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import numpy as np |
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import pytest |
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from pandas import ( |
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DataFrame, |
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DatetimeIndex, |
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Index, |
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MultiIndex, |
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Series, |
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isna, |
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notna, |
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) |
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import pandas._testing as tm |
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def test_doc_string(): |
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df = DataFrame({"B": [0, 1, 2, np.nan, 4]}) |
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df |
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df.expanding(2).sum() |
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def test_constructor(frame_or_series): |
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c = frame_or_series(range(5)).expanding |
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c(min_periods=1) |
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@pytest.mark.parametrize("w", [2.0, "foo", np.array([2])]) |
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def test_constructor_invalid(frame_or_series, w): |
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c = frame_or_series(range(5)).expanding |
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msg = "min_periods must be an integer" |
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with pytest.raises(ValueError, match=msg): |
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c(min_periods=w) |
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@pytest.mark.parametrize( |
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"expander", |
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[ |
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1, |
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pytest.param( |
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"ls", |
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marks=pytest.mark.xfail( |
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reason="GH#16425 expanding with offset not supported" |
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), |
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), |
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], |
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) |
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def test_empty_df_expanding(expander): |
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expected = DataFrame() |
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result = DataFrame().expanding(expander).sum() |
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tm.assert_frame_equal(result, expected) |
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expected = DataFrame(index=DatetimeIndex([])) |
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result = DataFrame(index=DatetimeIndex([])).expanding(expander).sum() |
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tm.assert_frame_equal(result, expected) |
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def test_missing_minp_zero(): |
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x = Series([np.nan]) |
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result = x.expanding(min_periods=0).sum() |
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expected = Series([0.0]) |
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tm.assert_series_equal(result, expected) |
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result = x.expanding(min_periods=1).sum() |
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expected = Series([np.nan]) |
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tm.assert_series_equal(result, expected) |
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def test_expanding_axis(axis_frame): |
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df = DataFrame(np.ones((10, 20))) |
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axis = df._get_axis_number(axis_frame) |
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if axis == 0: |
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msg = "The 'axis' keyword in DataFrame.expanding is deprecated" |
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expected = DataFrame( |
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{i: [np.nan] * 2 + [float(j) for j in range(3, 11)] for i in range(20)} |
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) |
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else: |
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msg = "Support for axis=1 in DataFrame.expanding is deprecated" |
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expected = DataFrame([[np.nan] * 2 + [float(i) for i in range(3, 21)]] * 10) |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result = df.expanding(3, axis=axis_frame).sum() |
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tm.assert_frame_equal(result, expected) |
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def test_expanding_count_with_min_periods(frame_or_series): |
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result = frame_or_series(range(5)).expanding(min_periods=3).count() |
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expected = frame_or_series([np.nan, np.nan, 3.0, 4.0, 5.0]) |
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tm.assert_equal(result, expected) |
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def test_expanding_count_default_min_periods_with_null_values(frame_or_series): |
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values = [1, 2, 3, np.nan, 4, 5, 6] |
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expected_counts = [1.0, 2.0, 3.0, 3.0, 4.0, 5.0, 6.0] |
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result = frame_or_series(values).expanding().count() |
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expected = frame_or_series(expected_counts) |
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tm.assert_equal(result, expected) |
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def test_expanding_count_with_min_periods_exceeding_series_length(frame_or_series): |
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result = frame_or_series(range(5)).expanding(min_periods=6).count() |
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expected = frame_or_series([np.nan, np.nan, np.nan, np.nan, np.nan]) |
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tm.assert_equal(result, expected) |
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@pytest.mark.parametrize( |
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"df,expected,min_periods", |
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[ |
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( |
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DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), |
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[ |
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({"A": [1], "B": [4]}, [0]), |
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({"A": [1, 2], "B": [4, 5]}, [0, 1]), |
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({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), |
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], |
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3, |
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), |
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( |
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DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), |
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[ |
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({"A": [1], "B": [4]}, [0]), |
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({"A": [1, 2], "B": [4, 5]}, [0, 1]), |
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({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), |
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], |
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2, |
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), |
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( |
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DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), |
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[ |
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({"A": [1], "B": [4]}, [0]), |
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({"A": [1, 2], "B": [4, 5]}, [0, 1]), |
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({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), |
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], |
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1, |
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), |
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(DataFrame({"A": [1], "B": [4]}), [], 2), |
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(DataFrame(), [({}, [])], 1), |
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( |
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DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), |
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[ |
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({"A": [1.0], "B": [np.nan]}, [0]), |
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({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), |
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({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), |
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], |
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3, |
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), |
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( |
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DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), |
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[ |
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({"A": [1.0], "B": [np.nan]}, [0]), |
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({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), |
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({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), |
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], |
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2, |
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), |
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( |
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DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), |
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[ |
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({"A": [1.0], "B": [np.nan]}, [0]), |
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({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), |
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({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), |
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], |
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1, |
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), |
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], |
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) |
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def test_iter_expanding_dataframe(df, expected, min_periods): |
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expected = [DataFrame(values, index=index) for (values, index) in expected] |
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for expected, actual in zip(expected, df.expanding(min_periods)): |
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tm.assert_frame_equal(actual, expected) |
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@pytest.mark.parametrize( |
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"ser,expected,min_periods", |
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[ |
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(Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 3), |
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(Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 2), |
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(Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 1), |
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(Series([1, 2]), [([1], [0]), ([1, 2], [0, 1])], 2), |
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(Series([np.nan, 2]), [([np.nan], [0]), ([np.nan, 2], [0, 1])], 2), |
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(Series([], dtype="int64"), [], 2), |
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], |
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) |
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def test_iter_expanding_series(ser, expected, min_periods): |
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expected = [Series(values, index=index) for (values, index) in expected] |
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for expected, actual in zip(expected, ser.expanding(min_periods)): |
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tm.assert_series_equal(actual, expected) |
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def test_center_invalid(): |
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df = DataFrame() |
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with pytest.raises(TypeError, match=".* got an unexpected keyword"): |
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df.expanding(center=True) |
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def test_expanding_sem(frame_or_series): |
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obj = frame_or_series([0, 1, 2]) |
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result = obj.expanding().sem() |
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if isinstance(result, DataFrame): |
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result = Series(result[0].values) |
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expected = Series([np.nan] + [0.707107] * 2) |
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tm.assert_series_equal(result, expected) |
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@pytest.mark.parametrize("method", ["skew", "kurt"]) |
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def test_expanding_skew_kurt_numerical_stability(method): |
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s = Series(np.random.default_rng(2).random(10)) |
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expected = getattr(s.expanding(3), method)() |
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s = s + 5000 |
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result = getattr(s.expanding(3), method)() |
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tm.assert_series_equal(result, expected) |
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@pytest.mark.parametrize("window", [1, 3, 10, 20]) |
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@pytest.mark.parametrize("method", ["min", "max", "average"]) |
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@pytest.mark.parametrize("pct", [True, False]) |
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@pytest.mark.parametrize("ascending", [True, False]) |
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@pytest.mark.parametrize("test_data", ["default", "duplicates", "nans"]) |
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def test_rank(window, method, pct, ascending, test_data): |
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length = 20 |
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if test_data == "default": |
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ser = Series(data=np.random.default_rng(2).random(length)) |
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elif test_data == "duplicates": |
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ser = Series(data=np.random.default_rng(2).choice(3, length)) |
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elif test_data == "nans": |
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ser = Series( |
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data=np.random.default_rng(2).choice( |
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[1.0, 0.25, 0.75, np.nan, np.inf, -np.inf], length |
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) |
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) |
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expected = ser.expanding(window).apply( |
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lambda x: x.rank(method=method, pct=pct, ascending=ascending).iloc[-1] |
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) |
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result = ser.expanding(window).rank(method=method, pct=pct, ascending=ascending) |
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tm.assert_series_equal(result, expected) |
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def test_expanding_corr(series): |
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A = series.dropna() |
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B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] |
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result = A.expanding().corr(B) |
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rolling_result = A.rolling(window=len(A), min_periods=1).corr(B) |
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tm.assert_almost_equal(rolling_result, result) |
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def test_expanding_count(series): |
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result = series.expanding(min_periods=0).count() |
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tm.assert_almost_equal( |
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result, series.rolling(window=len(series), min_periods=0).count() |
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) |
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def test_expanding_quantile(series): |
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result = series.expanding().quantile(0.5) |
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rolling_result = series.rolling(window=len(series), min_periods=1).quantile(0.5) |
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tm.assert_almost_equal(result, rolling_result) |
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def test_expanding_cov(series): |
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A = series |
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B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] |
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result = A.expanding().cov(B) |
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rolling_result = A.rolling(window=len(A), min_periods=1).cov(B) |
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tm.assert_almost_equal(rolling_result, result) |
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def test_expanding_cov_pairwise(frame): |
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result = frame.expanding().cov() |
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rolling_result = frame.rolling(window=len(frame), min_periods=1).cov() |
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tm.assert_frame_equal(result, rolling_result) |
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def test_expanding_corr_pairwise(frame): |
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result = frame.expanding().corr() |
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rolling_result = frame.rolling(window=len(frame), min_periods=1).corr() |
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tm.assert_frame_equal(result, rolling_result) |
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@pytest.mark.parametrize( |
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"func,static_comp", |
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[ |
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("sum", np.sum), |
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("mean", lambda x: np.mean(x, axis=0)), |
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("max", lambda x: np.max(x, axis=0)), |
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("min", lambda x: np.min(x, axis=0)), |
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], |
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ids=["sum", "mean", "max", "min"], |
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) |
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def test_expanding_func(func, static_comp, frame_or_series): |
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data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) |
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msg = "The 'axis' keyword in (Series|DataFrame).expanding is deprecated" |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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obj = data.expanding(min_periods=1, axis=0) |
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result = getattr(obj, func)() |
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assert isinstance(result, frame_or_series) |
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msg = "The behavior of DataFrame.sum with axis=None is deprecated" |
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warn = None |
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if frame_or_series is DataFrame and static_comp is np.sum: |
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warn = FutureWarning |
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with tm.assert_produces_warning(warn, match=msg, check_stacklevel=False): |
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expected = static_comp(data[:11]) |
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if frame_or_series is Series: |
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tm.assert_almost_equal(result[10], expected) |
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else: |
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tm.assert_series_equal(result.iloc[10], expected, check_names=False) |
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@pytest.mark.parametrize( |
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"func,static_comp", |
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[("sum", np.sum), ("mean", np.mean), ("max", np.max), ("min", np.min)], |
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ids=["sum", "mean", "max", "min"], |
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) |
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def test_expanding_min_periods(func, static_comp): |
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ser = Series(np.random.default_rng(2).standard_normal(50)) |
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msg = "The 'axis' keyword in Series.expanding is deprecated" |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result = getattr(ser.expanding(min_periods=30, axis=0), func)() |
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assert result[:29].isna().all() |
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tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result = getattr(ser.expanding(min_periods=15, axis=0), func)() |
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assert isna(result.iloc[13]) |
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assert notna(result.iloc[14]) |
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ser2 = Series(np.random.default_rng(2).standard_normal(20)) |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result = getattr(ser2.expanding(min_periods=5, axis=0), func)() |
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assert isna(result[3]) |
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assert notna(result[4]) |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result0 = getattr(ser.expanding(min_periods=0, axis=0), func)() |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result1 = getattr(ser.expanding(min_periods=1, axis=0), func)() |
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tm.assert_almost_equal(result0, result1) |
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with tm.assert_produces_warning(FutureWarning, match=msg): |
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result = getattr(ser.expanding(min_periods=1, axis=0), func)() |
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tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) |
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def test_expanding_apply(engine_and_raw, frame_or_series): |
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engine, raw = engine_and_raw |
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data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) |
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result = data.expanding(min_periods=1).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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assert isinstance(result, frame_or_series) |
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if frame_or_series is Series: |
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tm.assert_almost_equal(result[9], np.mean(data[:11], axis=0)) |
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else: |
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tm.assert_series_equal( |
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result.iloc[9], np.mean(data[:11], axis=0), check_names=False |
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) |
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def test_expanding_min_periods_apply(engine_and_raw): |
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engine, raw = engine_and_raw |
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ser = Series(np.random.default_rng(2).standard_normal(50)) |
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result = ser.expanding(min_periods=30).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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assert result[:29].isna().all() |
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tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) |
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result = ser.expanding(min_periods=15).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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assert isna(result.iloc[13]) |
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assert notna(result.iloc[14]) |
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ser2 = Series(np.random.default_rng(2).standard_normal(20)) |
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result = ser2.expanding(min_periods=5).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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assert isna(result[3]) |
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assert notna(result[4]) |
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result0 = ser.expanding(min_periods=0).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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result1 = ser.expanding(min_periods=1).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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tm.assert_almost_equal(result0, result1) |
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result = ser.expanding(min_periods=1).apply( |
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lambda x: x.mean(), raw=raw, engine=engine |
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) |
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tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) |
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|
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@pytest.mark.parametrize( |
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"f", |
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[ |
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lambda x: (x.expanding(min_periods=5).cov(x, pairwise=True)), |
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lambda x: (x.expanding(min_periods=5).corr(x, pairwise=True)), |
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], |
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) |
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def test_moment_functions_zero_length_pairwise(f): |
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df1 = DataFrame() |
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df2 = DataFrame(columns=Index(["a"], name="foo"), index=Index([], name="bar")) |
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df2["a"] = df2["a"].astype("float64") |
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|
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df1_expected = DataFrame(index=MultiIndex.from_product([df1.index, df1.columns])) |
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df2_expected = DataFrame( |
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index=MultiIndex.from_product([df2.index, df2.columns], names=["bar", "foo"]), |
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columns=Index(["a"], name="foo"), |
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dtype="float64", |
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) |
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|
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df1_result = f(df1) |
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tm.assert_frame_equal(df1_result, df1_expected) |
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df2_result = f(df2) |
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tm.assert_frame_equal(df2_result, df2_expected) |
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|
|
|
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@pytest.mark.parametrize( |
|
"f", |
|
[ |
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lambda x: x.expanding().count(), |
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lambda x: x.expanding(min_periods=5).cov(x, pairwise=False), |
|
lambda x: x.expanding(min_periods=5).corr(x, pairwise=False), |
|
lambda x: x.expanding(min_periods=5).max(), |
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lambda x: x.expanding(min_periods=5).min(), |
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lambda x: x.expanding(min_periods=5).sum(), |
|
lambda x: x.expanding(min_periods=5).mean(), |
|
lambda x: x.expanding(min_periods=5).std(), |
|
lambda x: x.expanding(min_periods=5).var(), |
|
lambda x: x.expanding(min_periods=5).skew(), |
|
lambda x: x.expanding(min_periods=5).kurt(), |
|
lambda x: x.expanding(min_periods=5).quantile(0.5), |
|
lambda x: x.expanding(min_periods=5).median(), |
|
lambda x: x.expanding(min_periods=5).apply(sum, raw=False), |
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lambda x: x.expanding(min_periods=5).apply(sum, raw=True), |
|
], |
|
) |
|
def test_moment_functions_zero_length(f): |
|
|
|
s = Series(dtype=np.float64) |
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s_expected = s |
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df1 = DataFrame() |
|
df1_expected = df1 |
|
df2 = DataFrame(columns=["a"]) |
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df2["a"] = df2["a"].astype("float64") |
|
df2_expected = df2 |
|
|
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s_result = f(s) |
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tm.assert_series_equal(s_result, s_expected) |
|
|
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df1_result = f(df1) |
|
tm.assert_frame_equal(df1_result, df1_expected) |
|
|
|
df2_result = f(df2) |
|
tm.assert_frame_equal(df2_result, df2_expected) |
|
|
|
|
|
def test_expanding_apply_empty_series(engine_and_raw): |
|
engine, raw = engine_and_raw |
|
ser = Series([], dtype=np.float64) |
|
tm.assert_series_equal( |
|
ser, ser.expanding().apply(lambda x: x.mean(), raw=raw, engine=engine) |
|
) |
|
|
|
|
|
def test_expanding_apply_min_periods_0(engine_and_raw): |
|
|
|
engine, raw = engine_and_raw |
|
s = Series([None, None, None]) |
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result = s.expanding(min_periods=0).apply(lambda x: len(x), raw=raw, engine=engine) |
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expected = Series([1.0, 2.0, 3.0]) |
|
tm.assert_series_equal(result, expected) |
|
|
|
|
|
def test_expanding_cov_diff_index(): |
|
|
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s1 = Series([1, 2, 3], index=[0, 1, 2]) |
|
s2 = Series([1, 3], index=[0, 2]) |
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result = s1.expanding().cov(s2) |
|
expected = Series([None, None, 2.0]) |
|
tm.assert_series_equal(result, expected) |
|
|
|
s2a = Series([1, None, 3], index=[0, 1, 2]) |
|
result = s1.expanding().cov(s2a) |
|
tm.assert_series_equal(result, expected) |
|
|
|
s1 = Series([7, 8, 10], index=[0, 1, 3]) |
|
s2 = Series([7, 9, 10], index=[0, 2, 3]) |
|
result = s1.expanding().cov(s2) |
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expected = Series([None, None, None, 4.5]) |
|
tm.assert_series_equal(result, expected) |
|
|
|
|
|
def test_expanding_corr_diff_index(): |
|
|
|
s1 = Series([1, 2, 3], index=[0, 1, 2]) |
|
s2 = Series([1, 3], index=[0, 2]) |
|
result = s1.expanding().corr(s2) |
|
expected = Series([None, None, 1.0]) |
|
tm.assert_series_equal(result, expected) |
|
|
|
s2a = Series([1, None, 3], index=[0, 1, 2]) |
|
result = s1.expanding().corr(s2a) |
|
tm.assert_series_equal(result, expected) |
|
|
|
s1 = Series([7, 8, 10], index=[0, 1, 3]) |
|
s2 = Series([7, 9, 10], index=[0, 2, 3]) |
|
result = s1.expanding().corr(s2) |
|
expected = Series([None, None, None, 1.0]) |
|
tm.assert_series_equal(result, expected) |
|
|
|
|
|
def test_expanding_cov_pairwise_diff_length(): |
|
|
|
df1 = DataFrame([[1, 5], [3, 2], [3, 9]], columns=Index(["A", "B"], name="foo")) |
|
df1a = DataFrame( |
|
[[1, 5], [3, 9]], index=[0, 2], columns=Index(["A", "B"], name="foo") |
|
) |
|
df2 = DataFrame( |
|
[[5, 6], [None, None], [2, 1]], columns=Index(["X", "Y"], name="foo") |
|
) |
|
df2a = DataFrame( |
|
[[5, 6], [2, 1]], index=[0, 2], columns=Index(["X", "Y"], name="foo") |
|
) |
|
|
|
|
|
result1 = df1.expanding().cov(df2, pairwise=True).loc[2] |
|
result2 = df1.expanding().cov(df2a, pairwise=True).loc[2] |
|
result3 = df1a.expanding().cov(df2, pairwise=True).loc[2] |
|
result4 = df1a.expanding().cov(df2a, pairwise=True).loc[2] |
|
expected = DataFrame( |
|
[[-3.0, -6.0], [-5.0, -10.0]], |
|
columns=Index(["A", "B"], name="foo"), |
|
index=Index(["X", "Y"], name="foo"), |
|
) |
|
tm.assert_frame_equal(result1, expected) |
|
tm.assert_frame_equal(result2, expected) |
|
tm.assert_frame_equal(result3, expected) |
|
tm.assert_frame_equal(result4, expected) |
|
|
|
|
|
def test_expanding_corr_pairwise_diff_length(): |
|
|
|
df1 = DataFrame( |
|
[[1, 2], [3, 2], [3, 4]], columns=["A", "B"], index=Index(range(3), name="bar") |
|
) |
|
df1a = DataFrame( |
|
[[1, 2], [3, 4]], index=Index([0, 2], name="bar"), columns=["A", "B"] |
|
) |
|
df2 = DataFrame( |
|
[[5, 6], [None, None], [2, 1]], |
|
columns=["X", "Y"], |
|
index=Index(range(3), name="bar"), |
|
) |
|
df2a = DataFrame( |
|
[[5, 6], [2, 1]], index=Index([0, 2], name="bar"), columns=["X", "Y"] |
|
) |
|
result1 = df1.expanding().corr(df2, pairwise=True).loc[2] |
|
result2 = df1.expanding().corr(df2a, pairwise=True).loc[2] |
|
result3 = df1a.expanding().corr(df2, pairwise=True).loc[2] |
|
result4 = df1a.expanding().corr(df2a, pairwise=True).loc[2] |
|
expected = DataFrame( |
|
[[-1.0, -1.0], [-1.0, -1.0]], columns=["A", "B"], index=Index(["X", "Y"]) |
|
) |
|
tm.assert_frame_equal(result1, expected) |
|
tm.assert_frame_equal(result2, expected) |
|
tm.assert_frame_equal(result3, expected) |
|
tm.assert_frame_equal(result4, expected) |
|
|
|
|
|
def test_expanding_apply_args_kwargs(engine_and_raw): |
|
def mean_w_arg(x, const): |
|
return np.mean(x) + const |
|
|
|
engine, raw = engine_and_raw |
|
|
|
df = DataFrame(np.random.default_rng(2).random((20, 3))) |
|
|
|
expected = df.expanding().apply(np.mean, engine=engine, raw=raw) + 20.0 |
|
|
|
result = df.expanding().apply(mean_w_arg, engine=engine, raw=raw, args=(20,)) |
|
tm.assert_frame_equal(result, expected) |
|
|
|
result = df.expanding().apply(mean_w_arg, raw=raw, kwargs={"const": 20}) |
|
tm.assert_frame_equal(result, expected) |
|
|
|
|
|
def test_numeric_only_frame(arithmetic_win_operators, numeric_only): |
|
|
|
kernel = arithmetic_win_operators |
|
df = DataFrame({"a": [1], "b": 2, "c": 3}) |
|
df["c"] = df["c"].astype(object) |
|
expanding = df.expanding() |
|
op = getattr(expanding, kernel, None) |
|
if op is not None: |
|
result = op(numeric_only=numeric_only) |
|
|
|
columns = ["a", "b"] if numeric_only else ["a", "b", "c"] |
|
expected = df[columns].agg([kernel]).reset_index(drop=True).astype(float) |
|
assert list(expected.columns) == columns |
|
|
|
tm.assert_frame_equal(result, expected) |
|
|
|
|
|
@pytest.mark.parametrize("kernel", ["corr", "cov"]) |
|
@pytest.mark.parametrize("use_arg", [True, False]) |
|
def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg): |
|
|
|
df = DataFrame({"a": [1, 2, 3], "b": 2, "c": 3}) |
|
df["c"] = df["c"].astype(object) |
|
arg = (df,) if use_arg else () |
|
expanding = df.expanding() |
|
op = getattr(expanding, kernel) |
|
result = op(*arg, numeric_only=numeric_only) |
|
|
|
|
|
columns = ["a", "b"] if numeric_only else ["a", "b", "c"] |
|
df2 = df[columns].astype(float) |
|
arg2 = (df2,) if use_arg else () |
|
expanding2 = df2.expanding() |
|
op2 = getattr(expanding2, kernel) |
|
expected = op2(*arg2, numeric_only=numeric_only) |
|
|
|
tm.assert_frame_equal(result, expected) |
|
|
|
|
|
@pytest.mark.parametrize("dtype", [int, object]) |
|
def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype): |
|
|
|
kernel = arithmetic_win_operators |
|
ser = Series([1], dtype=dtype) |
|
expanding = ser.expanding() |
|
op = getattr(expanding, kernel) |
|
if numeric_only and dtype is object: |
|
msg = f"Expanding.{kernel} does not implement numeric_only" |
|
with pytest.raises(NotImplementedError, match=msg): |
|
op(numeric_only=numeric_only) |
|
else: |
|
result = op(numeric_only=numeric_only) |
|
expected = ser.agg([kernel]).reset_index(drop=True).astype(float) |
|
tm.assert_series_equal(result, expected) |
|
|
|
|
|
@pytest.mark.parametrize("kernel", ["corr", "cov"]) |
|
@pytest.mark.parametrize("use_arg", [True, False]) |
|
@pytest.mark.parametrize("dtype", [int, object]) |
|
def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype): |
|
|
|
ser = Series([1, 2, 3], dtype=dtype) |
|
arg = (ser,) if use_arg else () |
|
expanding = ser.expanding() |
|
op = getattr(expanding, kernel) |
|
if numeric_only and dtype is object: |
|
msg = f"Expanding.{kernel} does not implement numeric_only" |
|
with pytest.raises(NotImplementedError, match=msg): |
|
op(*arg, numeric_only=numeric_only) |
|
else: |
|
result = op(*arg, numeric_only=numeric_only) |
|
|
|
ser2 = ser.astype(float) |
|
arg2 = (ser2,) if use_arg else () |
|
expanding2 = ser2.expanding() |
|
op2 = getattr(expanding2, kernel) |
|
expected = op2(*arg2, numeric_only=numeric_only) |
|
tm.assert_series_equal(result, expected) |
|
|
|
|
|
def test_keyword_quantile_deprecated(): |
|
|
|
ser = Series([1, 2, 3, 4]) |
|
with tm.assert_produces_warning(FutureWarning): |
|
ser.expanding().quantile(quantile=0.5) |
|
|