Python apply_ramp Examples

Example #1

File: test_helper.py Project: zoeyzhougs/gs-quant

def test_apply_ramp_raises_on_edge_cases():
    with pytest.raises(ValueError):
        x = ts.generate_series(10)
        apply_ramp(x, Window(0, 0))
    with pytest.raises(ValueError):
        x = ts.generate_series(10)
        apply_ramp(x, Window(-1, 0))
    with pytest.raises(ValueError):
        x = ts.generate_series(10)
        apply_ramp(x, Window(2, -1))
    with pytest.raises(ValueError):
        x = ts.generate_series(10)
        apply_ramp(x, Window(2, 11))

Example #2

File: test_helper.py Project: xuover/gs-quant

def test_apply_ramp_dateoffset():
    x = pd.Series(range(10),
                  index=pd.bdate_range('2020-02-17', freq='b', periods=10))
    y = apply_ramp(x, Window(pd.DateOffset(weeks=1), pd.DateOffset(days=1)))
    assert len(y) == 9

Example #3

File: test_helper.py Project: xuover/gs-quant

def test_apply_ramp_with_window_greater_than_series_length():
    x = ts.generate_series(10)
    y = apply_ramp(x, Window(11, 2))
    assert len(y) == 0

Example #4

File: test_helper.py Project: xuover/gs-quant

def test_apply_ramp():
    x = ts.generate_series(10)
    y = apply_ramp(x, Window(2, 2))
    assert len(y) == 8