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test_datetime_index.py
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# pylint: disable=E1101
from datetime import datetime, timedelta
from functools import partial
from warnings import catch_warnings, simplefilter
import numpy as np
import pytest
import pytz
from pandas.compat import range
from pandas.errors import UnsupportedFunctionCall
import pandas as pd
from pandas import (
DataFrame, Index, Panel, Series, Timedelta, Timestamp, isna, notna)
from pandas.core.indexes.datetimes import date_range
from pandas.core.indexes.period import Period, period_range
from pandas.core.indexes.timedeltas import timedelta_range
from pandas.core.resample import DatetimeIndex, TimeGrouper
from pandas.tests.resample.test_base import Base
import pandas.util.testing as tm
from pandas.util.testing import (
assert_almost_equal, assert_frame_equal, assert_series_equal)
import pandas.tseries.offsets as offsets
from pandas.tseries.offsets import BDay, Minute
class TestDatetimeIndex(Base):
_index_factory = lambda x: date_range
@pytest.fixture
def _series_name(self):
return 'dti'
def setup_method(self, method):
dti = date_range(start=datetime(2005, 1, 1),
end=datetime(2005, 1, 10), freq='Min')
self.series = Series(np.random.rand(len(dti)), dti)
def create_series(self):
i = date_range(datetime(2005, 1, 1),
datetime(2005, 1, 10), freq='D')
return Series(np.arange(len(i)), index=i, name='dti')
def test_custom_grouper(self):
dti = date_range(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)
assert g.ngroups == 2593
assert notna(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)
assert len(r.columns) == 10
assert 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)
assert 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_string_kwargs(self):
# Test for issue #19303
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)
# Check that wrong keyword argument strings raise an error
with pytest.raises(ValueError):
s.resample('5min', label='righttt').mean()
with pytest.raises(ValueError):
s.resample('5min', closed='righttt').mean()
with pytest.raises(ValueError):
s.resample('5min', convention='starttt').mean()
def test_resample_how(self, downsample_method):
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
arg = downsample_method
def _ohlc(group):
if isna(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')
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)
assert 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_numpy_compat(self):
# see gh-12811
s = Series([1, 2, 3, 4, 5], index=date_range(
'20130101', periods=5, freq='s'))
r = s.resample('2s')
msg = "numpy operations are not valid with resample"
for func in ('min', 'max', 'sum', 'prod',
'mean', 'var', 'std'):
with pytest.raises(UnsupportedFunctionCall, match=msg):
getattr(r, func)(func, 1, 2, 3)
with pytest.raises(UnsupportedFunctionCall, match=msg):
getattr(r, func)(axis=1)
def test_resample_how_callables(self):
# GH#7929
data = np.arange(5, dtype=np.int64)
ind = date_range(start='2014-01-01', periods=len(data), freq='d')
df = DataFrame({"A": data, "B": data}, index=ind)
def fn(x, a=1):
return str(type(x))
class FnClass(object):
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(FnClass())
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 = 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 = date_range(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()
assert len(result) == 3
assert (result.index.dayofweek == [6, 6, 6]).all()
assert result.iloc[0] == s['1/2/2005']
assert result.iloc[1] == s['1/9/2005']
assert result.iloc[2] == s.iloc[-1]
result = s.resample('W-MON').last()
assert len(result) == 2
assert (result.index.dayofweek == [0, 0]).all()
assert result.iloc[0] == s['1/3/2005']
assert result.iloc[1] == s['1/10/2005']
result = s.resample('W-TUE').last()
assert len(result) == 2
assert (result.index.dayofweek == [1, 1]).all()
assert result.iloc[0] == s['1/4/2005']
assert result.iloc[1] == s['1/10/2005']
result = s.resample('W-WED').last()
assert len(result) == 2
assert (result.index.dayofweek == [2, 2]).all()
assert result.iloc[0] == s['1/5/2005']
assert result.iloc[1] == s['1/10/2005']
result = s.resample('W-THU').last()
assert len(result) == 2
assert (result.index.dayofweek == [3, 3]).all()
assert result.iloc[0] == s['1/6/2005']
assert result.iloc[1] == s['1/10/2005']
result = s.resample('W-FRI').last()
assert len(result) == 2
assert (result.index.dayofweek == [4, 4]).all()
assert result.iloc[0] == s['1/7/2005']
assert result.iloc[1] == s['1/10/2005']
# to biz day
result = s.resample('B').last()
assert len(result) == 7
assert (result.index.dayofweek == [4, 0, 1, 2, 3, 4, 0]).all()
assert result.iloc[0] == s['1/2/2005']
assert result.iloc[1] == s['1/3/2005']
assert result.iloc[5] == s['1/9/2005']
assert 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()
assert 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()
@pytest.mark.parametrize('loffset', [timedelta(minutes=1),
'1min', Minute(1),
np.timedelta64(1, 'm')])
def test_resample_loffset(self, loffset):
# GH 7687
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=loffset).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)
assert result.index.freq == Minute(5)
# from daily
dti = date_range(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()
business_day_offset = BDay()
expected = ser.resample('w-sun', loffset=-business_day_offset).last()
assert result.index[0] - business_day_offset == expected.index[0]
def test_resample_loffset_upsample(self):
# GH 20744
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)).ffill()
idx = date_range('1/1/2000', periods=4, freq='5min')
expected = Series([s[0], s[5], s[10], s[-1]],
index=idx + timedelta(minutes=1))
assert_series_equal(result, expected)
def test_resample_loffset_count(self):
# GH 12725
start_time = '1/1/2000 00:00:00'
rng = date_range(start_time, periods=100, freq='S')
ts = Series(np.random.randn(len(rng)), index=rng)
result = ts.resample('10S', loffset='1s').count()
expected_index = (
date_range(start_time, periods=10, freq='10S') +
timedelta(seconds=1)
)
expected = Series(10, index=expected_index)
assert_series_equal(result, expected)
# Same issue should apply to .size() since it goes through
# same code path
result = ts.resample('10S', loffset='1s').size()
assert_series_equal(result, expected)
def test_resample_upsample(self):
# from daily
dti = date_range(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()
assert len(result) == 12961
assert result[0] == s[0]
assert result[-1] == s[-1]
assert result.index.name == 'index'
def test_resample_how_method(self):
# GH9915
s = Series([11, 22],
index=[Timestamp('2015-03-31 21:48:52.672000'),
Timestamp('2015-03-31 21:49:52.739000')])
expected = Series([11, np.NaN, np.NaN, np.NaN, np.NaN, np.NaN, 22],
index=[Timestamp('2015-03-31 21:48:50'),
Timestamp('2015-03-31 21:49:00'),
Timestamp('2015-03-31 21:49:10'),
Timestamp('2015-03-31 21:49:20'),
Timestamp('2015-03-31 21:49:30'),
Timestamp('2015-03-31 21:49:40'),
Timestamp('2015-03-31 21:49:50')])
assert_series_equal(s.resample("10S").mean(), expected)
def test_resample_extra_index_point(self):
# GH#9756
index = date_range(start='20150101', end='20150331', freq='BM')
expected = DataFrame({'A': Series([21, 41, 63], index=index)})
index = date_range(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_nearest_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').nearest(limit=2)
expected = ts.reindex(result.index, method='nearest', 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()
assert len(result) == len(expect)
assert len(result.columns) == 4
xs = result.iloc[-2]
assert xs['open'] == s[-6]
assert xs['high'] == s[-6:-1].max()
assert xs['low'] == s[-6:-1].min()
assert xs['close'] == s[-2]
xs = result.iloc[0]
assert xs['open'] == s[0]
assert xs['high'] == s[:5].max()
assert xs['low'] == s[:5].min()
assert xs['close'] == s[4]
def test_resample_ohlc_result(self):
# GH 12332
index = pd.date_range('1-1-2000', '2-15-2000', freq='h')
index = index.union(pd.date_range('4-15-2000', '5-15-2000', freq='h'))
s = Series(range(len(index)), index=index)
a = s.loc[:'4-15-2000'].resample('30T').ohlc()
assert isinstance(a, DataFrame)
b = s.loc[:'4-14-2000'].resample('30T').ohlc()
assert isinstance(b, DataFrame)
# GH12348
# raising on odd period
rng = date_range('2013-12-30', '2014-01-07')
index = rng.drop([Timestamp('2014-01-01'),
Timestamp('2013-12-31'),
Timestamp('2014-01-04'),
Timestamp('2014-01-05')])
df = DataFrame(data=np.arange(len(index)), index=index)
result = df.resample('B').mean()
expected = df.reindex(index=date_range(rng[0], rng[-1], freq='B'))
assert_frame_equal(result, expected)
def test_resample_ohlc_dataframe(self):
df = (
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(['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 = date_range(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()
assert len(result) == 22
assert isinstance(result.index.freq, offsets.DateOffset)
assert result.index.freq == offsets.Hour(8)
def test_resample_timestamp_to_period(self, simple_date_range_series):
ts = simple_date_range_series('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 isna(group).all():
return np.repeat(np.nan, 4)
return [group[0], group.max(), group.min(), group[-1]]
rng = date_range('1/1/2000 00:00:00', '1/1/2000 5:59:50', freq='10s')
ts = Series(np.random.randn(len(rng)), index=rng)
resampled = ts.resample('5min', closed='right',
label='right').ohlc()
assert (resampled.loc['1/1/2000 00:00'] == ts[0]).all()
exp = _ohlc(ts[1:31])
assert (resampled.loc['1/1/2000 00:05'] == exp).all()
exp = _ohlc(ts['1/1/2000 5:55:01':])
assert (resampled.loc['1/1/2000 6:00:00'] == exp).all()
def test_downsample_non_unique(self):
rng = date_range('1/1/2000', '2/29/2000')
rng2 = rng.repeat(5).values
ts = Series(np.random.randn(len(rng2)), index=rng2)
result = ts.resample('M').mean()
expected = ts.groupby(lambda x: x.month).mean()
assert len(result) == 2
assert_almost_equal(result[0], expected[1])
assert_almost_equal(result[1], expected[2])
def test_asfreq_non_unique(self):
# GH #1077
rng = date_range('1/1/2000', '2/29/2000')
rng2 = rng.repeat(2).values
ts = Series(np.random.randn(len(rng2)), index=rng2)
pytest.raises(Exception, ts.asfreq, 'B')
def test_resample_axis1(self):
rng = date_range('1/1/2000', '2/29/2000')
df = DataFrame(np.random.randn(3, len(rng)), columns=rng,
index=['a', 'b', 'c'])
result = df.resample('M', axis=1).mean()
expected = df.T.resample('M').mean().T
tm.assert_frame_equal(result, expected)
def test_resample_panel(self):
rng = date_range('1/1/2000', '6/30/2000')
n = len(rng)
with catch_warnings(record=True):
simplefilter("ignore", FutureWarning)
panel = Panel(np.random.randn(3, n, 5),
items=['one', 'two', 'three'],
major_axis=rng,
minor_axis=['a', 'b', 'c', 'd', 'e'])
result = panel.resample('M', axis=1).mean()
def p_apply(panel, f):
result = {}
for item in panel.items:
result[item] = f(panel[item])
return Panel(result, items=panel.items)
expected = p_apply(panel, lambda x: x.resample('M').mean())
tm.assert_panel_equal(result, expected)
panel2 = panel.swapaxes(1, 2)
result = panel2.resample('M', axis=2).mean()
expected = p_apply(panel2,
lambda x: x.resample('M', axis=1).mean())
tm.assert_panel_equal(result, expected)
@pytest.mark.filterwarnings("ignore:\\nPanel:FutureWarning")
def test_resample_panel_numpy(self):
rng = date_range('1/1/2000', '6/30/2000')
n = len(rng)
with catch_warnings(record=True):
panel = Panel(np.random.randn(3, n, 5),
items=['one', 'two', 'three'],
major_axis=rng,
minor_axis=['a', 'b', 'c', 'd', 'e'])
result = panel.resample('M', axis=1).apply(lambda x: x.mean(1))
expected = panel.resample('M', axis=1).mean()
tm.assert_panel_equal(result, expected)
panel = panel.swapaxes(1, 2)
result = panel.resample('M', axis=2).apply(lambda x: x.mean(2))
expected = panel.resample('M', axis=2).mean()
tm.assert_panel_equal(result, expected)
def test_resample_anchored_ticks(self):
# If a fixed delta (5 minute, 4 hour) evenly divides a day, we should
# "anchor" the origin at midnight so we get regular intervals rather
# than starting from the first timestamp which might start in the
# middle of a desired interval
rng = date_range('1/1/2000 04:00:00', periods=86400, freq='s')
ts = Series(np.random.randn(len(rng)), index=rng)
ts[:2] = np.nan # so results are the same
freqs = ['t', '5t', '15t', '30t', '4h', '12h']
for freq in freqs:
result = ts[2:].resample(freq, closed='left', label='left').mean()
expected = ts.resample(freq, closed='left', label='left').mean()
assert_series_equal(result, expected)
def test_resample_single_group(self):
mysum = lambda x: x.sum()
rng = date_range('2000-1-1', '2000-2-10', freq='D')
ts = Series(np.random.randn(len(rng)), index=rng)
assert_series_equal(ts.resample('M').sum(),
ts.resample('M').apply(mysum))
rng = date_range('2000-1-1', '2000-1-10', freq='D')
ts = Series(np.random.randn(len(rng)), index=rng)
assert_series_equal(ts.resample('M').sum(),
ts.resample('M').apply(mysum))
# GH 3849
s = Series([30.1, 31.6], index=[Timestamp('20070915 15:30:00'),
Timestamp('20070915 15:40:00')])
expected = Series([0.75], index=[Timestamp('20070915')])
result = s.resample('D').apply(lambda x: np.std(x))
assert_series_equal(result, expected)
def test_resample_base(self):
rng = date_range('1/1/2000 00:00:00', '1/1/2000 02:00', freq='s')
ts = Series(np.random.randn(len(rng)), index=rng)
resampled = ts.resample('5min', base=2).mean()
exp_rng = date_range('12/31/1999 23:57:00', '1/1/2000 01:57',
freq='5min')
tm.assert_index_equal(resampled.index, exp_rng)
def test_resample_base_with_timedeltaindex(self):
# GH 10530
rng = timedelta_range(start='0s', periods=25, freq='s')
ts = Series(np.random.randn(len(rng)), index=rng)
with_base = ts.resample('2s', base=5).mean()
without_base = ts.resample('2s').mean()
exp_without_base = timedelta_range(start='0s', end='25s', freq='2s')
exp_with_base = timedelta_range(start='5s', end='29s', freq='2s')
tm.assert_index_equal(without_base.index, exp_without_base)
tm.assert_index_equal(with_base.index, exp_with_base)
def test_resample_categorical_data_with_timedeltaindex(self):
# GH #12169
df = DataFrame({'Group_obj': 'A'},
index=pd.to_timedelta(list(range(20)), unit='s'))
df['Group'] = df['Group_obj'].astype('category')
result = df.resample('10s').agg(lambda x: (x.value_counts().index[0]))
expected = DataFrame({'Group_obj': ['A', 'A'],
'Group': ['A', 'A']},
index=pd.to_timedelta([0, 10], unit='s'))
expected = expected.reindex(['Group_obj', 'Group'], axis=1)
expected['Group'] = expected['Group_obj'].astype('category')
tm.assert_frame_equal(result, expected)
def test_resample_daily_anchored(self):
rng = date_range('1/1/2000 0:00:00', periods=10000, freq='T')
ts = Series(np.random.randn(len(rng)), index=rng)
ts[:2] = np.nan # so results are the same
result = ts[2:].resample('D', closed='left', label='left').mean()
expected = ts.resample('D', closed='left', label='left').mean()
assert_series_equal(result, expected)
def test_resample_to_period_monthly_buglet(self):
# GH #1259
rng = date_range('1/1/2000', '12/31/2000')
ts = Series(np.random.randn(len(rng)), index=rng)
result = ts.resample('M', kind='period').mean()
exp_index = period_range('Jan-2000', 'Dec-2000', freq='M')
tm.assert_index_equal(result.index, exp_index)
def test_period_with_agg(self):
# aggregate a period resampler with a lambda
s2 = Series(np.random.randint(0, 5, 50),
index=pd.period_range('2012-01-01', freq='H', periods=50),
dtype='float64')
expected = s2.to_timestamp().resample('D').mean().to_period()
result = s2.resample('D').agg(lambda x: x.mean())
assert_series_equal(result, expected)
def test_resample_segfault(self):
# GH 8573
# segfaulting in older versions
all_wins_and_wagers = [
(1, datetime(2013, 10, 1, 16, 20), 1, 0),
(2, datetime(2013, 10, 1, 16, 10), 1, 0),
(2, datetime(2013, 10, 1, 18, 15), 1, 0),
(2, datetime(2013, 10, 1, 16, 10, 31), 1, 0)]
df = DataFrame.from_records(all_wins_and_wagers,
columns=("ID", "timestamp", "A", "B")
).set_index("timestamp")
result = df.groupby("ID").resample("5min").sum()
expected = df.groupby("ID").apply(lambda x: x.resample("5min").sum())
assert_frame_equal(result, expected)
def test_resample_dtype_preservation(self):
# GH 12202
# validation tests for dtype preservation
df = DataFrame({'date': pd.date_range(start='2016-01-01',
periods=4, freq='W'),
'group': [1, 1, 2, 2],
'val': Series([5, 6, 7, 8],
dtype='int32')}
).set_index('date')
result = df.resample('1D').ffill()
assert result.val.dtype == np.int32
result = df.groupby('group').resample('1D').ffill()
assert result.val.dtype == np.int32
def test_resample_dtype_coerceion(self):
pytest.importorskip('scipy.interpolate')
# GH 16361
df = {"a": [1, 3, 1, 4]}
df = DataFrame(df, index=pd.date_range("2017-01-01", "2017-01-04"))
expected = (df.astype("float64")
.resample("H")
.mean()
["a"]
.interpolate("cubic")
)
result = df.resample("H")["a"].mean().interpolate("cubic")
tm.assert_series_equal(result, expected)
result = df.resample("H").mean()["a"].interpolate("cubic")
tm.assert_series_equal(result, expected)
def test_weekly_resample_buglet(self):
# #1327
rng = date_range('1/1/2000', freq='B', periods=20)
ts = Series(np.random.randn(len(rng)), index=rng)
resampled = ts.resample('W').mean()
expected = ts.resample('W-SUN').mean()
assert_series_equal(resampled, expected)
def test_monthly_resample_error(self):
# #1451
dates = date_range('4/16/2012 20:00', periods=5000, freq='h')
ts = Series(np.random.randn(len(dates)), index=dates)
# it works!
ts.resample('M')
def test_nanosecond_resample_error(self):
# GH 12307 - Values falls after last bin when
# Resampling using pd.tseries.offsets.Nano as period
start = 1443707890427
exp_start = 1443707890400
indx = pd.date_range(
start=pd.to_datetime(start),
periods=10,
freq='100n'
)
ts = Series(range(len(indx)), index=indx)
r = ts.resample(pd.tseries.offsets.Nano(100))
result = r.agg('mean')
exp_indx = pd.date_range(
start=pd.to_datetime(exp_start),
periods=10,
freq='100n'
)
exp = Series(range(len(exp_indx)), index=exp_indx)
assert_series_equal(result, exp)
def test_resample_anchored_intraday(self, simple_date_range_series):
# #1471, #1458
rng = date_range('1/1/2012', '4/1/2012', freq='100min')
df = DataFrame(rng.month, index=rng)
result = df.resample('M').mean()
expected = df.resample(
'M', kind='period').mean().to_timestamp(how='end')
expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D')
tm.assert_frame_equal(result, expected)
result = df.resample('M', closed='left').mean()
exp = df.tshift(1, freq='D').resample('M', kind='period').mean()
exp = exp.to_timestamp(how='end')
exp.index = exp.index + Timedelta(1, 'ns') - Timedelta(1, 'D')
tm.assert_frame_equal(result, exp)
rng = date_range('1/1/2012', '4/1/2012', freq='100min')
df = DataFrame(rng.month, index=rng)
result = df.resample('Q').mean()
expected = df.resample(
'Q', kind='period').mean().to_timestamp(how='end')
expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D')
tm.assert_frame_equal(result, expected)
result = df.resample('Q', closed='left').mean()
expected = df.tshift(1, freq='D').resample('Q', kind='period',
closed='left').mean()
expected = expected.to_timestamp(how='end')
expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D')
tm.assert_frame_equal(result, expected)
ts = simple_date_range_series('2012-04-29 23:00', '2012-04-30 5:00',
freq='h')
resampled = ts.resample('M').mean()
assert len(resampled) == 1
def test_resample_anchored_monthstart(self, simple_date_range_series):
ts = simple_date_range_series('1/1/2000', '12/31/2002')
freqs = ['MS', 'BMS', 'QS-MAR', 'AS-DEC', 'AS-JUN']
for freq in freqs:
ts.resample(freq).mean()
def test_resample_anchored_multiday(self):
# When resampling a range spanning multiple days, ensure that the
# start date gets used to determine the offset. Fixes issue where
# a one day period is not a multiple of the frequency.
#
# See: https://github.com/pandas-dev/pandas/issues/8683