def test_datetimeindex_accessors3(self):
# Ensure is_start/end accessors throw ValueError for CustomBusinessDay,
bday_egypt = offsets.CustomBusinessDay(weekmask="Sun Mon Tue Wed Thu")
dti = date_range(datetime(2013, 4, 30), periods=5, freq=bday_egypt)
msg = "Custom business days is not supported by is_month_start"
with pytest.raises(ValueError, match=msg):
dti.is_month_start
def test_calendar_2031():
# See gh-27790
#
# Labor Day 2031 is on September 1. Saturday before is August 30.
# Next working day after August 30 ought to be Tuesday, September 2.
class testCalendar(AbstractHolidayCalendar):
rules = [USLaborDay]
cal = testCalendar()
workDay = offsets.CustomBusinessDay(calendar=cal)
Sat_before_Labor_Day_2031 = to_datetime("2031-08-30")
next_working_day = Sat_before_Labor_Day_2031 + 0 * workDay
assert next_working_day == to_datetime("2031-09-02")
def test_datetimeindex_accessors(self):
dti_naive = DatetimeIndex(freq='D', start=datetime(1998, 1, 1),
periods=365)
# GH 13303
dti_tz = DatetimeIndex(freq='D', start=datetime(1998, 1, 1),
periods=365, tz='US/Eastern')
for dti in [dti_naive, dti_tz]:
assert dti.year[0] == 1998
assert dti.month[0] == 1
assert dti.day[0] == 1
assert dti.hour[0] == 0
assert dti.minute[0] == 0
assert dti.second[0] == 0
assert dti.microsecond[0] == 0
assert dti.dayofweek[0] == 3
assert dti.dayofyear[0] == 1
assert dti.dayofyear[120] == 121
assert dti.weekofyear[0] == 1
assert dti.weekofyear[120] == 18
assert dti.quarter[0] == 1
assert dti.quarter[120] == 2
assert dti.days_in_month[0] == 31
assert dti.days_in_month[90] == 30
assert dti.is_month_start[0]
assert not dti.is_month_start[1]
assert dti.is_month_start[31]
assert dti.is_quarter_start[0]
assert dti.is_quarter_start[90]
assert dti.is_year_start[0]
assert not dti.is_year_start[364]
assert not dti.is_month_end[0]
assert dti.is_month_end[30]
assert not dti.is_month_end[31]
assert dti.is_month_end[364]
assert not dti.is_quarter_end[0]
assert not dti.is_quarter_end[30]
assert dti.is_quarter_end[89]
assert dti.is_quarter_end[364]
assert not dti.is_year_end[0]
assert dti.is_year_end[364]
assert len(dti.year) == 365
assert len(dti.month) == 365
assert len(dti.day) == 365
assert len(dti.hour) == 365
assert len(dti.minute) == 365
assert len(dti.second) == 365
assert len(dti.microsecond) == 365
assert len(dti.dayofweek) == 365
assert len(dti.dayofyear) == 365
assert len(dti.weekofyear) == 365
assert len(dti.quarter) == 365
assert len(dti.is_month_start) == 365
assert len(dti.is_month_end) == 365
assert len(dti.is_quarter_start) == 365
assert len(dti.is_quarter_end) == 365
assert len(dti.is_year_start) == 365
assert len(dti.is_year_end) == 365
assert len(dti.weekday_name) == 365
dti.name = 'name'
# non boolean accessors -> return Index
for accessor in DatetimeIndex._field_ops:
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, Index)
assert res.name == 'name'
# boolean accessors -> return array
for accessor in DatetimeIndex._bool_ops:
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, np.ndarray)
# test boolean indexing
res = dti[dti.is_quarter_start]
exp = dti[[0, 90, 181, 273]]
tm.assert_index_equal(res, exp)
res = dti[dti.is_leap_year]
exp = DatetimeIndex([], freq='D', tz=dti.tz, name='name')
tm.assert_index_equal(res, exp)
dti = DatetimeIndex(freq='BQ-FEB', start=datetime(1998, 1, 1),
periods=4)
assert sum(dti.is_quarter_start) == 0
assert sum(dti.is_quarter_end) == 4
assert sum(dti.is_year_start) == 0
assert sum(dti.is_year_end) == 1
# Ensure is_start/end accessors throw ValueError for CustomBusinessDay,
# CBD requires np >= 1.7
bday_egypt = offsets.CustomBusinessDay(weekmask='Sun Mon Tue Wed Thu')
dti = date_range(datetime(2013, 4, 30), periods=5, freq=bday_egypt)
pytest.raises(ValueError, lambda: dti.is_month_start)
dti = DatetimeIndex(['2000-01-01', '2000-01-02', '2000-01-03'])
assert dti.is_month_start[0] == 1
tests = [
(Timestamp('2013-06-01', freq='M').is_month_start, 1),
(Timestamp('2013-06-01', freq='BM').is_month_start, 0),
(Timestamp('2013-06-03', freq='M').is_month_start, 0),
(Timestamp('2013-06-03', freq='BM').is_month_start, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_month_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_quarter_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_year_end, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_month_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_quarter_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_year_start, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_month_end, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_quarter_end, 0),
(Timestamp('2013-03-31', freq='QS-FEB').is_year_end, 0),
(Timestamp('2013-02-01', freq='QS-FEB').is_month_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_quarter_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_year_start, 1),
(Timestamp('2013-06-30', freq='BQ').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQ').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_quarter_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQS-APR').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQS-APR').is_quarter_end, 1),
(Timestamp('2013-03-29', freq='BQS-APR').is_year_end, 1),
(Timestamp('2013-11-01', freq='AS-NOV').is_year_start, 1),
(Timestamp('2013-10-31', freq='AS-NOV').is_year_end, 1),
(Timestamp('2012-02-01').days_in_month, 29),
(Timestamp('2013-02-01').days_in_month, 28)]
for ts, value in tests:
assert ts == value
# GH 6538: Check that DatetimeIndex and its TimeStamp elements
# return the same weekofyear accessor close to new year w/ tz
dates = ["2013/12/29", "2013/12/30", "2013/12/31"]
dates = DatetimeIndex(dates, tz="Europe/Brussels")
expected = [52, 1, 1]
assert dates.weekofyear.tolist() == expected
assert [d.weekofyear for d in dates] == expected
try:
import pandas.tseries.holiday # noqa
except ImportError:
pass
hcal = pandas.tseries.holiday.USFederalHolidayCalendar()
# These offsets currently raise a NotImplimentedError with .apply_index()
non_apply = [
offsets.Day(),
offsets.BYearEnd(),
offsets.BYearBegin(),
offsets.BQuarterEnd(),
offsets.BQuarterBegin(),
offsets.BMonthEnd(),
offsets.BMonthBegin(),
offsets.CustomBusinessDay(),
offsets.CustomBusinessDay(calendar=hcal),
offsets.CustomBusinessMonthBegin(calendar=hcal),
offsets.CustomBusinessMonthEnd(calendar=hcal),
offsets.CustomBusinessMonthEnd(calendar=hcal),
]
other_offsets = [
offsets.YearEnd(),
offsets.YearBegin(),
offsets.QuarterEnd(),
offsets.QuarterBegin(),
offsets.MonthEnd(),
offsets.MonthBegin(),
offsets.DateOffset(months=2, days=2),
offsets.BusinessDay(),
offsets.SemiMonthEnd(),
def test_datetimeindex_accessors(self):
dti = DatetimeIndex(freq='D', start=datetime(1998, 1, 1), periods=365)
self.assertEqual(dti.year[0], 1998)
self.assertEqual(dti.month[0], 1)
self.assertEqual(dti.day[0], 1)
self.assertEqual(dti.hour[0], 0)
self.assertEqual(dti.minute[0], 0)
self.assertEqual(dti.second[0], 0)
self.assertEqual(dti.microsecond[0], 0)
self.assertEqual(dti.dayofweek[0], 3)
self.assertEqual(dti.dayofyear[0], 1)
self.assertEqual(dti.dayofyear[120], 121)
self.assertEqual(dti.weekofyear[0], 1)
self.assertEqual(dti.weekofyear[120], 18)
self.assertEqual(dti.quarter[0], 1)
self.assertEqual(dti.quarter[120], 2)
self.assertEqual(dti.days_in_month[0], 31)
self.assertEqual(dti.days_in_month[90], 30)
self.assertEqual(dti.is_month_start[0], True)
self.assertEqual(dti.is_month_start[1], False)
self.assertEqual(dti.is_month_start[31], True)
self.assertEqual(dti.is_quarter_start[0], True)
self.assertEqual(dti.is_quarter_start[90], True)
self.assertEqual(dti.is_year_start[0], True)
self.assertEqual(dti.is_year_start[364], False)
self.assertEqual(dti.is_month_end[0], False)
self.assertEqual(dti.is_month_end[30], True)
self.assertEqual(dti.is_month_end[31], False)
self.assertEqual(dti.is_month_end[364], True)
self.assertEqual(dti.is_quarter_end[0], False)
self.assertEqual(dti.is_quarter_end[30], False)
self.assertEqual(dti.is_quarter_end[89], True)
self.assertEqual(dti.is_quarter_end[364], True)
self.assertEqual(dti.is_year_end[0], False)
self.assertEqual(dti.is_year_end[364], True)
# GH 11128
self.assertEqual(dti.weekday_name[4], u'Monday')
self.assertEqual(dti.weekday_name[5], u'Tuesday')
self.assertEqual(dti.weekday_name[6], u'Wednesday')
self.assertEqual(dti.weekday_name[7], u'Thursday')
self.assertEqual(dti.weekday_name[8], u'Friday')
self.assertEqual(dti.weekday_name[9], u'Saturday')
self.assertEqual(dti.weekday_name[10], u'Sunday')
self.assertEqual(Timestamp('2016-04-04').weekday_name, u'Monday')
self.assertEqual(Timestamp('2016-04-05').weekday_name, u'Tuesday')
self.assertEqual(Timestamp('2016-04-06').weekday_name, u'Wednesday')
self.assertEqual(Timestamp('2016-04-07').weekday_name, u'Thursday')
self.assertEqual(Timestamp('2016-04-08').weekday_name, u'Friday')
self.assertEqual(Timestamp('2016-04-09').weekday_name, u'Saturday')
self.assertEqual(Timestamp('2016-04-10').weekday_name, u'Sunday')
self.assertEqual(len(dti.year), 365)
self.assertEqual(len(dti.month), 365)
self.assertEqual(len(dti.day), 365)
self.assertEqual(len(dti.hour), 365)
self.assertEqual(len(dti.minute), 365)
self.assertEqual(len(dti.second), 365)
self.assertEqual(len(dti.microsecond), 365)
self.assertEqual(len(dti.dayofweek), 365)
self.assertEqual(len(dti.dayofyear), 365)
self.assertEqual(len(dti.weekofyear), 365)
self.assertEqual(len(dti.quarter), 365)
self.assertEqual(len(dti.is_month_start), 365)
self.assertEqual(len(dti.is_month_end), 365)
self.assertEqual(len(dti.is_quarter_start), 365)
self.assertEqual(len(dti.is_quarter_end), 365)
self.assertEqual(len(dti.is_year_start), 365)
self.assertEqual(len(dti.is_year_end), 365)
self.assertEqual(len(dti.weekday_name), 365)
dti = DatetimeIndex(freq='BQ-FEB',
start=datetime(1998, 1, 1),
periods=4)
self.assertEqual(sum(dti.is_quarter_start), 0)
self.assertEqual(sum(dti.is_quarter_end), 4)
self.assertEqual(sum(dti.is_year_start), 0)
self.assertEqual(sum(dti.is_year_end), 1)
# Ensure is_start/end accessors throw ValueError for CustomBusinessDay,
# CBD requires np >= 1.7
bday_egypt = offsets.CustomBusinessDay(weekmask='Sun Mon Tue Wed Thu')
dti = date_range(datetime(2013, 4, 30), periods=5, freq=bday_egypt)
self.assertRaises(ValueError, lambda: dti.is_month_start)
dti = DatetimeIndex(['2000-01-01', '2000-01-02', '2000-01-03'])
self.assertEqual(dti.is_month_start[0], 1)
tests = [(Timestamp('2013-06-01', freq='M').is_month_start, 1),
(Timestamp('2013-06-01', freq='BM').is_month_start, 0),
(Timestamp('2013-06-03', freq='M').is_month_start, 0),
(Timestamp('2013-06-03', freq='BM').is_month_start, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_month_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_quarter_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_year_end, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_month_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_quarter_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_year_start, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_month_end, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_quarter_end, 0),
(Timestamp('2013-03-31', freq='QS-FEB').is_year_end, 0),
(Timestamp('2013-02-01', freq='QS-FEB').is_month_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_quarter_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_year_start, 1),
(Timestamp('2013-06-30', freq='BQ').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQ').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_quarter_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQS-APR').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQS-APR').is_quarter_end, 1),
(Timestamp('2013-03-29', freq='BQS-APR').is_year_end, 1),
(Timestamp('2013-11-01', freq='AS-NOV').is_year_start, 1),
(Timestamp('2013-10-31', freq='AS-NOV').is_year_end, 1),
(Timestamp('2012-02-01').days_in_month, 29),
(Timestamp('2013-02-01').days_in_month, 28)]
for ts, value in tests:
self.assertEqual(ts, value)
def test_datetimeindex_accessors(self):
dti_naive = DatetimeIndex(freq='D',
start=datetime(1998, 1, 1),
periods=365)
# GH 13303
dti_tz = DatetimeIndex(freq='D',
start=datetime(1998, 1, 1),
periods=365,
tz='US/Eastern')
for dti in [dti_naive, dti_tz]:
self.assertEqual(dti.year[0], 1998)
self.assertEqual(dti.month[0], 1)
self.assertEqual(dti.day[0], 1)
self.assertEqual(dti.hour[0], 0)
self.assertEqual(dti.minute[0], 0)
self.assertEqual(dti.second[0], 0)
self.assertEqual(dti.microsecond[0], 0)
self.assertEqual(dti.dayofweek[0], 3)
self.assertEqual(dti.dayofyear[0], 1)
self.assertEqual(dti.dayofyear[120], 121)
self.assertEqual(dti.weekofyear[0], 1)
self.assertEqual(dti.weekofyear[120], 18)
self.assertEqual(dti.quarter[0], 1)
self.assertEqual(dti.quarter[120], 2)
self.assertEqual(dti.days_in_month[0], 31)
self.assertEqual(dti.days_in_month[90], 30)
self.assertEqual(dti.is_month_start[0], True)
self.assertEqual(dti.is_month_start[1], False)
self.assertEqual(dti.is_month_start[31], True)
self.assertEqual(dti.is_quarter_start[0], True)
self.assertEqual(dti.is_quarter_start[90], True)
self.assertEqual(dti.is_year_start[0], True)
self.assertEqual(dti.is_year_start[364], False)
self.assertEqual(dti.is_month_end[0], False)
self.assertEqual(dti.is_month_end[30], True)
self.assertEqual(dti.is_month_end[31], False)
self.assertEqual(dti.is_month_end[364], True)
self.assertEqual(dti.is_quarter_end[0], False)
self.assertEqual(dti.is_quarter_end[30], False)
self.assertEqual(dti.is_quarter_end[89], True)
self.assertEqual(dti.is_quarter_end[364], True)
self.assertEqual(dti.is_year_end[0], False)
self.assertEqual(dti.is_year_end[364], True)
# GH 11128
self.assertEqual(dti.weekday_name[4], u'Monday')
self.assertEqual(dti.weekday_name[5], u'Tuesday')
self.assertEqual(dti.weekday_name[6], u'Wednesday')
self.assertEqual(dti.weekday_name[7], u'Thursday')
self.assertEqual(dti.weekday_name[8], u'Friday')
self.assertEqual(dti.weekday_name[9], u'Saturday')
self.assertEqual(dti.weekday_name[10], u'Sunday')
self.assertEqual(Timestamp('2016-04-04').weekday_name, u'Monday')
self.assertEqual(Timestamp('2016-04-05').weekday_name, u'Tuesday')
self.assertEqual(
Timestamp('2016-04-06').weekday_name, u'Wednesday')
self.assertEqual(Timestamp('2016-04-07').weekday_name, u'Thursday')
self.assertEqual(Timestamp('2016-04-08').weekday_name, u'Friday')
self.assertEqual(Timestamp('2016-04-09').weekday_name, u'Saturday')
self.assertEqual(Timestamp('2016-04-10').weekday_name, u'Sunday')
self.assertEqual(len(dti.year), 365)
self.assertEqual(len(dti.month), 365)
self.assertEqual(len(dti.day), 365)
self.assertEqual(len(dti.hour), 365)
self.assertEqual(len(dti.minute), 365)
self.assertEqual(len(dti.second), 365)
self.assertEqual(len(dti.microsecond), 365)
self.assertEqual(len(dti.dayofweek), 365)
self.assertEqual(len(dti.dayofyear), 365)
self.assertEqual(len(dti.weekofyear), 365)
self.assertEqual(len(dti.quarter), 365)
self.assertEqual(len(dti.is_month_start), 365)
self.assertEqual(len(dti.is_month_end), 365)
self.assertEqual(len(dti.is_quarter_start), 365)
self.assertEqual(len(dti.is_quarter_end), 365)
self.assertEqual(len(dti.is_year_start), 365)
self.assertEqual(len(dti.is_year_end), 365)
self.assertEqual(len(dti.weekday_name), 365)
dti.name = 'name'
# non boolean accessors -> return Index
for accessor in DatetimeIndex._field_ops:
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, Index)
assert res.name == 'name'
# boolean accessors -> return array
for accessor in DatetimeIndex._bool_ops:
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, np.ndarray)
# test boolean indexing
res = dti[dti.is_quarter_start]
exp = dti[[0, 90, 181, 273]]
tm.assert_index_equal(res, exp)
res = dti[dti.is_leap_year]
exp = DatetimeIndex([], freq='D', tz=dti.tz, name='name')
tm.assert_index_equal(res, exp)
dti = DatetimeIndex(freq='BQ-FEB',
start=datetime(1998, 1, 1),
periods=4)
self.assertEqual(sum(dti.is_quarter_start), 0)
self.assertEqual(sum(dti.is_quarter_end), 4)
self.assertEqual(sum(dti.is_year_start), 0)
self.assertEqual(sum(dti.is_year_end), 1)
# Ensure is_start/end accessors throw ValueError for CustomBusinessDay,
# CBD requires np >= 1.7
bday_egypt = offsets.CustomBusinessDay(weekmask='Sun Mon Tue Wed Thu')
dti = date_range(datetime(2013, 4, 30), periods=5, freq=bday_egypt)
pytest.raises(ValueError, lambda: dti.is_month_start)
dti = DatetimeIndex(['2000-01-01', '2000-01-02', '2000-01-03'])
self.assertEqual(dti.is_month_start[0], 1)
tests = [(Timestamp('2013-06-01', freq='M').is_month_start, 1),
(Timestamp('2013-06-01', freq='BM').is_month_start, 0),
(Timestamp('2013-06-03', freq='M').is_month_start, 0),
(Timestamp('2013-06-03', freq='BM').is_month_start, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_month_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_quarter_end, 1),
(Timestamp('2013-02-28', freq='Q-FEB').is_year_end, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_month_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_quarter_start, 1),
(Timestamp('2013-03-01', freq='Q-FEB').is_year_start, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_month_end, 1),
(Timestamp('2013-03-31', freq='QS-FEB').is_quarter_end, 0),
(Timestamp('2013-03-31', freq='QS-FEB').is_year_end, 0),
(Timestamp('2013-02-01', freq='QS-FEB').is_month_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_quarter_start, 1),
(Timestamp('2013-02-01', freq='QS-FEB').is_year_start, 1),
(Timestamp('2013-06-30', freq='BQ').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQ').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_quarter_end, 1),
(Timestamp('2013-06-28', freq='BQ').is_year_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_month_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_quarter_end, 0),
(Timestamp('2013-06-30', freq='BQS-APR').is_year_end, 0),
(Timestamp('2013-06-28', freq='BQS-APR').is_month_end, 1),
(Timestamp('2013-06-28', freq='BQS-APR').is_quarter_end, 1),
(Timestamp('2013-03-29', freq='BQS-APR').is_year_end, 1),
(Timestamp('2013-11-01', freq='AS-NOV').is_year_start, 1),
(Timestamp('2013-10-31', freq='AS-NOV').is_year_end, 1),
(Timestamp('2012-02-01').days_in_month, 29),
(Timestamp('2013-02-01').days_in_month, 28)]
for ts, value in tests:
self.assertEqual(ts, value)
def test_datetimeindex_accessors(self):
dti_naive = pd.date_range(freq="D",
start=datetime(1998, 1, 1),
periods=365)
# GH#13303
dti_tz = pd.date_range(freq="D",
start=datetime(1998, 1, 1),
periods=365,
tz="US/Eastern")
for dti in [dti_naive, dti_tz]:
assert dti.year[0] == 1998
assert dti.month[0] == 1
assert dti.day[0] == 1
assert dti.hour[0] == 0
assert dti.minute[0] == 0
assert dti.second[0] == 0
assert dti.microsecond[0] == 0
assert dti.dayofweek[0] == 3
assert dti.dayofyear[0] == 1
assert dti.dayofyear[120] == 121
assert dti.isocalendar().week[0] == 1
assert dti.isocalendar().week[120] == 18
assert dti.quarter[0] == 1
assert dti.quarter[120] == 2
assert dti.days_in_month[0] == 31
assert dti.days_in_month[90] == 30
assert dti.is_month_start[0]
assert not dti.is_month_start[1]
assert dti.is_month_start[31]
assert dti.is_quarter_start[0]
assert dti.is_quarter_start[90]
assert dti.is_year_start[0]
assert not dti.is_year_start[364]
assert not dti.is_month_end[0]
assert dti.is_month_end[30]
assert not dti.is_month_end[31]
assert dti.is_month_end[364]
assert not dti.is_quarter_end[0]
assert not dti.is_quarter_end[30]
assert dti.is_quarter_end[89]
assert dti.is_quarter_end[364]
assert not dti.is_year_end[0]
assert dti.is_year_end[364]
assert len(dti.year) == 365
assert len(dti.month) == 365
assert len(dti.day) == 365
assert len(dti.hour) == 365
assert len(dti.minute) == 365
assert len(dti.second) == 365
assert len(dti.microsecond) == 365
assert len(dti.dayofweek) == 365
assert len(dti.dayofyear) == 365
assert len(dti.isocalendar()) == 365
assert len(dti.quarter) == 365
assert len(dti.is_month_start) == 365
assert len(dti.is_month_end) == 365
assert len(dti.is_quarter_start) == 365
assert len(dti.is_quarter_end) == 365
assert len(dti.is_year_start) == 365
assert len(dti.is_year_end) == 365
dti.name = "name"
# non boolean accessors -> return Index
for accessor in DatetimeIndex._field_ops:
if accessor in ["week", "weekofyear"]:
# GH#33595 Deprecate week and weekofyear
continue
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, Index)
assert res.name == "name"
# boolean accessors -> return array
for accessor in DatetimeIndex._bool_ops:
res = getattr(dti, accessor)
assert len(res) == 365
assert isinstance(res, np.ndarray)
# test boolean indexing
res = dti[dti.is_quarter_start]
exp = dti[[0, 90, 181, 273]]
tm.assert_index_equal(res, exp)
res = dti[dti.is_leap_year]
exp = DatetimeIndex([], freq="D", tz=dti.tz, name="name")
tm.assert_index_equal(res, exp)
dti = pd.date_range(freq="BQ-FEB",
start=datetime(1998, 1, 1),
periods=4)
assert sum(dti.is_quarter_start) == 0
assert sum(dti.is_quarter_end) == 4
assert sum(dti.is_year_start) == 0
assert sum(dti.is_year_end) == 1
# Ensure is_start/end accessors throw ValueError for CustomBusinessDay,
bday_egypt = offsets.CustomBusinessDay(weekmask="Sun Mon Tue Wed Thu")
dti = date_range(datetime(2013, 4, 30), periods=5, freq=bday_egypt)
msg = "Custom business days is not supported by is_month_start"
with pytest.raises(ValueError, match=msg):
dti.is_month_start
dti = DatetimeIndex(["2000-01-01", "2000-01-02", "2000-01-03"])
assert dti.is_month_start[0] == 1
tests = [
(Timestamp("2013-06-01", freq="M").is_month_start, 1),
(Timestamp("2013-06-01", freq="BM").is_month_start, 0),
(Timestamp("2013-06-03", freq="M").is_month_start, 0),
(Timestamp("2013-06-03", freq="BM").is_month_start, 1),
(Timestamp("2013-02-28", freq="Q-FEB").is_month_end, 1),
(Timestamp("2013-02-28", freq="Q-FEB").is_quarter_end, 1),
(Timestamp("2013-02-28", freq="Q-FEB").is_year_end, 1),
(Timestamp("2013-03-01", freq="Q-FEB").is_month_start, 1),
(Timestamp("2013-03-01", freq="Q-FEB").is_quarter_start, 1),
(Timestamp("2013-03-01", freq="Q-FEB").is_year_start, 1),
(Timestamp("2013-03-31", freq="QS-FEB").is_month_end, 1),
(Timestamp("2013-03-31", freq="QS-FEB").is_quarter_end, 0),
(Timestamp("2013-03-31", freq="QS-FEB").is_year_end, 0),
(Timestamp("2013-02-01", freq="QS-FEB").is_month_start, 1),
(Timestamp("2013-02-01", freq="QS-FEB").is_quarter_start, 1),
(Timestamp("2013-02-01", freq="QS-FEB").is_year_start, 1),
(Timestamp("2013-06-30", freq="BQ").is_month_end, 0),
(Timestamp("2013-06-30", freq="BQ").is_quarter_end, 0),
(Timestamp("2013-06-30", freq="BQ").is_year_end, 0),
(Timestamp("2013-06-28", freq="BQ").is_month_end, 1),
(Timestamp("2013-06-28", freq="BQ").is_quarter_end, 1),
(Timestamp("2013-06-28", freq="BQ").is_year_end, 0),
(Timestamp("2013-06-30", freq="BQS-APR").is_month_end, 0),
(Timestamp("2013-06-30", freq="BQS-APR").is_quarter_end, 0),
(Timestamp("2013-06-30", freq="BQS-APR").is_year_end, 0),
(Timestamp("2013-06-28", freq="BQS-APR").is_month_end, 1),
(Timestamp("2013-06-28", freq="BQS-APR").is_quarter_end, 1),
(Timestamp("2013-03-29", freq="BQS-APR").is_year_end, 1),
(Timestamp("2013-11-01", freq="AS-NOV").is_year_start, 1),
(Timestamp("2013-10-31", freq="AS-NOV").is_year_end, 1),
(Timestamp("2012-02-01").days_in_month, 29),
(Timestamp("2013-02-01").days_in_month, 28),
]
for ts, value in tests:
assert ts == value
# GH 6538: Check that DatetimeIndex and its TimeStamp elements
# return the same weekofyear accessor close to new year w/ tz
dates = ["2013/12/29", "2013/12/30", "2013/12/31"]
dates = DatetimeIndex(dates, tz="Europe/Brussels")
expected = [52, 1, 1]
assert dates.isocalendar().week.tolist() == expected
assert [d.weekofyear for d in dates] == expected
def Calculate(stdt, enddt, LD, dfRI, dfRO, hol_list, rollDates, rlamt, typ):
# x = time.time()
print(len(dfRO), len(dfRI), len(hol_list), len(rollDates))
intlvl = 100
run_date = stdt
dts, idx, idxprd, uro, uri = [], [], [-2], [], []
ro, ri, pro, pri, ltd, rlflg = [], [], [], [], [], []
rlcnt, cnt, flg = 0, -2, 0
reduce1 = lambda x: -2 if x < -1 else x - 1
reduce2 = lambda x: 0 if x < 1 else x - 1
srl = 0
print
while run_date <= enddt:
try:
if run_date > stdt and rol_date == (
run_date +
pof.CustomBusinessDay(LD, holidays=hol_list)).date():
cnt = LD
flg = LD
rlcnt += 1
if (run_date not in hol_list) and (run_date >= stdt):
try:
dts.append(run_date)
ro.append(dfRO.loc[run_date].RO)
ri.append(dfRI.loc[run_date].RI)
pro.append(dfRO.loc[run_date].PRO)
pri.append(dfRI.loc[run_date].PRI)
rlflg.append(flg)
except:
print("Data issue on", str(run_date))
print(dts, ro, ri, pro, pri)
run_date += pof.CustomBusinessDay(1, holidays=hol_list)
run_date = run_date.date()
continue
if typ == 0:
rol_date = rollDates.loc[ro[-1]]
else:
while run_date > rollDates[srl].date():
srl += 1
rol_date = rollDates[srl].date()
ltd_prvDay = rol_date
if run_date == stdt:
idx.append(intlvl)
ltd_prvDay = rol_date
ltd.append(ltd_prvDay)
if (cnt > 0):
uro.append(0)
uri.append(idx[-1] / dfRI.loc[run_date].PRI)
else:
uro.append(idx[-1] / dfRO.loc[run_date].PRO)
uri.append(0)
rlcnt = 0
else:
if dts[-2] == ltd_prvDay:
idx.append(
idx[-1] + uro[-1] *
(dfRO.loc[run_date].PRO - dfRI.loc[dts[-2]].PRI) +
uri[-1] *
(dfRI.loc[run_date].PRI - dfRI.loc[dts[-2]].PRI))
ltd_prvDay = rol_date
ltd.append(ltd_prvDay)
else:
idx.append(
idx[-1] + uro[-1] *
(dfRO.loc[run_date].PRO - dfRO.loc[dts[-2]].PRO) +
uri[-1] *
(dfRI.loc[run_date].PRI - dfRI.loc[dts[-2]].PRI))
ltd.append(ltd[-1])
u1, u2 = units(rlamt, uri[-1], uro[-1], cnt, idx[-1],
dfRI.loc[run_date].PRI,
dfRO.loc[run_date].PRO, LD)
uri.append(u1)
uro.append(u2)
idxprd.append(cnt)
cnt = reduce1(cnt)
flg = reduce2(flg)
run_date += pof.CustomBusinessDay(1, holidays=hol_list)
run_date = run_date.date()
# y = time.time()
# except:
# print("Error on ", str(run_date))
# run_date += pof.CustomBusinessDay(1,holidays = hol_list)
# run_date = run_date.date(
except:
print(len(dts), "\t", len(ro), "\t", len(idx), "\t", len(uri),
"\t", len(uro))
break
fdf = pd.DataFrame()
fdf = pd.DataFrame(index=dts)
fdf["Contract_RO"] = ro
fdf["Contract_RI"] = ri
fdf["Price_RO"] = pro
fdf["Price_RI"] = pri
fdf["Roll_Flag"] = rlflg
fdf["Units_RO"] = uro
fdf["Units_RI"] = uri
fdf["ICL"] = idx
return fdf
