def test_None_pattern(data, hndl_Time):
hndl_Trns = EMF_Transformation_Handle('None')
trns_data = hndl_Trns.transform_data(data)
hndl_Trns.transform_time(hndl_Time)
assert np.all(trns_data == data)
assert np.all(hndl_Time.get_dates() == dt)
trns_data = hndl_Trns.reverse_transform_data(None, modifier=data)
hndl_Trns.reverse_transform_time(hndl_Time)
assert np.all(trns_data == data)
assert np.all(hndl_Time.get_dates() == dt)
def test_Past_Level_pattern(data, hndl_Time):
trns_kwargs = {PERIODS_AWAY:10}
hndl_Trns = EMF_Transformation_Handle('Past_Lvl', trnsKwargs=trns_kwargs)
trns_data = hndl_Trns.transform_data(data)
hndl_Trns.transform_time(hndl_Time)
assert np.all(trns_data == data)
assert np.all(hndl_Time.get_dates() == Futr_Shift_dt)
trns_data = hndl_Trns.reverse_transform_data(None, modifier=trns_data)
hndl_Trns.reverse_transform_time(hndl_Time)
assert np.all(trns_data == data)
assert np.all(hndl_Time.get_dates() == dt)
def test_Futr_Change_pattern(data, hndl_Time):
trns_kwargs = {FIRST_ORDER_DIFF_TIME:10}
hndl_Trns = EMF_Transformation_Handle('Futr_Change', trnsKwargs=trns_kwargs)
trns_data = hndl_Trns.transform_data(data)
hndl_Trns.transform_time(hndl_Time)
assert np.all(trns_data == FoD_Constant)
assert np.all(hndl_Time.get_dates() == Futr_Truncate_dt)
trns_data = hndl_Trns.reverse_transform_data(data[:-10], modifier=trns_data)
hndl_Trns.reverse_transform_time(hndl_Time)
assert np.all(trns_data == data[10:])
assert np.all(hndl_Time.get_dates() == dt[10:])
def testTransformationHandle():
np.random.seed(10)
n=200
data = np.random.randint(100,size=(n,1))
dt = np.arange(n)
hndl_Trns = EMF_Transformation_Handle('None')
assert np.all(hndl_Trns.transform_data(data) == data)
assert str(hndl_Trns) == 'raw'
# Test Past
hndl_Trns = EMF_Transformation_Handle('Past_Lvl')
hndl_Trns.set_extra_parameter(PERIODS_AWAY, 10)
assert hndl_Trns.transform_data(data).shape == (190,1)
assert np.all(hndl_Trns.transform_time(dt) == np.arange(10,n))
assert str(hndl_Trns) == 'PastLvl.10'
# Test Future
hndl_Trns = EMF_Transformation_Handle('Futr_Change')
hndl_Trns.set_extra_parameter(FIRST_ORDER_DIFF_TIME, 20)
assert hndl_Trns.transform_data(data).shape == (180,1)
assert np.all(hndl_Trns.transform_time(dt) == np.arange(n-20))
assert str(hndl_Trns) == 'FutrDiff.20'
def test_Current_Level_Cat_pattern(data, hndl_Time):
hndl_Srs = EMF_TestSeries_Handle()
hndl_Srs.values = data
hndl_Srs.dates = hndl_Time.get_dates()
trns_kwargs = {NUM_RANGES:10, FIRST_ORDER_DIFF_TIME:10}
hndl_Trns = EMF_Transformation_Handle('Futr_Lvl_Cat', trnsKwargs=trns_kwargs)
trns_data = hndl_Trns.transform_data(data)
hndl_Trns.transform_time(hndl_Time)
hndl_Srs_Trns = EMF_TestSeries_Handle()
hndl_Srs_Trns.values = trns_data
hndl_Srs_Trns.dates = hndl_Time.get_dates()
utl_Tst.plot_data_series(hndl_Srs, hndl_Srs_Trns)
raise NotImplementedError
def testTransformationReversal_Future_FoD(data, dt, hndl_Srs_Original):
trnsKwargs={FIRST_ORDER_DIFF_TIME: 10}
hndl_Trns = EMF_Transformation_Handle('Futr_Change', trnsKwargs=trnsKwargs)
dt_trns = hndl_Trns.transform_time(dt)
data_trns = hndl_Trns.transform_data(data)
hndl_Srs_Trns = EMF_TestSeries_Handle()
hndl_Srs_Trns.set_series_dates(dt_trns)
hndl_Srs_Trns.set_series_values(data_trns)
# utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Trns)
assert np.all(dt_trns == dt[:-10])
assert data_trns[0] == data[10] - data[00]
dt_rvrs = hndl_Trns.reverse_transform_time(dt_trns)
data_rvrs = hndl_Trns.reverse_transform_data(data[:-10], predictionDelta=data_trns)
hndl_Srs_Rvrs = EMF_TestSeries_Handle()
hndl_Srs_Rvrs.set_series_dates(dt_rvrs)
hndl_Srs_Rvrs.set_series_values(data_rvrs)
utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Rvrs)
assert np.all(dt_rvrs == dt[10:])
def testTransformationReversal_Past_Lvl(data, dt, hndl_Srs_Original):
trnsKwargs={'PeriodDiff': 10}
hndl_Trns = EMF_Transformation_Handle('Past_Lvl', trnsKwargs=trnsKwargs)
dt_trns = hndl_Trns.transform_time(dt)
data_trns = hndl_Trns.transform_data(data)
hndl_Srs_Trns = EMF_TestSeries_Handle()
hndl_Srs_Trns.set_series_dates(dt_trns)
hndl_Srs_Trns.set_series_values(data_trns)
# utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Trns)
assert np.all(dt_trns == dt[10:])
dt_rvrs = hndl_Trns.reverse_transform_time(dt_trns)
data_rvrs = hndl_Trns.reverse_transform_data(data_trns)
hndl_Srs_Rvrs = EMF_TestSeries_Handle()
hndl_Srs_Rvrs.set_series_dates(dt_rvrs)
hndl_Srs_Rvrs.set_series_values(data_rvrs)
utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Rvrs)
assert np.all(dt_rvrs == dt[:-10])
assert np.all(data_rvrs == data[:-10])
