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from datetime import datetime, time
from itertools import product
import numpy as np
import pytest
import pytz
import pandas as pd
from pandas import (
DataFrame,
DatetimeIndex,
Index,
MultiIndex,
Series,
date_range,
period_range,
to_datetime,
)
import pandas._testing as tm
import pandas.tseries.offsets as offsets
@pytest.fixture(params=product([True, False], [True, False]))
def close_open_fixture(request):
return request.param
class TestDataFrameTimeSeriesMethods:
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[{unit}]".format(unit=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[{unit}]".format(unit=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_asfreq(self, datetime_frame):
offset_monthly = datetime_frame.asfreq(offsets.BMonthEnd())
rule_monthly = datetime_frame.asfreq("BM")
tm.assert_almost_equal(offset_monthly["A"], rule_monthly["A"])
filled = rule_monthly.asfreq("B", method="pad") # noqa
# TODO: actually check that this worked.
# don't forget!
filled_dep = rule_monthly.asfreq("B", method="pad") # noqa
# test does not blow up on length-0 DataFrame
zero_length = datetime_frame.reindex([])
result = zero_length.asfreq("BM")
assert result is not zero_length
def test_asfreq_datetimeindex(self):
df = DataFrame(
{"A": [1, 2, 3]},
index=[datetime(2011, 11, 1), datetime(2011, 11, 2), datetime(2011, 11, 3)],
)
df = df.asfreq("B")
assert isinstance(df.index, DatetimeIndex)
ts = df["A"].asfreq("B")
assert isinstance(ts.index, DatetimeIndex)
def test_asfreq_fillvalue(self):
# test for fill value during upsampling, related to issue 3715
# setup
rng = pd.date_range("1/1/2016", periods=10, freq="2S")
ts = pd.Series(np.arange(len(rng)), index=rng)
df = pd.DataFrame({"one": ts})
# insert pre-existing missing value
df.loc["2016-01-01 00:00:08", "one"] = None
actual_df = df.asfreq(freq="1S", fill_value=9.0)
expected_df = df.asfreq(freq="1S").fillna(9.0)
expected_df.loc["2016-01-01 00:00:08", "one"] = None
tm.assert_frame_equal(expected_df, actual_df)
expected_series = ts.asfreq(freq="1S").fillna(9.0)
actual_series = ts.asfreq(freq="1S", fill_value=9.0)
tm.assert_series_equal(expected_series, actual_series)
@pytest.mark.parametrize(
"data,idx,expected_first,expected_last",
[
({"A": [1, 2, 3]}, [1, 1, 2], 1, 2),
({"A": [1, 2, 3]}, [1, 2, 2], 1, 2),
({"A": [1, 2, 3, 4]}, ["d", "d", "d", "d"], "d", "d"),
({"A": [1, np.nan, 3]}, [1, 1, 2], 1, 2),
({"A": [np.nan, np.nan, 3]}, [1, 1, 2], 2, 2),
({"A": [1, np.nan, 3]}, [1, 2, 2], 1, 2),
],
)
def test_first_last_valid(
self, float_frame, data, idx, expected_first, expected_last
):
N = len(float_frame.index)
mat = np.random.randn(N)
mat[:5] = np.nan
mat[-5:] = np.nan
frame = DataFrame({"foo": mat}, index=float_frame.index)
index = frame.first_valid_index()
assert index == frame.index[5]
index = frame.last_valid_index()
assert index == frame.index[-6]
# GH12800
empty = DataFrame()
assert empty.last_valid_index() is None
assert empty.first_valid_index() is None
# GH17400: no valid entries
frame[:] = np.nan
assert frame.last_valid_index() is None
assert frame.first_valid_index() is None
# GH20499: its preserves freq with holes
frame.index = date_range("20110101", periods=N, freq="B")
frame.iloc[1] = 1
frame.iloc[-2] = 1
assert frame.first_valid_index() == frame.index[1]
assert frame.last_valid_index() == frame.index[-2]
assert frame.first_valid_index().freq == frame.index.freq
assert frame.last_valid_index().freq == frame.index.freq
# GH 21441
df = DataFrame(data, index=idx)
assert expected_first == df.first_valid_index()
assert expected_last == df.last_valid_index()
@pytest.mark.parametrize("klass", [Series, DataFrame])
def test_first_valid_index_all_nan(self, klass):
# GH#9752 Series/DataFrame should both return None, not raise
obj = klass([np.nan])
assert obj.first_valid_index() is None
assert obj.iloc[:0].first_valid_index() is None
def test_first_subset(self):
ts = tm.makeTimeDataFrame(freq="12h")
result = ts.first("10d")
assert len(result) == 20
ts = tm.makeTimeDataFrame(freq="D")
result = ts.first("10d")
assert len(result) == 10
result = ts.first("3M")
expected = ts[:"3/31/2000"]
tm.assert_frame_equal(result, expected)
result = ts.first("21D")
expected = ts[:21]
tm.assert_frame_equal(result, expected)
result = ts[:0].first("3M")
tm.assert_frame_equal(result, ts[:0])
def test_first_raises(self):
# GH20725
df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
with pytest.raises(TypeError): # index is not a DatetimeIndex
df.first("1D")
def test_last_subset(self):
ts = tm.makeTimeDataFrame(freq="12h")
result = ts.last("10d")
assert len(result) == 20
ts = tm.makeTimeDataFrame(nper=30, freq="D")
result = ts.last("10d")
assert len(result) == 10
result = ts.last("21D")
expected = ts["2000-01-10":]
tm.assert_frame_equal(result, expected)
result = ts.last("21D")
expected = ts[-21:]
tm.assert_frame_equal(result, expected)
result = ts[:0].last("3M")
tm.assert_frame_equal(result, ts[:0])
def test_last_raises(self):
# GH20725
df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
with pytest.raises(TypeError): # index is not a DatetimeIndex
df.last("1D")
def test_at_time(self):
rng = date_range("1/1/2000", "1/5/2000", freq="5min")
ts = DataFrame(np.random.randn(len(rng), 2), index=rng)
rs = ts.at_time(rng[1])
assert (rs.index.hour == rng[1].hour).all()
assert (rs.index.minute == rng[1].minute).all()
assert (rs.index.second == rng[1].second).all()
result = ts.at_time("9:30")
expected = ts.at_time(time(9, 30))
tm.assert_frame_equal(result, expected)
result = ts.loc[time(9, 30)]
expected = ts.loc[(rng.hour == 9) & (rng.minute == 30)]
tm.assert_frame_equal(result, expected)
# midnight, everything
rng = date_range("1/1/2000", "1/31/2000")
ts = DataFrame(np.random.randn(len(rng), 3), index=rng)
result = ts.at_time(time(0, 0))
tm.assert_frame_equal(result, ts)
# time doesn't exist
rng = date_range("1/1/2012", freq="23Min", periods=384)
ts = DataFrame(np.random.randn(len(rng), 2), rng)
rs = ts.at_time("16:00")
assert len(rs) == 0
@pytest.mark.parametrize(
"hour", ["1:00", "1:00AM", time(1), time(1, tzinfo=pytz.UTC)]
)
def test_at_time_errors(self, hour):
# GH 24043
dti = pd.date_range("2018", periods=3, freq="H")
df = pd.DataFrame(list(range(len(dti))), index=dti)
if getattr(hour, "tzinfo", None) is None:
result = df.at_time(hour)
expected = df.iloc[1:2]
tm.assert_frame_equal(result, expected)
else:
with pytest.raises(ValueError, match="Index must be timezone"):
df.at_time(hour)
def test_at_time_tz(self):
# GH 24043
dti = pd.date_range("2018", periods=3, freq="H", tz="US/Pacific")
df = pd.DataFrame(list(range(len(dti))), index=dti)
result = df.at_time(time(4, tzinfo=pytz.timezone("US/Eastern")))
expected = df.iloc[1:2]
tm.assert_frame_equal(result, expected)
def test_at_time_raises(self):
# GH20725
df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
with pytest.raises(TypeError): # index is not a DatetimeIndex
df.at_time("00:00")
@pytest.mark.parametrize("axis", ["index", "columns", 0, 1])
def test_at_time_axis(self, axis):
# issue 8839
rng = date_range("1/1/2000", "1/5/2000", freq="5min")
ts = DataFrame(np.random.randn(len(rng), len(rng)))
ts.index, ts.columns = rng, rng
indices = rng[(rng.hour == 9) & (rng.minute == 30) & (rng.second == 0)]
if axis in ["index", 0]:
expected = ts.loc[indices, :]
elif axis in ["columns", 1]:
expected = ts.loc[:, indices]
result = ts.at_time("9:30", axis=axis)
tm.assert_frame_equal(result, expected)
def test_between_time(self, close_open_fixture):
rng = date_range("1/1/2000", "1/5/2000", freq="5min")
ts = DataFrame(np.random.randn(len(rng), 2), index=rng)
stime = time(0, 0)
etime = time(1, 0)
inc_start, inc_end = close_open_fixture
filtered = ts.between_time(stime, etime, inc_start, inc_end)
exp_len = 13 * 4 + 1
if not inc_start:
exp_len -= 5
if not inc_end:
exp_len -= 4
assert len(filtered) == exp_len
for rs in filtered.index:
t = rs.time()
if inc_start:
assert t >= stime
else:
assert t > stime
if inc_end:
assert t <= etime
else:
assert t < etime
result = ts.between_time("00:00", "01:00")
expected = ts.between_time(stime, etime)
tm.assert_frame_equal(result, expected)
# across midnight
rng = date_range("1/1/2000", "1/5/2000", freq="5min")
ts = DataFrame(np.random.randn(len(rng), 2), index=rng)
stime = time(22, 0)
etime = time(9, 0)
filtered = ts.between_time(stime, etime, inc_start, inc_end)
exp_len = (12 * 11 + 1) * 4 + 1
if not inc_start:
exp_len -= 4
if not inc_end:
exp_len -= 4
assert len(filtered) == exp_len
for rs in filtered.index:
t = rs.time()
if inc_start:
assert (t >= stime) or (t <= etime)
else:
assert (t > stime) or (t <= etime)
if inc_end:
assert (t <= etime) or (t >= stime)
else:
assert (t < etime) or (t >= stime)
def test_between_time_raises(self):
# GH20725
df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
with pytest.raises(TypeError): # index is not a DatetimeIndex
df.between_time(start_time="00:00", end_time="12:00")
def test_between_time_axis(self, axis):
# issue 8839
rng = date_range("1/1/2000", periods=100, freq="10min")
ts = DataFrame(np.random.randn(len(rng), len(rng)))
stime, etime = ("08:00:00", "09:00:00")
exp_len = 7
if axis in ["index", 0]:
ts.index = rng
assert len(ts.between_time(stime, etime)) == exp_len
assert len(ts.between_time(stime, etime, axis=0)) == exp_len
if axis in ["columns", 1]:
ts.columns = rng
selected = ts.between_time(stime, etime, axis=1).columns
assert len(selected) == exp_len
def test_between_time_axis_raises(self, axis):
# issue 8839
rng = date_range("1/1/2000", periods=100, freq="10min")
mask = np.arange(0, len(rng))
rand_data = np.random.randn(len(rng), len(rng))
ts = DataFrame(rand_data, index=rng, columns=rng)
stime, etime = ("08:00:00", "09:00:00")
msg = "Index must be DatetimeIndex"
if axis in ["columns", 1]:
ts.index = mask
with pytest.raises(TypeError, match=msg):
ts.between_time(stime, etime)
with pytest.raises(TypeError, match=msg):
ts.between_time(stime, etime, axis=0)
if axis in ["index", 0]:
ts.columns = mask
with pytest.raises(TypeError, match=msg):
ts.between_time(stime, etime, axis=1)
def test_operation_on_NaT(self):
# Both NaT and Timestamp are in DataFrame.
df = pd.DataFrame({"foo": [pd.NaT, pd.NaT, pd.Timestamp("2012-05-01")]})
res = df.min()
exp = pd.Series([pd.Timestamp("2012-05-01")], index=["foo"])
tm.assert_series_equal(res, exp)
res = df.max()
exp = pd.Series([pd.Timestamp("2012-05-01")], index=["foo"])
tm.assert_series_equal(res, exp)
# GH12941, only NaTs are in DataFrame.
df = pd.DataFrame({"foo": [pd.NaT, pd.NaT]})
res = df.min()
exp = pd.Series([pd.NaT], index=["foo"])
tm.assert_series_equal(res, exp)
res = df.max()
exp = pd.Series([pd.NaT], index=["foo"])
tm.assert_series_equal(res, exp)
def test_datetime_assignment_with_NaT_and_diff_time_units(self):
# GH 7492
data_ns = np.array([1, "nat"], dtype="datetime64[ns]")
result = pd.Series(data_ns).to_frame()
result["new"] = data_ns
expected = pd.DataFrame(
{0: [1, None], "new": [1, None]}, dtype="datetime64[ns]"
)
tm.assert_frame_equal(result, expected)
# OutOfBoundsDatetime error shouldn't occur
data_s = np.array([1, "nat"], dtype="datetime64[s]")
result["new"] = data_s
expected = pd.DataFrame(
{0: [1, None], "new": [1e9, None]}, dtype="datetime64[ns]"
)
tm.assert_frame_equal(result, expected)
def test_frame_to_period(self):
K = 5
dr = date_range("1/1/2000", "1/1/2001")
pr = period_range("1/1/2000", "1/1/2001")
df = DataFrame(np.random.randn(len(dr), K), index=dr)
df["mix"] = "a"
pts = df.to_period()
exp = df.copy()
exp.index = pr
tm.assert_frame_equal(pts, exp)
pts = df.to_period("M")
tm.assert_index_equal(pts.index, exp.index.asfreq("M"))
df = df.T
pts = df.to_period(axis=1)
exp = df.copy()
exp.columns = pr
tm.assert_frame_equal(pts, exp)
pts = df.to_period("M", axis=1)
tm.assert_index_equal(pts.columns, exp.columns.asfreq("M"))
msg = "No axis named 2 for object type <class 'pandas.core.frame.DataFrame'>"
with pytest.raises(ValueError, match=msg):
df.to_period(axis=2)
@pytest.mark.parametrize("fn", ["tz_localize", "tz_convert"])
def test_tz_convert_and_localize(self, fn):
l0 = date_range("20140701", periods=5, freq="D")
l1 = date_range("20140701", periods=5, freq="D")
int_idx = Index(range(5))
if fn == "tz_convert":
l0 = l0.tz_localize("UTC")
l1 = l1.tz_localize("UTC")
for idx in [l0, l1]:
l0_expected = getattr(idx, fn)("US/Pacific")
l1_expected = getattr(idx, fn)("US/Pacific")
df1 = DataFrame(np.ones(5), index=l0)
df1 = getattr(df1, fn)("US/Pacific")
tm.assert_index_equal(df1.index, l0_expected)
# MultiIndex
# GH7846
df2 = DataFrame(np.ones(5), MultiIndex.from_arrays([l0, l1]))
df3 = getattr(df2, fn)("US/Pacific", level=0)
assert not df3.index.levels[0].equals(l0)
tm.assert_index_equal(df3.index.levels[0], l0_expected)
tm.assert_index_equal(df3.index.levels[1], l1)
assert not df3.index.levels[1].equals(l1_expected)
df3 = getattr(df2, fn)("US/Pacific", level=1)
tm.assert_index_equal(df3.index.levels[0], l0)
assert not df3.index.levels[0].equals(l0_expected)
tm.assert_index_equal(df3.index.levels[1], l1_expected)
assert not df3.index.levels[1].equals(l1)
df4 = DataFrame(np.ones(5), MultiIndex.from_arrays([int_idx, l0]))
# TODO: untested
df5 = getattr(df4, fn)("US/Pacific", level=1) # noqa
tm.assert_index_equal(df3.index.levels[0], l0)
assert not df3.index.levels[0].equals(l0_expected)
tm.assert_index_equal(df3.index.levels[1], l1_expected)
assert not df3.index.levels[1].equals(l1)
# Bad Inputs
# Not DatetimeIndex / PeriodIndex
with pytest.raises(TypeError, match="DatetimeIndex"):
df = DataFrame(index=int_idx)
df = getattr(df, fn)("US/Pacific")
# Not DatetimeIndex / PeriodIndex
with pytest.raises(TypeError, match="DatetimeIndex"):
df = DataFrame(np.ones(5), MultiIndex.from_arrays([int_idx, l0]))
df = getattr(df, fn)("US/Pacific", level=0)
# Invalid level
with pytest.raises(ValueError, match="not valid"):
df = DataFrame(index=l0)
df = getattr(df, fn)("US/Pacific", level=1)