Inclusion of tests for the ewma functions according to the test_window.py file

Author: giba0

pandas/tests/windows/test_ewma.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)