peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/pandas
/tests
/window
/test_expanding.py
import numpy as np | |
import pytest | |
from pandas import ( | |
DataFrame, | |
DatetimeIndex, | |
Index, | |
MultiIndex, | |
Series, | |
isna, | |
notna, | |
) | |
import pandas._testing as tm | |
def test_doc_string(): | |
df = DataFrame({"B": [0, 1, 2, np.nan, 4]}) | |
df | |
df.expanding(2).sum() | |
def test_constructor(frame_or_series): | |
# GH 12669 | |
c = frame_or_series(range(5)).expanding | |
# valid | |
c(min_periods=1) | |
def test_constructor_invalid(frame_or_series, w): | |
# not valid | |
c = frame_or_series(range(5)).expanding | |
msg = "min_periods must be an integer" | |
with pytest.raises(ValueError, match=msg): | |
c(min_periods=w) | |
def test_empty_df_expanding(expander): | |
# GH 15819 Verifies that datetime and integer expanding windows can be | |
# applied to empty DataFrames | |
expected = DataFrame() | |
result = DataFrame().expanding(expander).sum() | |
tm.assert_frame_equal(result, expected) | |
# Verifies that datetime and integer expanding windows can be applied | |
# to empty DataFrames with datetime index | |
expected = DataFrame(index=DatetimeIndex([])) | |
result = DataFrame(index=DatetimeIndex([])).expanding(expander).sum() | |
tm.assert_frame_equal(result, expected) | |
def test_missing_minp_zero(): | |
# https://github.com/pandas-dev/pandas/pull/18921 | |
# minp=0 | |
x = Series([np.nan]) | |
result = x.expanding(min_periods=0).sum() | |
expected = Series([0.0]) | |
tm.assert_series_equal(result, expected) | |
# minp=1 | |
result = x.expanding(min_periods=1).sum() | |
expected = Series([np.nan]) | |
tm.assert_series_equal(result, expected) | |
def test_expanding_axis(axis_frame): | |
# see gh-23372. | |
df = DataFrame(np.ones((10, 20))) | |
axis = df._get_axis_number(axis_frame) | |
if axis == 0: | |
msg = "The 'axis' keyword in DataFrame.expanding is deprecated" | |
expected = DataFrame( | |
{i: [np.nan] * 2 + [float(j) for j in range(3, 11)] for i in range(20)} | |
) | |
else: | |
# axis == 1 | |
msg = "Support for axis=1 in DataFrame.expanding is deprecated" | |
expected = DataFrame([[np.nan] * 2 + [float(i) for i in range(3, 21)]] * 10) | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result = df.expanding(3, axis=axis_frame).sum() | |
tm.assert_frame_equal(result, expected) | |
def test_expanding_count_with_min_periods(frame_or_series): | |
# GH 26996 | |
result = frame_or_series(range(5)).expanding(min_periods=3).count() | |
expected = frame_or_series([np.nan, np.nan, 3.0, 4.0, 5.0]) | |
tm.assert_equal(result, expected) | |
def test_expanding_count_default_min_periods_with_null_values(frame_or_series): | |
# GH 26996 | |
values = [1, 2, 3, np.nan, 4, 5, 6] | |
expected_counts = [1.0, 2.0, 3.0, 3.0, 4.0, 5.0, 6.0] | |
result = frame_or_series(values).expanding().count() | |
expected = frame_or_series(expected_counts) | |
tm.assert_equal(result, expected) | |
def test_expanding_count_with_min_periods_exceeding_series_length(frame_or_series): | |
# GH 25857 | |
result = frame_or_series(range(5)).expanding(min_periods=6).count() | |
expected = frame_or_series([np.nan, np.nan, np.nan, np.nan, np.nan]) | |
tm.assert_equal(result, expected) | |
def test_iter_expanding_dataframe(df, expected, min_periods): | |
# GH 11704 | |
expected = [DataFrame(values, index=index) for (values, index) in expected] | |
for expected, actual in zip(expected, df.expanding(min_periods)): | |
tm.assert_frame_equal(actual, expected) | |
def test_iter_expanding_series(ser, expected, min_periods): | |
# GH 11704 | |
expected = [Series(values, index=index) for (values, index) in expected] | |
for expected, actual in zip(expected, ser.expanding(min_periods)): | |
tm.assert_series_equal(actual, expected) | |
def test_center_invalid(): | |
# GH 20647 | |
df = DataFrame() | |
with pytest.raises(TypeError, match=".* got an unexpected keyword"): | |
df.expanding(center=True) | |
def test_expanding_sem(frame_or_series): | |
# GH: 26476 | |
obj = frame_or_series([0, 1, 2]) | |
result = obj.expanding().sem() | |
if isinstance(result, DataFrame): | |
result = Series(result[0].values) | |
expected = Series([np.nan] + [0.707107] * 2) | |
tm.assert_series_equal(result, expected) | |
def test_expanding_skew_kurt_numerical_stability(method): | |
# GH: 6929 | |
s = Series(np.random.default_rng(2).random(10)) | |
expected = getattr(s.expanding(3), method)() | |
s = s + 5000 | |
result = getattr(s.expanding(3), method)() | |
tm.assert_series_equal(result, expected) | |
def test_rank(window, method, pct, ascending, test_data): | |
length = 20 | |
if test_data == "default": | |
ser = Series(data=np.random.default_rng(2).random(length)) | |
elif test_data == "duplicates": | |
ser = Series(data=np.random.default_rng(2).choice(3, length)) | |
elif test_data == "nans": | |
ser = Series( | |
data=np.random.default_rng(2).choice( | |
[1.0, 0.25, 0.75, np.nan, np.inf, -np.inf], length | |
) | |
) | |
expected = ser.expanding(window).apply( | |
lambda x: x.rank(method=method, pct=pct, ascending=ascending).iloc[-1] | |
) | |
result = ser.expanding(window).rank(method=method, pct=pct, ascending=ascending) | |
tm.assert_series_equal(result, expected) | |
def test_expanding_corr(series): | |
A = series.dropna() | |
B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] | |
result = A.expanding().corr(B) | |
rolling_result = A.rolling(window=len(A), min_periods=1).corr(B) | |
tm.assert_almost_equal(rolling_result, result) | |
def test_expanding_count(series): | |
result = series.expanding(min_periods=0).count() | |
tm.assert_almost_equal( | |
result, series.rolling(window=len(series), min_periods=0).count() | |
) | |
def test_expanding_quantile(series): | |
result = series.expanding().quantile(0.5) | |
rolling_result = series.rolling(window=len(series), min_periods=1).quantile(0.5) | |
tm.assert_almost_equal(result, rolling_result) | |
def test_expanding_cov(series): | |
A = series | |
B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] | |
result = A.expanding().cov(B) | |
rolling_result = A.rolling(window=len(A), min_periods=1).cov(B) | |
tm.assert_almost_equal(rolling_result, result) | |
def test_expanding_cov_pairwise(frame): | |
result = frame.expanding().cov() | |
rolling_result = frame.rolling(window=len(frame), min_periods=1).cov() | |
tm.assert_frame_equal(result, rolling_result) | |
def test_expanding_corr_pairwise(frame): | |
result = frame.expanding().corr() | |
rolling_result = frame.rolling(window=len(frame), min_periods=1).corr() | |
tm.assert_frame_equal(result, rolling_result) | |
def test_expanding_func(func, static_comp, frame_or_series): | |
data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) | |
msg = "The 'axis' keyword in (Series|DataFrame).expanding is deprecated" | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
obj = data.expanding(min_periods=1, axis=0) | |
result = getattr(obj, func)() | |
assert isinstance(result, frame_or_series) | |
msg = "The behavior of DataFrame.sum with axis=None is deprecated" | |
warn = None | |
if frame_or_series is DataFrame and static_comp is np.sum: | |
warn = FutureWarning | |
with tm.assert_produces_warning(warn, match=msg, check_stacklevel=False): | |
expected = static_comp(data[:11]) | |
if frame_or_series is Series: | |
tm.assert_almost_equal(result[10], expected) | |
else: | |
tm.assert_series_equal(result.iloc[10], expected, check_names=False) | |
def test_expanding_min_periods(func, static_comp): | |
ser = Series(np.random.default_rng(2).standard_normal(50)) | |
msg = "The 'axis' keyword in Series.expanding is deprecated" | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result = getattr(ser.expanding(min_periods=30, axis=0), func)() | |
assert result[:29].isna().all() | |
tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) | |
# min_periods is working correctly | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result = getattr(ser.expanding(min_periods=15, axis=0), func)() | |
assert isna(result.iloc[13]) | |
assert notna(result.iloc[14]) | |
ser2 = Series(np.random.default_rng(2).standard_normal(20)) | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result = getattr(ser2.expanding(min_periods=5, axis=0), func)() | |
assert isna(result[3]) | |
assert notna(result[4]) | |
# min_periods=0 | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result0 = getattr(ser.expanding(min_periods=0, axis=0), func)() | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result1 = getattr(ser.expanding(min_periods=1, axis=0), func)() | |
tm.assert_almost_equal(result0, result1) | |
with tm.assert_produces_warning(FutureWarning, match=msg): | |
result = getattr(ser.expanding(min_periods=1, axis=0), func)() | |
tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) | |
def test_expanding_apply(engine_and_raw, frame_or_series): | |
engine, raw = engine_and_raw | |
data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) | |
result = data.expanding(min_periods=1).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
assert isinstance(result, frame_or_series) | |
if frame_or_series is Series: | |
tm.assert_almost_equal(result[9], np.mean(data[:11], axis=0)) | |
else: | |
tm.assert_series_equal( | |
result.iloc[9], np.mean(data[:11], axis=0), check_names=False | |
) | |
def test_expanding_min_periods_apply(engine_and_raw): | |
engine, raw = engine_and_raw | |
ser = Series(np.random.default_rng(2).standard_normal(50)) | |
result = ser.expanding(min_periods=30).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
assert result[:29].isna().all() | |
tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) | |
# min_periods is working correctly | |
result = ser.expanding(min_periods=15).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
assert isna(result.iloc[13]) | |
assert notna(result.iloc[14]) | |
ser2 = Series(np.random.default_rng(2).standard_normal(20)) | |
result = ser2.expanding(min_periods=5).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
assert isna(result[3]) | |
assert notna(result[4]) | |
# min_periods=0 | |
result0 = ser.expanding(min_periods=0).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
result1 = ser.expanding(min_periods=1).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
tm.assert_almost_equal(result0, result1) | |
result = ser.expanding(min_periods=1).apply( | |
lambda x: x.mean(), raw=raw, engine=engine | |
) | |
tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) | |
def test_moment_functions_zero_length_pairwise(f): | |
df1 = DataFrame() | |
df2 = DataFrame(columns=Index(["a"], name="foo"), index=Index([], name="bar")) | |
df2["a"] = df2["a"].astype("float64") | |
df1_expected = DataFrame(index=MultiIndex.from_product([df1.index, df1.columns])) | |
df2_expected = DataFrame( | |
index=MultiIndex.from_product([df2.index, df2.columns], names=["bar", "foo"]), | |
columns=Index(["a"], name="foo"), | |
dtype="float64", | |
) | |
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_moment_functions_zero_length(f): | |
# GH 8056 | |
s = Series(dtype=np.float64) | |
s_expected = s | |
df1 = DataFrame() | |
df1_expected = df1 | |
df2 = DataFrame(columns=["a"]) | |
df2["a"] = df2["a"].astype("float64") | |
df2_expected = df2 | |
s_result = f(s) | |
tm.assert_series_equal(s_result, s_expected) | |
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): | |
# GH 8080 | |
engine, raw = engine_and_raw | |
s = Series([None, None, None]) | |
result = s.expanding(min_periods=0).apply(lambda x: len(x), raw=raw, engine=engine) | |
expected = Series([1.0, 2.0, 3.0]) | |
tm.assert_series_equal(result, expected) | |
def test_expanding_cov_diff_index(): | |
# GH 7512 | |
s1 = Series([1, 2, 3], index=[0, 1, 2]) | |
s2 = Series([1, 3], index=[0, 2]) | |
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) | |
expected = Series([None, None, None, 4.5]) | |
tm.assert_series_equal(result, expected) | |
def test_expanding_corr_diff_index(): | |
# GH 7512 | |
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(): | |
# GH 7512 | |
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") | |
) | |
# TODO: xref gh-15826 | |
# .loc is not preserving the names | |
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(): | |
# GH 7512 | |
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): | |
# GH#46560 | |
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) | |
def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg): | |
# GH#46560 | |
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) | |
# Compare result to op using float dtypes, dropping c when numeric_only is True | |
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) | |
def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype): | |
# GH#46560 | |
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) | |
def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype): | |
# GH#46560 | |
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(): | |
# GH #52550 | |
ser = Series([1, 2, 3, 4]) | |
with tm.assert_produces_warning(FutureWarning): | |
ser.expanding().quantile(quantile=0.5) | |