Repository URL to install this package:
|
Version:
0.21.1 ▾
|
# -*- coding: utf-8 -*-
from __future__ import print_function
from datetime import datetime, time
import pytest
from numpy import nan
from numpy.random import randn
import numpy as np
from pandas import (DataFrame, Series, Index,
Timestamp, DatetimeIndex,
to_datetime, date_range)
import pandas as pd
import pandas.tseries.offsets as offsets
from pandas.util.testing import assert_series_equal, assert_frame_equal
import pandas.util.testing as tm
from pandas.compat import product
from pandas.tests.frame.common import TestData
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)
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)
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, np.nan, 2.5 / 1.5 - 1, .2])
edf = DataFrame({'a': expected, 'b': expected})
assert_frame_equal(chg, edf)
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_add_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_add_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].valid().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'))
tm.assert_raises_regex(ValueError,
'does not match PeriodIndex freq',
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_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)
shifted = []
for columns in column_lists:
df = pd.DataFrame(data.copy(), columns=columns)
for s in range(5):
df.iloc[:, s] = df.iloc[:, s].shift(s + 1)
df.columns = range(5)
shifted.append(df)
# sanity check the base case
nulls = shifted[0].isna().sum()
assert_series_equal(nulls, Series(range(1, 6), dtype='int64'))
# check all answers are the same
assert_frame_equal(shifted[0], shifted[1])
assert_frame_equal(shifted[0], shifted[2])
def test_tshift(self):
# PeriodIndex
ps = tm.makePeriodFrame()
shifted = ps.tshift(1)
unshifted = shifted.tshift(-1)
assert_frame_equal(unshifted, ps)
shifted2 = ps.tshift(freq='B')
assert_frame_equal(shifted, shifted2)
shifted3 = ps.tshift(freq=offsets.BDay())
assert_frame_equal(shifted, shifted3)
tm.assert_raises_regex(
ValueError, 'does not match', ps.tshift, freq='M')
# DatetimeIndex
shifted = self.tsframe.tshift(1)
unshifted = shifted.tshift(-1)
assert_frame_equal(self.tsframe, unshifted)
shifted2 = self.tsframe.tshift(freq=self.tsframe.index.freq)
assert_frame_equal(shifted, shifted2)
inferred_ts = DataFrame(self.tsframe.values,
Index(np.asarray(self.tsframe.index)),
columns=self.tsframe.columns)
shifted = inferred_ts.tshift(1)
unshifted = shifted.tshift(-1)
assert_frame_equal(shifted, self.tsframe.tshift(1))
assert_frame_equal(unshifted, inferred_ts)
no_freq = self.tsframe.iloc[[0, 5, 7], :]
pytest.raises(ValueError, no_freq.tshift)
def test_truncate(self):
ts = self.tsframe[::3]
start, end = self.tsframe.index[3], self.tsframe.index[6]
start_missing = self.tsframe.index[2]
end_missing = self.tsframe.index[7]
# neither specified
truncated = ts.truncate()
assert_frame_equal(truncated, ts)
# both specified
expected = ts[1:3]
truncated = ts.truncate(start, end)
assert_frame_equal(truncated, expected)
truncated = ts.truncate(start_missing, end_missing)
assert_frame_equal(truncated, expected)
# start specified
expected = ts[1:]
truncated = ts.truncate(before=start)
assert_frame_equal(truncated, expected)
truncated = ts.truncate(before=start_missing)
assert_frame_equal(truncated, expected)
# end specified
expected = ts[:3]
truncated = ts.truncate(after=end)
assert_frame_equal(truncated, expected)
truncated = ts.truncate(after=end_missing)
assert_frame_equal(truncated, expected)
pytest.raises(ValueError, ts.truncate,
before=ts.index[-1] - 1,
after=ts.index[0] + 1)
def test_truncate_copy(self):
index = self.tsframe.index
truncated = self.tsframe.truncate(index[5], index[10])
truncated.values[:] = 5.
assert not (self.tsframe.values[5:11] == 5).any()
def test_asfreq(self):
offset_monthly = self.tsframe.asfreq(offsets.BMonthEnd())
rule_monthly = self.tsframe.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 = self.tsframe.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
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)
assert_series_equal(expected_series, actual_series)
def test_first_last_valid(self):
N = len(self.frame.index)
mat = randn(N)
mat[:5] = nan
mat[-5:] = nan
frame = DataFrame({'foo': mat}, index=self.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[:] = nan
assert frame.last_valid_index() is None
assert frame.first_valid_index() is None
def test_at_time_frame(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))
assert_frame_equal(result, expected)
result = ts.loc[time(9, 30)]
expected = ts.loc[(rng.hour == 9) & (rng.minute == 30)]
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))
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
def test_between_time_frame(self):
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)
close_open = product([True, False], [True, False])
for inc_start, inc_end in close_open:
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)
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)
close_open = product([True, False], [True, False])
for inc_start, inc_end in close_open:
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_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
from pandas.core.indexes.period import period_range
dr = date_range('1/1/2000', '1/1/2001')
pr = period_range('1/1/2000', '1/1/2001')
df = DataFrame(randn(len(dr), K), index=dr)
df['mix'] = 'a'
pts = df.to_period()
exp = df.copy()
exp.index = pr
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
assert_frame_equal(pts, exp)
pts = df.to_period('M', axis=1)
tm.assert_index_equal(pts.columns, exp.columns.asfreq('M'))
pytest.raises(ValueError, df.to_period, axis=2)