def test_onregulararray(self):
data = self.data
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
assert_equal(ravg._mask, [1]*k+[0]*(len(data)-2*k)+[1]*k)
def test_onmaskedarray(self):
data = self.maskeddata
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
m = N.zeros(len(data), N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
def test_ontimeseries(self):
data = time_series(self.maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
m = N.zeros(len(data), N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
def tests_onmultitimeseries(self):
maskeddata = MaskedArray(N.random.random(75).reshape(25,3))
maskeddata[10] = masked
data = time_series(maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_almost_equal(ravg[18].squeeze(), data[18-k:18+k+1].mean(0))
m = N.zeros(data.shape, N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
