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- from datetime import datetime, timedelta
- import dateutil
- import numpy as np
- import pytest
- import pytz
- from pandas._libs.tslibs.ccalendar import DAYS, MONTHS
- from pandas._libs.tslibs.period import IncompatibleFrequency
- from pandas.compat import lrange, range, zip
- import pandas as pd
- from pandas import DataFrame, Series, Timestamp
- from pandas.core.indexes.datetimes import date_range
- from pandas.core.indexes.period import Period, PeriodIndex, period_range
- from pandas.core.resample import _get_period_range_edges
- import pandas.util.testing as tm
- from pandas.util.testing import (
- assert_almost_equal, assert_frame_equal, assert_series_equal)
- import pandas.tseries.offsets as offsets
- @pytest.fixture()
- def _index_factory():
- return period_range
- @pytest.fixture
- def _series_name():
- return 'pi'
- class TestPeriodIndex(object):
- @pytest.mark.parametrize('freq', ['2D', '1H', '2H'])
- @pytest.mark.parametrize('kind', ['period', None, 'timestamp'])
- def test_asfreq(self, series_and_frame, freq, kind):
- # GH 12884, 15944
- # make sure .asfreq() returns PeriodIndex (except kind='timestamp')
- obj = series_and_frame
- if kind == 'timestamp':
- expected = obj.to_timestamp().resample(freq).asfreq()
- else:
- start = obj.index[0].to_timestamp(how='start')
- end = (obj.index[-1] + obj.index.freq).to_timestamp(how='start')
- new_index = date_range(start=start, end=end, freq=freq,
- closed='left')
- expected = obj.to_timestamp().reindex(new_index).to_period(freq)
- result = obj.resample(freq, kind=kind).asfreq()
- assert_almost_equal(result, expected)
- def test_asfreq_fill_value(self, series):
- # test for fill value during resampling, issue 3715
- s = series
- new_index = date_range(s.index[0].to_timestamp(how='start'),
- (s.index[-1]).to_timestamp(how='start'),
- freq='1H')
- expected = s.to_timestamp().reindex(new_index, fill_value=4.0)
- result = s.resample('1H', kind='timestamp').asfreq(fill_value=4.0)
- assert_series_equal(result, expected)
- frame = s.to_frame('value')
- new_index = date_range(frame.index[0].to_timestamp(how='start'),
- (frame.index[-1]).to_timestamp(how='start'),
- freq='1H')
- expected = frame.to_timestamp().reindex(new_index, fill_value=3.0)
- result = frame.resample('1H', kind='timestamp').asfreq(fill_value=3.0)
- assert_frame_equal(result, expected)
- @pytest.mark.parametrize('freq', ['H', '12H', '2D', 'W'])
- @pytest.mark.parametrize('kind', [None, 'period', 'timestamp'])
- def test_selection(self, index, freq, kind):
- # This is a bug, these should be implemented
- # GH 14008
- rng = np.arange(len(index), dtype=np.int64)
- df = DataFrame({'date': index, 'a': rng},
- index=pd.MultiIndex.from_arrays([rng, index],
- names=['v', 'd']))
- with pytest.raises(NotImplementedError):
- df.resample(freq, on='date', kind=kind)
- with pytest.raises(NotImplementedError):
- df.resample(freq, level='d', kind=kind)
- @pytest.mark.parametrize('month', MONTHS)
- @pytest.mark.parametrize('meth', ['ffill', 'bfill'])
- @pytest.mark.parametrize('conv', ['start', 'end'])
- @pytest.mark.parametrize('targ', ['D', 'B', 'M'])
- def test_annual_upsample_cases(self, targ, conv, meth, month,
- simple_period_range_series):
- ts = simple_period_range_series(
- '1/1/1990', '12/31/1991', freq='A-%s' % month)
- result = getattr(ts.resample(targ, convention=conv), meth)()
- expected = result.to_timestamp(targ, how=conv)
- expected = expected.asfreq(targ, meth).to_period()
- assert_series_equal(result, expected)
- def test_basic_downsample(self, simple_period_range_series):
- ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='M')
- result = ts.resample('a-dec').mean()
- expected = ts.groupby(ts.index.year).mean()
- expected.index = period_range('1/1/1990', '6/30/1995', freq='a-dec')
- assert_series_equal(result, expected)
- # this is ok
- assert_series_equal(ts.resample('a-dec').mean(), result)
- assert_series_equal(ts.resample('a').mean(), result)
- def test_not_subperiod(self, simple_period_range_series):
- # These are incompatible period rules for resampling
- ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='w-wed')
- pytest.raises(ValueError, lambda: ts.resample('a-dec').mean())
- pytest.raises(ValueError, lambda: ts.resample('q-mar').mean())
- pytest.raises(ValueError, lambda: ts.resample('M').mean())
- pytest.raises(ValueError, lambda: ts.resample('w-thu').mean())
- @pytest.mark.parametrize('freq', ['D', '2D'])
- def test_basic_upsample(self, freq, simple_period_range_series):
- ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='M')
- result = ts.resample('a-dec').mean()
- resampled = result.resample(freq, convention='end').ffill()
- expected = result.to_timestamp(freq, how='end')
- expected = expected.asfreq(freq, 'ffill').to_period(freq)
- assert_series_equal(resampled, expected)
- def test_upsample_with_limit(self):
- rng = period_range('1/1/2000', periods=5, freq='A')
- ts = Series(np.random.randn(len(rng)), rng)
- result = ts.resample('M', convention='end').ffill(limit=2)
- expected = ts.asfreq('M').reindex(result.index, method='ffill',
- limit=2)
- assert_series_equal(result, expected)
- def test_annual_upsample(self, simple_period_range_series):
- ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='A-DEC')
- df = DataFrame({'a': ts})
- rdf = df.resample('D').ffill()
- exp = df['a'].resample('D').ffill()
- assert_series_equal(rdf['a'], exp)
- rng = period_range('2000', '2003', freq='A-DEC')
- ts = Series([1, 2, 3, 4], index=rng)
- result = ts.resample('M').ffill()
- ex_index = period_range('2000-01', '2003-12', freq='M')
- expected = ts.asfreq('M', how='start').reindex(ex_index,
- method='ffill')
- assert_series_equal(result, expected)
- @pytest.mark.parametrize('month', MONTHS)
- @pytest.mark.parametrize('target', ['D', 'B', 'M'])
- @pytest.mark.parametrize('convention', ['start', 'end'])
- def test_quarterly_upsample(self, month, target, convention,
- simple_period_range_series):
- freq = 'Q-{month}'.format(month=month)
- ts = simple_period_range_series('1/1/1990', '12/31/1995', freq=freq)
- result = ts.resample(target, convention=convention).ffill()
- expected = result.to_timestamp(target, how=convention)
- expected = expected.asfreq(target, 'ffill').to_period()
- assert_series_equal(result, expected)
- @pytest.mark.parametrize('target', ['D', 'B'])
- @pytest.mark.parametrize('convention', ['start', 'end'])
- def test_monthly_upsample(self, target, convention,
- simple_period_range_series):
- ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='M')
- result = ts.resample(target, convention=convention).ffill()
- expected = result.to_timestamp(target, how=convention)
- expected = expected.asfreq(target, 'ffill').to_period()
- assert_series_equal(result, expected)
- def test_resample_basic(self):
- # GH3609
- s = Series(range(100), index=date_range(
- '20130101', freq='s', periods=100, name='idx'), dtype='float')
- s[10:30] = np.nan
- index = PeriodIndex([
- Period('2013-01-01 00:00', 'T'),
- Period('2013-01-01 00:01', 'T')], name='idx')
- expected = Series([34.5, 79.5], index=index)
- result = s.to_period().resample('T', kind='period').mean()
- assert_series_equal(result, expected)
- result2 = s.resample('T', kind='period').mean()
- assert_series_equal(result2, expected)
- @pytest.mark.parametrize('freq,expected_vals', [('M', [31, 29, 31, 9]),
- ('2M', [31 + 29, 31 + 9])])
- def test_resample_count(self, freq, expected_vals):
- # GH12774
- series = Series(1, index=pd.period_range(start='2000', periods=100))
- result = series.resample(freq).count()
- expected_index = pd.period_range(start='2000', freq=freq,
- periods=len(expected_vals))
- expected = Series(expected_vals, index=expected_index)
- assert_series_equal(result, expected)
- def test_resample_same_freq(self, resample_method):
- # GH12770
- series = Series(range(3), index=pd.period_range(
- start='2000', periods=3, freq='M'))
- expected = series
- result = getattr(series.resample('M'), resample_method)()
- assert_series_equal(result, expected)
- def test_resample_incompat_freq(self):
- with pytest.raises(IncompatibleFrequency):
- Series(range(3), index=pd.period_range(
- start='2000', periods=3, freq='M')).resample('W').mean()
- def test_with_local_timezone_pytz(self):
- # see gh-5430
- local_timezone = pytz.timezone('America/Los_Angeles')
- start = datetime(year=2013, month=11, day=1, hour=0, minute=0,
- tzinfo=pytz.utc)
- # 1 day later
- end = datetime(year=2013, month=11, day=2, hour=0, minute=0,
- tzinfo=pytz.utc)
- index = pd.date_range(start, end, freq='H')
- series = Series(1, index=index)
- series = series.tz_convert(local_timezone)
- result = series.resample('D', kind='period').mean()
- # Create the expected series
- # Index is moved back a day with the timezone conversion from UTC to
- # Pacific
- expected_index = (pd.period_range(start=start, end=end, freq='D') -
- offsets.Day())
- expected = Series(1, index=expected_index)
- assert_series_equal(result, expected)
- def test_resample_with_pytz(self):
- # GH 13238
- s = Series(2, index=pd.date_range('2017-01-01', periods=48, freq="H",
- tz="US/Eastern"))
- result = s.resample("D").mean()
- expected = Series(2, index=pd.DatetimeIndex(['2017-01-01',
- '2017-01-02'],
- tz="US/Eastern"))
- assert_series_equal(result, expected)
- # Especially assert that the timezone is LMT for pytz
- assert result.index.tz == pytz.timezone('US/Eastern')
- def test_with_local_timezone_dateutil(self):
- # see gh-5430
- local_timezone = 'dateutil/America/Los_Angeles'
- start = datetime(year=2013, month=11, day=1, hour=0, minute=0,
- tzinfo=dateutil.tz.tzutc())
- # 1 day later
- end = datetime(year=2013, month=11, day=2, hour=0, minute=0,
- tzinfo=dateutil.tz.tzutc())
- index = pd.date_range(start, end, freq='H', name='idx')
- series = Series(1, index=index)
- series = series.tz_convert(local_timezone)
- result = series.resample('D', kind='period').mean()
- # Create the expected series
- # Index is moved back a day with the timezone conversion from UTC to
- # Pacific
- expected_index = (pd.period_range(start=start, end=end, freq='D',
- name='idx') - offsets.Day())
- expected = Series(1, index=expected_index)
- assert_series_equal(result, expected)
- def test_resample_nonexistent_time_bin_edge(self):
- # GH 19375
- index = date_range('2017-03-12', '2017-03-12 1:45:00', freq='15T')
- s = Series(np.zeros(len(index)), index=index)
- expected = s.tz_localize('US/Pacific')
- result = expected.resample('900S').mean()
- tm.assert_series_equal(result, expected)
- # GH 23742
- index = date_range(start='2017-10-10', end='2017-10-20', freq='1H')
- index = index.tz_localize('UTC').tz_convert('America/Sao_Paulo')
- df = DataFrame(data=list(range(len(index))), index=index)
- result = df.groupby(pd.Grouper(freq='1D')).count()
- expected = date_range(start='2017-10-09', end='2017-10-20', freq='D',
- tz="America/Sao_Paulo",
- nonexistent='shift_forward', closed='left')
- tm.assert_index_equal(result.index, expected)
- def test_resample_ambiguous_time_bin_edge(self):
- # GH 10117
- idx = pd.date_range("2014-10-25 22:00:00", "2014-10-26 00:30:00",
- freq="30T", tz="Europe/London")
- expected = Series(np.zeros(len(idx)), index=idx)
- result = expected.resample('30T').mean()
- tm.assert_series_equal(result, expected)
- def test_fill_method_and_how_upsample(self):
- # GH2073
- s = Series(np.arange(9, dtype='int64'),
- index=date_range('2010-01-01', periods=9, freq='Q'))
- last = s.resample('M').ffill()
- both = s.resample('M').ffill().resample('M').last().astype('int64')
- assert_series_equal(last, both)
- @pytest.mark.parametrize('day', DAYS)
- @pytest.mark.parametrize('target', ['D', 'B'])
- @pytest.mark.parametrize('convention', ['start', 'end'])
- def test_weekly_upsample(self, day, target, convention,
- simple_period_range_series):
- freq = 'W-{day}'.format(day=day)
- ts = simple_period_range_series('1/1/1990', '12/31/1995', freq=freq)
- result = ts.resample(target, convention=convention).ffill()
- expected = result.to_timestamp(target, how=convention)
- expected = expected.asfreq(target, 'ffill').to_period()
- assert_series_equal(result, expected)
- def test_resample_to_timestamps(self, simple_period_range_series):
- ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='M')
- result = ts.resample('A-DEC', kind='timestamp').mean()
- expected = ts.to_timestamp(how='start').resample('A-DEC').mean()
- assert_series_equal(result, expected)
- def test_resample_to_quarterly(self, simple_period_range_series):
- for month in MONTHS:
- ts = simple_period_range_series(
- '1990', '1992', freq='A-%s' % month)
- quar_ts = ts.resample('Q-%s' % month).ffill()
- stamps = ts.to_timestamp('D', how='start')
- qdates = period_range(ts.index[0].asfreq('D', 'start'),
- ts.index[-1].asfreq('D', 'end'),
- freq='Q-%s' % month)
- expected = stamps.reindex(qdates.to_timestamp('D', 's'),
- method='ffill')
- expected.index = qdates
- assert_series_equal(quar_ts, expected)
- # conforms, but different month
- ts = simple_period_range_series('1990', '1992', freq='A-JUN')
- for how in ['start', 'end']:
- result = ts.resample('Q-MAR', convention=how).ffill()
- expected = ts.asfreq('Q-MAR', how=how)
- expected = expected.reindex(result.index, method='ffill')
- # .to_timestamp('D')
- # expected = expected.resample('Q-MAR').ffill()
- assert_series_equal(result, expected)
- def test_resample_fill_missing(self):
- rng = PeriodIndex([2000, 2005, 2007, 2009], freq='A')
- s = Series(np.random.randn(4), index=rng)
- stamps = s.to_timestamp()
- filled = s.resample('A').ffill()
- expected = stamps.resample('A').ffill().to_period('A')
- assert_series_equal(filled, expected)
- def test_cant_fill_missing_dups(self):
- rng = PeriodIndex([2000, 2005, 2005, 2007, 2007], freq='A')
- s = Series(np.random.randn(5), index=rng)
- pytest.raises(Exception, lambda: s.resample('A').ffill())
- @pytest.mark.parametrize('freq', ['5min'])
- @pytest.mark.parametrize('kind', ['period', None, 'timestamp'])
- def test_resample_5minute(self, freq, kind):
- rng = period_range('1/1/2000', '1/5/2000', freq='T')
- ts = Series(np.random.randn(len(rng)), index=rng)
- expected = ts.to_timestamp().resample(freq).mean()
- if kind != 'timestamp':
- expected = expected.to_period(freq)
- result = ts.resample(freq, kind=kind).mean()
- assert_series_equal(result, expected)
- def test_upsample_daily_business_daily(self, simple_period_range_series):
- ts = simple_period_range_series('1/1/2000', '2/1/2000', freq='B')
- result = ts.resample('D').asfreq()
- expected = ts.asfreq('D').reindex(period_range('1/3/2000', '2/1/2000'))
- assert_series_equal(result, expected)
- ts = simple_period_range_series('1/1/2000', '2/1/2000')
- result = ts.resample('H', convention='s').asfreq()
- exp_rng = period_range('1/1/2000', '2/1/2000 23:00', freq='H')
- expected = ts.asfreq('H', how='s').reindex(exp_rng)
- assert_series_equal(result, expected)
- def test_resample_irregular_sparse(self):
- dr = date_range(start='1/1/2012', freq='5min', periods=1000)
- s = Series(np.array(100), index=dr)
- # subset the data.
- subset = s[:'2012-01-04 06:55']
- result = subset.resample('10min').apply(len)
- expected = s.resample('10min').apply(len).loc[result.index]
- assert_series_equal(result, expected)
- def test_resample_weekly_all_na(self):
- rng = date_range('1/1/2000', periods=10, freq='W-WED')
- ts = Series(np.random.randn(len(rng)), index=rng)
- result = ts.resample('W-THU').asfreq()
- assert result.isna().all()
- result = ts.resample('W-THU').asfreq().ffill()[:-1]
- expected = ts.asfreq('W-THU').ffill()
- assert_series_equal(result, expected)
- def test_resample_tz_localized(self):
- dr = date_range(start='2012-4-13', end='2012-5-1')
- ts = Series(lrange(len(dr)), dr)
- ts_utc = ts.tz_localize('UTC')
- ts_local = ts_utc.tz_convert('America/Los_Angeles')
- result = ts_local.resample('W').mean()
- ts_local_naive = ts_local.copy()
- ts_local_naive.index = [x.replace(tzinfo=None)
- for x in ts_local_naive.index.to_pydatetime()]
- exp = ts_local_naive.resample(
- 'W').mean().tz_localize('America/Los_Angeles')
- assert_series_equal(result, exp)
- # it works
- result = ts_local.resample('D').mean()
- # #2245
- idx = date_range('2001-09-20 15:59', '2001-09-20 16:00', freq='T',
- tz='Australia/Sydney')
- s = Series([1, 2], index=idx)
- result = s.resample('D', closed='right', label='right').mean()
- ex_index = date_range('2001-09-21', periods=1, freq='D',
- tz='Australia/Sydney')
- expected = Series([1.5], index=ex_index)
- assert_series_equal(result, expected)
- # for good measure
- result = s.resample('D', kind='period').mean()
- ex_index = period_range('2001-09-20', periods=1, freq='D')
- expected = Series([1.5], index=ex_index)
- assert_series_equal(result, expected)
- # GH 6397
- # comparing an offset that doesn't propagate tz's
- rng = date_range('1/1/2011', periods=20000, freq='H')
- rng = rng.tz_localize('EST')
- ts = DataFrame(index=rng)
- ts['first'] = np.random.randn(len(rng))
- ts['second'] = np.cumsum(np.random.randn(len(rng)))
- expected = DataFrame(
- {
- 'first': ts.resample('A').sum()['first'],
- 'second': ts.resample('A').mean()['second']},
- columns=['first', 'second'])
- result = ts.resample(
- 'A').agg({'first': np.sum,
- 'second': np.mean}).reindex(columns=['first', 'second'])
- assert_frame_equal(result, expected)
- def test_closed_left_corner(self):
- # #1465
- s = Series(np.random.randn(21),
- index=date_range(start='1/1/2012 9:30',
- freq='1min', periods=21))
- s[0] = np.nan
- result = s.resample('10min', closed='left', label='right').mean()
- exp = s[1:].resample('10min', closed='left', label='right').mean()
- assert_series_equal(result, exp)
- result = s.resample('10min', closed='left', label='left').mean()
- exp = s[1:].resample('10min', closed='left', label='left').mean()
- ex_index = date_range(start='1/1/2012 9:30', freq='10min', periods=3)
- tm.assert_index_equal(result.index, ex_index)
- assert_series_equal(result, exp)
- def test_quarterly_resampling(self):
- rng = period_range('2000Q1', periods=10, freq='Q-DEC')
- ts = Series(np.arange(10), index=rng)
- result = ts.resample('A').mean()
- exp = ts.to_timestamp().resample('A').mean().to_period()
- assert_series_equal(result, exp)
- def test_resample_weekly_bug_1726(self):
- # 8/6/12 is a Monday
- ind = date_range(start="8/6/2012", end="8/26/2012", freq="D")
- n = len(ind)
- data = [[x] * 5 for x in range(n)]
- df = DataFrame(data, columns=['open', 'high', 'low', 'close', 'vol'],
- index=ind)
- # it works!
- df.resample('W-MON', closed='left', label='left').first()
- def test_resample_with_dst_time_change(self):
- # GH 15549
- index = (
- pd.DatetimeIndex([1457537600000000000, 1458059600000000000])
- .tz_localize("UTC").tz_convert('America/Chicago')
- )
- df = pd.DataFrame([1, 2], index=index)
- result = df.resample('12h', closed='right',
- label='right').last().ffill()
- expected_index_values = ['2016-03-09 12:00:00-06:00',
- '2016-03-10 00:00:00-06:00',
- '2016-03-10 12:00:00-06:00',
- '2016-03-11 00:00:00-06:00',
- '2016-03-11 12:00:00-06:00',
- '2016-03-12 00:00:00-06:00',
- '2016-03-12 12:00:00-06:00',
- '2016-03-13 00:00:00-06:00',
- '2016-03-13 13:00:00-05:00',
- '2016-03-14 01:00:00-05:00',
- '2016-03-14 13:00:00-05:00',
- '2016-03-15 01:00:00-05:00',
- '2016-03-15 13:00:00-05:00']
- index = pd.to_datetime(expected_index_values, utc=True).tz_convert(
- 'America/Chicago')
- expected = pd.DataFrame([1.0, 1.0, 1.0, 1.0, 1.0,
- 1.0, 1.0, 1.0, 1.0, 1.0,
- 1.0, 1.0, 2.0], index=index)
- assert_frame_equal(result, expected)
- def test_resample_bms_2752(self):
- # GH2753
- foo = Series(index=pd.bdate_range('20000101', '20000201'))
- res1 = foo.resample("BMS").mean()
- res2 = foo.resample("BMS").mean().resample("B").mean()
- assert res1.index[0] == Timestamp('20000103')
- assert res1.index[0] == res2.index[0]
- # def test_monthly_convention_span(self):
- # rng = period_range('2000-01', periods=3, freq='M')
- # ts = Series(np.arange(3), index=rng)
- # # hacky way to get same thing
- # exp_index = period_range('2000-01-01', '2000-03-31', freq='D')
- # expected = ts.asfreq('D', how='end').reindex(exp_index)
- # expected = expected.fillna(method='bfill')
- # result = ts.resample('D', convention='span').mean()
- # assert_series_equal(result, expected)
- def test_default_right_closed_label(self):
- end_freq = ['D', 'Q', 'M', 'D']
- end_types = ['M', 'A', 'Q', 'W']
- for from_freq, to_freq in zip(end_freq, end_types):
- idx = date_range(start='8/15/2012', periods=100, freq=from_freq)
- df = DataFrame(np.random.randn(len(idx), 2), idx)
- resampled = df.resample(to_freq).mean()
- assert_frame_equal(resampled, df.resample(to_freq, closed='right',
- label='right').mean())
- def test_default_left_closed_label(self):
- others = ['MS', 'AS', 'QS', 'D', 'H']
- others_freq = ['D', 'Q', 'M', 'H', 'T']
- for from_freq, to_freq in zip(others_freq, others):
- idx = date_range(start='8/15/2012', periods=100, freq=from_freq)
- df = DataFrame(np.random.randn(len(idx), 2), idx)
- resampled = df.resample(to_freq).mean()
- assert_frame_equal(resampled, df.resample(to_freq, closed='left',
- label='left').mean())
- def test_all_values_single_bin(self):
- # 2070
- index = period_range(start="2012-01-01", end="2012-12-31", freq="M")
- s = Series(np.random.randn(len(index)), index=index)
- result = s.resample("A").mean()
- tm.assert_almost_equal(result[0], s.mean())
- def test_evenly_divisible_with_no_extra_bins(self):
- # 4076
- # when the frequency is evenly divisible, sometimes extra bins
- df = DataFrame(np.random.randn(9, 3),
- index=date_range('2000-1-1', periods=9))
- result = df.resample('5D').mean()
- expected = pd.concat(
- [df.iloc[0:5].mean(), df.iloc[5:].mean()], axis=1).T
- expected.index = [Timestamp('2000-1-1'), Timestamp('2000-1-6')]
- assert_frame_equal(result, expected)
- index = date_range(start='2001-5-4', periods=28)
- df = DataFrame(
- [{'REST_KEY': 1, 'DLY_TRN_QT': 80, 'DLY_SLS_AMT': 90,
- 'COOP_DLY_TRN_QT': 30, 'COOP_DLY_SLS_AMT': 20}] * 28 +
- [{'REST_KEY': 2, 'DLY_TRN_QT': 70, 'DLY_SLS_AMT': 10,
- 'COOP_DLY_TRN_QT': 50, 'COOP_DLY_SLS_AMT': 20}] * 28,
- index=index.append(index)).sort_index()
- index = date_range('2001-5-4', periods=4, freq='7D')
- expected = DataFrame(
- [{'REST_KEY': 14, 'DLY_TRN_QT': 14, 'DLY_SLS_AMT': 14,
- 'COOP_DLY_TRN_QT': 14, 'COOP_DLY_SLS_AMT': 14}] * 4,
- index=index)
- result = df.resample('7D').count()
- assert_frame_equal(result, expected)
- expected = DataFrame(
- [{'REST_KEY': 21, 'DLY_TRN_QT': 1050, 'DLY_SLS_AMT': 700,
- 'COOP_DLY_TRN_QT': 560, 'COOP_DLY_SLS_AMT': 280}] * 4,
- index=index)
- result = df.resample('7D').sum()
- assert_frame_equal(result, expected)
- @pytest.mark.parametrize('kind', ['period', None, 'timestamp'])
- @pytest.mark.parametrize('agg_arg', ['mean', {'value': 'mean'}, ['mean']])
- def test_loffset_returns_datetimeindex(self, frame, kind, agg_arg):
- # make sure passing loffset returns DatetimeIndex in all cases
- # basic method taken from Base.test_resample_loffset_arg_type()
- df = frame
- expected_means = [df.values[i:i + 2].mean()
- for i in range(0, len(df.values), 2)]
- expected_index = period_range(
- df.index[0], periods=len(df.index) / 2, freq='2D')
- # loffset coerces PeriodIndex to DateTimeIndex
- expected_index = expected_index.to_timestamp()
- expected_index += timedelta(hours=2)
- expected = DataFrame({'value': expected_means}, index=expected_index)
- result_agg = df.resample('2D', loffset='2H', kind=kind).agg(agg_arg)
- with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
- result_how = df.resample('2D', how=agg_arg, loffset='2H',
- kind=kind)
- if isinstance(agg_arg, list):
- expected.columns = pd.MultiIndex.from_tuples([('value', 'mean')])
- assert_frame_equal(result_agg, expected)
- assert_frame_equal(result_how, expected)
- @pytest.mark.parametrize('freq, period_mult', [('H', 24), ('12H', 2)])
- @pytest.mark.parametrize('kind', [None, 'period'])
- def test_upsampling_ohlc(self, freq, period_mult, kind):
- # GH 13083
- pi = period_range(start='2000', freq='D', periods=10)
- s = Series(range(len(pi)), index=pi)
- expected = s.to_timestamp().resample(freq).ohlc().to_period(freq)
- # timestamp-based resampling doesn't include all sub-periods
- # of the last original period, so extend accordingly:
- new_index = period_range(start='2000', freq=freq,
- periods=period_mult * len(pi))
- expected = expected.reindex(new_index)
- result = s.resample(freq, kind=kind).ohlc()
- assert_frame_equal(result, expected)
- @pytest.mark.parametrize('periods, values',
- [([pd.NaT, '1970-01-01 00:00:00', pd.NaT,
- '1970-01-01 00:00:02', '1970-01-01 00:00:03'],
- [2, 3, 5, 7, 11]),
- ([pd.NaT, pd.NaT, '1970-01-01 00:00:00', pd.NaT,
- pd.NaT, pd.NaT, '1970-01-01 00:00:02',
- '1970-01-01 00:00:03', pd.NaT, pd.NaT],
- [1, 2, 3, 5, 6, 8, 7, 11, 12, 13])])
- @pytest.mark.parametrize('freq, expected_values',
- [('1s', [3, np.NaN, 7, 11]),
- ('2s', [3, int((7 + 11) / 2)]),
- ('3s', [int((3 + 7) / 2), 11])])
- def test_resample_with_nat(self, periods, values, freq, expected_values):
- # GH 13224
- index = PeriodIndex(periods, freq='S')
- frame = DataFrame(values, index=index)
- expected_index = period_range('1970-01-01 00:00:00',
- periods=len(expected_values), freq=freq)
- expected = DataFrame(expected_values, index=expected_index)
- result = frame.resample(freq).mean()
- assert_frame_equal(result, expected)
- def test_resample_with_only_nat(self):
- # GH 13224
- pi = PeriodIndex([pd.NaT] * 3, freq='S')
- frame = DataFrame([2, 3, 5], index=pi)
- expected_index = PeriodIndex(data=[], freq=pi.freq)
- expected = DataFrame([], index=expected_index)
- result = frame.resample('1s').mean()
- assert_frame_equal(result, expected)
- @pytest.mark.parametrize('start,end,start_freq,end_freq,base', [
- ('19910905', '19910909 03:00', 'H', '24H', 10),
- ('19910905', '19910909 12:00', 'H', '24H', 10),
- ('19910905', '19910909 23:00', 'H', '24H', 10),
- ('19910905 10:00', '19910909', 'H', '24H', 10),
- ('19910905 10:00', '19910909 10:00', 'H', '24H', 10),
- ('19910905', '19910909 10:00', 'H', '24H', 10),
- ('19910905 12:00', '19910909', 'H', '24H', 10),
- ('19910905 12:00', '19910909 03:00', 'H', '24H', 10),
- ('19910905 12:00', '19910909 12:00', 'H', '24H', 10),
- ('19910905 12:00', '19910909 12:00', 'H', '24H', 34),
- ('19910905 12:00', '19910909 12:00', 'H', '17H', 10),
- ('19910905 12:00', '19910909 12:00', 'H', '17H', 3),
- ('19910905 12:00', '19910909 1:00', 'H', 'M', 3),
- ('19910905', '19910913 06:00', '2H', '24H', 10),
- ('19910905', '19910905 01:39', 'Min', '5Min', 3),
- ('19910905', '19910905 03:18', '2Min', '5Min', 3),
- ])
- def test_resample_with_non_zero_base(self, start, end, start_freq,
- end_freq, base):
- # GH 23882
- s = pd.Series(0, index=pd.period_range(start, end, freq=start_freq))
- s = s + np.arange(len(s))
- result = s.resample(end_freq, base=base).mean()
- result = result.to_timestamp(end_freq)
- # to_timestamp casts 24H -> D
- result = result.asfreq(end_freq) if end_freq == '24H' else result
- expected = s.to_timestamp().resample(end_freq, base=base).mean()
- assert_series_equal(result, expected)
- @pytest.mark.parametrize('first,last,offset,exp_first,exp_last', [
- ('19910905', '19920406', 'D', '19910905', '19920406'),
- ('19910905 00:00', '19920406 06:00', 'D', '19910905', '19920406'),
- ('19910905 06:00', '19920406 06:00', 'H', '19910905 06:00',
- '19920406 06:00'),
- ('19910906', '19920406', 'M', '1991-09', '1992-04'),
- ('19910831', '19920430', 'M', '1991-08', '1992-04'),
- ('1991-08', '1992-04', 'M', '1991-08', '1992-04'),
- ])
- def test_get_period_range_edges(self, first, last, offset,
- exp_first, exp_last):
- first = pd.Period(first)
- last = pd.Period(last)
- exp_first = pd.Period(exp_first, freq=offset)
- exp_last = pd.Period(exp_last, freq=offset)
- offset = pd.tseries.frequencies.to_offset(offset)
- result = _get_period_range_edges(first, last, offset)
- expected = (exp_first, exp_last)
- assert result == expected
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