def test_inspect(self):
data = np.arange(15, dtype=float).reshape(5, 3)
adj_array = AdjustedArray(
data,
{4: [Float64Multiply(2, 3, 0, 0, 4.0)]},
float("nan"),
)
# TODO: CHECK WHY DO I NEED TO FIX THE INDENT IN THE EXPECTED?
expected = dedent(
"""\
Adjusted Array (float64):
Data:
array([[ 0., 1., 2.],
[ 3., 4., 5.],
[ 6., 7., 8.],
[ 9., 10., 11.],
[12., 13., 14.]])
Adjustments:
{4: [Float64Multiply(first_row=2, last_row=3, first_col=0, \
last_col=0, value=4.000000)]}
"""
)
got = adj_array.inspect()
assert expected == got
def test_inspect(self):
data = arange(15, dtype=float).reshape(5, 3)
adj_array = AdjustedArray(
data,
{4: [Float64Multiply(2, 3, 0, 0, 4.0)]},
float('nan'),
)
expected = dedent(
"""\
Adjusted Array (float64):
Data:
array([[ 0., 1., 2.],
[ 3., 4., 5.],
[ 6., 7., 8.],
[ 9., 10., 11.],
[ 12., 13., 14.]])
Adjustments:
{4: [Float64Multiply(first_row=2, last_row=3, first_col=0, \
last_col=0, value=4.000000)]}
"""
)
got = adj_array.inspect()
self.assertEqual(expected, got)
def test_inspect(self):
data = arange(15, dtype=float).reshape(5, 3)
adj_array = AdjustedArray(
data,
NOMASK,
{4: [Float64Multiply(2, 3, 0, 0, 4.0)]},
float('nan'),
)
expected = dedent(
"""\
Adjusted Array (float64):
Data:
array([[ 0., 1., 2.],
[ 3., 4., 5.],
[ 6., 7., 8.],
[ 9., 10., 11.],
[ 12., 13., 14.]])
Adjustments:
{4: [Float64Multiply(first_row=2, last_row=3, first_col=0, \
last_col=0, value=4.000000)]}
"""
)
got = adj_array.inspect()
self.assertEqual(expected, got)
def test_array_views_arent_writable(self):
data = arange(30, dtype=float).reshape(6, 5)
adj_array = AdjustedArray(data, NOMASK, {}, float('nan'))
for frame in adj_array.traverse(3):
with self.assertRaises(ValueError):
frame[0, 0] = 5.0
def test_array_views_arent_writable(self):
data = arange(30, dtype=float).reshape(6, 5)
adj_array = AdjustedArray(data, {}, float('nan'))
for frame in adj_array.traverse(3):
with self.assertRaises(ValueError):
frame[0, 0] = 5.0
def load_adjusted_array(self, domain, columns, dates, sids, mask):
# load_adjusted_array is called with dates on which the user's algo
# will be shown data, which means we need to return the data that would
# be known at the **start** of each date. We assume that the latest
# data known on day N is the data from day (N - 1), so we shift all
# query dates back by a trading session.
sessions = domain.all_sessions()
shifted_dates = shift_dates(sessions, dates[0], dates[-1], shift=1)
ohlcv_cols, currency_cols = self._split_column_types(columns)
del columns # From here on we should use ohlcv_cols or currency_cols.
ohlcv_colnames = [c.name for c in ohlcv_cols]
raw_ohlcv_arrays = self.raw_price_reader.load_raw_arrays(
ohlcv_colnames,
shifted_dates[0],
shifted_dates[-1],
sids,
)
# Currency convert raw_arrays in place if necessary. We use shifted
# dates to load currency conversion rates to make them line up with
# dates used to fetch prices.
self._inplace_currency_convert(
ohlcv_cols,
raw_ohlcv_arrays,
shifted_dates,
sids,
)
adjustments = self.adjustments_reader.load_pricing_adjustments(
ohlcv_colnames,
dates,
sids,
)
out = {}
for c, c_raw, c_adjs in zip(ohlcv_cols, raw_ohlcv_arrays, adjustments):
out[c] = AdjustedArray(
c_raw.astype(c.dtype),
c_adjs,
c.missing_value,
)
for c in currency_cols:
codes_1d = self.raw_price_reader.currency_codes(sids)
codes = repeat_first_axis(codes_1d, len(dates))
out[c] = AdjustedArray(
codes,
adjustments={},
missing_value=None,
)
return out
def test_traverse_invalidating(self):
data = np.arange(5 * 3, dtype="f8").reshape(5, 3)
original_data = data.copy()
adjustments = {2: [Float64Multiply(0, 4, 0, 2, 2.0)]}
adjusted_array = AdjustedArray(data, adjustments, float("nan"))
for _ in adjusted_array.traverse(1, copy=False):
pass
assert_equal(data, original_data * 2)
err_msg = "cannot traverse invalidated AdjustedArray"
with pytest.raises(ValueError, match=err_msg):
adjusted_array.traverse(1)
def test_update_adjustments(self, initial_adjustments, adjustments_to_add,
expected_adjustments_with_append,
expected_adjustments_with_prepend):
methods = ['append', 'prepend']
expected_outputs = [
expected_adjustments_with_append, expected_adjustments_with_prepend
]
for method, expected_output in zip(methods, expected_outputs):
data = arange(30, dtype=float).reshape(6, 5)
adjusted_array = AdjustedArray(data, initial_adjustments,
float('nan'))
adjusted_array.update_adjustments(adjustments_to_add, method)
self.assertEqual(adjusted_array.adjustments, expected_output)
def load_adjusted_array(self, domain, columns, dates, sids, mask):
date_indexer = np.searchsorted(self.dates, dates)
assets_indexer = np.searchsorted(self.assets, sids)
# Boolean arrays with True on matched entries
good_dates = (date_indexer != -1)
good_assets = (assets_indexer != -1)
mask = (good_assets & as_column(good_dates)) & mask
out = {}
with pd.HDFStore(self.data_path) as store:
for column in columns:
try:
data = store["/data/" + column.name].values
data = data[np.ix_(date_indexer, assets_indexer)]
data[~mask] = column.missing_value
except KeyError:
raise ValueError("Couldn't find loader for %s" %
column.name)
out[column] = AdjustedArray(
# Pull out requested columns/rows from our baseline data.
data=data,
adjustments={},
missing_value=column.missing_value,
)
return out
def test_bollinger_bands(self, window_length, k, mask_sid):
closes = self.closes(mask_sid)
result = self.run_graph(
TermGraph({
'f': BollingerBands(
window_length=window_length,
k=k,
),
}),
initial_workspace={
USEquityPricing.close: AdjustedArray(
closes,
np.full_like(closes, True, dtype=bool),
{},
np.nan,
),
},
mask_sid=mask_sid,
)['f']
expected_upper, expected_middle, expected_lower = self.expected(
window_length,
k,
closes,
)
assert_equal(result.upper, expected_upper)
assert_equal(result.middle, expected_middle)
assert_equal(result.lower, expected_lower)
def test_overwrite_adjustment_cases(self, name, data, lookback,
adjustments, missing_value, expected):
array = AdjustedArray(data, NOMASK, adjustments, missing_value)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
window_iter = array.traverse(lookback)
for yielded, expected_yield in zip_longest(window_iter, expected):
check_arrays(yielded, expected_yield)
def load_adjusted_array(self, domain, columns, dates, sids, mask):
"""
Load data from our stored baseline.
"""
if len(columns) != 1:
raise ValueError(
"Can't load multiple columns with DataFrameLoader")
column = columns[0]
self._validate_input_column(column)
date_indexer = self.dates.get_indexer(dates)
assets_indexer = self.assets.get_indexer(sids)
# Boolean arrays with True on matched entries
good_dates = (date_indexer != -1)
good_assets = (assets_indexer != -1)
data = self.baseline[ix_(date_indexer, assets_indexer)]
mask = (good_assets & as_column(good_dates)) & mask
# Mask out requested columns/rows that didn't match.
data[~mask] = column.missing_value
return {
column:
AdjustedArray(
# Pull out requested columns/rows from our baseline data.
data=data,
adjustments=self.format_adjustments(dates, sids),
missing_value=column.missing_value,
),
}
def test_object1darrayoverwrite(self):
pairs = [u + l for u, l in product(ascii_uppercase, ascii_lowercase)]
categories = pairs + ["~" + c for c in pairs]
baseline = LabelArray(
np.array([["".join((r, c)) for c in "abc"] for r in ascii_uppercase]),
None,
categories,
)
full_expected = baseline.copy()
def flip(cs):
if cs is None:
return None
if cs[0] != "~":
return "~" + cs
return cs
def make_overwrite(fr, lr, fc, lc):
fr, lr, fc, lc = map(ord, (fr, lr, fc, lc))
fr -= ord("A")
lr -= ord("A")
fc -= ord("a")
lc -= ord("a")
return Object1DArrayOverwrite(
fr,
lr,
fc,
lc,
baseline[fr : lr + 1, fc].map(flip),
)
overwrites = {
3: [make_overwrite("A", "B", "a", "a")],
4: [make_overwrite("A", "C", "b", "c")],
5: [make_overwrite("D", "D", "a", "b")],
}
it = AdjustedArray(baseline, overwrites, None).traverse(3)
window = next(it)
expected = full_expected[:3]
check_arrays(window, expected)
window = next(it)
full_expected[0:2, 0] = LabelArray(["~Aa", "~Ba"], None)
expected = full_expected[1:4]
check_arrays(window, expected)
window = next(it)
full_expected[0:3, 1:3] = LabelArray(
[["~Ab", "~Ac"], ["~Bb", "~Bc"], ["~Cb", "~Cb"]], None
)
expected = full_expected[2:5]
check_arrays(window, expected)
window = next(it)
full_expected[3, :2] = "~Da"
expected = full_expected[3:6]
check_arrays(window, expected)
def load_adjusted_array(self, domain, columns, dates, sids, mask):
fields = [c.name for c in columns]
real_sids = [
self.zipline_sids_to_real_sids[zipline_sid] for zipline_sid in sids
]
reindex_like = pd.DataFrame(None, index=dates, columns=real_sids)
reindex_like.index.name = "Date"
securities = get_securities_reindexed_like(reindex_like, fields=fields)
out = {}
for column in columns:
missing_value = MISSING_VALUES_BY_DTYPE[column.dtype]
if column.dtype == datetime64ns_dtype:
# pd.to_datetime handles NaNs in pandas 0.22 while .astype(column.dtype) doesn't
values = securities.loc[column.name].apply(
pd.to_datetime).fillna(missing_value).values
else:
values = securities.loc[column.name].astype(
column.dtype).fillna(missing_value).values
out[column] = AdjustedArray(values,
adjustments={},
missing_value=missing_value)
return out
def test_no_adjustments(
self,
name,
data,
lookback,
adjustments,
missing_value,
perspective_offset,
expected_output,
):
array = AdjustedArray(data, adjustments, missing_value)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
in_out = zip(array.traverse(lookback), expected_output)
for yielded, expected_yield in in_out:
check_arrays(yielded, expected_yield)
def load_adjusted_array(self, columns, dates, assets, mask):
"""
Load data from our stored baseline.
"""
column = self.column
if len(columns) != 1:
raise ValueError(
"Can't load multiple columns with DataFrameLoader")
elif columns[0] != column:
raise ValueError("Can't load unknown column %s" % columns[0])
date_indexer = self.dates.get_indexer(dates)
assets_indexer = self.assets.get_indexer(assets)
# Boolean arrays with True on matched entries
good_dates = (date_indexer != -1)
good_assets = (assets_indexer != -1)
return {
column:
AdjustedArray(
# Pull out requested columns/rows from our baseline data.
data=self.baseline[ix_(date_indexer, assets_indexer)],
# Mask out requested columns/rows that didnt match.
mask=(good_assets & good_dates[:, None]) & mask,
adjustments=self.format_adjustments(dates, assets),
missing_value=column.missing_value,
),
}
def load_adjusted_array(self, domain, columns, dates, sids, mask):
# load_adjusted_array is called with dates on which the user's algo
# will be shown data, which means we need to return the data that would
# be known at the start of each date. We assume that the latest data
# known on day N is the data from day (N - 1), so we shift all query
# dates back by a day.
sessions = domain.all_sessions()
start_date, end_date = shift_dates(
sessions,
dates[0],
dates[-1],
shift=1,
)
colnames = [c.name for c in columns]
raw_arrays = self.raw_price_reader.load_raw_arrays(
colnames,
start_date,
end_date,
sids,
)
adjustments = self.adjustments_reader.load_pricing_adjustments(
colnames,
dates,
sids,
)
out = {}
for c, c_raw, c_adjs in zip(columns, raw_arrays, adjustments):
out[c] = AdjustedArray(
c_raw.astype(c.dtype),
c_adjs,
c.missing_value,
)
return out
def load_adjusted_array(self, columns, dates, assets, mask):
# load_adjusted_array is called with dates on which the user's algo
# will be shown data, which means we need to return the data that would
# be known at the start of each date. We assume that the latest data
# known on day N is the data from day (N - 1), so we shift all query
# dates back by a day.
start_date, end_date = _shift_dates(
self._calendar,
dates[0],
dates[-1],
shift=1,
)
raw_arrays = self.raw_price_loader.load_raw_arrays(
columns,
start_date,
end_date,
assets,
)
adjustments = self.adjustments_loader.load_adjustments(
columns,
dates,
assets,
)
adjusted_arrays = [
AdjustedArray(raw_array, mask, col_adjustments)
for raw_array, col_adjustments in zip(raw_arrays, adjustments)
]
return dict(zip(columns, adjusted_arrays))
def test_bollinger_bands(self, window_length, k, mask_last_sid):
closes = self.closes(mask_last_sid=mask_last_sid)
mask = ~np.isnan(closes)
bbands = BollingerBands(window_length=window_length, k=k)
expected = self.expected_bbands(window_length, k, closes)
self.check_terms(
terms={
'upper': bbands.upper,
'middle': bbands.middle,
'lower': bbands.lower,
},
expected={
'upper': expected[0],
'middle': expected[1],
'lower': expected[2],
},
initial_workspace={
USEquityPricing.close: AdjustedArray(
data=closes,
mask=mask,
adjustments={},
missing_value=np.nan,
),
},
mask=self.build_mask(mask),
)
def load_adjusted_array(self, domain, columns, dates, sids, mask):
fields = [c.name for c in columns]
real_sids = [
self.zipline_sids_to_real_sids[zipline_sid] for zipline_sid in sids
]
reindex_like = pd.DataFrame(None, index=dates, columns=real_sids)
reindex_like.index.name = "Date"
try:
institutions = get_sharadar_institutions_reindexed_like(
reindex_like, fields=fields)
except NoFundamentalData:
institutions = reindex_like
out = {}
for column in columns:
missing_value = MISSING_VALUES_BY_DTYPE[column.dtype]
out[column] = AdjustedArray(institutions.loc[column.name].astype(
column.dtype).fillna(missing_value).values,
adjustments={},
missing_value=missing_value)
return out
def load_adjusted_array(self, domain, columns, dates, sids, mask):
real_sids = [
self.zipline_sids_to_real_sids[zipline_sid] for zipline_sid in sids
]
reindex_like = pd.DataFrame(False, index=dates, columns=real_sids)
reindex_like.index.name = "Date"
try:
in_sp500 = get_sharadar_sp500_reindexed_like(reindex_like)
except NoFundamentalData:
in_sp500 = reindex_like
# This dataset has only one column
column = columns[0]
missing_value = MISSING_VALUES_BY_DTYPE[column.dtype]
return {
column:
AdjustedArray(in_sp500.astype(
column.dtype).fillna(missing_value).values,
adjustments={},
missing_value=missing_value)
}
def test_bad_input(self):
msg = "Mask shape \(2, 3\) != data shape \(5, 5\)"
data = arange(25).reshape(5, 5)
bad_mask = array([[0, 1, 1], [0, 0, 1]], dtype=bool)
with self.assertRaisesRegexp(ValueError, msg):
AdjustedArray(data, bad_mask, {})
def test_object1darrayoverwrite(self):
pairs = [u + l for u, l in product(ascii_uppercase, ascii_lowercase)]
categories = pairs + ['~' + c for c in pairs]
baseline = LabelArray(
array([[''.join((r, c)) for c in 'abc'] for r in ascii_uppercase]),
None,
categories,
)
full_expected = baseline.copy()
def flip(cs):
if cs is None:
return None
if cs[0] != '~':
return '~' + cs
return cs
def make_overwrite(fr, lr, fc, lc):
fr, lr, fc, lc = map(ord, (fr, lr, fc, lc))
fr -= ord('A')
lr -= ord('A')
fc -= ord('a')
lc -= ord('a')
return Object1DArrayOverwrite(
fr,
lr,
fc,
lc,
baseline[fr:lr + 1, fc].map(flip),
)
overwrites = {
3: [make_overwrite('A', 'B', 'a', 'a')],
4: [make_overwrite('A', 'C', 'b', 'c')],
5: [make_overwrite('D', 'D', 'a', 'b')],
}
it = AdjustedArray(baseline, overwrites, None).traverse(3)
window = next(it)
expected = full_expected[:3]
check_arrays(window, expected)
window = next(it)
full_expected[0:2, 0] = LabelArray(['~Aa', '~Ba'], None)
expected = full_expected[1:4]
check_arrays(window, expected)
window = next(it)
full_expected[0:3, 1:3] = LabelArray(
[['~Ab', '~Ac'], ['~Bb', '~Bc'], ['~Cb', '~Cb']], None)
expected = full_expected[2:5]
check_arrays(window, expected)
window = next(it)
full_expected[3, :2] = '~Da'
expected = full_expected[3:6]
check_arrays(window, expected)
def test_multiplicative_adjustments(self, name, data, lookback,
adjustments, expected):
array = AdjustedArray(data, NOMASK, adjustments)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
window_iter = array.traverse(lookback)
for yielded, expected_yield in zip_longest(window_iter, expected):
assert_array_equal(yielded, expected_yield)
def test_overwrite_adjustment_cases(self, name, data, lookback,
adjustments, expected):
array = AdjustedArray(data, NOMASK, adjustments)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
window_iter = array.traverse(lookback)
for yielded, expected_yield in zip_longest(window_iter, expected):
self.assertEqual(yielded.dtype, data.dtype)
assert_array_equal(yielded, expected_yield)
def test_copy(self):
data = arange(5 * 3, dtype='f8').reshape(5, 3)
original_data = data.copy()
adjustments = {2: [Float64Multiply(0, 4, 0, 2, 2.0)]}
adjusted_array = AdjustedArray(data, adjustments, float('nan'))
traverse_copy = adjusted_array.copy()
clean_copy = adjusted_array.copy()
a_it = adjusted_array.traverse(2, copy=False)
b_it = traverse_copy.traverse(2, copy=False)
for a, b in zip(a_it, b_it):
assert_equal(a, b)
with self.assertRaises(ValueError) as e:
adjusted_array.copy()
assert_equal(
str(e.exception),
'cannot copy invalidated AdjustedArray',
)
# the clean copy should have the original data even though the
# original adjusted array has it's data mutated in place
assert_equal(clean_copy.data, original_data)
assert_equal(adjusted_array.data, original_data * 2)
def test_traverse_invalidating(self):
data = arange(5 * 3, dtype='f8').reshape(5, 3)
original_data = data.copy()
adjustments = {2: [Float64Multiply(0, 4, 0, 2, 2.0)]}
adjusted_array = AdjustedArray(data, adjustments, float('nan'))
for _ in adjusted_array.traverse(1, copy=False):
pass
assert_equal(data, original_data * 2)
with self.assertRaises(ValueError) as e:
adjusted_array.traverse(1)
assert_equal(
str(e.exception),
'cannot traverse invalidated AdjustedArray',
)
def test_update_adjustments(self,
initial_adjustments,
adjustments_to_add,
expected_adjustments_with_append,
expected_adjustments_with_prepend):
methods = ['append', 'prepend']
expected_outputs = [
expected_adjustments_with_append, expected_adjustments_with_prepend
]
for method, expected_output in zip(methods, expected_outputs):
data = arange(30, dtype=float).reshape(6, 5)
adjusted_array = AdjustedArray(
data, initial_adjustments, float('nan')
)
adjusted_array.update_adjustments(adjustments_to_add, method)
self.assertEqual(adjusted_array.adjustments, expected_output)
def test_overwrite_adjustment_cases(
self,
name,
baseline,
lookback,
adjustments,
missing_value,
perspective_offset,
expected,
):
array = AdjustedArray(baseline, adjustments, missing_value)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
window_iter = array.traverse(
lookback,
perspective_offset=perspective_offset,
)
for yielded, expected_yield in zip_longest(window_iter, expected):
check_arrays(yielded, expected_yield)
def test_update_adjustments(
self,
initial_adjustments,
adjustments_to_add,
expected_adjustments_with_append,
expected_adjustments_with_prepend,
):
methods = ["append", "prepend"]
expected_outputs = [
expected_adjustments_with_append,
expected_adjustments_with_prepend,
]
for method, expected_output in zip(methods, expected_outputs):
data = np.arange(30, dtype=float).reshape(6, 5)
adjusted_array = AdjustedArray(data, initial_adjustments, float("nan"))
adjusted_array.update_adjustments(adjustments_to_add, method)
assert adjusted_array.adjustments == expected_output
def test_invalid_lookback(self):
data = arange(30, dtype=float).reshape(6, 5)
adj_array = AdjustedArray(data, {}, float('nan'))
with self.assertRaises(WindowLengthTooLong):
adj_array.traverse(7)
with self.assertRaises(WindowLengthNotPositive):
adj_array.traverse(0)
with self.assertRaises(WindowLengthNotPositive):
adj_array.traverse(-1)
def test_update_labels(self):
data = np.array(
[
["aaa", "bbb", "ccc"],
["ddd", "eee", "fff"],
["ggg", "hhh", "iii"],
["jjj", "kkk", "lll"],
["mmm", "nnn", "ooo"],
]
)
label_array = LabelArray(data, missing_value="")
adj_array = AdjustedArray(
data=label_array,
adjustments={4: [ObjectOverwrite(2, 3, 0, 0, "ppp")]},
missing_value="",
)
expected_data = np.array(
[
["aaa-foo", "bbb-foo", "ccc-foo"],
["ddd-foo", "eee-foo", "fff-foo"],
["ggg-foo", "hhh-foo", "iii-foo"],
["jjj-foo", "kkk-foo", "lll-foo"],
["mmm-foo", "nnn-foo", "ooo-foo"],
]
)
expected_label_array = LabelArray(expected_data, missing_value="")
expected_adj_array = AdjustedArray(
data=expected_label_array,
adjustments={4: [ObjectOverwrite(2, 3, 0, 0, "ppp-foo")]},
missing_value="",
)
adj_array.update_labels(lambda x: x + "-foo")
# Check that the mapped AdjustedArray has the expected baseline
# values and adjustment values.
check_arrays(adj_array.data, expected_adj_array.data)
assert adj_array.adjustments == expected_adj_array.adjustments
def test_multiplicative_adjustments(self, name, data, lookback,
adjustments, missing_value,
perspective_offset, expected):
array = AdjustedArray(data, NOMASK, adjustments, missing_value)
for _ in range(2): # Iterate 2x ensure adjusted_arrays are re-usable.
window_iter = array.traverse(
lookback,
perspective_offset=perspective_offset,
)
for yielded, expected_yield in zip_longest(window_iter, expected):
check_arrays(yielded, expected_yield)
def test_update_labels(self):
data = array([
['aaa', 'bbb', 'ccc'],
['ddd', 'eee', 'fff'],
['ggg', 'hhh', 'iii'],
['jjj', 'kkk', 'lll'],
['mmm', 'nnn', 'ooo'],
])
label_array = LabelArray(data, missing_value='')
adj_array = AdjustedArray(
data=label_array,
adjustments={4: [ObjectOverwrite(2, 3, 0, 0, 'ppp')]},
missing_value='',
)
expected_data = array([
['aaa-foo', 'bbb-foo', 'ccc-foo'],
['ddd-foo', 'eee-foo', 'fff-foo'],
['ggg-foo', 'hhh-foo', 'iii-foo'],
['jjj-foo', 'kkk-foo', 'lll-foo'],
['mmm-foo', 'nnn-foo', 'ooo-foo'],
])
expected_label_array = LabelArray(expected_data, missing_value='')
expected_adj_array = AdjustedArray(
data=expected_label_array,
adjustments={4: [ObjectOverwrite(2, 3, 0, 0, 'ppp-foo')]},
missing_value='',
)
adj_array.update_labels(lambda x: x + '-foo')
# Check that the mapped AdjustedArray has the expected baseline
# values and adjustment values.
check_arrays(adj_array.data, expected_adj_array.data)
self.assertEqual(adj_array.adjustments, expected_adj_array.adjustments)
def test_invalid_lookback(self):
data = arange(30, dtype=float).reshape(6, 5)
adj_array = AdjustedArray(data, NOMASK, {}, float('nan'))
with self.assertRaises(WindowLengthTooLong):
adj_array.traverse(7)
with self.assertRaises(WindowLengthNotPositive):
adj_array.traverse(0)
with self.assertRaises(WindowLengthNotPositive):
adj_array.traverse(-1)