.insert(0, 'x', 1)
        result = df.diff(axis=1)
        expected = pd.DataFrame({'x': np.nan, 'y': pd.Series(
            1), 'z': pd.Series(1)}).astype('float64')
        assert_frame_equal(result, expected)

    @pytest.mark.parametrize('tz', [None, 'UTC'])
    def test_diff_datetime_axis0(self, tz):
        # GH 18578
        df = DataFrame({0: date_range('2010', freq='D', periods=2, tz=tz),
                        1: date_range('2010', freq='D', periods=2, tz=tz)})

        result = df.diff(axis=0)
        expected = DataFrame({0: pd.TimedeltaIndex(['NaT', '1 days']),
                              1: pd.TimedeltaIndex(['NaT', '1 days'])})
        assert_frame_equal(result, expected)

    @pytest.mark.parametrize('tz', [None, 'UTC'])
    def test_diff_datetime_axis1(self, tz):
        # GH 18578
        df = DataFrame({0: date_range('2010', freq='D', periods=2, tz=tz),
                        1: date_range('2010', freq='D', periods=2, tz=tz)})
        if tz is None:
            result = df.diff(axis=1)
            expected = DataFrame({0: pd.TimedeltaIndex(['NaT', 'NaT']),
                                  1: pd.TimedeltaIndex(['0 days',
                                                        '0 days'])})
            assert_frame_equal(result, expected)
        else:
            with pytest.raises(NotImplementedError):
                result = df.diff(axis=1)

    def test_diff_timedelta(self):
        # GH 4533
        df = DataFrame(dict(time=[Timestamp('20130101 9:01'),
                                  Timestamp('20130101 9:02')],
                            value=[1.0, 2.0]))

        res = df.diff()
        exp = DataFrame([[pd.NaT, np.nan],
                         [pd.Timedelta('00:01:00'), 1]],
                        columns=['time', 'value'])
        assert_frame_equal(res, exp)

    def test_diff_mixed_dtype(self):
        df = DataFrame(np.random.randn(5, 3))
        df['A'] = np.array([1, 2, 3, 4, 5], dtype=object)

        result = df.diff()
        assert result[0].dtype == np.float64

    def test_diff_neg_n(self):
        rs = self.tsframe.diff(-1)
        xp = self.tsframe - self.tsframe.shift(-1)
        assert_frame_equal(rs, xp)

    def test_diff_float_n(self):
        rs = self.tsframe.diff(1.)
        xp = self.tsframe.diff(1)
        assert_frame_equal(rs, xp)

    def test_diff_axis(self):
        # GH 9727
        df = DataFrame([[1., 2.], [3., 4.]])
        assert_frame_equal(df.diff(axis=1), DataFrame(
            [[np.nan, 1.], [np.nan, 1.]]))
        assert_frame_equal(df.diff(axis=0), DataFrame(
            [[np.nan, np.nan], [2., 2.]]))

    def test_pct_change(self):
        rs = self.tsframe.pct_change(fill_method=None)
        assert_frame_equal(rs, self.tsframe / self.tsframe.shift(1) - 1)

        rs = self.tsframe.pct_change(2)
        filled = self.tsframe.fillna(method='pad')
        assert_frame_equal(rs, filled / filled.shift(2) - 1)

        rs = self.tsframe.pct_change(fill_method='bfill', limit=1)
        filled = self.tsframe.fillna(method='bfill', limit=1)
        assert_frame_equal(rs, filled / filled.shift(1) - 1)

        rs = self.tsframe.pct_change(freq='5D')
        filled = self.tsframe.fillna(method='pad')
        assert_frame_equal(rs,
                           (filled / filled.shift(freq='5D') - 1)
                           .reindex_like(filled))

    def test_pct_change_shift_over_nas(self):
        s = Series([1., 1.5, np.nan, 2.5, 3.])

        df = DataFrame({'a': s, 'b': s})

        chg = df.pct_change()
        expected = Series([np.nan, 0.5, 0., 2.5 / 1.5 - 1, .2])
        edf = DataFrame({'a': expected, 'b': expected})
        assert_frame_equal(chg, edf)

    @pytest.mark.parametrize("freq, periods, fill_method, limit",
                             [('5B', 5, None, None),
                              ('3B', 3, None, None),
                              ('3B', 3, 'bfill', None),
                              ('7B', 7, 'pad', 1),
                              ('7B', 7, 'bfill', 3),
                              ('14B', 14, None, None)])
    def test_pct_change_periods_freq(self, freq, periods, fill_method, limit):
        # GH 7292
        rs_freq = self.tsframe.pct_change(freq=freq,
                                          fill_method=fill_method,
                                          limit=limit)
        rs_periods = self.tsframe.pct_change(periods,
                                             fill_method=fill_method,
                                             limit=limit)
        assert_frame_equal(rs_freq, rs_periods)

        empty_ts = DataFrame(index=self.tsframe.index,
                             columns=self.tsframe.columns)
        rs_freq = empty_ts.pct_change(freq=freq,
                                      fill_method=fill_method,
                                      limit=limit)
        rs_periods = empty_ts.pct_change(periods,
                                         fill_method=fill_method,
                                         limit=limit)
        assert_frame_equal(rs_freq, rs_periods)

    def test_frame_ctor_datetime64_column(self):
        rng = date_range('1/1/2000 00:00:00', '1/1/2000 1:59:50', freq='10s')
        dates = np.asarray(rng)

        df = DataFrame({'A': np.random.randn(len(rng)), 'B': dates})
        assert np.issubdtype(df['B'].dtype, np.dtype('M8[ns]'))

    def test_frame_append_datetime64_column(self):
        rng = date_range('1/1/2000 00:00:00', '1/1/2000 1:59:50', freq='10s')
        df = DataFrame(index=np.arange(len(rng)))

        df['A'] = rng
        assert np.issubdtype(df['A'].dtype, np.dtype('M8[ns]'))

    def test_frame_datetime64_pre1900_repr(self):
        df = DataFrame({'year': date_range('1/1/1700', periods=50,
                                           freq='A-DEC')})
        # it works!
        repr(df)

    def test_frame_append_datetime64_col_other_units(self):
        n = 100

        units = ['h', 'm', 's', 'ms', 'D', 'M', 'Y']

        ns_dtype = np.dtype('M8[ns]')

        for unit in units:
            dtype = np.dtype('M8[%s]' % unit)
            vals = np.arange(n, dtype=np.int64).view(dtype)

            df = DataFrame({'ints': np.arange(n)}, index=np.arange(n))
            df[unit] = vals

            ex_vals = to_datetime(vals.astype('O')).values

            assert df[unit].dtype == ns_dtype
            assert (df[unit].values == ex_vals).all()

        # Test insertion into existing datetime64 column
        df = DataFrame({'ints': np.arange(n)}, index=np.arange(n))
        df['dates'] = np.arange(n, dtype=np.int64).view(ns_dtype)

        for unit in units:
            dtype = np.dtype('M8[%s]' % unit)
            vals = np.arange(n, dtype=np.int64).view(dtype)

            tmp = df.copy()

            tmp['dates'] = vals
            ex_vals = to_datetime(vals.astype('O')).values

            assert (tmp['dates'].values == ex_vals).all()

    def test_shift(self):
        # naive shift
        shiftedFrame = self.tsframe.shift(5)
        tm.assert_index_equal(shiftedFrame.index, self.tsframe.index)

        shiftedSeries = self.tsframe['A'].shift(5)
        assert_series_equal(shiftedFrame['A'], shiftedSeries)

        shiftedFrame = self.tsframe.shift(-5)
        tm.assert_index_equal(shiftedFrame.index, self.tsframe.index)

        shiftedSeries = self.tsframe['A'].shift(-5)
        assert_series_equal(shiftedFrame['A'], shiftedSeries)

        # shift by 0
        unshifted = self.tsframe.shift(0)
        assert_frame_equal(unshifted, self.tsframe)

        # shift by DateOffset
        shiftedFrame = self.tsframe.shift(5, freq=offsets.BDay())
        assert len(shiftedFrame) == len(self.tsframe)

        shiftedFrame2 = self.tsframe.shift(5, freq='B')
        assert_frame_equal(shiftedFrame, shiftedFrame2)

        d = self.tsframe.index[0]
        shifted_d = d + offsets.BDay(5)
        assert_series_equal(self.tsframe.xs(d),
                            shiftedFrame.xs(shifted_d), check_names=False)

        # shift int frame
        int_shifted = self.intframe.shift(1)  # noqa

        # Shifting with PeriodIndex
        ps = tm.makePeriodFrame()
        shifted = ps.shift(1)
        unshifted = shifted.shift(-1)
        tm.assert_index_equal(shifted.index, ps.index)
        tm.assert_index_equal(unshifted.index, ps.index)
        tm.assert_numpy_array_equal(unshifted.iloc[:, 0].dropna().values,
                                    ps.iloc[:-1, 0].values)

        shifted2 = ps.shift(1, 'B')
        shifted3 = ps.shift(1, offsets.BDay())
        assert_frame_equal(shifted2, shifted3)
        assert_frame_equal(ps, shifted2.shift(-1, 'B'))

        msg = 'does not match PeriodIndex freq'
        with pytest.raises(ValueError, match=msg):
            ps.shift(freq='D')

        # shift other axis
        # GH 6371
        df = DataFrame(np.random.rand(10, 5))
        expected = pd.concat([DataFrame(np.nan, index=df.index,
                                        columns=[0]),
                              df.iloc[:, 0:-1]],
                             ignore_index=True, axis=1)
        result = df.shift(1, axis=1)
        assert_frame_equal(result, expected)

        # shift named axis
        df = DataFrame(np.random.rand(10, 5))
        expected = pd.concat([DataFrame(np.nan, index=df.index,
                                        columns=[0]),
                              df.iloc[:, 0:-1]],
                             ignore_index=True, axis=1)
        result = df.shift(1, axis='columns')
        assert_frame_equal(result, expected)

    def test_shift_bool(self):
        df = DataFrame({'high': [True, False],
                        'low': [False, False]})
        rs = df.shift(1)
        xp = DataFrame(np.array([[np.nan, np.nan],
                                 [True, False]], dtype=object),
                       columns=['high', 'low'])
        assert_frame_equal(rs, xp)

    def test_shift_categorical(self):
        # GH 9416
        s1 = pd.Series(['a', 'b', 'c'], dtype='category')
        s2 = pd.Series(['A', 'B', 'C'], dtype='category')
        df = DataFrame({'one': s1, 'two': s2})
        rs = df.shift(1)
        xp = DataFrame({'one': s1.shift(1), 'two': s2.shift(1)})
        assert_frame_equal(rs, xp)

    def test_shift_fill_value(self):
        # GH #24128
        df = DataFrame([1, 2, 3, 4, 5],
                       index=date_range('1/1/2000', periods=5, freq='H'))
        exp = DataFrame([0, 1, 2, 3, 4],
                        index=date_range('1/1/2000', periods=5, freq='H'))
        result = df.shift(1, fill_value=0)
        assert_frame_equal(result, exp)

        exp = DataFrame([0, 0, 1, 2, 3],
                        index=date_range('1/1/2000', periods=5, freq='H'))
        result = df.shift(2, fill_value=0)
        assert_frame_equal(result, exp)

    def test_shift_empty(self):
        # Regression test for #8019
        df = DataFrame({'foo': []})
        rs = df.shift(-1)

        assert_frame_equal(df, rs)

    def test_shift_duplicate_columns(self):
        # GH 9092; verify that position-based shifting works
        # in the presence of duplicate columns
        column_lists = [list(range(5)), [1] * 5, [1, 1, 2, 2, 1]]
        data = np.random.randn(20, 5)
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