def testEmptyTailDFReturnsTailDataFame(self):
stocksData ={
}
npsy = NumpySciPy()
df = npsy.initDataFrame(stocksData)
actual = npsy.tailDF(df)
expected = pd.DataFrame(stocksData).tail()
def testDefaul10TailDFReturnsTailDataFame(self):
stocksData = {
"Blackstone": [49.56, 50.70, 51.18, 52.80, 52.87,24.24, 24.60, 26.04, 26.90, 26.66],
"KKR": [24.24, 24.60, 26.04, 26.90, 26.66,24.24, 24.60, 26.04, 26.90, 26.66]
}
dates = ['5/4/20', '5/5/20', '5/6/20', '5/8/20', '5/9/20','5/4/20', '5/5/20', '5/6/20', '5/8/20', '5/9/20']
npsy = NumpySciPy()
df = npsy.initDataFrame(stocksData, rows=dates)
actual = npsy.tailDF(df,)
expected = pd.DataFrame(stocksData, index=dates).tail(10)
