def multiindex_year_month_day_dataframe_random_data():
"""
DataFrame with 3 level MultiIndex (year, month, day) covering
first 100 business days from 2000-01-01 with random data
"""
tdf = tm.makeTimeDataFrame(100)
ymd = tdf.groupby([lambda x: x.year, lambda x: x.month,
lambda x: x.day]).sum()
# use Int64Index, to make sure things work
ymd.index.set_levels([lev.astype("i8") for lev in ymd.index.levels],
inplace=True)
ymd.index.set_names(["year", "month", "day"], inplace=True)
return ymd
def test_setitem_with_expansion_numeric_into_datetimeindex(self, key):
# GH#4940 inserting non-strings
orig = tm.makeTimeDataFrame()
df = orig.copy()
df.loc[key, :] = df.iloc[0]
ex_index = Index(list(orig.index) + [key],
dtype=object,
name=orig.index.name)
ex_data = np.concatenate([orig.values, df.iloc[[0]].values], axis=0)
expected = DataFrame(ex_data, index=ex_index, columns=orig.columns)
tm.assert_frame_equal(df, expected)
def test_append_to_multiple_dropna(setup_path):
df1 = tm.makeTimeDataFrame()
df2 = tm.makeTimeDataFrame().rename(columns="{}_2".format)
df1.iloc[1, df1.columns.get_indexer(["A", "B"])] = np.nan
df = concat([df1, df2], axis=1)
with ensure_clean_store(setup_path) as store:
# dropna=True should guarantee rows are synchronized
store.append_to_multiple({
"df1": ["A", "B"],
"df2": None
},
df,
selector="df1",
dropna=True)
result = store.select_as_multiple(["df1", "df2"])
expected = df.dropna()
tm.assert_frame_equal(result, expected)
tm.assert_index_equal(
store.select("df1").index,
store.select("df2").index)
def test_squeeze(self):
# noop
for s in [
tm.makeFloatSeries(),
tm.makeStringSeries(),
tm.makeObjectSeries()
]:
tm.assert_series_equal(s.squeeze(), s)
for df in [tm.makeTimeDataFrame()]:
tm.assert_frame_equal(df.squeeze(), df)
# squeezing
df = tm.makeTimeDataFrame().reindex(columns=["A"])
tm.assert_series_equal(df.squeeze(), df["A"])
# don't fail with 0 length dimensions GH11229 & GH8999
empty_series = Series([], name="five", dtype=np.float64)
empty_frame = DataFrame([empty_series])
tm.assert_series_equal(empty_series, empty_series.squeeze())
tm.assert_series_equal(empty_series, empty_frame.squeeze())
# axis argument
df = tm.makeTimeDataFrame(nper=1).iloc[:, :1]
assert df.shape == (1, 1)
tm.assert_series_equal(df.squeeze(axis=0), df.iloc[0])
tm.assert_series_equal(df.squeeze(axis="index"), df.iloc[0])
tm.assert_series_equal(df.squeeze(axis=1), df.iloc[:, 0])
tm.assert_series_equal(df.squeeze(axis="columns"), df.iloc[:, 0])
assert df.squeeze() == df.iloc[0, 0]
msg = "No axis named 2 for object type DataFrame"
with pytest.raises(ValueError, match=msg):
df.squeeze(axis=2)
msg = "No axis named x for object type DataFrame"
with pytest.raises(ValueError, match=msg):
df.squeeze(axis="x")
df = tm.makeTimeDataFrame(3)
tm.assert_frame_equal(df.squeeze(axis=0), df)
def test_granger_pvalues_ssr_f(test_input, expected):
# Set random seed, otherwise testing creates a new dataframe each time.
np.random.seed(12)
data = testing.makeTimeDataFrame(freq="s", nper=1000)
granger = (GrangerCausality(target_col="B",
x_col="A",
max_shift=10,
statistics=test_input).fit(data).results_[0])
p_value = granger.values[1]
# Not exactly equal but up test to 7 digits
np.testing.assert_almost_equal(p_value, expected, decimal=7)
def test_frame_select_complex(setup_path):
# select via complex criteria
df = tm.makeTimeDataFrame()
df["string"] = "foo"
df.loc[df.index[0:4], "string"] = "bar"
with ensure_clean_store(setup_path) as store:
store.put("df", df, format="table", data_columns=["string"])
# empty
result = store.select("df", 'index>df.index[3] & string="bar"')
expected = df.loc[(df.index > df.index[3]) & (df.string == "bar")]
tm.assert_frame_equal(result, expected)
result = store.select("df", 'index>df.index[3] & string="foo"')
expected = df.loc[(df.index > df.index[3]) & (df.string == "foo")]
tm.assert_frame_equal(result, expected)
# or
result = store.select("df", 'index>df.index[3] | string="bar"')
expected = df.loc[(df.index > df.index[3]) | (df.string == "bar")]
tm.assert_frame_equal(result, expected)
result = store.select(
"df", '(index>df.index[3] & index<=df.index[6]) | string="bar"')
expected = df.loc[((df.index > df.index[3]) &
(df.index <= df.index[6]))
| (df.string == "bar")]
tm.assert_frame_equal(result, expected)
# invert
result = store.select("df", 'string!="bar"')
expected = df.loc[df.string != "bar"]
tm.assert_frame_equal(result, expected)
# invert not implemented in numexpr :(
msg = "cannot use an invert condition when passing to numexpr"
with pytest.raises(NotImplementedError, match=msg):
store.select("df", '~(string="bar")')
# invert ok for filters
result = store.select("df", "~(columns=['A','B'])")
expected = df.loc[:, df.columns.difference(["A", "B"])]
tm.assert_frame_equal(result, expected)
# in
result = store.select("df", "index>df.index[3] & columns in ['A','B']")
expected = df.loc[df.index > df.index[3]].reindex(columns=["A", "B"])
tm.assert_frame_equal(result, expected)
def test_last_subset(self, frame_or_series):
ts = tm.makeTimeDataFrame(freq="12h")
if frame_or_series is not DataFrame:
ts = ts["A"]
result = ts.last("10d")
assert len(result) == 20
ts = tm.makeTimeDataFrame(nper=30, freq="D")
if frame_or_series is not DataFrame:
ts = ts["A"]
result = ts.last("10d")
assert len(result) == 10
result = ts.last("21D")
expected = ts["2000-01-10":]
tm.assert_equal(result, expected)
result = ts.last("21D")
expected = ts[-21:]
tm.assert_equal(result, expected)
result = ts[:0].last("3M")
tm.assert_equal(result, ts[:0])
def test_first_subset(self, frame_or_series):
ts = tm.makeTimeDataFrame(freq="12h")
if frame_or_series is not DataFrame:
ts = ts["A"]
result = ts.first("10d")
assert len(result) == 20
ts = tm.makeTimeDataFrame(freq="D")
if frame_or_series is not DataFrame:
ts = ts["A"]
result = ts.first("10d")
assert len(result) == 10
result = ts.first("3M")
expected = ts[:"3/31/2000"]
tm.assert_equal(result, expected)
result = ts.first("21D")
expected = ts[:21]
tm.assert_equal(result, expected)
result = ts[:0].first("3M")
tm.assert_equal(result, ts[:0])
def test_append_to_multiple_dropna_false(setup_path):
df1 = tm.makeTimeDataFrame()
df2 = tm.makeTimeDataFrame().rename(columns="{}_2".format)
df1.iloc[1, df1.columns.get_indexer(["A", "B"])] = np.nan
df = concat([df1, df2], axis=1)
with ensure_clean_store(setup_path) as store:
# dropna=False shouldn't synchronize row indexes
store.append_to_multiple({
"df1a": ["A", "B"],
"df2a": None
},
df,
selector="df1a",
dropna=False)
msg = "all tables must have exactly the same nrows!"
with pytest.raises(ValueError, match=msg):
store.select_as_multiple(["df1a", "df2a"])
assert not store.select("df1a").index.equals(
store.select("df2a").index)
def setup_method(self, method):
TestPlotBase.setup_method(self, method)
import matplotlib as mpl
mpl.rcdefaults()
self.tdf = tm.makeTimeDataFrame()
self.hexbin_df = DataFrame(
{
"A": np.random.uniform(size=20),
"B": np.random.uniform(size=20),
"C": np.arange(20) + np.random.uniform(size=20),
}
)
def test_numpy_transpose(self):
msg = "the 'axes' parameter is not supported"
s = tm.makeFloatSeries()
tm.assert_series_equal(np.transpose(s), s)
with pytest.raises(ValueError, match=msg):
np.transpose(s, axes=1)
df = tm.makeTimeDataFrame()
tm.assert_frame_equal(np.transpose(np.transpose(df)), df)
with pytest.raises(ValueError, match=msg):
np.transpose(df, axes=1)
def test_partial_set_invalid(self):
# GH 4940
# allow only setting of 'valid' values
orig = tm.makeTimeDataFrame()
# allow object conversion here
df = orig.copy()
df.loc["a", :] = df.iloc[0]
exp = orig.append(Series(df.iloc[0], name="a"))
tm.assert_frame_equal(df, exp)
tm.assert_index_equal(df.index, Index(orig.index.tolist() + ["a"]))
assert df.index.dtype == "object"
def test_unstack_multi_index_categorical_values():
mi = tm.makeTimeDataFrame().stack().index.rename(["major", "minor"])
ser = Series(["foo"] * len(mi), index=mi, name="category", dtype="category")
result = ser.unstack()
dti = ser.index.levels[0]
c = pd.Categorical(["foo"] * len(dti))
expected = DataFrame(
{"A": c.copy(), "B": c.copy(), "C": c.copy(), "D": c.copy()},
columns=pd.Index(list("ABCD"), name="minor"),
index=dti.rename("major"),
)
tm.assert_frame_equal(result, expected)
def test_squeeze_axis(self):
# axis argument
df = tm.makeTimeDataFrame(nper=1).iloc[:, :1]
assert df.shape == (1, 1)
tm.assert_series_equal(df.squeeze(axis=0), df.iloc[0])
tm.assert_series_equal(df.squeeze(axis="index"), df.iloc[0])
tm.assert_series_equal(df.squeeze(axis=1), df.iloc[:, 0])
tm.assert_series_equal(df.squeeze(axis="columns"), df.iloc[:, 0])
assert df.squeeze() == df.iloc[0, 0]
msg = "No axis named 2 for object type DataFrame"
with pytest.raises(ValueError, match=msg):
df.squeeze(axis=2)
msg = "No axis named x for object type DataFrame"
with pytest.raises(ValueError, match=msg):
df.squeeze(axis="x")
def test_numpy_transpose(self, frame_or_series):
obj = tm.makeTimeDataFrame()
obj = tm.get_obj(obj, frame_or_series)
if frame_or_series is Series:
# 1D -> np.transpose is no-op
tm.assert_series_equal(np.transpose(obj), obj)
# round-trip preserved
tm.assert_equal(np.transpose(np.transpose(obj)), obj)
msg = "the 'axes' parameter is not supported"
with pytest.raises(ValueError, match=msg):
np.transpose(obj, axes=1)
def setup_method(self, method):
self.df = tm.makeTimeDataFrame()[:10]
self.df["id1"] = (self.df["A"] > 0).astype(np.int64)
self.df["id2"] = (self.df["B"] > 0).astype(np.int64)
self.var_name = "var"
self.value_name = "val"
self.df1 = DataFrame([
[1.067683, -1.110463, 0.20867],
[-1.321405, 0.368915, -1.055342],
[-0.807333, 0.08298, -0.873361],
])
self.df1.columns = [list("ABC"), list("abc")]
self.df1.columns.names = ["CAP", "low"]
def test_append_to_multiple_dropna_false(setup_path):
df1 = tm.makeTimeDataFrame()
df2 = tm.makeTimeDataFrame().rename(columns="{}_2".format)
df1.iloc[1, df1.columns.get_indexer(["A", "B"])] = np.nan
df = concat([df1, df2], axis=1)
with ensure_clean_store(setup_path) as store:
# dropna=False shouldn't synchronize row indexes
store.append_to_multiple({
"df1a": ["A", "B"],
"df2a": None
},
df,
selector="df1a",
dropna=False)
# TODO Update error message to desired message for this case
msg = "Cannot select as multiple after appending with dropna=False"
with pytest.raises(ValueError, match=msg):
store.select_as_multiple(["df1a", "df2a"])
assert not store.select("df1a").index.equals(
store.select("df2a").index)
def test_transform():
data = Series(np.arange(9) // 3, index=np.arange(9))
index = np.arange(9)
np.random.shuffle(index)
data = data.reindex(index)
grouped = data.groupby(lambda x: x // 3)
transformed = grouped.transform(lambda x: x * x.sum())
assert transformed[7] == 12
# GH 8046
# make sure that we preserve the input order
df = DataFrame(np.arange(6, dtype="int64").reshape(3, 2),
columns=["a", "b"],
index=[0, 2, 1])
key = [0, 0, 1]
expected = (df.sort_index().groupby(key).transform(
lambda x: x - x.mean()).groupby(key).mean())
result = df.groupby(key).transform(lambda x: x - x.mean()).groupby(
key).mean()
tm.assert_frame_equal(result, expected)
def demean(arr):
return arr - arr.mean()
people = DataFrame(
np.random.randn(5, 5),
columns=["a", "b", "c", "d", "e"],
index=["Joe", "Steve", "Wes", "Jim", "Travis"],
)
key = ["one", "two", "one", "two", "one"]
result = people.groupby(key).transform(demean).groupby(key).mean()
expected = people.groupby(key).apply(demean).groupby(key).mean()
tm.assert_frame_equal(result, expected)
# GH 8430
df = tm.makeTimeDataFrame()
g = df.groupby(pd.Grouper(freq="M"))
g.transform(lambda x: x - 1)
# GH 9700
df = DataFrame({"a": range(5, 10), "b": range(5)})
result = df.groupby("a").transform(max)
expected = DataFrame({"b": range(5)})
tm.assert_frame_equal(result, expected)
def test_mode(setup_path, mode):
df = tm.makeTimeDataFrame()
msg = r"[\S]* does not exist"
with ensure_clean_path(setup_path) as path:
# constructor
if mode in ["r", "r+"]:
with pytest.raises(OSError, match=msg):
HDFStore(path, mode=mode)
else:
store = HDFStore(path, mode=mode)
assert store._handle.mode == mode
store.close()
with ensure_clean_path(setup_path) as path:
# context
if mode in ["r", "r+"]:
with pytest.raises(OSError, match=msg):
with HDFStore(path, mode=mode) as store:
pass
else:
with HDFStore(path, mode=mode) as store:
assert store._handle.mode == mode
with ensure_clean_path(setup_path) as path:
# conv write
if mode in ["r", "r+"]:
with pytest.raises(OSError, match=msg):
df.to_hdf(path, "df", mode=mode)
df.to_hdf(path, "df", mode="w")
else:
df.to_hdf(path, "df", mode=mode)
# conv read
if mode in ["w"]:
msg = (
"mode w is not allowed while performing a read. "
r"Allowed modes are r, r\+ and a."
)
with pytest.raises(ValueError, match=msg):
read_hdf(path, "df", mode=mode)
else:
result = read_hdf(path, "df", mode=mode)
tm.assert_frame_equal(result, df)
def test_slice_locs_with_type_mismatch(self):
df = tm.makeTimeDataFrame()
stacked = df.stack()
idx = stacked.index
with pytest.raises(TypeError, match="^Level type mismatch"):
idx.slice_locs((1, 3))
with pytest.raises(TypeError, match="^Level type mismatch"):
idx.slice_locs(df.index[5] + timedelta(seconds=30), (5, 2))
df = tm.makeCustomDataframe(5, 5)
stacked = df.stack()
idx = stacked.index
with pytest.raises(TypeError, match="^Level type mismatch"):
idx.slice_locs(timedelta(seconds=30))
# TODO: Try creating a UnicodeDecodeError in exception message
with pytest.raises(TypeError, match="^Level type mismatch"):
idx.slice_locs(df.index[1], (16, "a"))
def test_take(self):
indices = [1, 5, -2, 6, 3, -1]
for s in [tm.makeFloatSeries(), tm.makeStringSeries(), tm.makeObjectSeries()]:
out = s.take(indices)
expected = Series(
data=s.values.take(indices), index=s.index.take(indices), dtype=s.dtype
)
tm.assert_series_equal(out, expected)
for df in [tm.makeTimeDataFrame()]:
out = df.take(indices)
expected = DataFrame(
data=df.values.take(indices, axis=0),
index=df.index.take(indices),
columns=df.columns,
)
tm.assert_frame_equal(out, expected)
def test_agg_grouping_is_list_tuple(ts):
df = tm.makeTimeDataFrame()
grouped = df.groupby(lambda x: x.year)
grouper = grouped.grouper.groupings[0].grouper
grouped.grouper.groupings[0] = Grouping(ts.index, list(grouper))
result = grouped.agg(np.mean)
expected = grouped.mean()
tm.assert_frame_equal(result, expected)
grouped.grouper.groupings[0] = Grouping(ts.index, tuple(grouper))
result = grouped.agg(np.mean)
expected = grouped.mean()
tm.assert_frame_equal(result, expected)
def test_slice_locs():
df = tm.makeTimeDataFrame()
stacked = df.stack()
idx = stacked.index
slob = slice(*idx.slice_locs(df.index[5], df.index[15]))
sliced = stacked[slob]
expected = df[5:16].stack()
tm.assert_almost_equal(sliced.values, expected.values)
slob = slice(*idx.slice_locs(df.index[5] +
timedelta(seconds=30), df.index[15] -
timedelta(seconds=30)))
sliced = stacked[slob]
expected = df[6:15].stack()
tm.assert_almost_equal(sliced.values, expected.values)
def test_take_invalid_kwargs(self):
indices = [-3, 2, 0, 1]
s = tm.makeFloatSeries()
df = tm.makeTimeDataFrame()
for obj in (s, df):
msg = r"take\(\) got an unexpected keyword argument 'foo'"
with pytest.raises(TypeError, match=msg):
obj.take(indices, foo=2)
msg = "the 'out' parameter is not supported"
with pytest.raises(ValueError, match=msg):
obj.take(indices, out=indices)
msg = "the 'mode' parameter is not supported"
with pytest.raises(ValueError, match=msg):
obj.take(indices, mode="clip")
def test_take_invalid_kwargs(self, frame_or_series):
indices = [-3, 2, 0, 1]
obj = tm.makeTimeDataFrame()
obj = tm.get_obj(obj, frame_or_series)
msg = r"take\(\) got an unexpected keyword argument 'foo'"
with pytest.raises(TypeError, match=msg):
obj.take(indices, foo=2)
msg = "the 'out' parameter is not supported"
with pytest.raises(ValueError, match=msg):
obj.take(indices, out=indices)
msg = "the 'mode' parameter is not supported"
with pytest.raises(ValueError, match=msg):
obj.take(indices, mode="clip")
def X(request):
if "series" in request.param:
return tm.makeTimeSeries(freq="D")
elif "dataframe" in request.param:
result = tm.makeTimeDataFrame(freq="D").drop(columns="A")
if "date_col_str" in request.param:
return result.assign(index=lambda x: x.index.astype(str)).set_index("index")
elif "len_<_3" in request.param:
return result.iloc[:2, :]
elif "wo_date_col" in request.param:
result.index.name = "some_other_index_name"
return result
else:
raise ValueError("Invalid X fixture parameter")
else:
raise ValueError("Invalid X fixture parameter")
def test_invalid_filtering(setup_path):
# can't use more than one filter (atm)
df = tm.makeTimeDataFrame()
with ensure_clean_store(setup_path) as store:
store.put("df", df, format="table")
msg = "unable to collapse Joint Filters"
# not implemented
with pytest.raises(NotImplementedError, match=msg):
store.select("df", "columns=['A'] | columns=['B']")
# in theory we could deal with this
with pytest.raises(NotImplementedError, match=msg):
store.select("df", "columns=['A','B'] & columns=['C']")
def test_reshaping_multi_index_categorical(self):
cols = ["ItemA", "ItemB", "ItemC"]
data = {c: tm.makeTimeDataFrame() for c in cols}
df = pd.concat({c: data[c].stack() for c in data}, axis="columns")
df.index.names = ["major", "minor"]
df["str"] = "foo"
df["category"] = df["str"].astype("category")
result = df["category"].unstack()
dti = df.index.levels[0]
c = Categorical(["foo"] * len(dti))
expected = DataFrame(
{"A": c.copy(), "B": c.copy(), "C": c.copy(), "D": c.copy()},
columns=Index(list("ABCD"), name="minor"),
index=dti.rename("major"),
)
tm.assert_frame_equal(result, expected)
def test_resample_frame_basic():
df = tm.makeTimeDataFrame()
b = Grouper(freq="M")
g = df.groupby(b)
# check all cython functions work
funcs = ["add", "mean", "prod", "min", "max", "var"]
for f in funcs:
g._cython_agg_general(f)
result = df.resample("A").mean()
tm.assert_series_equal(result["A"], df["A"].resample("A").mean())
result = df.resample("M").mean()
tm.assert_series_equal(result["A"], df["A"].resample("M").mean())
df.resample("M", kind="period").mean()
df.resample("W-WED", kind="period").mean()
def test_getitem_setitem_non_ix_labels(self):
df = tm.makeTimeDataFrame()
start, end = df.index[[5, 10]]
result = df.loc[start:end]
result2 = df[start:end]
expected = df[5:11]
tm.assert_frame_equal(result, expected)
tm.assert_frame_equal(result2, expected)
result = df.copy()
result.loc[start:end] = 0
result2 = df.copy()
result2[start:end] = 0
expected = df.copy()
expected[5:11] = 0
tm.assert_frame_equal(result, expected)
tm.assert_frame_equal(result2, expected)
