def test_convert_upsample(self):
# from daily
dti = DatetimeIndex(start=datetime(2005,1,1), end=datetime(2005,1,10),
freq='D')
s = Series(rand(len(dti)), dti)
# to minutely, by padding
result = s.convert('Min', method='pad')
self.assertEquals(len(result), 12961)
self.assertEquals(result[0], s[0])
self.assertEquals(result[-1], s[-1])
class TestTimeGrouper(unittest.TestCase):
def setUp(self):
self.ts = Series(np.random.randn(1000),
index=date_range('1/1/2000', periods=1000))
def test_apply(self):
grouper = TimeGrouper('A', label='right', closed='right')
grouped = self.ts.groupby(grouper)
f = lambda x: x.order()[-3:]
applied = grouped.apply(f)
expected = self.ts.groupby(lambda x: x.year).apply(f)
applied.index = applied.index.droplevel(0)
expected.index = expected.index.droplevel(0)
assert_series_equal(applied, expected)
def test_count(self):
self.ts[::3] = np.nan
grouper = TimeGrouper('A', label='right', closed='right')
result = self.ts.convert('A', how='count')
expected = self.ts.groupby(lambda x: x.year).count()
expected.index = result.index
assert_series_equal(result, expected)
def test_numpy_reduction(self):
result = self.ts.convert('A', how='prod', closed='right')
expected = self.ts.groupby(lambda x: x.year).agg(np.prod)
expected.index = result.index
assert_series_equal(result, expected)
def test_ohlc_5min(self):
def _ohlc(group):
if isnull(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)
converted = ts.convert('5min', how='ohlc')
self.assert_((converted.ix['1/1/2000 00:00'] == ts[0]).all())
exp = _ohlc(ts[1:31])
self.assert_((converted.ix['1/1/2000 00:05'] == exp).all())
exp = _ohlc(ts['1/1/2000 5:55:01':])
self.assert_((converted.ix['1/1/2000 6:00:00'] == exp).all())
def test_convert_reconvert(self):
dti = DatetimeIndex(start=datetime(2005,1,1), end=datetime(2005,1,10),
freq='D')
s = Series(rand(len(dti)), dti)
s = s.convert('B').convert('8H')
self.assertEquals(len(s), 22)
def test_convert_basic(self):
s = self.series
result = s.convert('5Min')
grouper = TimeGrouper(Minute(5), closed='right', label='right')
expect = s.groupby(grouper).agg(lambda x: x[-1])
assert_series_equal(result, expect)
# from daily
dti = DatetimeIndex(start=datetime(2005,1,1), end=datetime(2005,1,10),
freq='D')
s = Series(rand(len(dti)), dti)
# to weekly
result = s.convert('w-sun')
self.assertEquals(len(result), 3)
self.assert_((result.index.dayofweek == [6,6,6]).all())
self.assertEquals(result.irow(0), s['1/2/2005'])
self.assertEquals(result.irow(1), s['1/9/2005'])
self.assertEquals(result.irow(2), s.irow(-1))
result = s.convert('W-MON')
self.assertEquals(len(result), 2)
self.assert_((result.index.dayofweek == [0,0]).all())
self.assertEquals(result.irow(0), s['1/3/2005'])
self.assertEquals(result.irow(1), s['1/10/2005'])
result = s.convert('W-TUE')
self.assertEquals(len(result), 2)
self.assert_((result.index.dayofweek == [1,1]).all())
self.assertEquals(result.irow(0), s['1/4/2005'])
self.assertEquals(result.irow(1), s['1/10/2005'])
result = s.convert('W-WED')
self.assertEquals(len(result), 2)
self.assert_((result.index.dayofweek == [2,2]).all())
self.assertEquals(result.irow(0), s['1/5/2005'])
self.assertEquals(result.irow(1), s['1/10/2005'])
result = s.convert('W-THU')
self.assertEquals(len(result), 2)
self.assert_((result.index.dayofweek == [3,3]).all())
self.assertEquals(result.irow(0), s['1/6/2005'])
self.assertEquals(result.irow(1), s['1/10/2005'])
result = s.convert('W-FRI')
self.assertEquals(len(result), 2)
self.assert_((result.index.dayofweek == [4,4]).all())
self.assertEquals(result.irow(0), s['1/7/2005'])
self.assertEquals(result.irow(1), s['1/10/2005'])
# to biz day
result = s.convert('B')
self.assertEquals(len(result), 6)
self.assert_((result.index.dayofweek == [0,1,2,3,4,0]).all())
self.assertEquals(result.irow(0), s['1/3/2005'])
self.assertEquals(result.irow(1), s['1/4/2005'])
self.assertEquals(result.irow(5), s['1/10/2005'])
