1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495969798991001011021031041051061071081091101111121131141151161171181191201211221231241251261271281291301311321331341351361371381391401411421431441451461471481491501511521531541551561571581591601611621631641651661671681691701711721731741751761771781791801811821831841851861871881891901911921931941951961971981992002012022032042052062072082092102112122132142152162172182192202212222232242252262272282292302312322332342352362372382392402412422432442452462472482492502512522532542552562572582592602612622632642652662672682692702712722732742752762772782792802812822832842852862872882892902912922932942952962972982993003013023033043053063073083093103113123133143153163173183193203213223233243253263273283293303313323333343353363373383393403413423433443453463473483493503513523533543553563573583593603613623633643653663673683693703713723733743753763773783793803813823833843853863873883893903913923933943953963973983994004014024034044054064074084094104114124134144154164174184194204214224234244254264274284294304314324334344354364374384394404414424434444454464474484494504514524534544554564574584594604614624634644654664674684694704714724734744754764774784794804814824834844854864874884894904914924934944954964974984995005015025035045055065075085095105115125135145155165175185195205215225235245255265275285295305315325335345355365375385395405415425435445455465475485495505515525535545555565575585595605615625635645655665675685695705715725735745755765775785795805815825835845855865875885895905915925935945955965975985996006016026036046056066076086096106116126136146156166176186196206216226236246256266276286296306316326336346356366376386396406416426436446456466476486496506516526536546556566576586596606616626636646656666676686696706716726736746756766776786796806816826836846856866876886896906916926936946956966976986997007017027037047057067077087097107117127137147157167177187197207217227237247257267277287297307317327337347357367377387397407417427437447457467477487497507517527537547557567577587597607617627637647657667677687697707717727737747757767777787797807817827837847857867877887897907917927937947957967977987998008018028038048058068078088098108118128138148158168178188198208218228238248258268278288298308318328338348358368378388398408418428438448458468478488498508518528538548558568578588598608618628638648658668678688698708718728738748758768778788798808818828838848858868878888898908918928938948958968978988999009019029039049059069079089099109119129139149159169179189199209219229239249259269279289299309319329339349359369379389399409419429439449459469479489499509519529539549559569579589599609619629639649659669679689699709719729739749759769779789799809819829839849859869879889899909919929939949959969979989991000100110021003100410051006100710081009101010111012101310141015101610171018101910201021102210231024102510261027102810291030103110321033103410351036103710381039104010411042104310441045104610471048104910501051105210531054105510561057105810591060106110621063106410651066106710681069107010711072107310741075107610771078107910801081108210831084108510861087108810891090109110921093109410951096109710981099 |
- # coding=utf-8
- # pylint: disable-msg=E1101,W0612
- from datetime import datetime, time, timedelta
- import numpy as np
- import pytest
- from pandas._libs.tslib import iNaT
- from pandas._libs.tslibs.np_datetime import OutOfBoundsDatetime
- from pandas.compat import StringIO, lrange, product
- from pandas.errors import NullFrequencyError
- import pandas.util._test_decorators as td
- import pandas as pd
- from pandas import (
- DataFrame, Index, NaT, Series, Timestamp, concat, date_range, offsets,
- timedelta_range, to_datetime)
- from pandas.core.indexes.datetimes import DatetimeIndex
- from pandas.core.indexes.timedeltas import TimedeltaIndex
- from pandas.tests.series.common import TestData
- import pandas.util.testing as tm
- from pandas.util.testing import (
- assert_almost_equal, assert_frame_equal, assert_series_equal)
- from pandas.tseries.offsets import BDay, BMonthEnd
- def _simple_ts(start, end, freq='D'):
- rng = date_range(start, end, freq=freq)
- return Series(np.random.randn(len(rng)), index=rng)
- def assert_range_equal(left, right):
- assert (left.equals(right))
- assert (left.freq == right.freq)
- assert (left.tz == right.tz)
- class TestTimeSeries(TestData):
- def test_shift(self):
- shifted = self.ts.shift(1)
- unshifted = shifted.shift(-1)
- tm.assert_index_equal(shifted.index, self.ts.index)
- tm.assert_index_equal(unshifted.index, self.ts.index)
- tm.assert_numpy_array_equal(unshifted.dropna().values,
- self.ts.values[:-1])
- offset = BDay()
- shifted = self.ts.shift(1, freq=offset)
- unshifted = shifted.shift(-1, freq=offset)
- assert_series_equal(unshifted, self.ts)
- unshifted = self.ts.shift(0, freq=offset)
- assert_series_equal(unshifted, self.ts)
- shifted = self.ts.shift(1, freq='B')
- unshifted = shifted.shift(-1, freq='B')
- assert_series_equal(unshifted, self.ts)
- # corner case
- unshifted = self.ts.shift(0)
- assert_series_equal(unshifted, self.ts)
- # Shifting with PeriodIndex
- ps = tm.makePeriodSeries()
- 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.dropna().values, ps.values[:-1])
- shifted2 = ps.shift(1, 'B')
- shifted3 = ps.shift(1, BDay())
- assert_series_equal(shifted2, shifted3)
- assert_series_equal(ps, shifted2.shift(-1, 'B'))
- msg = "Given freq D does not match PeriodIndex freq B"
- with pytest.raises(ValueError, match=msg):
- ps.shift(freq='D')
- # legacy support
- shifted4 = ps.shift(1, freq='B')
- assert_series_equal(shifted2, shifted4)
- shifted5 = ps.shift(1, freq=BDay())
- assert_series_equal(shifted5, shifted4)
- # 32-bit taking
- # GH 8129
- index = date_range('2000-01-01', periods=5)
- for dtype in ['int32', 'int64']:
- s1 = Series(np.arange(5, dtype=dtype), index=index)
- p = s1.iloc[1]
- result = s1.shift(periods=p)
- expected = Series([np.nan, 0, 1, 2, 3], index=index)
- assert_series_equal(result, expected)
- # xref 8260
- # with tz
- s = Series(date_range('2000-01-01 09:00:00', periods=5,
- tz='US/Eastern'), name='foo')
- result = s - s.shift()
- exp = Series(TimedeltaIndex(['NaT'] + ['1 days'] * 4), name='foo')
- assert_series_equal(result, exp)
- # incompat tz
- s2 = Series(date_range('2000-01-01 09:00:00', periods=5,
- tz='CET'), name='foo')
- msg = ("DatetimeArray subtraction must have the same timezones or no"
- " timezones")
- with pytest.raises(TypeError, match=msg):
- s - s2
- def test_shift2(self):
- ts = Series(np.random.randn(5),
- index=date_range('1/1/2000', periods=5, freq='H'))
- result = ts.shift(1, freq='5T')
- exp_index = ts.index.shift(1, freq='5T')
- tm.assert_index_equal(result.index, exp_index)
- # GH #1063, multiple of same base
- result = ts.shift(1, freq='4H')
- exp_index = ts.index + offsets.Hour(4)
- tm.assert_index_equal(result.index, exp_index)
- idx = DatetimeIndex(['2000-01-01', '2000-01-02', '2000-01-04'])
- msg = "Cannot shift with no freq"
- with pytest.raises(NullFrequencyError, match=msg):
- idx.shift(1)
- def test_shift_fill_value(self):
- # GH #24128
- ts = Series([1.0, 2.0, 3.0, 4.0, 5.0],
- index=date_range('1/1/2000', periods=5, freq='H'))
- exp = Series([0.0, 1.0, 2.0, 3.0, 4.0],
- index=date_range('1/1/2000', periods=5, freq='H'))
- # check that fill value works
- result = ts.shift(1, fill_value=0.0)
- tm.assert_series_equal(result, exp)
- exp = Series([0.0, 0.0, 1.0, 2.0, 3.0],
- index=date_range('1/1/2000', periods=5, freq='H'))
- result = ts.shift(2, fill_value=0.0)
- tm.assert_series_equal(result, exp)
- ts = pd.Series([1, 2, 3])
- res = ts.shift(2, fill_value=0)
- assert res.dtype == ts.dtype
- def test_categorical_shift_fill_value(self):
- ts = pd.Series(['a', 'b', 'c', 'd'], dtype="category")
- res = ts.shift(1, fill_value='a')
- expected = pd.Series(pd.Categorical(['a', 'a', 'b', 'c'],
- categories=['a', 'b', 'c', 'd'],
- ordered=False))
- tm.assert_equal(res, expected)
- # check for incorrect fill_value
- msg = "'fill_value=f' is not present in this Categorical's categories"
- with pytest.raises(ValueError, match=msg):
- ts.shift(1, fill_value='f')
- def test_shift_dst(self):
- # GH 13926
- dates = date_range('2016-11-06', freq='H', periods=10, tz='US/Eastern')
- s = Series(dates)
- res = s.shift(0)
- tm.assert_series_equal(res, s)
- assert res.dtype == 'datetime64[ns, US/Eastern]'
- res = s.shift(1)
- exp_vals = [NaT] + dates.astype(object).values.tolist()[:9]
- exp = Series(exp_vals)
- tm.assert_series_equal(res, exp)
- assert res.dtype == 'datetime64[ns, US/Eastern]'
- res = s.shift(-2)
- exp_vals = dates.astype(object).values.tolist()[2:] + [NaT, NaT]
- exp = Series(exp_vals)
- tm.assert_series_equal(res, exp)
- assert res.dtype == 'datetime64[ns, US/Eastern]'
- for ex in [10, -10, 20, -20]:
- res = s.shift(ex)
- exp = Series([NaT] * 10, dtype='datetime64[ns, US/Eastern]')
- tm.assert_series_equal(res, exp)
- assert res.dtype == 'datetime64[ns, US/Eastern]'
- def test_tshift(self):
- # PeriodIndex
- ps = tm.makePeriodSeries()
- shifted = ps.tshift(1)
- unshifted = shifted.tshift(-1)
- assert_series_equal(unshifted, ps)
- shifted2 = ps.tshift(freq='B')
- assert_series_equal(shifted, shifted2)
- shifted3 = ps.tshift(freq=BDay())
- assert_series_equal(shifted, shifted3)
- msg = "Given freq M does not match PeriodIndex freq B"
- with pytest.raises(ValueError, match=msg):
- ps.tshift(freq='M')
- # DatetimeIndex
- shifted = self.ts.tshift(1)
- unshifted = shifted.tshift(-1)
- assert_series_equal(self.ts, unshifted)
- shifted2 = self.ts.tshift(freq=self.ts.index.freq)
- assert_series_equal(shifted, shifted2)
- inferred_ts = Series(self.ts.values, Index(np.asarray(self.ts.index)),
- name='ts')
- shifted = inferred_ts.tshift(1)
- unshifted = shifted.tshift(-1)
- assert_series_equal(shifted, self.ts.tshift(1))
- assert_series_equal(unshifted, inferred_ts)
- no_freq = self.ts[[0, 5, 7]]
- msg = "Freq was not given and was not set in the index"
- with pytest.raises(ValueError, match=msg):
- no_freq.tshift()
- def test_truncate(self):
- offset = BDay()
- ts = self.ts[::3]
- start, end = self.ts.index[3], self.ts.index[6]
- start_missing, end_missing = self.ts.index[2], self.ts.index[7]
- # neither specified
- truncated = ts.truncate()
- assert_series_equal(truncated, ts)
- # both specified
- expected = ts[1:3]
- truncated = ts.truncate(start, end)
- assert_series_equal(truncated, expected)
- truncated = ts.truncate(start_missing, end_missing)
- assert_series_equal(truncated, expected)
- # start specified
- expected = ts[1:]
- truncated = ts.truncate(before=start)
- assert_series_equal(truncated, expected)
- truncated = ts.truncate(before=start_missing)
- assert_series_equal(truncated, expected)
- # end specified
- expected = ts[:3]
- truncated = ts.truncate(after=end)
- assert_series_equal(truncated, expected)
- truncated = ts.truncate(after=end_missing)
- assert_series_equal(truncated, expected)
- # corner case, empty series returned
- truncated = ts.truncate(after=self.ts.index[0] - offset)
- assert (len(truncated) == 0)
- truncated = ts.truncate(before=self.ts.index[-1] + offset)
- assert (len(truncated) == 0)
- msg = "Truncate: 1999-12-31 00:00:00 must be after 2000-02-14 00:00:00"
- with pytest.raises(ValueError, match=msg):
- ts.truncate(before=self.ts.index[-1] + offset,
- after=self.ts.index[0] - offset)
- def test_truncate_nonsortedindex(self):
- # GH 17935
- s = pd.Series(['a', 'b', 'c', 'd', 'e'],
- index=[5, 3, 2, 9, 0])
- msg = 'truncate requires a sorted index'
- with pytest.raises(ValueError, match=msg):
- s.truncate(before=3, after=9)
- rng = pd.date_range('2011-01-01', '2012-01-01', freq='W')
- ts = pd.Series(np.random.randn(len(rng)), index=rng)
- msg = 'truncate requires a sorted index'
- with pytest.raises(ValueError, match=msg):
- ts.sort_values(ascending=False).truncate(before='2011-11',
- after='2011-12')
- def test_asfreq(self):
- ts = Series([0., 1., 2.], index=[datetime(2009, 10, 30), datetime(
- 2009, 11, 30), datetime(2009, 12, 31)])
- daily_ts = ts.asfreq('B')
- monthly_ts = daily_ts.asfreq('BM')
- tm.assert_series_equal(monthly_ts, ts)
- daily_ts = ts.asfreq('B', method='pad')
- monthly_ts = daily_ts.asfreq('BM')
- tm.assert_series_equal(monthly_ts, ts)
- daily_ts = ts.asfreq(BDay())
- monthly_ts = daily_ts.asfreq(BMonthEnd())
- tm.assert_series_equal(monthly_ts, ts)
- result = ts[:0].asfreq('M')
- assert len(result) == 0
- assert result is not ts
- daily_ts = ts.asfreq('D', fill_value=-1)
- result = daily_ts.value_counts().sort_index()
- expected = Series([60, 1, 1, 1],
- index=[-1.0, 2.0, 1.0, 0.0]).sort_index()
- tm.assert_series_equal(result, expected)
- def test_asfreq_datetimeindex_empty_series(self):
- # GH 14320
- expected = Series(index=pd.DatetimeIndex(
- ["2016-09-29 11:00"])).asfreq('H')
- result = Series(index=pd.DatetimeIndex(["2016-09-29 11:00"]),
- data=[3]).asfreq('H')
- tm.assert_index_equal(expected.index, result.index)
- def test_diff(self):
- # Just run the function
- self.ts.diff()
- # int dtype
- a = 10000000000000000
- b = a + 1
- s = Series([a, b])
- rs = s.diff()
- assert rs[1] == 1
- # neg n
- rs = self.ts.diff(-1)
- xp = self.ts - self.ts.shift(-1)
- assert_series_equal(rs, xp)
- # 0
- rs = self.ts.diff(0)
- xp = self.ts - self.ts
- assert_series_equal(rs, xp)
- # datetime diff (GH3100)
- s = Series(date_range('20130102', periods=5))
- rs = s - s.shift(1)
- xp = s.diff()
- assert_series_equal(rs, xp)
- # timedelta diff
- nrs = rs - rs.shift(1)
- nxp = xp.diff()
- assert_series_equal(nrs, nxp)
- # with tz
- s = Series(
- date_range('2000-01-01 09:00:00', periods=5,
- tz='US/Eastern'), name='foo')
- result = s.diff()
- assert_series_equal(result, Series(
- TimedeltaIndex(['NaT'] + ['1 days'] * 4), name='foo'))
- def test_pct_change(self):
- rs = self.ts.pct_change(fill_method=None)
- assert_series_equal(rs, self.ts / self.ts.shift(1) - 1)
- rs = self.ts.pct_change(2)
- filled = self.ts.fillna(method='pad')
- assert_series_equal(rs, filled / filled.shift(2) - 1)
- rs = self.ts.pct_change(fill_method='bfill', limit=1)
- filled = self.ts.fillna(method='bfill', limit=1)
- assert_series_equal(rs, filled / filled.shift(1) - 1)
- rs = self.ts.pct_change(freq='5D')
- filled = self.ts.fillna(method='pad')
- assert_series_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.])
- chg = s.pct_change()
- expected = Series([np.nan, 0.5, 0., 2.5 / 1.5 - 1, .2])
- assert_series_equal(chg, expected)
- @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.ts.pct_change(freq=freq,
- fill_method=fill_method,
- limit=limit)
- rs_periods = self.ts.pct_change(periods,
- fill_method=fill_method,
- limit=limit)
- assert_series_equal(rs_freq, rs_periods)
- empty_ts = Series(index=self.ts.index)
- 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_series_equal(rs_freq, rs_periods)
- def test_autocorr(self):
- # Just run the function
- corr1 = self.ts.autocorr()
- # Now run it with the lag parameter
- corr2 = self.ts.autocorr(lag=1)
- # corr() with lag needs Series of at least length 2
- if len(self.ts) <= 2:
- assert np.isnan(corr1)
- assert np.isnan(corr2)
- else:
- assert corr1 == corr2
- # Choose a random lag between 1 and length of Series - 2
- # and compare the result with the Series corr() function
- n = 1 + np.random.randint(max(1, len(self.ts) - 2))
- corr1 = self.ts.corr(self.ts.shift(n))
- corr2 = self.ts.autocorr(lag=n)
- # corr() with lag needs Series of at least length 2
- if len(self.ts) <= 2:
- assert np.isnan(corr1)
- assert np.isnan(corr2)
- else:
- assert corr1 == corr2
- def test_first_last_valid(self):
- ts = self.ts.copy()
- ts[:5] = np.NaN
- index = ts.first_valid_index()
- assert index == ts.index[5]
- ts[-5:] = np.NaN
- index = ts.last_valid_index()
- assert index == ts.index[-6]
- ts[:] = np.nan
- assert ts.last_valid_index() is None
- assert ts.first_valid_index() is None
- ser = Series([], index=[])
- assert ser.last_valid_index() is None
- assert ser.first_valid_index() is None
- # GH12800
- empty = Series()
- assert empty.last_valid_index() is None
- assert empty.first_valid_index() is None
- # GH20499: its preserves freq with holes
- ts.index = date_range("20110101", periods=len(ts), freq="B")
- ts.iloc[1] = 1
- ts.iloc[-2] = 1
- assert ts.first_valid_index() == ts.index[1]
- assert ts.last_valid_index() == ts.index[-2]
- assert ts.first_valid_index().freq == ts.index.freq
- assert ts.last_valid_index().freq == ts.index.freq
- def test_mpl_compat_hack(self):
- result = self.ts[:, np.newaxis]
- expected = self.ts.values[:, np.newaxis]
- assert_almost_equal(result, expected)
- def test_timeseries_coercion(self):
- idx = tm.makeDateIndex(10000)
- ser = Series(np.random.randn(len(idx)), idx.astype(object))
- assert ser.index.is_all_dates
- assert isinstance(ser.index, DatetimeIndex)
- def test_contiguous_boolean_preserve_freq(self):
- rng = date_range('1/1/2000', '3/1/2000', freq='B')
- mask = np.zeros(len(rng), dtype=bool)
- mask[10:20] = True
- masked = rng[mask]
- expected = rng[10:20]
- assert expected.freq is not None
- assert_range_equal(masked, expected)
- mask[22] = True
- masked = rng[mask]
- assert masked.freq is None
- def test_to_datetime_unit(self):
- epoch = 1370745748
- s = Series([epoch + t for t in range(20)])
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in range(20)])
- assert_series_equal(result, expected)
- s = Series([epoch + t for t in range(20)]).astype(float)
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in range(20)])
- assert_series_equal(result, expected)
- s = Series([epoch + t for t in range(20)] + [iNaT])
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in range(20)] + [NaT])
- assert_series_equal(result, expected)
- s = Series([epoch + t for t in range(20)] + [iNaT]).astype(float)
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in range(20)] + [NaT])
- assert_series_equal(result, expected)
- # GH13834
- s = Series([epoch + t for t in np.arange(0, 2, .25)] +
- [iNaT]).astype(float)
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in np.arange(0, 2, .25)] + [NaT])
- assert_series_equal(result, expected)
- s = concat([Series([epoch + t for t in range(20)]
- ).astype(float), Series([np.nan])],
- ignore_index=True)
- result = to_datetime(s, unit='s')
- expected = Series([Timestamp('2013-06-09 02:42:28') + timedelta(
- seconds=t) for t in range(20)] + [NaT])
- assert_series_equal(result, expected)
- result = to_datetime([1, 2, 'NaT', pd.NaT, np.nan], unit='D')
- expected = DatetimeIndex([Timestamp('1970-01-02'),
- Timestamp('1970-01-03')] + ['NaT'] * 3)
- tm.assert_index_equal(result, expected)
- msg = "non convertible value foo with the unit 'D'"
- with pytest.raises(ValueError, match=msg):
- to_datetime([1, 2, 'foo'], unit='D')
- msg = "cannot convert input 111111111 with the unit 'D'"
- with pytest.raises(OutOfBoundsDatetime, match=msg):
- to_datetime([1, 2, 111111111], unit='D')
- # coerce we can process
- expected = DatetimeIndex([Timestamp('1970-01-02'),
- Timestamp('1970-01-03')] + ['NaT'] * 1)
- result = to_datetime([1, 2, 'foo'], unit='D', errors='coerce')
- tm.assert_index_equal(result, expected)
- result = to_datetime([1, 2, 111111111], unit='D', errors='coerce')
- tm.assert_index_equal(result, expected)
- def test_series_ctor_datetime64(self):
- rng = date_range('1/1/2000 00:00:00', '1/1/2000 1:59:50', freq='10s')
- dates = np.asarray(rng)
- series = Series(dates)
- assert np.issubdtype(series.dtype, np.dtype('M8[ns]'))
- def test_series_repr_nat(self):
- series = Series([0, 1000, 2000, iNaT], dtype='M8[ns]')
- result = repr(series)
- expected = ('0 1970-01-01 00:00:00.000000\n'
- '1 1970-01-01 00:00:00.000001\n'
- '2 1970-01-01 00:00:00.000002\n'
- '3 NaT\n'
- 'dtype: datetime64[ns]')
- assert result == expected
- def test_asfreq_keep_index_name(self):
- # GH #9854
- index_name = 'bar'
- index = pd.date_range('20130101', periods=20, name=index_name)
- df = pd.DataFrame([x for x in range(20)], columns=['foo'], index=index)
- assert index_name == df.index.name
- assert index_name == df.asfreq('10D').index.name
- def test_promote_datetime_date(self):
- rng = date_range('1/1/2000', periods=20)
- ts = Series(np.random.randn(20), index=rng)
- ts_slice = ts[5:]
- ts2 = ts_slice.copy()
- ts2.index = [x.date() for x in ts2.index]
- result = ts + ts2
- result2 = ts2 + ts
- expected = ts + ts[5:]
- assert_series_equal(result, expected)
- assert_series_equal(result2, expected)
- # test asfreq
- result = ts2.asfreq('4H', method='ffill')
- expected = ts[5:].asfreq('4H', method='ffill')
- assert_series_equal(result, expected)
- result = rng.get_indexer(ts2.index)
- expected = rng.get_indexer(ts_slice.index)
- tm.assert_numpy_array_equal(result, expected)
- def test_asfreq_normalize(self):
- rng = date_range('1/1/2000 09:30', periods=20)
- norm = date_range('1/1/2000', periods=20)
- vals = np.random.randn(20)
- ts = Series(vals, index=rng)
- result = ts.asfreq('D', normalize=True)
- norm = date_range('1/1/2000', periods=20)
- expected = Series(vals, index=norm)
- assert_series_equal(result, expected)
- vals = np.random.randn(20, 3)
- ts = DataFrame(vals, index=rng)
- result = ts.asfreq('D', normalize=True)
- expected = DataFrame(vals, index=norm)
- assert_frame_equal(result, expected)
- def test_first_subset(self):
- ts = _simple_ts('1/1/2000', '1/1/2010', freq='12h')
- result = ts.first('10d')
- assert len(result) == 20
- ts = _simple_ts('1/1/2000', '1/1/2010')
- result = ts.first('10d')
- assert len(result) == 10
- result = ts.first('3M')
- expected = ts[:'3/31/2000']
- assert_series_equal(result, expected)
- result = ts.first('21D')
- expected = ts[:21]
- assert_series_equal(result, expected)
- result = ts[:0].first('3M')
- assert_series_equal(result, ts[:0])
- def test_first_raises(self):
- # GH20725
- ser = pd.Series('a b c'.split())
- msg = "'first' only supports a DatetimeIndex index"
- with pytest.raises(TypeError, match=msg):
- ser.first('1D')
- def test_last_subset(self):
- ts = _simple_ts('1/1/2000', '1/1/2010', freq='12h')
- result = ts.last('10d')
- assert len(result) == 20
- ts = _simple_ts('1/1/2000', '1/1/2010')
- result = ts.last('10d')
- assert len(result) == 10
- result = ts.last('21D')
- expected = ts['12/12/2009':]
- assert_series_equal(result, expected)
- result = ts.last('21D')
- expected = ts[-21:]
- assert_series_equal(result, expected)
- result = ts[:0].last('3M')
- assert_series_equal(result, ts[:0])
- def test_last_raises(self):
- # GH20725
- ser = pd.Series('a b c'.split())
- msg = "'last' only supports a DatetimeIndex index"
- with pytest.raises(TypeError, match=msg):
- ser.last('1D')
- def test_format_pre_1900_dates(self):
- rng = date_range('1/1/1850', '1/1/1950', freq='A-DEC')
- rng.format()
- ts = Series(1, index=rng)
- repr(ts)
- def test_at_time(self):
- rng = date_range('1/1/2000', '1/5/2000', freq='5min')
- ts = Series(np.random.randn(len(rng)), 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_series_equal(result, expected)
- df = DataFrame(np.random.randn(len(rng), 3), index=rng)
- result = ts[time(9, 30)]
- result_df = df.loc[time(9, 30)]
- expected = ts[(rng.hour == 9) & (rng.minute == 30)]
- exp_df = df[(rng.hour == 9) & (rng.minute == 30)]
- # expected.index = date_range('1/1/2000', '1/4/2000')
- assert_series_equal(result, expected)
- tm.assert_frame_equal(result_df, exp_df)
- chunk = df.loc['1/4/2000':]
- result = chunk.loc[time(9, 30)]
- expected = result_df[-1:]
- tm.assert_frame_equal(result, expected)
- # midnight, everything
- rng = date_range('1/1/2000', '1/31/2000')
- ts = Series(np.random.randn(len(rng)), index=rng)
- result = ts.at_time(time(0, 0))
- assert_series_equal(result, ts)
- # time doesn't exist
- rng = date_range('1/1/2012', freq='23Min', periods=384)
- ts = Series(np.random.randn(len(rng)), rng)
- rs = ts.at_time('16:00')
- assert len(rs) == 0
- def test_at_time_raises(self):
- # GH20725
- ser = pd.Series('a b c'.split())
- msg = "Index must be DatetimeIndex"
- with pytest.raises(TypeError, match=msg):
- ser.at_time('00:00')
- def test_between(self):
- series = Series(date_range('1/1/2000', periods=10))
- left, right = series[[2, 7]]
- result = series.between(left, right)
- expected = (series >= left) & (series <= right)
- assert_series_equal(result, expected)
- def test_between_time(self):
- rng = date_range('1/1/2000', '1/5/2000', freq='5min')
- ts = Series(np.random.randn(len(rng)), 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_series_equal(result, expected)
- # across midnight
- rng = date_range('1/1/2000', '1/5/2000', freq='5min')
- ts = Series(np.random.randn(len(rng)), 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_between_time_raises(self):
- # GH20725
- ser = pd.Series('a b c'.split())
- msg = "Index must be DatetimeIndex"
- with pytest.raises(TypeError, match=msg):
- ser.between_time(start_time='00:00', end_time='12:00')
- def test_between_time_types(self):
- # GH11818
- rng = date_range('1/1/2000', '1/5/2000', freq='5min')
- msg = (r"Cannot convert arg \[datetime\.datetime\(2010, 1, 2, 1, 0\)\]"
- " to a time")
- with pytest.raises(ValueError, match=msg):
- rng.indexer_between_time(datetime(2010, 1, 2, 1),
- datetime(2010, 1, 2, 5))
- frame = DataFrame({'A': 0}, index=rng)
- with pytest.raises(ValueError, match=msg):
- frame.between_time(datetime(2010, 1, 2, 1),
- datetime(2010, 1, 2, 5))
- series = Series(0, index=rng)
- with pytest.raises(ValueError, match=msg):
- series.between_time(datetime(2010, 1, 2, 1),
- datetime(2010, 1, 2, 5))
- @td.skip_if_has_locale
- def test_between_time_formats(self):
- # GH11818
- rng = date_range('1/1/2000', '1/5/2000', freq='5min')
- ts = DataFrame(np.random.randn(len(rng), 2), index=rng)
- strings = [("2:00", "2:30"), ("0200", "0230"), ("2:00am", "2:30am"),
- ("0200am", "0230am"), ("2:00:00", "2:30:00"),
- ("020000", "023000"), ("2:00:00am", "2:30:00am"),
- ("020000am", "023000am")]
- expected_length = 28
- for time_string in strings:
- assert len(ts.between_time(*time_string)) == expected_length
- def test_between_time_axis(self):
- # issue 8839
- rng = date_range('1/1/2000', periods=100, freq='10min')
- ts = Series(np.random.randn(len(rng)), index=rng)
- stime, etime = ('08:00:00', '09:00:00')
- expected_length = 7
- assert len(ts.between_time(stime, etime)) == expected_length
- assert len(ts.between_time(stime, etime, axis=0)) == expected_length
- msg = r"No axis named 1 for object type <(class|type) 'type'>"
- with pytest.raises(ValueError, match=msg):
- ts.between_time(stime, etime, axis=1)
- def test_to_period(self):
- from pandas.core.indexes.period import period_range
- ts = _simple_ts('1/1/2000', '1/1/2001')
- pts = ts.to_period()
- exp = ts.copy()
- exp.index = period_range('1/1/2000', '1/1/2001')
- assert_series_equal(pts, exp)
- pts = ts.to_period('M')
- exp.index = exp.index.asfreq('M')
- tm.assert_index_equal(pts.index, exp.index.asfreq('M'))
- assert_series_equal(pts, exp)
- # GH 7606 without freq
- idx = DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03',
- '2011-01-04'])
- exp_idx = pd.PeriodIndex(['2011-01-01', '2011-01-02', '2011-01-03',
- '2011-01-04'], freq='D')
- s = Series(np.random.randn(4), index=idx)
- expected = s.copy()
- expected.index = exp_idx
- assert_series_equal(s.to_period(), expected)
- df = DataFrame(np.random.randn(4, 4), index=idx, columns=idx)
- expected = df.copy()
- expected.index = exp_idx
- assert_frame_equal(df.to_period(), expected)
- expected = df.copy()
- expected.columns = exp_idx
- assert_frame_equal(df.to_period(axis=1), expected)
- def test_groupby_count_dateparseerror(self):
- dr = date_range(start='1/1/2012', freq='5min', periods=10)
- # BAD Example, datetimes first
- s = Series(np.arange(10), index=[dr, lrange(10)])
- grouped = s.groupby(lambda x: x[1] % 2 == 0)
- result = grouped.count()
- s = Series(np.arange(10), index=[lrange(10), dr])
- grouped = s.groupby(lambda x: x[0] % 2 == 0)
- expected = grouped.count()
- assert_series_equal(result, expected)
- def test_to_csv_numpy_16_bug(self):
- frame = DataFrame({'a': date_range('1/1/2000', periods=10)})
- buf = StringIO()
- frame.to_csv(buf)
- result = buf.getvalue()
- assert '2000-01-01' in result
- def test_series_map_box_timedelta(self):
- # GH 11349
- s = Series(timedelta_range('1 day 1 s', periods=5, freq='h'))
- def f(x):
- return x.total_seconds()
- s.map(f)
- s.apply(f)
- DataFrame(s).applymap(f)
- def test_asfreq_resample_set_correct_freq(self):
- # GH5613
- # we test if .asfreq() and .resample() set the correct value for .freq
- df = pd.DataFrame({'date': ["2012-01-01", "2012-01-02", "2012-01-03"],
- 'col': [1, 2, 3]})
- df = df.set_index(pd.to_datetime(df.date))
- # testing the settings before calling .asfreq() and .resample()
- assert df.index.freq is None
- assert df.index.inferred_freq == 'D'
- # does .asfreq() set .freq correctly?
- assert df.asfreq('D').index.freq == 'D'
- # does .resample() set .freq correctly?
- assert df.resample('D').asfreq().index.freq == 'D'
- def test_pickle(self):
- # GH4606
- p = tm.round_trip_pickle(NaT)
- assert p is NaT
- idx = pd.to_datetime(['2013-01-01', NaT, '2014-01-06'])
- idx_p = tm.round_trip_pickle(idx)
- assert idx_p[0] == idx[0]
- assert idx_p[1] is NaT
- assert idx_p[2] == idx[2]
- # GH11002
- # don't infer freq
- idx = date_range('1750-1-1', '2050-1-1', freq='7D')
- idx_p = tm.round_trip_pickle(idx)
- tm.assert_index_equal(idx, idx_p)
- @pytest.mark.parametrize('tz', [None, 'Asia/Tokyo', 'US/Eastern'])
- def test_setops_preserve_freq(self, tz):
- rng = date_range('1/1/2000', '1/1/2002', name='idx', tz=tz)
- result = rng[:50].union(rng[50:100])
- assert result.name == rng.name
- assert result.freq == rng.freq
- assert result.tz == rng.tz
- result = rng[:50].union(rng[30:100])
- assert result.name == rng.name
- assert result.freq == rng.freq
- assert result.tz == rng.tz
- result = rng[:50].union(rng[60:100])
- assert result.name == rng.name
- assert result.freq is None
- assert result.tz == rng.tz
- result = rng[:50].intersection(rng[25:75])
- assert result.name == rng.name
- assert result.freqstr == 'D'
- assert result.tz == rng.tz
- nofreq = DatetimeIndex(list(rng[25:75]), name='other')
- result = rng[:50].union(nofreq)
- assert result.name is None
- assert result.freq == rng.freq
- assert result.tz == rng.tz
- result = rng[:50].intersection(nofreq)
- assert result.name is None
- assert result.freq == rng.freq
- assert result.tz == rng.tz
- def test_from_M8_structured(self):
- dates = [(datetime(2012, 9, 9, 0, 0), datetime(2012, 9, 8, 15, 10))]
- arr = np.array(dates,
- dtype=[('Date', 'M8[us]'), ('Forecasting', 'M8[us]')])
- df = DataFrame(arr)
- assert df['Date'][0] == dates[0][0]
- assert df['Forecasting'][0] == dates[0][1]
- s = Series(arr['Date'])
- assert isinstance(s[0], Timestamp)
- assert s[0] == dates[0][0]
- with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
- s = Series.from_array(arr['Date'], Index([0]))
- assert s[0] == dates[0][0]
- def test_get_level_values_box(self):
- from pandas import MultiIndex
- dates = date_range('1/1/2000', periods=4)
- levels = [dates, [0, 1]]
- codes = [[0, 0, 1, 1, 2, 2, 3, 3], [0, 1, 0, 1, 0, 1, 0, 1]]
- index = MultiIndex(levels=levels, codes=codes)
- assert isinstance(index.get_level_values(0)[0], Timestamp)
- def test_view_tz(self):
- # GH#24024
- ser = pd.Series(pd.date_range('2000', periods=4, tz='US/Central'))
- result = ser.view("i8")
- expected = pd.Series([946706400000000000,
- 946792800000000000,
- 946879200000000000,
- 946965600000000000])
- tm.assert_series_equal(result, expected)
- def test_asarray_tz_naive(self):
- # This shouldn't produce a warning.
- ser = pd.Series(pd.date_range('2000', periods=2))
- expected = np.array(['2000-01-01', '2000-01-02'], dtype='M8[ns]')
- with tm.assert_produces_warning(None):
- result = np.asarray(ser)
- tm.assert_numpy_array_equal(result, expected)
- # optionally, object
- with tm.assert_produces_warning(None):
- result = np.asarray(ser, dtype=object)
- expected = np.array([pd.Timestamp('2000-01-01'),
- pd.Timestamp('2000-01-02')])
- tm.assert_numpy_array_equal(result, expected)
- def test_asarray_tz_aware(self):
- tz = 'US/Central'
- ser = pd.Series(pd.date_range('2000', periods=2, tz=tz))
- expected = np.array(['2000-01-01T06', '2000-01-02T06'], dtype='M8[ns]')
- # We warn by default and return an ndarray[M8[ns]]
- with tm.assert_produces_warning(FutureWarning):
- result = np.asarray(ser)
- tm.assert_numpy_array_equal(result, expected)
- # Old behavior with no warning
- with tm.assert_produces_warning(None):
- result = np.asarray(ser, dtype="M8[ns]")
- tm.assert_numpy_array_equal(result, expected)
- # Future behavior with no warning
- expected = np.array([pd.Timestamp("2000-01-01", tz=tz),
- pd.Timestamp("2000-01-02", tz=tz)])
- with tm.assert_produces_warning(None):
- result = np.asarray(ser, dtype=object)
- tm.assert_numpy_array_equal(result, expected)
|