def test_convyearly_period_end(self):
"""
This function tests converting timeseries to yearly data that have
ending period data.
"""
ts = self.ts_ord.clone()
# conv_yearly with defaults
ts1 = convert(ts, new_freq=FREQ_Y)
self.assertEqual(ts1.frequency, FREQ_Y)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_yearly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_Y, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_yearly with include_partial=False
ts1 = convert(ts, new_freq=FREQ_Y, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2017, 12, 29).toordinal())
def test_convhours_period_end(self):
"""
This function tests conversion to hours.
Currently there is a problem with this. At the moment a design
decision needs to be made on how to handle end-of-period conversions.
"""
ts = self.ts_seconds.clone()
ts.end_of_period = False
ts1 = convert(ts, new_freq=FREQ_H)
ts = self.ts_seconds.clone()
ts.end_of_period = True
ts1 = convert(ts, new_freq=FREQ_H)
self.assertEqual(ts1.dseries[0],
datetime(2016, 1, 1, 0, 0, 0).timestamp())
self.assertEqual(ts1.dseries[1],
datetime(2016, 1, 1, 1, 0, 0).timestamp())
self.assertEqual(ts1.dseries[2],
datetime(2016, 1, 1, 2, 0, 0).timestamp())
self.assertEqual(ts1.dseries[3],
datetime(2016, 1, 1, 3, 0, 0).timestamp())
self.assertEqual(ts1.dseries[4],
datetime(2016, 1, 1, 4, 0, 0).timestamp())
self.assertEqual(ts1.dseries[5],
datetime(2016, 1, 1, 5, 0, 0).timestamp())
def test_conv_days(self):
"""
This function converts timestamp data to a daily frequency with
ordinal dates.
Currently, there is a problem with this.
"""
ts = self.ts_seconds.clone()
ts.end_of_period = False
ts1 = convert(ts, new_freq=FREQ_D)
self.assertEqual(ts1.dseries[0],
datetime(2016, 1, 1, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[1],
datetime(2016, 1, 2, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[2],
datetime(2016, 1, 3, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[3],
datetime(2016, 1, 4, 0, 0, 0).toordinal())
ts = self.ts_seconds.clone()
ts.end_of_period = True
ts1 = convert(ts, new_freq=FREQ_D)
self.assertEqual(ts1.dseries[0],
datetime(2016, 1, 1, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[1],
datetime(2016, 1, 2, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[2],
datetime(2016, 1, 3, 0, 0, 0).toordinal())
self.assertEqual(ts1.dseries[3],
datetime(2016, 1, 4, 0, 0, 0).toordinal())
def test_convminutes_period_start(self):
"""
This function tests converting timeseries to minute data that have
starting period data.
"""
ts = self.ts_seconds.clone()
ts.end_of_period = False
ts1 = convert(ts, new_freq=FREQ_MIN)
self.assertEqual(ts1.dseries[0],
datetime(2016, 1, 1, 0, 0, 0).timestamp())
self.assertEqual(ts1.dseries[1],
datetime(2016, 1, 1, 0, 1, 0).timestamp())
self.assertEqual(ts1.dseries[2],
datetime(2016, 1, 1, 0, 2, 0).timestamp())
self.assertEqual(ts1.dseries[3],
datetime(2016, 1, 1, 0, 3, 0).timestamp())
def test_convminutes_period_end(self):
"""
This function tests converting timeseries to minute data that have
ending period data.
Needs design decision.
"""
ts = self.ts_seconds.clone()
ts1 = convert(ts, new_freq=FREQ_MIN)
self.assertEqual(ts1.dseries[0],
datetime(2016, 1, 1, 0, 0, 59).timestamp())
self.assertEqual(ts1.dseries[1],
datetime(2016, 1, 1, 0, 1, 59).timestamp())
self.assertEqual(ts1.dseries[2],
datetime(2016, 1, 1, 0, 2, 59).timestamp())
self.assertEqual(ts1.dseries[3],
datetime(2016, 1, 1, 0, 3, 59).timestamp())
self.assertEqual(ts1.dseries[4],
datetime(2016, 1, 1, 0, 4, 59).timestamp())
self.assertEqual(ts1.dseries[5],
datetime(2016, 1, 1, 0, 5, 59).timestamp())
def test_convweekly_period_start(self):
""" Test timeseries conversion to weekly with start-of-period data. """
ts = self.ts_ord.clone()
ts.end_of_period = False
# conv_weekly with defaults
ts1 = convert(ts, new_freq=FREQ_W)
self.assertEqual(ts1.frequency, FREQ_W)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 4).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 11).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 18).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 25).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 8).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 8).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_weekly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_W, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 4).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 11).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 18).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 25).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 8).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 8).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
ts1 = convert(ts, new_freq=FREQ_W, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 4).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 11).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 18).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 25).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 8).toordinal())
# ending values
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
ts1 = convert(ts, new_freq=FREQ_W, weekday=2)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 7).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 14).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 21).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 28).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 2, 4).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 11).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 11).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# test lower frequency data
self.assertRaises(
ValueError,
convert,
convert(self.ts_ord, new_freq=FREQ_Y),
new_freq=FREQ_W,
)
def test_convquarterly_period_end(self):
"""
This function tests converting timeseries to quarterly data that have
ending period data.
"""
ts = self.ts_ord.clone()
ts1 = convert(ts, new_freq=FREQ_Q)
self.assertEqual(ts1.frequency, FREQ_Q)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 6, 30).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 9, 30).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 3, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_quarterly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_Q, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 6, 30).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 9, 30).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 3, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_quarterly with include_partial=False
ts1 = convert(ts, new_freq=FREQ_Q, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 6, 30).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 9, 30).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 12, 30).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 3, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-1], datetime(2017, 12, 29).toordinal())
# resolve design decision
# ts1 = convert(
# convert(ts, new_freq=FREQ_M, include_partial=False),
# new_freq=FREQ_Q,
# include_partial=False)
# self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
# self.assertEqual(ts1.dseries[1], datetime(2016, 3, 31).toordinal())
# self.assertEqual(ts1.dseries[2], datetime(2016, 6, 30).toordinal())
# self.assertEqual(ts1.dseries[3], datetime(2016, 9, 30).toordinal())
# self.assertEqual(ts1.dseries[4], datetime(2016, 12, 30).toordinal())
# self.assertEqual(ts1.dseries[5], datetime(2017, 3, 31).toordinal())
# self.assertEqual(ts1.dseries[6], datetime(2017, 6, 30).toordinal())
# ending values
# self.assertEqual(ts1.dseries[-1], datetime(2017, 12, 29).toordinal())
# test lower frequency data
# test lower frequency data
self.assertRaises(
ValueError,
convert,
convert(self.ts_ord, new_freq=FREQ_Y),
new_freq=FREQ_Q,
)
def test_convquarterly_period_start(self):
"""
This function tests converting timeseries to quarterly data that have
starting period data.
"""
# conv_quarterly(ts, new_freq):
ts = self.ts_ord.clone()
ts.end_of_period = False
# conv_quarterly with defaults
ts1 = convert(ts, new_freq=FREQ_Q)
self.assertEqual(ts1.frequency, FREQ_Q)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 7, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 10, 3).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2017, 1, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 4, 3).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 7, 3).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 1).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_quarterly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_Q, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 7, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 10, 3).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2017, 1, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 4, 3).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 7, 3).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 1).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_quarterly with include_partial=False
ts1 = convert(ts, new_freq=FREQ_Q, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 7, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 10, 3).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2017, 1, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2017, 4, 3).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2017, 7, 3).toordinal())
# ending values
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 1).toordinal())
# unresolved design decision
# with monthly data
# ts1 = convert(
# convert(ts, new_freq=FREQ_M, include_partial=False),
# new_freq=FREQ_Q,
# include_partial=False)
# self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
# self.assertEqual(ts1.dseries[1], datetime(2016, 4, 1).toordinal())
# self.assertEqual(ts1.dseries[2], datetime(2016, 7, 1).toordinal())
# self.assertEqual(ts1.dseries[3], datetime(2016, 10, 3).toordinal())
# self.assertEqual(ts1.dseries[4], datetime(2017, 1, 2).toordinal())
# self.assertEqual(ts1.dseries[5], datetime(2017, 4, 3).toordinal())
# self.assertEqual(ts1.dseries[6], datetime(2017, 7, 3).toordinal())
# ending values
# self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 1).toordinal())
# test lower frequency data
self.assertRaises(
ValueError,
convert,
convert(self.ts_ord, new_freq=FREQ_Y),
new_freq=FREQ_Q,
)
def test_convmonthly_period_end(self):
"""
This function tests converting timeseries to monthly data that have
ending period data.
"""
ts = self.ts_ord.clone()
# daily_monthly with defaults
ts1 = convert(ts, new_freq=FREQ_M)
self.assertEqual(ts1.frequency, FREQ_M)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 2, 29).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 4, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 5, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_monthly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_M, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 2, 29).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 4, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 5, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2017, 12, 29).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_monthly with include_partial=False
ts1 = convert(ts, new_freq=FREQ_M, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2015, 12, 31).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 2, 29).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 3, 31).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 4, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 5, 31).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 6, 30).toordinal())
# ending values
self.assertEqual(ts1.dseries[-1], datetime(2017, 12, 29).toordinal())
# test lower frequency data
self.assertRaises(
ValueError,
convert,
convert(self.ts_ord, new_freq=FREQ_Y),
new_freq=FREQ_M,
)
def test_convweekly_period_end(self):
"""
Test timeseries conversion to weekly with end-of-period data.
"""
ts = self.ts_ord.clone()
# conv_weekly with defaults
ts1 = convert(ts, new_freq=FREQ_W)
self.assertEqual(ts1.frequency, FREQ_W)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 8).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 15).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 22).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 5).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 12).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_weekly with include_partial=True
ts1 = convert(ts, new_freq=FREQ_W, include_partial=True)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 8).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 15).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 22).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 5).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 12).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# conv_weekly with include_partial=False
ts1 = convert(ts, new_freq=FREQ_W, include_partial=False)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 8).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 15).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 22).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 1, 29).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 5).toordinal())
# ending values
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 12).toordinal())
# conv_weekly with weekday=2
ts1 = convert(ts, new_freq=FREQ_W, weekday=2)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 6).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 1, 13).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 1, 20).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 1, 27).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 2, 3).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 2, 10).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 10).toordinal())
self.assertEqual(ts1.dseries[-1], datetime(2018, 1, 15).toordinal())
# test lower frequency data
self.assertRaises(
ValueError,
convert,
convert(self.ts_ord, new_freq=FREQ_Y),
new_freq=FREQ_W,
)