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test_resample.py
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# pylint: disable=E1101
from datetime import datetime, timedelta
from functools import partial
from pandas.compat import range, lrange, zip, product, OrderedDict
import numpy as np
from pandas import (Series, DataFrame, Panel, Index, isnull,
notnull, Timestamp)
from pandas.core.groupby import DataError
from pandas.tseries.index import date_range
from pandas.tseries.tdi import timedelta_range
from pandas.tseries.offsets import Minute, BDay
from pandas.tseries.period import period_range, PeriodIndex, Period
from pandas.tseries.resample import (DatetimeIndex, TimeGrouper,
DatetimeIndexResampler)
from pandas.tseries.frequencies import MONTHS, DAYS
from pandas.core.common import ABCSeries, ABCDataFrame
from pandas.core.base import SpecificationError
import pandas.tseries.offsets as offsets
import pandas as pd
import nose
from pandas.util.testing import (assert_series_equal, assert_almost_equal,
assert_frame_equal)
import pandas.util.testing as tm
bday = BDay()
class TestResampleAPI(tm.TestCase):
_multiprocess_can_split_ = True
def setUp(self):
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='Min')
self.series = Series(np.random.rand(len(dti)), dti)
self.frame = DataFrame(
{'A': self.series, 'B': self.series, 'C': np.arange(len(dti))})
def test_str(self):
r = self.series.resample('H')
self.assertTrue(
'DatetimeIndexResampler [freq=<Hour>, axis=0, closed=left, '
'label=left, convention=start, base=0]' in str(r))
def test_api(self):
r = self.series.resample('H')
result = r.mean()
self.assertIsInstance(result, Series)
self.assertEqual(len(result), 217)
r = self.series.to_frame().resample('H')
result = r.mean()
self.assertIsInstance(result, DataFrame)
self.assertEqual(len(result), 217)
def test_api_changes_v018(self):
# change from .resample(....., how=...)
# to .resample(......).how()
r = self.series.resample('H')
self.assertIsInstance(r, DatetimeIndexResampler)
for how in ['sum', 'mean', 'prod', 'min', 'max', 'var', 'std']:
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
result = self.series.resample('H', how=how)
expected = getattr(self.series.resample('H'), how)()
tm.assert_series_equal(result, expected)
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
result = self.series.resample('H', how='ohlc')
expected = self.series.resample('H').ohlc()
tm.assert_frame_equal(result, expected)
# compat for pandas-like methods
for how in ['sort_values', 'isnull']:
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
getattr(r, how)()
# invalids as these can be setting operations
r = self.series.resample('H')
self.assertRaises(ValueError, lambda: r.iloc[0])
self.assertRaises(ValueError, lambda: r.iat[0])
self.assertRaises(ValueError, lambda: r.ix[0])
self.assertRaises(ValueError, lambda: r.loc[
Timestamp('2013-01-01 00:00:00', offset='H')])
self.assertRaises(ValueError, lambda: r.at[
Timestamp('2013-01-01 00:00:00', offset='H')])
def f():
r[0] = 5
self.assertRaises(ValueError, f)
# str/repr
r = self.series.resample('H')
with tm.assert_produces_warning(None):
str(r)
with tm.assert_produces_warning(None):
repr(r)
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
tm.assert_numpy_array_equal(np.array(r), np.array(r.mean()))
# masquerade as Series/DataFrame as needed for API compat
self.assertTrue(isinstance(self.series.resample('H'), ABCSeries))
self.assertFalse(isinstance(self.frame.resample('H'), ABCSeries))
self.assertFalse(isinstance(self.series.resample('H'), ABCDataFrame))
self.assertTrue(isinstance(self.frame.resample('H'), ABCDataFrame))
# bin numeric ops
for op in ['__add__', '__mul__', '__truediv__', '__div__', '__sub__']:
if getattr(self.series, op, None) is None:
continue
r = self.series.resample('H')
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
self.assertIsInstance(getattr(r, op)(2), pd.Series)
# unary numeric ops
for op in ['__pos__', '__neg__', '__abs__', '__inv__']:
if getattr(self.series, op, None) is None:
continue
r = self.series.resample('H')
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
self.assertIsInstance(getattr(r, op)(), pd.Series)
# comparison ops
for op in ['__lt__', '__le__', '__gt__', '__ge__', '__eq__', '__ne__']:
r = self.series.resample('H')
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
self.assertIsInstance(getattr(r, op)(2), pd.Series)
def test_getitem(self):
r = self.frame.resample('H')
tm.assert_index_equal(r._selected_obj.columns, self.frame.columns)
r = self.frame.resample('H')['B']
self.assertEqual(r._selected_obj.name, self.frame.columns[1])
# technically this is allowed
r = self.frame.resample('H')['A', 'B']
tm.assert_index_equal(r._selected_obj.columns,
self.frame.columns[[0, 1]])
r = self.frame.resample('H')['A', 'B']
tm.assert_index_equal(r._selected_obj.columns,
self.frame.columns[[0, 1]])
def test_select_bad_cols(self):
g = self.frame.resample('H')
self.assertRaises(KeyError, g.__getitem__, ['D'])
self.assertRaises(KeyError, g.__getitem__, ['A', 'D'])
with tm.assertRaisesRegexp(KeyError, '^[^A]+$'):
# A should not be referenced as a bad column...
# will have to rethink regex if you change message!
g[['A', 'D']]
def test_attribute_access(self):
r = self.frame.resample('H')
tm.assert_series_equal(r.A.sum(), r['A'].sum())
# getting
with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
self.assertRaises(AttributeError, lambda: r.F)
# setting
def f():
r.F = 'bah'
self.assertRaises(ValueError, f)
def test_api_compat_before_use(self):
# make sure that we are setting the binner
# on these attributes
for attr in ['groups', 'ngroups', 'indices']:
rng = pd.date_range('1/1/2012', periods=100, freq='S')
ts = pd.Series(np.arange(len(rng)), index=rng)
rs = ts.resample('30s')
# before use
getattr(rs, attr)
# after grouper is initialized is ok
rs.mean()
getattr(rs, attr)
def tests_skip_nuisance(self):
df = self.frame
df['D'] = 'foo'
r = df.resample('H')
result = r[['A', 'B']].sum()
expected = pd.concat([r.A.sum(), r.B.sum()], axis=1)
assert_frame_equal(result, expected)
expected = r[['A', 'B', 'C']].sum()
result = r.sum()
assert_frame_equal(result, expected)
def test_downsample_but_actually_upsampling(self):
# this is reindex / asfreq
rng = pd.date_range('1/1/2012', periods=100, freq='S')
ts = pd.Series(np.arange(len(rng), dtype='int64'), index=rng)
result = ts.resample('20s').asfreq()
expected = Series([0, 20, 40, 60, 80],
index=pd.date_range('2012-01-01 00:00:00',
freq='20s',
periods=5))
assert_series_equal(result, expected)
def test_combined_up_downsampling_of_irregular(self):
# since we are reallydoing an operation like this
# ts2.resample('2s').mean().ffill()
# preserve these semantics
rng = pd.date_range('1/1/2012', periods=100, freq='S')
ts = pd.Series(np.arange(len(rng)), index=rng)
ts2 = ts.iloc[[0, 1, 2, 3, 5, 7, 11, 15, 16, 25, 30]]
with tm.assert_produces_warning(FutureWarning,
check_stacklevel=False):
result = ts2.resample('2s', how='mean', fill_method='ffill')
expected = ts2.resample('2s').mean().ffill()
assert_series_equal(result, expected)
def test_transform(self):
r = self.series.resample('20min')
expected = self.series.groupby(
pd.Grouper(freq='20min')).transform('mean')
result = r.transform('mean')
assert_series_equal(result, expected)
def test_fillna(self):
# need to upsample here
rng = pd.date_range('1/1/2012', periods=10, freq='2S')
ts = pd.Series(np.arange(len(rng), dtype='int64'), index=rng)
r = ts.resample('s')
expected = r.ffill()
result = r.fillna(method='ffill')
assert_series_equal(result, expected)
expected = r.bfill()
result = r.fillna(method='bfill')
assert_series_equal(result, expected)
def test_apply_without_aggregation(self):
# both resample and groupby should work w/o aggregation
r = self.series.resample('20min')
g = self.series.groupby(pd.Grouper(freq='20min'))
for t in [g, r]:
result = t.apply(lambda x: x)
assert_series_equal(result, self.series)
def test_agg(self):
# test with both a Resampler and a TimeGrouper
np.random.seed(1234)
df = pd.DataFrame(np.random.rand(10, 2),
columns=list('AB'),
index=pd.date_range('2010-01-01 09:00:00',
periods=10,
freq='s'))
r = df.resample('2s')
g = df.groupby(pd.Grouper(freq='2s'))
a_mean = r['A'].mean()
a_std = r['A'].std()
a_sum = r['A'].sum()
b_mean = r['B'].mean()
b_std = r['B'].std()
b_sum = r['B'].sum()
expected = pd.concat([a_mean, a_std, b_mean, b_std], axis=1)
expected.columns = pd.MultiIndex.from_product([['A', 'B'],
['mean', 'std']])
for t in [r, g]:
result = t.aggregate([np.mean, np.std])
assert_frame_equal(result, expected)
expected = pd.concat([a_mean, b_std], axis=1)
for t in [r, g]:
result = t.aggregate({'A': np.mean,
'B': np.std})
assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_std], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('A', 'mean'),
('A', 'std')])
for t in [r, g]:
result = t.aggregate({'A': ['mean', 'std']})
assert_frame_equal(result, expected)
expected = pd.concat([a_mean, a_sum], axis=1)
expected.columns = ['mean', 'sum']
for t in [r, g]:
result = t['A'].aggregate(['mean', 'sum'])
assert_frame_equal(result, expected)
expected = pd.concat([a_mean, a_sum], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('A', 'mean'),
('A', 'sum')])
for t in [r, g]:
result = t.aggregate({'A': {'mean': 'mean', 'sum': 'sum'}})
assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_sum, b_mean, b_sum], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('A', 'mean'),
('A', 'sum'),
('B', 'mean2'),
('B', 'sum2')])
for t in [r, g]:
result = t.aggregate({'A': {'mean': 'mean', 'sum': 'sum'},
'B': {'mean2': 'mean', 'sum2': 'sum'}})
assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_std, b_mean, b_std], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('A', 'mean'),
('A', 'std'),
('B', 'mean'),
('B', 'std')])
for t in [r, g]:
result = t.aggregate({'A': ['mean', 'std'],
'B': ['mean', 'std']})
assert_frame_equal(result, expected, check_like=True)
expected = pd.concat([a_mean, a_sum, b_mean, b_sum], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('r1', 'A', 'mean'),
('r1', 'A', 'sum'),
('r2', 'B', 'mean'),
('r2', 'B', 'sum')])
def test_agg_misc(self):
# test with both a Resampler and a TimeGrouper
np.random.seed(1234)
df = pd.DataFrame(np.random.rand(10, 2),
columns=list('AB'),
index=pd.date_range('2010-01-01 09:00:00',
periods=10,
freq='s'))
r = df.resample('2s')
g = df.groupby(pd.Grouper(freq='2s'))
# passed lambda
for t in [r, g]:
result = t.agg({'A': np.sum,
'B': lambda x: np.std(x, ddof=1)})
rcustom = t['B'].apply(lambda x: np.std(x, ddof=1))
expected = pd.concat([r['A'].sum(), rcustom], axis=1)
assert_frame_equal(result, expected, check_like=True)
# agg with renamers
expected = pd.concat([t['A'].sum(),
t['B'].sum(),
t['A'].mean(),
t['B'].mean()],
axis=1)
expected.columns = pd.MultiIndex.from_tuples([('result1', 'A'),
('result1', 'B'),
('result2', 'A'),
('result2', 'B')])
for t in [r, g]:
result = t[['A', 'B']].agg(OrderedDict([('result1', np.sum),
('result2', np.mean)]))
assert_frame_equal(result, expected, check_like=True)
# agg with different hows
expected = pd.concat([t['A'].sum(),
t['A'].std(),
t['B'].mean(),
t['B'].std()],
axis=1)
expected.columns = pd.MultiIndex.from_tuples([('A', 'sum'),
('A', 'std'),
('B', 'mean'),
('B', 'std')])
for t in [r, g]:
result = t.agg(OrderedDict([('A', ['sum', 'std']),
('B', ['mean', 'std'])]))
assert_frame_equal(result, expected, check_like=True)
# equivalent of using a selection list / or not
for t in [r, g]:
result = g[['A', 'B']].agg({'A': ['sum', 'std'],
'B': ['mean', 'std']})
assert_frame_equal(result, expected, check_like=True)
# series like aggs
expected = pd.concat([t['A'].sum(),
t['A'].std()],
axis=1)
expected.columns = ['sum', 'std']
for t in [r, g]:
result = r['A'].agg({'A': ['sum', 'std']})
assert_frame_equal(result, expected, check_like=True)
# errors
for t in [r, g]:
# invalid names in the agg specification
def f():
r['A'].agg({'A': ['sum', 'std'], 'B': ['mean', 'std']})
self.assertRaises(SpecificationError, f)
def f():
r[['A']].agg({'A': ['sum', 'std'], 'B': ['mean', 'std']})
self.assertRaises(SpecificationError, f)
def test_agg_nested_dicts(self):
np.random.seed(1234)
df = pd.DataFrame(np.random.rand(10, 2),
columns=list('AB'),
index=pd.date_range('2010-01-01 09:00:00',
periods=10,
freq='s'))
r = df.resample('2s')
g = df.groupby(pd.Grouper(freq='2s'))
for t in [r, g]:
def f():
t.aggregate({'r1': {'A': ['mean', 'sum']},
'r2': {'B': ['mean', 'sum']}})
self.assertRaises(ValueError, f)
for t in [r, g]:
expected = pd.concat([t['A'].mean(), t['A'].std(), t['B'].mean(),
t['B'].std()], axis=1)
expected.columns = pd.MultiIndex.from_tuples([('ra', 'mean'), (
'ra', 'std'), ('rb', 'mean'), ('rb', 'std')])
result = t[['A', 'B']].agg({'A': {'ra': ['mean', 'std']},
'B': {'rb': ['mean', 'std']}})
assert_frame_equal(result, expected, check_like=True)
result = t.agg({'A': {'ra': ['mean', 'std']},
'B': {'rb': ['mean', 'std']}})
assert_frame_equal(result, expected, check_like=True)
def test_agg_consistency(self):
# make sure that we are consistent across
# similar aggregations with and w/o selection list
df = DataFrame(np.random.randn(1000, 3),
index=pd.date_range('1/1/2012', freq='S', periods=1000),
columns=['A', 'B', 'C'])
r = df.resample('3T')
expected = r[['A', 'B', 'C']].agg({'r1': 'mean', 'r2': 'sum'})
result = r.agg({'r1': 'mean', 'r2': 'sum'})
assert_frame_equal(result, expected)
class TestResample(tm.TestCase):
_multiprocess_can_split_ = True
def setUp(self):
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='Min')
self.series = Series(np.random.rand(len(dti)), dti)
def test_custom_grouper(self):
dti = DatetimeIndex(freq='Min', start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10))
s = Series(np.array([1] * len(dti)), index=dti, dtype='int64')
b = TimeGrouper(Minute(5))
g = s.groupby(b)
# check all cython functions work
funcs = ['add', 'mean', 'prod', 'ohlc', 'min', 'max', 'var']
for f in funcs:
g._cython_agg_general(f)
b = TimeGrouper(Minute(5), closed='right', label='right')
g = s.groupby(b)
# check all cython functions work
funcs = ['add', 'mean', 'prod', 'ohlc', 'min', 'max', 'var']
for f in funcs:
g._cython_agg_general(f)
self.assertEqual(g.ngroups, 2593)
self.assertTrue(notnull(g.mean()).all())
# construct expected val
arr = [1] + [5] * 2592
idx = dti[0:-1:5]
idx = idx.append(dti[-1:])
expect = Series(arr, index=idx)
# GH2763 - return in put dtype if we can
result = g.agg(np.sum)
assert_series_equal(result, expect)
df = DataFrame(np.random.rand(len(dti), 10),
index=dti, dtype='float64')
r = df.groupby(b).agg(np.sum)
self.assertEqual(len(r.columns), 10)
self.assertEqual(len(r.index), 2593)
def test_resample_basic(self):
rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min',
name='index')
s = Series(np.random.randn(14), index=rng)
result = s.resample('5min', closed='right', label='right').mean()
exp_idx = date_range('1/1/2000', periods=4, freq='5min', name='index')
expected = Series([s[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()],
index=exp_idx)
assert_series_equal(result, expected)
self.assertEqual(result.index.name, 'index')
result = s.resample('5min', closed='left', label='right').mean()
exp_idx = date_range('1/1/2000 00:05', periods=3, freq='5min',
name='index')
expected = Series([s[:5].mean(), s[5:10].mean(),
s[10:].mean()], index=exp_idx)
assert_series_equal(result, expected)
s = self.series
result = s.resample('5Min').last()
grouper = TimeGrouper(Minute(5), closed='left', label='left')
expect = s.groupby(grouper).agg(lambda x: x[-1])
assert_series_equal(result, expect)
def test_resample_how(self):
rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min',
name='index')
s = Series(np.random.randn(14), index=rng)
grouplist = np.ones_like(s)
grouplist[0] = 0
grouplist[1:6] = 1
grouplist[6:11] = 2
grouplist[11:] = 3
args = ['sum', 'mean', 'std', 'sem', 'max', 'min', 'median', 'first',
'last', 'ohlc']
def _ohlc(group):
if isnull(group).all():
return np.repeat(np.nan, 4)
return [group[0], group.max(), group.min(), group[-1]]
inds = date_range('1/1/2000', periods=4, freq='5min', name='index')
for arg in args:
if arg == 'ohlc':
func = _ohlc
else:
func = arg
try:
result = getattr(s.resample(
'5min', closed='right', label='right'), arg)()
expected = s.groupby(grouplist).agg(func)
self.assertEqual(result.index.name, 'index')
if arg == 'ohlc':
expected = DataFrame(expected.values.tolist())
expected.columns = ['open', 'high', 'low', 'close']
expected.index = Index(inds, name='index')
assert_frame_equal(result, expected)
else:
expected.index = inds
assert_series_equal(result, expected)
except BaseException as exc:
exc.args += ('how=%s' % arg, )
raise
def test_resample_how_callables(self):
# GH 7929
data = np.arange(5, dtype=np.int64)
ind = pd.DatetimeIndex(start='2014-01-01', periods=len(data), freq='d')
df = pd.DataFrame({"A": data, "B": data}, index=ind)
def fn(x, a=1):
return str(type(x))
class fn_class:
def __call__(self, x):
return str(type(x))
df_standard = df.resample("M").apply(fn)
df_lambda = df.resample("M").apply(lambda x: str(type(x)))
df_partial = df.resample("M").apply(partial(fn))
df_partial2 = df.resample("M").apply(partial(fn, a=2))
df_class = df.resample("M").apply(fn_class())
assert_frame_equal(df_standard, df_lambda)
assert_frame_equal(df_standard, df_partial)
assert_frame_equal(df_standard, df_partial2)
assert_frame_equal(df_standard, df_class)
def test_resample_with_timedeltas(self):
expected = DataFrame({'A': np.arange(1480)})
expected = expected.groupby(expected.index // 30).sum()
expected.index = pd.timedelta_range('0 days', freq='30T', periods=50)
df = DataFrame({'A': np.arange(1480)}, index=pd.to_timedelta(
np.arange(1480), unit='T'))
result = df.resample('30T').sum()
assert_frame_equal(result, expected)
s = df['A']
result = s.resample('30T').sum()
assert_series_equal(result, expected['A'])
def test_resample_single_period_timedelta(self):
s = Series(list(range(5)), index=pd.timedelta_range(
'1 day', freq='s', periods=5))
result = s.resample('2s').sum()
expected = Series([1, 5, 4], index=pd.timedelta_range(
'1 day', freq='2s', periods=3))
assert_series_equal(result, expected)
def test_resample_timedelta_idempotency(self):
# GH 12072
index = pd.timedelta_range('0', periods=9, freq='10L')
series = pd.Series(range(9), index=index)
result = series.resample('10L').mean()
expected = series
assert_series_equal(result, expected)
def test_resample_rounding(self):
# GH 8371
# odd results when rounding is needed
data = """date,time,value
11-08-2014,00:00:01.093,1
11-08-2014,00:00:02.159,1
11-08-2014,00:00:02.667,1
11-08-2014,00:00:03.175,1
11-08-2014,00:00:07.058,1
11-08-2014,00:00:07.362,1
11-08-2014,00:00:08.324,1
11-08-2014,00:00:08.830,1
11-08-2014,00:00:08.982,1
11-08-2014,00:00:09.815,1
11-08-2014,00:00:10.540,1
11-08-2014,00:00:11.061,1
11-08-2014,00:00:11.617,1
11-08-2014,00:00:13.607,1
11-08-2014,00:00:14.535,1
11-08-2014,00:00:15.525,1
11-08-2014,00:00:17.960,1
11-08-2014,00:00:20.674,1
11-08-2014,00:00:21.191,1"""
from pandas.compat import StringIO
df = pd.read_csv(StringIO(data), parse_dates={'timestamp': [
'date', 'time']}, index_col='timestamp')
df.index.name = None
result = df.resample('6s').sum()
expected = DataFrame({'value': [
4, 9, 4, 2
]}, index=date_range('2014-11-08', freq='6s', periods=4))
assert_frame_equal(result, expected)
result = df.resample('7s').sum()
expected = DataFrame({'value': [
4, 10, 4, 1
]}, index=date_range('2014-11-08', freq='7s', periods=4))
assert_frame_equal(result, expected)
result = df.resample('11s').sum()
expected = DataFrame({'value': [
11, 8
]}, index=date_range('2014-11-08', freq='11s', periods=2))
assert_frame_equal(result, expected)
result = df.resample('13s').sum()
expected = DataFrame({'value': [
13, 6
]}, index=date_range('2014-11-08', freq='13s', periods=2))
assert_frame_equal(result, expected)
result = df.resample('17s').sum()
expected = DataFrame({'value': [
16, 3
]}, index=date_range('2014-11-08', freq='17s', periods=2))
assert_frame_equal(result, expected)
def test_resample_basic_from_daily(self):
# from daily
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='D', name='index')
s = Series(np.random.rand(len(dti)), dti)
# to weekly
result = s.resample('w-sun').last()
self.assertEqual(len(result), 3)
self.assertTrue((result.index.dayofweek == [6, 6, 6]).all())
self.assertEqual(result.iloc[0], s['1/2/2005'])
self.assertEqual(result.iloc[1], s['1/9/2005'])
self.assertEqual(result.iloc[2], s.iloc[-1])
result = s.resample('W-MON').last()
self.assertEqual(len(result), 2)
self.assertTrue((result.index.dayofweek == [0, 0]).all())
self.assertEqual(result.iloc[0], s['1/3/2005'])
self.assertEqual(result.iloc[1], s['1/10/2005'])
result = s.resample('W-TUE').last()
self.assertEqual(len(result), 2)
self.assertTrue((result.index.dayofweek == [1, 1]).all())
self.assertEqual(result.iloc[0], s['1/4/2005'])
self.assertEqual(result.iloc[1], s['1/10/2005'])
result = s.resample('W-WED').last()
self.assertEqual(len(result), 2)
self.assertTrue((result.index.dayofweek == [2, 2]).all())
self.assertEqual(result.iloc[0], s['1/5/2005'])
self.assertEqual(result.iloc[1], s['1/10/2005'])
result = s.resample('W-THU').last()
self.assertEqual(len(result), 2)
self.assertTrue((result.index.dayofweek == [3, 3]).all())
self.assertEqual(result.iloc[0], s['1/6/2005'])
self.assertEqual(result.iloc[1], s['1/10/2005'])
result = s.resample('W-FRI').last()
self.assertEqual(len(result), 2)
self.assertTrue((result.index.dayofweek == [4, 4]).all())
self.assertEqual(result.iloc[0], s['1/7/2005'])
self.assertEqual(result.iloc[1], s['1/10/2005'])
# to biz day
result = s.resample('B').last()
self.assertEqual(len(result), 7)
self.assertTrue((result.index.dayofweek == [
4, 0, 1, 2, 3, 4, 0
]).all())
self.assertEqual(result.iloc[0], s['1/2/2005'])
self.assertEqual(result.iloc[1], s['1/3/2005'])
self.assertEqual(result.iloc[5], s['1/9/2005'])
self.assertEqual(result.index.name, 'index')
def test_resample_upsampling_picked_but_not_correct(self):
# Test for issue #3020
dates = date_range('01-Jan-2014', '05-Jan-2014', freq='D')
series = Series(1, index=dates)
result = series.resample('D').mean()
self.assertEqual(result.index[0], dates[0])
# GH 5955
# incorrect deciding to upsample when the axis frequency matches the
# resample frequency
import datetime
s = Series(np.arange(1., 6), index=[datetime.datetime(
1975, 1, i, 12, 0) for i in range(1, 6)])
expected = Series(np.arange(1., 6), index=date_range(
'19750101', periods=5, freq='D'))
result = s.resample('D').count()
assert_series_equal(result, Series(1, index=expected.index))
result1 = s.resample('D').sum()
result2 = s.resample('D').mean()
assert_series_equal(result1, expected)
assert_series_equal(result2, expected)
def test_resample_frame_basic(self):
df = tm.makeTimeDataFrame()
b = TimeGrouper('M')
g = df.groupby(b)
# check all cython functions work
funcs = ['add', 'mean', 'prod', 'min', 'max', 'var']
for f in funcs:
g._cython_agg_general(f)
result = df.resample('A').mean()
assert_series_equal(result['A'], df['A'].resample('A').mean())
result = df.resample('M').mean()
assert_series_equal(result['A'], df['A'].resample('M').mean())
df.resample('M', kind='period').mean()
df.resample('W-WED', kind='period').mean()
def test_resample_loffset(self):
rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min')
s = Series(np.random.randn(14), index=rng)
result = s.resample('5min', closed='right', label='right',
loffset=timedelta(minutes=1)).mean()
idx = date_range('1/1/2000', periods=4, freq='5min')
expected = Series([s[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()],
index=idx + timedelta(minutes=1))
assert_series_equal(result, expected)
expected = s.resample(
'5min', closed='right', label='right',
loffset='1min').mean()
assert_series_equal(result, expected)
expected = s.resample(
'5min', closed='right', label='right',
loffset=Minute(1)).mean()
assert_series_equal(result, expected)
self.assertEqual(result.index.freq, Minute(5))
# from daily
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='D')
ser = Series(np.random.rand(len(dti)), dti)
# to weekly
result = ser.resample('w-sun').last()
expected = ser.resample('w-sun', loffset=-bday).last()
self.assertEqual(result.index[0] - bday, expected.index[0])
def test_resample_upsample(self):
# from daily
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='D', name='index')
s = Series(np.random.rand(len(dti)), dti)
# to minutely, by padding
result = s.resample('Min').pad()
self.assertEqual(len(result), 12961)
self.assertEqual(result[0], s[0])
self.assertEqual(result[-1], s[-1])
self.assertEqual(result.index.name, 'index')
def test_resample_extra_index_point(self):
# GH 9756
index = DatetimeIndex(start='20150101', end='20150331', freq='BM')
expected = DataFrame({'A': Series([21, 41, 63], index=index)})
index = DatetimeIndex(start='20150101', end='20150331', freq='B')
df = DataFrame(
{'A': Series(range(len(index)), index=index)}, dtype='int64')
result = df.resample('BM').last()
assert_frame_equal(result, expected)
def test_upsample_with_limit(self):
rng = date_range('1/1/2000', periods=3, freq='5t')
ts = Series(np.random.randn(len(rng)), rng)
result = ts.resample('t').ffill(limit=2)
expected = ts.reindex(result.index, method='ffill', limit=2)
assert_series_equal(result, expected)
def test_resample_ohlc(self):
s = self.series
grouper = TimeGrouper(Minute(5))
expect = s.groupby(grouper).agg(lambda x: x[-1])
result = s.resample('5Min').ohlc()
self.assertEqual(len(result), len(expect))
self.assertEqual(len(result.columns), 4)
xs = result.iloc[-2]
self.assertEqual(xs['open'], s[-6])
self.assertEqual(xs['high'], s[-6:-1].max())
self.assertEqual(xs['low'], s[-6:-1].min())
self.assertEqual(xs['close'], s[-2])
xs = result.iloc[0]
self.assertEqual(xs['open'], s[0])
self.assertEqual(xs['high'], s[:5].max())
self.assertEqual(xs['low'], s[:5].min())
self.assertEqual(xs['close'], s[4])
def test_resample_ohlc_dataframe(self):
df = (
pd.DataFrame({
'PRICE': {
Timestamp('2011-01-06 10:59:05', tz=None): 24990,
Timestamp('2011-01-06 12:43:33', tz=None): 25499,
Timestamp('2011-01-06 12:54:09', tz=None): 25499},
'VOLUME': {
Timestamp('2011-01-06 10:59:05', tz=None): 1500000000,
Timestamp('2011-01-06 12:43:33', tz=None): 5000000000,
Timestamp('2011-01-06 12:54:09', tz=None): 100000000}})
).reindex_axis(['VOLUME', 'PRICE'], axis=1)
res = df.resample('H').ohlc()
exp = pd.concat([df['VOLUME'].resample('H').ohlc(),
df['PRICE'].resample('H').ohlc()],
axis=1,
keys=['VOLUME', 'PRICE'])
assert_frame_equal(exp, res)
df.columns = [['a', 'b'], ['c', 'd']]
res = df.resample('H').ohlc()
exp.columns = pd.MultiIndex.from_tuples([('a', 'c', 'open'), (
'a', 'c', 'high'), ('a', 'c', 'low'), ('a', 'c', 'close'), (
'b', 'd', 'open'), ('b', 'd', 'high'), ('b', 'd', 'low'), (
'b', 'd', 'close')])
assert_frame_equal(exp, res)
# dupe columns fail atm
# df.columns = ['PRICE', 'PRICE']
def test_resample_dup_index(self):
# GH 4812
# dup columns with resample raising
df = DataFrame(np.random.randn(4, 12), index=[2000, 2000, 2000, 2000],
columns=[Period(year=2000, month=i + 1, freq='M')
for i in range(12)])
df.iloc[3, :] = np.nan
result = df.resample('Q', axis=1).mean()
expected = df.groupby(lambda x: int((x.month - 1) / 3), axis=1).mean()
expected.columns = [
Period(year=2000, quarter=i + 1, freq='Q') for i in range(4)]
assert_frame_equal(result, expected)
def test_resample_reresample(self):
dti = DatetimeIndex(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='D')
s = Series(np.random.rand(len(dti)), dti)
bs = s.resample('B', closed='right', label='right').mean()
result = bs.resample('8H').mean()
self.assertEqual(len(result), 22)
tm.assertIsInstance(result.index.freq, offsets.DateOffset)
self.assertEqual(result.index.freq, offsets.Hour(8))
def test_resample_timestamp_to_period(self):
ts = _simple_ts('1/1/1990', '1/1/2000')
result = ts.resample('A-DEC', kind='period').mean()
expected = ts.resample('A-DEC').mean()
expected.index = period_range('1990', '2000', freq='a-dec')
assert_series_equal(result, expected)
result = ts.resample('A-JUN', kind='period').mean()
expected = ts.resample('A-JUN').mean()
expected.index = period_range('1990', '2000', freq='a-jun')
assert_series_equal(result, expected)
result = ts.resample('M', kind='period').mean()
expected = ts.resample('M').mean()
expected.index = period_range('1990-01', '2000-01', freq='M')
assert_series_equal(result, expected)
result = ts.resample('M', kind='period').mean()
expected = ts.resample('M').mean()
expected.index = period_range('1990-01', '2000-01', freq='M')
assert_series_equal(result, expected)
def test_ohlc_5min(self):
def _ohlc(group):
if isnull(group).all():