Python TimeSeries Examples

Example #1

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_group_by_period_Y(self):
     x = TimeSeries([
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])
     z = x.group_by_period('Y')
     z_map = z.get_map()
     self.assertEqual(z_map[datetime.date(2001, 12, 31)].get(), [
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])

Example #2

File: test_time_series.py Project: distagon/YuantaCat

 def test_group_by_period_Y(self):
     x = TimeSeries([
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])
     z = x.group_by_period('Y')
     z_map = z.get_map()
     self.assertEqual(z_map[datetime.date(2001, 12, 31)].get(), [
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])

Example #3

File: test_time_series.py Project: distagon/YuantaCat

 def test_get_scalar(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 5),
     ])
     y = x.scalar(2)
     self.assertEqual(y.get(), [
         (datetime.date(2001, 12, 31), 2.0),
         (datetime.date(2002, 12, 31), 4.0),
         (datetime.date(2003, 12, 31), 10.0),
     ])

Example #4

File: test_time_series.py Project: distagon/YuantaCat

 def test_get_inverse(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 5),
     ])
     y = x.get_inverse()
     self.assertEqual(y.get(), [
         (datetime.date(2001, 12, 31), 1.0),
         (datetime.date(2002, 12, 31), 0.5),
         (datetime.date(2003, 12, 31), 0.2),
     ])

Example #5

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_get_inverse(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 5),
     ])
     y = x.get_inverse()
     self.assertEqual(y.get(), [
         (datetime.date(2001, 12, 31), 1.0), 
         (datetime.date(2002, 12, 31), 0.5),
         (datetime.date(2003, 12, 31), 0.2),
     ])

Example #6

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_get_scalar(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 5),
     ])
     y = x.scalar(2)
     self.assertEqual(y.get(), [
         (datetime.date(2001, 12, 31), 2.0), 
         (datetime.date(2002, 12, 31), 4.0),
         (datetime.date(2003, 12, 31), 10.0),
     ])

Example #7

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_get_map(self):
     time_series = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     time_series_map = time_series.get_map()
     self.assertEqual(time_series_map, {
         datetime.date(2001, 12, 31) : 1,
         datetime.date(2002, 12, 31) : 2,
         datetime.date(2003, 12, 31) : 3,
     })

Example #8

File: test_time_series.py Project: distagon/YuantaCat

 def test_get_map(self):
     time_series = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     time_series_map = time_series.get_map()
     self.assertEqual(
         time_series_map, {
             datetime.date(2001, 12, 31): 1,
             datetime.date(2002, 12, 31): 2,
             datetime.date(2003, 12, 31): 3,
         })

Example #9

File: test_time_series.py Project: distagon/YuantaCat

 def test_shift(self):
     x = TimeSeries([
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 2),
         (datetime.date(2001, 9, 30), 3),
         (datetime.date(2001, 12, 31), 4),
     ])
     z = x.shift()
     self.assertEqual(z.get(), [
         (datetime.date(2001, 6, 30), 1),
         (datetime.date(2001, 9, 30), 2),
         (datetime.date(2001, 12, 31), 3),
     ])

Example #10

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_shift(self):
     x = TimeSeries([
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 2),
         (datetime.date(2001, 9, 30), 3),
         (datetime.date(2001, 12, 31), 4),
     ])
     z = x.shift()
     self.assertEqual(z.get(), [
         (datetime.date(2001, 6, 30), 1),
         (datetime.date(2001, 9, 30), 2),
         (datetime.date(2001, 12, 31), 3),
     ])

Example #11

File: test_time_series.py Project: distagon/YuantaCat

 def test_accumulate_annually(self):
     x = TimeSeries([
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 2),
         (datetime.date(2001, 9, 30), 3),
         (datetime.date(2001, 12, 31), 4),
     ])
     z = x.accumulate_annually()
     self.assertEqual(z.get(), [
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 3),
         (datetime.date(2001, 9, 30), 6),
         (datetime.date(2001, 12, 31), 10),
     ])

Example #12

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_accumulate_annually(self):
     x = TimeSeries([
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 2),
         (datetime.date(2001, 9, 30), 3),
         (datetime.date(2001, 12, 31), 4),
     ])
     z = x.accumulate_annually()
     self.assertEqual(z.get(), [
         (datetime.date(2001, 3, 31), 1), 
         (datetime.date(2001, 6, 30), 3),
         (datetime.date(2001, 9, 30), 6),
         (datetime.date(2001, 12, 31), 10),
     ])        

Example #13

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_get_average(self):
     time_series = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
         (datetime.date(2004, 12, 31), 4),
         (datetime.date(2005, 12, 31), 6),
     ])
     averaged = time_series.get_average()
     self.assertEqual(averaged.get(), [
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 1.5),
         (datetime.date(2003, 12, 31), 2.5),
         (datetime.date(2004, 12, 31), 3.5),
         (datetime.date(2005, 12, 31), 5),
     ])

Example #14

File: test_time_series.py Project: distagon/YuantaCat

 def test_get_average(self):
     time_series = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
         (datetime.date(2004, 12, 31), 4),
         (datetime.date(2005, 12, 31), 6),
     ])
     averaged = time_series.get_average()
     self.assertEqual(averaged.get(), [
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 1.5),
         (datetime.date(2003, 12, 31), 2.5),
         (datetime.date(2004, 12, 31), 3.5),
         (datetime.date(2005, 12, 31), 5),
     ])

Example #15

File: test_time_series.py Project: distagon/YuantaCat

 def test_divide(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     y = TimeSeries([
         (datetime.date(2001, 12, 31), 5),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 1),
     ])
     z = x / y
     self.assertEqual(z.get(), [
         (datetime.date(2001, 12, 31), 0.2),
         (datetime.date(2002, 12, 31), 1.0),
         (datetime.date(2003, 12, 31), 3.0),
     ])

Example #16

File: test_time_series.py Project: distagon/YuantaCat

 def test_multiply(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     y = TimeSeries([
         (datetime.date(2001, 12, 31), 5),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 1),
     ])
     z = x * y
     self.assertEqual(z.get(), [
         (datetime.date(2001, 12, 31), 5.0),
         (datetime.date(2002, 12, 31), 4.0),
         (datetime.date(2003, 12, 31), 3.0),
     ])

Example #17

File: test_time_series.py Project: distagon/YuantaCat

 def test_minus(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     y = TimeSeries([
         (datetime.date(2001, 12, 31), 5),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 1),
     ])
     z = x - y
     self.assertEqual(z.get(), [
         (datetime.date(2001, 12, 31), -4.0),
         (datetime.date(2002, 12, 31), 0.0),
         (datetime.date(2003, 12, 31), 2.0),
     ])

Example #18

File: test_time_series.py Project: distagon/YuantaCat

 def test_add(self):
     x = TimeSeries([
         (datetime.date(2001, 12, 31), 1),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 3),
     ])
     y = TimeSeries([
         (datetime.date(2001, 12, 31), 5),
         (datetime.date(2002, 12, 31), 2),
         (datetime.date(2003, 12, 31), 1),
     ])
     z = x + y
     self.assertEqual(z.get(), [
         (datetime.date(2001, 12, 31), 6.0),
         (datetime.date(2002, 12, 31), 4.0),
         (datetime.date(2003, 12, 31), 4.0),
     ])

Example #19

File: test_time_series.py Project: distagon/YuantaCat

 def test_create_time_series(self):
     records = [
         (datetime.date(2015, 9, 30), datetime.date(2002, 12, 31), 1),
         (datetime.date(2015, 9, 30), datetime.date(2001, 12, 31), 2),
         (datetime.date(2015, 8, 31), datetime.date(2001, 12, 31), 3),
     ]
     time_series = TimeSeries.create(records).get()
     self.assertEqual(time_series, [
         (datetime.date(2001, 12, 31), 2),
         (datetime.date(2002, 12, 31), 1),
     ])

Example #20

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_create_time_series(self):
     records = [
         (datetime.date(2015, 9, 30), datetime.date(2002, 12, 31), 1), 
         (datetime.date(2015, 9, 30), datetime.date(2001, 12, 31), 2), 
         (datetime.date(2015, 8, 31), datetime.date(2001, 12, 31), 3), 
     ]
     time_series = TimeSeries.create(records).get()
     self.assertEqual(time_series, [
         (datetime.date(2001, 12, 31), 2),
         (datetime.date(2002, 12, 31), 1),
     ])

Example #21

File: test_time_series.py Project: Meng-Gen/YuantaCat

 def test_get_min_by_period_Q(self):
     x = TimeSeries([
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])
     z = x.get_min_by_period('Q')
     self.assertEqual(z.get(), [
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 4),
         (datetime.date(2001, 9, 30), 7),
         (datetime.date(2001, 12, 31), 10),
     ])

Example #22

File: test_time_series.py Project: distagon/YuantaCat

 def test_get_min_by_period_Q(self):
     x = TimeSeries([
         (datetime.date(2001, 1, 31), 1),
         (datetime.date(2001, 2, 28), 2),
         (datetime.date(2001, 3, 31), 3),
         (datetime.date(2001, 4, 30), 4),
         (datetime.date(2001, 5, 31), 5),
         (datetime.date(2001, 6, 30), 6),
         (datetime.date(2001, 7, 31), 7),
         (datetime.date(2001, 8, 31), 8),
         (datetime.date(2001, 9, 30), 9),
         (datetime.date(2001, 10, 31), 10),
         (datetime.date(2001, 11, 30), 11),
         (datetime.date(2001, 12, 31), 12),
     ])
     z = x.get_min_by_period('Q')
     self.assertEqual(z.get(), [
         (datetime.date(2001, 3, 31), 1),
         (datetime.date(2001, 6, 30), 4),
         (datetime.date(2001, 9, 30), 7),
         (datetime.date(2001, 12, 31), 10),
     ])

Example #23

File: account_time_series.py Project: Meng-Gen/YuantaCat

 def __init_value(self, param):
     output = {}
     database = Database()
     for account in param["account_list"]:
         output[account] = TimeSeries.create(database.get(account, param))
     return output

Example #24

File: account_time_series.py Project: distagon/YuantaCat

 def __init_value(self, param):
     output = {}
     database = Database()
     for account in param['account_list']:
         output[account] = TimeSeries.create(database.get(account, param))
     return output