TST/CLN: Use more frame_or_series fixture (pandas-dev#48926)

* TST/CLN: Use more frame_or_series fixture

* Revert for base ext tests

Author: mroeschke

pandas/tests/apply/test_invalid_arg.py

@@ -90,12 +90,11 @@ def test_map_datetimetz_na_action():
         s.map(lambda x: x, na_action="ignore")
 
 
-@pytest.mark.parametrize("box", [DataFrame, Series])
 @pytest.mark.parametrize("method", ["apply", "agg", "transform"])
 @pytest.mark.parametrize("func", [{"A": {"B": "sum"}}, {"A": {"B": ["sum"]}}])
-def test_nested_renamer(box, method, func):
+def test_nested_renamer(frame_or_series, method, func):
     # GH 35964
-    obj = box({"A": [1]})
+    obj = frame_or_series({"A": [1]})
     match = "nested renamer is not supported"
     with pytest.raises(SpecificationError, match=match):
         getattr(obj, method)(func)

pandas/tests/extension/base/ops.py

@@ -179,13 +179,13 @@ def test_direct_arith_with_ndframe_returns_not_implemented(self, data, box):
             result = data.__eq__(other)
             assert result is NotImplemented
         else:
-            raise pytest.skip(f"{type(data).__name__} does not implement __eq__")
+            pytest.skip(f"{type(data).__name__} does not implement __eq__")
 
         if hasattr(data, "__ne__"):
             result = data.__ne__(other)
             assert result is NotImplemented
         else:
-            raise pytest.skip(f"{type(data).__name__} does not implement __ne__")
+            pytest.skip(f"{type(data).__name__} does not implement __ne__")
 
 
 class BaseUnaryOpsTests(BaseOpsUtil):

pandas/tests/extension/test_period.py

@@ -142,11 +142,12 @@ def test_add_series_with_extension_array(self, data):
         with pytest.raises(TypeError, match=msg):
             s + data
 
-    @pytest.mark.parametrize("box", [pd.Series, pd.DataFrame])
-    def test_direct_arith_with_ndframe_returns_not_implemented(self, data, box):
+    def test_direct_arith_with_ndframe_returns_not_implemented(
+        self, data, frame_or_series
+    ):
         # Override to use __sub__ instead of __add__
         other = pd.Series(data)
-        if box is pd.DataFrame:
+        if frame_or_series is pd.DataFrame:
             other = other.to_frame()
 
         result = data.__sub__(other)

pandas/tests/frame/indexing/test_xs.py

@@ -324,8 +324,7 @@ def test_xs_loc_equality(self, multiindex_dataframe_random_data):
         expected = df.loc[("bar", "two")]
         tm.assert_series_equal(result, expected)
 
-    @pytest.mark.parametrize("klass", [DataFrame, Series])
-    def test_xs_IndexSlice_argument_not_implemented(self, klass):
+    def test_xs_IndexSlice_argument_not_implemented(self, frame_or_series):
         # GH#35301
 
         index = MultiIndex(
@@ -334,7 +333,7 @@ def test_xs_IndexSlice_argument_not_implemented(self, klass):
         )
 
         obj = DataFrame(np.random.randn(6, 4), index=index)
-        if klass is Series:
+        if frame_or_series is Series:
             obj = obj[0]
 
         expected = obj.iloc[-2:].droplevel(0)
@@ -345,10 +344,9 @@ def test_xs_IndexSlice_argument_not_implemented(self, klass):
         result = obj.loc[IndexSlice[("foo", "qux", 0), :]]
         tm.assert_equal(result, expected)
 
-    @pytest.mark.parametrize("klass", [DataFrame, Series])
-    def test_xs_levels_raises(self, klass):
+    def test_xs_levels_raises(self, frame_or_series):
         obj = DataFrame({"A": [1, 2, 3]})
-        if klass is Series:
+        if frame_or_series is Series:
             obj = obj["A"]
 
         msg = "Index must be a MultiIndex"

pandas/tests/frame/methods/test_drop.py

@@ -422,17 +422,16 @@ def test_drop_level_nonunique_datetime(self):
         expected = df.loc[idx != 4]
         tm.assert_frame_equal(result, expected)
 
-    @pytest.mark.parametrize("box", [Series, DataFrame])
-    def test_drop_tz_aware_timestamp_across_dst(self, box):
+    def test_drop_tz_aware_timestamp_across_dst(self, frame_or_series):
         # GH#21761
         start = Timestamp("2017-10-29", tz="Europe/Berlin")
         end = Timestamp("2017-10-29 04:00:00", tz="Europe/Berlin")
         index = pd.date_range(start, end, freq="15min")
-        data = box(data=[1] * len(index), index=index)
+        data = frame_or_series(data=[1] * len(index), index=index)
         result = data.drop(start)
         expected_start = Timestamp("2017-10-29 00:15:00", tz="Europe/Berlin")
         expected_idx = pd.date_range(expected_start, end, freq="15min")
-        expected = box(data=[1] * len(expected_idx), index=expected_idx)
+        expected = frame_or_series(data=[1] * len(expected_idx), index=expected_idx)
         tm.assert_equal(result, expected)
 
     def test_drop_preserve_names(self):

pandas/tests/frame/methods/test_pct_change.py

@@ -22,13 +22,14 @@ class TestDataFramePctChange:
             (-1, "bfill", 1, [np.nan, 0, -0.5, -0.5, -0.6, np.nan, np.nan, np.nan]),
         ],
     )
-    @pytest.mark.parametrize("klass", [DataFrame, Series])
-    def test_pct_change_with_nas(self, periods, fill_method, limit, exp, klass):
+    def test_pct_change_with_nas(
+        self, periods, fill_method, limit, exp, frame_or_series
+    ):
         vals = [np.nan, np.nan, 1, 2, 4, 10, np.nan, np.nan]
-        obj = klass(vals)
+        obj = frame_or_series(vals)
 
         res = obj.pct_change(periods=periods, fill_method=fill_method, limit=limit)
-        tm.assert_equal(res, klass(exp))
+        tm.assert_equal(res, frame_or_series(exp))
 
     def test_pct_change_numeric(self):
         # GH#11150

pandas/tests/frame/methods/test_rename.py

@@ -10,7 +10,6 @@
     DataFrame,
     Index,
     MultiIndex,
-    Series,
     merge,
 )
 import pandas._testing as tm
@@ -32,9 +31,8 @@ def test_rename_signature(self):
             "errors",
         }
 
-    @pytest.mark.parametrize("klass", [Series, DataFrame])
-    def test_rename_mi(self, klass):
-        obj = klass(
+    def test_rename_mi(self, frame_or_series):
+        obj = frame_or_series(
             [11, 21, 31],
             index=MultiIndex.from_tuples([("A", x) for x in ["a", "B", "c"]]),
         )

pandas/tests/frame/methods/test_sample.py

@@ -11,14 +11,13 @@
 
 
 class TestSample:
-    @pytest.fixture(params=[Series, DataFrame])
-    def obj(self, request):
-        klass = request.param
-        if klass is Series:
+    @pytest.fixture
+    def obj(self, frame_or_series):
+        if frame_or_series is Series:
             arr = np.random.randn(10)
         else:
             arr = np.random.randn(10, 10)
-        return klass(arr, dtype=None)
+        return frame_or_series(arr, dtype=None)
 
     @pytest.mark.parametrize("test", list(range(10)))
     def test_sample(self, test, obj):

pandas/tests/io/formats/test_to_csv.py

@@ -385,10 +385,9 @@ def test_to_csv_multi_index(self):
             ),
         ],
     )
-    @pytest.mark.parametrize("klass", [DataFrame, pd.Series])
-    def test_to_csv_single_level_multi_index(self, ind, expected, klass):
+    def test_to_csv_single_level_multi_index(self, ind, expected, frame_or_series):
         # see gh-19589
-        obj = klass(pd.Series([1], ind, name="data"))
+        obj = frame_or_series(pd.Series([1], ind, name="data"))
 
         with tm.assert_produces_warning(FutureWarning, match="lineterminator"):
             # GH#9568 standardize on lineterminator matching stdlib

pandas/tests/resample/conftest.py

@@ -159,13 +159,13 @@ def empty_frame_dti(series):
     return DataFrame(index=index)
 
 
-@pytest.fixture(params=[Series, DataFrame])
-def series_and_frame(request, series, frame):
+@pytest.fixture
+def series_and_frame(frame_or_series, series, frame):
     """
     Fixture for parametrization of Series and DataFrame with date_range,
     period_range and timedelta_range indexes
     """
-    if request.param == Series:
+    if frame_or_series == Series:
         return series
-    if request.param == DataFrame:
+    if frame_or_series == DataFrame:
         return frame

pandas/tests/reshape/concat/test_concat.py

@@ -505,16 +505,15 @@ def test_concat_duplicate_indices_raise(self):
             concat([df1, df2], axis=1)
 
 
-@pytest.mark.parametrize("pdt", [Series, DataFrame])
 @pytest.mark.parametrize("dt", np.sctypes["float"])
-def test_concat_no_unnecessary_upcast(dt, pdt):
+def test_concat_no_unnecessary_upcast(dt, frame_or_series):
     # GH 13247
-    dims = pdt(dtype=object).ndim
+    dims = frame_or_series(dtype=object).ndim
 
     dfs = [
-        pdt(np.array([1], dtype=dt, ndmin=dims)),
-        pdt(np.array([np.nan], dtype=dt, ndmin=dims)),
-        pdt(np.array([5], dtype=dt, ndmin=dims)),
+        frame_or_series(np.array([1], dtype=dt, ndmin=dims)),
+        frame_or_series(np.array([np.nan], dtype=dt, ndmin=dims)),
+        frame_or_series(np.array([5], dtype=dt, ndmin=dims)),
     ]
     x = concat(dfs)
     assert x.values.dtype == dt

pandas/tests/window/test_base_indexer.py

@@ -94,7 +94,6 @@ def get_window_bounds(self, num_values, min_periods, center, closed, step):
     tm.assert_frame_equal(result, expected)
 
 
-@pytest.mark.parametrize("constructor", [Series, DataFrame])
 @pytest.mark.parametrize(
     "func,np_func,expected,np_kwargs",
     [
@@ -149,7 +148,9 @@ def get_window_bounds(self, num_values, min_periods, center, closed, step):
     ],
 )
 @pytest.mark.filterwarnings("ignore:min_periods:FutureWarning")
-def test_rolling_forward_window(constructor, func, np_func, expected, np_kwargs, step):
+def test_rolling_forward_window(
+    frame_or_series, func, np_func, expected, np_kwargs, step
+):
     # GH 32865
     values = np.arange(10.0)
     values[5] = 100.0
@@ -158,47 +159,46 @@ def test_rolling_forward_window(constructor, func, np_func, expected, np_kwargs,
 
     match = "Forward-looking windows can't have center=True"
     with pytest.raises(ValueError, match=match):
-        rolling = constructor(values).rolling(window=indexer, center=True)
+        rolling = frame_or_series(values).rolling(window=indexer, center=True)
         getattr(rolling, func)()
 
     match = "Forward-looking windows don't support setting the closed argument"
     with pytest.raises(ValueError, match=match):
-        rolling = constructor(values).rolling(window=indexer, closed="right")
+        rolling = frame_or_series(values).rolling(window=indexer, closed="right")
         getattr(rolling, func)()
 
-    rolling = constructor(values).rolling(window=indexer, min_periods=2, step=step)
+    rolling = frame_or_series(values).rolling(window=indexer, min_periods=2, step=step)
     result = getattr(rolling, func)()
 
     # Check that the function output matches the explicitly provided array
-    expected = constructor(expected)[::step]
+    expected = frame_or_series(expected)[::step]
     tm.assert_equal(result, expected)
 
     # Check that the rolling function output matches applying an alternative
     # function to the rolling window object
-    expected2 = constructor(rolling.apply(lambda x: np_func(x, **np_kwargs)))
+    expected2 = frame_or_series(rolling.apply(lambda x: np_func(x, **np_kwargs)))
     tm.assert_equal(result, expected2)
 
     # Check that the function output matches applying an alternative function
     # if min_periods isn't specified
     # GH 39604: After count-min_periods deprecation, apply(lambda x: len(x))
     # is equivalent to count after setting min_periods=0
     min_periods = 0 if func == "count" else None
-    rolling3 = constructor(values).rolling(window=indexer, min_periods=min_periods)
+    rolling3 = frame_or_series(values).rolling(window=indexer, min_periods=min_periods)
     result3 = getattr(rolling3, func)()
-    expected3 = constructor(rolling3.apply(lambda x: np_func(x, **np_kwargs)))
+    expected3 = frame_or_series(rolling3.apply(lambda x: np_func(x, **np_kwargs)))
     tm.assert_equal(result3, expected3)
 
 
-@pytest.mark.parametrize("constructor", [Series, DataFrame])
-def test_rolling_forward_skewness(constructor, step):
+def test_rolling_forward_skewness(frame_or_series, step):
     values = np.arange(10.0)
     values[5] = 100.0
 
     indexer = FixedForwardWindowIndexer(window_size=5)
-    rolling = constructor(values).rolling(window=indexer, min_periods=3, step=step)
+    rolling = frame_or_series(values).rolling(window=indexer, min_periods=3, step=step)
     result = rolling.skew()
 
-    expected = constructor(
+    expected = frame_or_series(
         [
             0.0,
             2.232396,