def test_resample_to_quarterly(self):
for month in MONTHS:
ts = simple_period_range_series('1990',
'1992',
freq='A-%s' % month)
quar_ts = ts.resample('Q-%s' % month).ffill()
stamps = ts.to_timestamp('D', how='start')
qdates = period_range(ts.index[0].asfreq('D', 'start'),
ts.index[-1].asfreq('D', 'end'),
freq='Q-%s' % month)
expected = stamps.reindex(qdates.to_timestamp('D', 's'),
method='ffill')
expected.index = qdates
assert_series_equal(quar_ts, expected)
# conforms, but different month
ts = simple_period_range_series('1990', '1992', freq='A-JUN')
for how in ['start', 'end']:
result = ts.resample('Q-MAR', convention=how).ffill()
expected = ts.asfreq('Q-MAR', how=how)
expected = expected.reindex(result.index, method='ffill')
# .to_timestamp('D')
# expected = expected.resample('Q-MAR').ffill()
assert_series_equal(result, expected)
def test_upsample_daily_business_daily(self):
ts = simple_period_range_series('1/1/2000', '2/1/2000', freq='B')
result = ts.resample('D').asfreq()
expected = ts.asfreq('D').reindex(period_range('1/3/2000', '2/1/2000'))
assert_series_equal(result, expected)
ts = simple_period_range_series('1/1/2000', '2/1/2000')
result = ts.resample('H', convention='s').asfreq()
exp_rng = period_range('1/1/2000', '2/1/2000 23:00', freq='H')
expected = ts.asfreq('H', how='s').reindex(exp_rng)
assert_series_equal(result, expected)
def test_weekly_upsample(self, day, target, convention):
freq = 'W-{day}'.format(day=day)
ts = simple_period_range_series('1/1/1990', '12/31/1995', freq=freq)
result = ts.resample(target, convention=convention).ffill()
expected = result.to_timestamp(target, how=convention)
expected = expected.asfreq(target, 'ffill').to_period()
assert_series_equal(result, expected)
def test_quarterly_upsample(self, month, target, convention):
freq = 'Q-{month}'.format(month=month)
ts = simple_period_range_series('1/1/1990', '12/31/1995', freq=freq)
result = ts.resample(target, convention=convention).ffill()
expected = result.to_timestamp(target, how=convention)
expected = expected.asfreq(target, 'ffill').to_period()
assert_series_equal(result, expected)
def test_not_subperiod(self):
# These are incompatible period rules for resampling
ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='w-wed')
pytest.raises(ValueError, lambda: ts.resample('a-dec').mean())
pytest.raises(ValueError, lambda: ts.resample('q-mar').mean())
pytest.raises(ValueError, lambda: ts.resample('M').mean())
pytest.raises(ValueError, lambda: ts.resample('w-thu').mean())
def test_basic_upsample(self, freq):
ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='M')
result = ts.resample('a-dec').mean()
resampled = result.resample(freq, convention='end').ffill()
expected = result.to_timestamp(freq, how='end')
expected = expected.asfreq(freq, 'ffill').to_period(freq)
assert_series_equal(resampled, expected)
def _check_annual_upsample_cases(self, targ, conv, meth, end='12/31/1991'):
for month in MONTHS:
ts = simple_period_range_series('1/1/1990',
end,
freq='A-%s' % month)
result = getattr(ts.resample(targ, convention=conv), meth)()
expected = result.to_timestamp(targ, how=conv)
expected = expected.asfreq(targ, meth).to_period()
assert_series_equal(result, expected)
def test_basic_downsample(self):
ts = simple_period_range_series('1/1/1990', '6/30/1995', freq='M')
result = ts.resample('a-dec').mean()
expected = ts.groupby(ts.index.year).mean()
expected.index = period_range('1/1/1990', '6/30/1995', freq='a-dec')
assert_series_equal(result, expected)
# this is ok
assert_series_equal(ts.resample('a-dec').mean(), result)
assert_series_equal(ts.resample('a').mean(), result)
def test_annual_upsample(self):
ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='A-DEC')
df = DataFrame({'a': ts})
rdf = df.resample('D').ffill()
exp = df['a'].resample('D').ffill()
assert_series_equal(rdf['a'], exp)
rng = period_range('2000', '2003', freq='A-DEC')
ts = Series([1, 2, 3, 4], index=rng)
result = ts.resample('M').ffill()
ex_index = period_range('2000-01', '2003-12', freq='M')
expected = ts.asfreq('M', how='start').reindex(ex_index,
method='ffill')
assert_series_equal(result, expected)
def test_resample_to_timestamps(self):
ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='M')
result = ts.resample('A-DEC', kind='timestamp').mean()
expected = ts.to_timestamp(how='start').resample('A-DEC').mean()
assert_series_equal(result, expected)
def test_monthly_upsample(self, target, convention):
ts = simple_period_range_series('1/1/1990', '12/31/1995', freq='M')
result = ts.resample(target, convention=convention).ffill()
expected = result.to_timestamp(target, how=convention)
expected = expected.asfreq(target, 'ffill').to_period()
assert_series_equal(result, expected)