Example #1
0
def test_date_from_idx():
    d1 = datetime(2008, 12, 31)
    idx = 15
    npt.assert_equal(_date_from_idx(d1, idx, 'Q'), datetime(2012, 9, 30))
    npt.assert_equal(_date_from_idx(d1, idx, 'A'), datetime(2023, 12, 31))
    npt.assert_equal(_date_from_idx(d1, idx, 'B'), datetime(2009, 1, 21))
    npt.assert_equal(_date_from_idx(d1, idx, 'D'), datetime(2009, 1, 15))
    npt.assert_equal(_date_from_idx(d1, idx, 'W'), datetime(2009, 4, 12))
    npt.assert_equal(_date_from_idx(d1, idx, 'M'), datetime(2010, 3, 31))
Example #2
0
def test_date_from_idx():
    d1 = datetime(2008, 12, 31)
    idx = 15
    npt.assert_equal(_date_from_idx(d1, idx, 'Q'), datetime(2012, 9, 30))
    npt.assert_equal(_date_from_idx(d1, idx, 'A'), datetime(2023, 12, 31))
    npt.assert_equal(_date_from_idx(d1, idx, 'B'), datetime(2009, 1, 21))
    npt.assert_equal(_date_from_idx(d1, idx, 'D'), datetime(2009, 1, 15))
    npt.assert_equal(_date_from_idx(d1, idx, 'W'), datetime(2009, 4, 12))
    npt.assert_equal(_date_from_idx(d1, idx, 'M'), datetime(2010, 3, 31))
Example #3
0
                    freq = self._data.freq
                    out_of_sample = datetools._idx_from_dates(dates[-1], dtend,
                                            freq)
                else:
                    raise err
            self._make_predict_dates() # attaches self._data.predict_dates

        elif isinstance(end, int) and dates is not None:
            try:
                self._data.predict_end = dates[end]
            except IndexError, err:
                nobs = len(self.endog) - 1 # as an index
                out_of_sample = end - nobs
                end = nobs
                freq = self._data.freq
                self._data.predict_end = datetools._date_from_idx(dates[-1],
                        out_of_sample, freq)
            self._make_predict_dates()

        elif isinstance(end, int):
            nobs = len(self.endog) - 1 # is an index
            if end > nobs:
                out_of_sample = end - nobs
                end = nobs

        return end, out_of_sample

    def _make_predict_dates(self):
        from pandas import DateRange
        data = self._data
        dtstart = data.predict_start
        dtend = data.predict_end
Example #4
0
                    freq = self._data.freq
                    out_of_sample = datetools._idx_from_dates(
                        dates[-1], dtend, freq)
                else:
                    raise err
            self._make_predict_dates()  # attaches self._data.predict_dates

        elif isinstance(end, int) and dates is not None:
            try:
                self._data.predict_end = dates[end]
            except IndexError, err:
                nobs = len(self.endog) - 1  # as an index
                out_of_sample = end - nobs
                end = nobs
                freq = self._data.freq
                self._data.predict_end = datetools._date_from_idx(
                    dates[-1], out_of_sample, freq)
            self._make_predict_dates()

        elif isinstance(end, int):
            nobs = len(self.endog) - 1  # is an index
            if end > nobs:
                out_of_sample = end - nobs
                end = nobs

        return end, out_of_sample

    def _make_predict_dates(self):
        from pandas import DateRange
        data = self._data
        dtstart = data.predict_start
        dtend = data.predict_end