Merge branch 'TST--split-tests-for-windows-to-sub-modules-pandas-dev#19228'

Author: giba0

pandas/tests/windows/__init__.py

@@ -0,0 +1,97 @@
+from datetime import datetime
+
+import numpy as np
+import pytest
+from numpy.random import randn
+
+import pandas.core.window as rwindow
+import pandas.util.testing as tm
+from pandas import DataFrame, Series, bdate_range
+from pandas.errors import UnsupportedFunctionCall
+
+N, K = 100, 10
+
+
+def assert_equal(left, right):
+    if isinstance(left, Series):
+        tm.assert_series_equal(left, right)
+    else:
+        tm.assert_frame_equal(left, right)
+
+
+class Base(object):
+
+    _nan_locs = np.arange(20, 40)
+    _inf_locs = np.array([])
+
+    def _create_data(self):
+        arr = randn(N)
+        arr[self._nan_locs] = np.NaN
+
+        self.arr = arr
+        self.rng = bdate_range(datetime(2009, 1, 1), periods=N)
+        self.series = Series(arr.copy(), index=self.rng)
+        self.frame = DataFrame(randn(N, K), index=self.rng,
+                               columns=np.arange(K))
+
+
+class TestEWM(Base):
+
+    def setup_method(self, method):
+        self._create_data()
+
+    def test_doc_string(self):
+
+        df = DataFrame({'B': [0, 1, 2, np.nan, 4]})
+        df
+        df.ewm(com=0.5).mean()
+
+    def test_constructor(self):
+        for o in [self.series, self.frame]:
+            c = o.ewm
+
+            # valid
+            c(com=0.5)
+            c(span=1.5)
+            c(alpha=0.5)
+            c(halflife=0.75)
+            c(com=0.5, span=None)
+            c(alpha=0.5, com=None)
+            c(halflife=0.75, alpha=None)
+
+            # not valid: mutually exclusive
+            with pytest.raises(ValueError):
+                c(com=0.5, alpha=0.5)
+            with pytest.raises(ValueError):
+                c(span=1.5, halflife=0.75)
+            with pytest.raises(ValueError):
+                c(alpha=0.5, span=1.5)
+
+            # not valid: com < 0
+            with pytest.raises(ValueError):
+                c(com=-0.5)
+
+            # not valid: span < 1
+            with pytest.raises(ValueError):
+                c(span=0.5)
+
+            # not valid: halflife <= 0
+            with pytest.raises(ValueError):
+                c(halflife=0)
+
+            # not valid: alpha <= 0 or alpha > 1
+            for alpha in (-0.5, 1.5):
+                with pytest.raises(ValueError):
+                    c(alpha=alpha)
+
+    def test_numpy_compat(self):
+        # see gh-12811
+        e = rwindow.EWM(Series([2, 4, 6]), alpha=0.5)
+
+        msg = "numpy operations are not valid with window objects"
+
+        for func in ('std', 'mean', 'var'):
+            tm.assert_raises_regex(UnsupportedFunctionCall, msg,
+                                   getattr(e, func), 1, 2, 3)
+            tm.assert_raises_regex(UnsupportedFunctionCall, msg,
+                                   getattr(e, func), dtype=np.float64)

pandas/tests/windows/test_ewma.py

@@ -0,0 +1,111 @@
+from datetime import datetime
+
+import numpy as np
+import pytest
+from numpy.random import randn
+
+import pandas as pd
+import pandas.core.window as rwindow
+import pandas.util.testing as tm
+from pandas import DataFrame, Series, bdate_range
+from pandas.errors import UnsupportedFunctionCall
+
+N, K = 100, 10
+
+
+def assert_equal(left, right):
+    if isinstance(left, Series):
+        tm.assert_series_equal(left, right)
+    else:
+        tm.assert_frame_equal(left, right)
+
+
+class Base(object):
+
+    _nan_locs = np.arange(20, 40)
+    _inf_locs = np.array([])
+
+    def _create_data(self):
+        arr = randn(N)
+        arr[self._nan_locs] = np.NaN
+
+        self.arr = arr
+        self.rng = bdate_range(datetime(2009, 1, 1), periods=N)
+        self.series = Series(arr.copy(), index=self.rng)
+        self.frame = DataFrame(randn(N, K), index=self.rng,
+                               columns=np.arange(K))
+
+
+class TestExpanding(Base):
+
+    def setup_method(self, method):
+        self._create_data()
+
+    def test_doc_string(self):
+
+        df = DataFrame({'B': [0, 1, 2, np.nan, 4]})
+        df
+        df.expanding(2).sum()
+
+    def test_constructor(self):
+        # GH 12669
+
+        for o in [self.series, self.frame]:
+            c = o.expanding
+
+            # valid
+            c(min_periods=1)
+            c(min_periods=1, center=True)
+            c(min_periods=1, center=False)
+
+            # not valid
+            for w in [2., 'foo', np.array([2])]:
+                with pytest.raises(ValueError):
+                    c(min_periods=w)
+                with pytest.raises(ValueError):
+                    c(min_periods=1, center=w)
+
+    def test_numpy_compat(self):
+        # see gh-12811
+        e = rwindow.Expanding(Series([2, 4, 6]), window=2)
+
+        msg = "numpy operations are not valid with window objects"
+
+        for func in ('std', 'mean', 'sum', 'max', 'min', 'var'):
+            tm.assert_raises_regex(UnsupportedFunctionCall, msg,
+                                   getattr(e, func), 1, 2, 3)
+            tm.assert_raises_regex(UnsupportedFunctionCall, msg,
+                                   getattr(e, func), dtype=np.float64)
+
+    @pytest.mark.parametrize(
+        'expander',
+        [1, pytest.param('ls', marks=pytest.mark.xfail(
+                         reason='GH 16425 expanding with '
+                                'offset not supported'))])
+    def test_empty_df_expanding(self, expander):
+        # GH 15819 Verifies that datetime and integer expanding windows can be
+        # applied to empty DataFrames
+
+        expected = DataFrame()
+        result = DataFrame().expanding(expander).sum()
+        tm.assert_frame_equal(result, expected)
+
+        # Verifies that datetime and integer expanding windows can be applied
+        # to empty DataFrames with datetime index
+        expected = DataFrame(index=pd.DatetimeIndex([]))
+        result = DataFrame(
+            index=pd.DatetimeIndex([])).expanding(expander).sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_missing_minp_zero(self):
+        # https://github.com/pandas-dev/pandas/pull/18921
+        # minp=0
+        x = pd.Series([np.nan])
+        result = x.expanding(min_periods=0).sum()
+        expected = pd.Series([0.0])
+        tm.assert_series_equal(result, expected)
+
+        # minp=1
+        result = x.expanding(min_periods=1).sum()
+        expected = pd.Series([np.nan])
+        tm.assert_series_equal(result, expected)