def test_weekly_to_monthly(self, resample_func):
"""Test weekly to monthly model time-step."""
input_df = make_df('W')
model_index = make_model_index('M')
with pytest.raises(ResamplingError):
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
def test_annual_to_daily(self):
input_df = make_df("A", "2010-01-01", "2020-01-01")
model_index = make_model_index("D", "2010-01-01", "2020-01-01")
input_resampled = align_and_resample_dataframe(input_df, model_index)
expected_df = input_df.resample("D").ffill()
expected_df = expected_df["2010-01-01":"2020-01-01"]
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_nonaligned_weekly_to_daily(self):
"""Test weekly non-aligned data to daily model time-step."""
input_df = make_df("W")
model_index = make_model_index("D")
input_resampled = align_and_resample_dataframe(input_df, model_index)
expected_df = input_df.resample("D").ffill()
expected_df = expected_df["2015-01-01":"2015-12-31"]
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_weekly_to_two_weekly(self, resample_func):
"""Test weekly to two-weekly model time-step."""
input_df = make_df('W')
model_index = make_model_index('2W')
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(
input_resampled,
input_resampled.resample('2W').agg(resample_func))
def test_daily_to_monthly(self, resample_func):
"""Test daily data to monthly model time-step."""
input_df = make_df('D')
model_index = make_model_index('M')
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(
input_resampled,
input_resampled.resample('M').agg(resample_func))
def test_misaligned_daily_to_7daily(self, resample_func):
"""Test daily to 7-day model time-step."""
input_df = make_df('D', start='2014-12-20')
model_index = make_model_index('7D')
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(
input_resampled,
input_resampled.resample('7D').agg(resample_func))
def test_annual_to_daily(self):
input_df = make_df('A', '2010-01-01', '2020-01-01')
model_index = make_model_index('D', '2010-01-01', '2020-01-01')
input_resampled = align_and_resample_dataframe(input_df, model_index)
expected_df = input_df.resample('D').ffill()
expected_df = expected_df['2010-01-01':'2020-01-01']
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_monthly_to_daily(self):
"""Test monthly data to daily model time-step."""
input_df = make_df('M')
model_index = make_model_index('D')
input_resampled = align_and_resample_dataframe(input_df, model_index)
expected_df = input_df.resample('D').ffill()
expected_df = expected_df['2015-01-01':'2015-12-31']
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_daily_to_7daily(self, resample_func):
"""Test daily to 7-day model time-step."""
input_df = make_df("D")
model_index = make_model_index("7D")
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func
)
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(
input_resampled, input_resampled.resample("7D").agg(resample_func)
)
def test_7daily_to_daily(self):
"""Test weekly aligned to daily model time-step."""
# Note that we have to choose a week starting on Wednesday because 2015-01-01 is a Wednesday.
input_df = make_df("7D")
model_index = make_model_index("D")
input_resampled = align_and_resample_dataframe(input_df, model_index)
expected_df = input_df.resample("D").ffill()
expected_df = expected_df["2015-01-01":"2015-12-31"]
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_two_weekly_to_weekly(self):
"""Test weekly to two-weekly model time-step."""
input_df = make_df("2W")
model_index = make_model_index("W")
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func="ffill"
)
expected_df = input_df.resample("W").ffill()
expected_df = expected_df["2015-01-01":"2015-12-31"]
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_two_weekly_to_weekly(self):
"""Test weekly to two-weekly model time-step."""
input_df = make_df('2W')
model_index = make_model_index('W')
input_resampled = align_and_resample_dataframe(input_df,
model_index,
resample_func='ffill')
expected_df = input_df.resample('W').ffill()
expected_df = expected_df['2015-01-01':'2015-12-31']
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_weekly_to_7daily(self, resample_func):
"""Test weekly to 7-day model time-step."""
# Note that we have to choose a week starting on Wednesday because 2015-01-01 is a Wednesday.
input_df = make_df('W-WED')
model_index = make_model_index('7D')
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
expected_df = input_df.resample('D').ffill()
expected_df = expected_df['2015-01-01':'2015-12-31']
expected_df = expected_df.resample('7D').agg(resample_func)
pd.testing.assert_index_equal(input_resampled.index, model_index)
pd.testing.assert_frame_equal(input_resampled, expected_df)
def test_nonaligned_weekly_to_7daily(self, resample_func):
"""Test invalid weekly data to 7-day model time-step."""
# Because the weeks do not align with the 7-day time-step it is not possible to align this data.
input_df = make_df('W')
model_index = make_model_index('7D')
input_resampled = align_and_resample_dataframe(
input_df, model_index, resample_func=resample_func)
pd.testing.assert_index_equal(input_resampled.index, model_index)
expected_df = input_df.resample('D').ffill()
expected_df = expected_df['2015-01-01':'2015-12-31']
expected_df = expected_df.resample('7D').agg(resample_func)
pd.testing.assert_frame_equal(input_resampled, expected_df)
