def test_special_date_feature_set_daily_squared_exponential():
date_indices = pd.date_range(start="2016-12-24",
end="2016-12-29",
freq="D")
reference_features = np.array(
[
[
1.00000e00,
3.67879e-01,
1.83156e-02,
1.23410e-04,
1.12535e-07,
0.00000e00,
],
[
3.67879e-01,
1.00000e00,
3.67879e-01,
1.83156e-02,
1.23410e-04,
1.12535e-07,
],
],
dtype=float,
)
squared_exp_kernel = squared_exponential_kernel(alpha=1.0)
sfs = SpecialDateFeatureSet([CHRISTMAS_EVE, CHRISTMAS_DAY],
squared_exp_kernel)
computed_features = sfs(date_indices)
np.testing.assert_almost_equal(computed_features,
reference_features,
decimal=6)
def test_special_date_feature_set_daily():
date_indices = pd.date_range(start="2016-12-24",
end="2016-12-31",
freq="D")
reference_features = np.array([
[1, 0, 0, 0, 0, 0, 0, 0],
[0, 1, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 1],
])
sfs = SpecialDateFeatureSet([CHRISTMAS_EVE, CHRISTMAS_DAY, NEW_YEARS_EVE])
computed_features = sfs(date_indices)
assert (computed_features == reference_features
).all(), "Computed features do not match reference features."
def test_custom_holiday_feature_set():
custom_holidays = [
Holiday("New Years Day", month=1, day=1),
Holiday("Christmas Day", month=12, day=25)
]
kernel = exponential_kernel(alpha=1.0)
cfs = CustomHolidayFeatureSet(custom_holidays, kernel)
sfs = SpecialDateFeatureSet([NEW_YEARS_DAY, CHRISTMAS_DAY], kernel)
date_indices = pd.date_range(start=pd.to_datetime('20191101',
format='%Y%m%d'),
end=pd.to_datetime('20200131',
format='%Y%m%d'),
freq='D')
assert (np.sum(cfs(date_indices) -
sfs(date_indices)) == 0), "Features don't match"
def test_custom_date_feature_set():
ref_dates = [
pd.to_datetime('20191129', format='%Y%m%d'),
pd.to_datetime('20200101', format='%Y%m%d')
]
kernel = exponential_kernel(alpha=1.0)
cfs = CustomDateFeatureSet(ref_dates, kernel)
sfs = SpecialDateFeatureSet([BLACK_FRIDAY, NEW_YEARS_DAY], kernel)
date_indices = pd.date_range(start=pd.to_datetime('20191101',
format='%Y%m%d'),
end=pd.to_datetime('20200131',
format='%Y%m%d'),
freq='D')
assert (np.sum(cfs(date_indices) -
sfs(date_indices)) == 0), "Features don't match"
def test_custom_date_feature_set():
ref_dates = [
pd.to_datetime("20191129", format="%Y%m%d"),
pd.to_datetime("20200101", format="%Y%m%d"),
]
kernel = exponential_kernel(alpha=1.0)
cfs = CustomDateFeatureSet(ref_dates, kernel)
sfs = SpecialDateFeatureSet([BLACK_FRIDAY, NEW_YEARS_DAY], kernel)
date_indices = pd.date_range(
start=pd.to_datetime("20191101", format="%Y%m%d"),
end=pd.to_datetime("20200131", format="%Y%m%d"),
freq="D",
)
assert (np.sum(
cfs(date_indices) -
sfs(date_indices).sum(0, keepdims=True)) == 0), "Features don't match"