def test_on2d(self):
"Tests getitem on a 2D series"
(a,b,d) = ([1,2,3],[3,2,1], date_array(thisday('M'),length=3))
ser_x = time_series(N.column_stack((a,b)), dates=d)
assert_equal(ser_x[0,0], time_series(a[0],d[0]))
assert_equal(ser_x[0,:], time_series([(a[0],b[0])], d[0]))
assert_equal(ser_x[:,0], time_series(a, d))
assert_equal(ser_x[:,:], ser_x)
def _test_db_attribs(self):
"test setting and retrieving database attributes"
self.db.set_db_desc(_desc)
self.db.set_db_doc(_doc)
created = self.db.db_created()
modified = self.db.db_modified()
desc = self.db.db_desc()
doc = self.db.db_doc()
assert(abs(ts.thisday('s') - created) < 100)
assert(abs(ts.thisday('s') - modified) < 100)
assert_equal(desc, _desc)
assert_equal(doc, _doc)
assert(self.db.db_is_open())
self.db.close()
assert(not self.db.db_is_open())
self.db = fame.FameDb("testdb.db",'s')
def test_ontimeseries(self):
data = time_series(self.maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
m = N.zeros(len(data), N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
def tests_onmultitimeseries(self):
maskeddata = MaskedArray(N.random.random(75).reshape(25,3))
maskeddata[10] = masked
data = time_series(maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_almost_equal(ravg[18].squeeze(), data[18-k:18+k+1].mean(0))
m = N.zeros(data.shape, N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
def _test_obj_attribs(self):
"test getting and setting object attributes"
assert_equal(self.db.obj_freq("$freq_b"), data['freqs']['b'].freq)
assert_equal(self.db.obj_start_date("$freq_b"),
data['freqs']['b'].start_date)
assert_equal(self.db.obj_end_date("$freq_b"),
data['freqs']['b'].end_date)
created = self.db.obj_created("$freq_b")
modified = self.db.obj_modified("$freq_b")
assert(abs(ts.thisday('s') - created) < 100)
assert(abs(ts.thisday('s') - modified) < 100)
self.db.set_obj_desc("$freq_b", _desc)
self.db.set_obj_doc("$freq_b", _doc)
desc = self.db.obj_desc("$freq_b")
doc = self.db.obj_doc("$freq_b")
assert_equal(desc, _desc)
assert_equal(doc, _doc)
self.db.set_obj_basis("$freq_b", const.HBSDAY)
assert_equal(self.db.obj_basis("$freq_b"), const.HBSDAY)
self.db.set_obj_basis("$freq_b", const.HBSBUS)
assert_equal(self.db.obj_basis("$freq_b"), const.HBSBUS)
self.db.set_obj_observed("$freq_b", "END")
assert_equal(self.db.obj_observed("$freq_b"), "ENDING")
self.db.set_obj_observed("$freq_b", "MAX")
assert_equal(self.db.obj_observed("$freq_b"), "MAXIMUM")
self.db.set_obj_observed("$freq_b", "AVERAGE")
assert_equal(self.db.obj_observed("$freq_b"), "AVERAGED")
def test_ontimeseries(self):
data = time_series(self.maskeddata, start_date=thisday('D'))
for Mfunc, Nfunc in self.func_pairs:
for k in [3,4,5]:
result = Mfunc(data, k)
assert(isinstance(result, MaskedArray))
for x in range(len(data)-k+1):
if result[x+k-1] is not TS.tsmasked:
assert_almost_equal(
N.asarray(result[x+k-1]),
N.asarray(Nfunc(data[x:x+k])))
result_mask = N.array([1]*(k-1)+[0]*(len(data)-k+1))
result_mask[10:10+k] = 1
assert_equal(result._mask, result_mask)
assert_equal(result._dates, data._dates)
def test_pickling(self):
"Tests pickling/unpickling"
(series, data, dates) = self.d
import cPickle
series_pickled = cPickle.loads(series.dumps())
assert_equal(series_pickled._dates, series._dates)
assert_equal(series_pickled._data, series._data)
assert_equal(series_pickled._mask, series._mask)
#
data = masked_array(N.matrix(range(10)).T, mask=[1,0,0,0,0]*2)
dates = date_array(start_date=thisday('D'), length=10)
series = time_series(data,dates=dates)
series_pickled = cPickle.loads(series.dumps())
assert_equal(series_pickled._dates, series._dates)
assert_equal(series_pickled._data, series._data)
assert_equal(series_pickled._mask, series._mask)
assert(isinstance(series_pickled._data, N.matrix))
def _test_initialize_obj_and_post(self):
"""test initializing an object and posting of database"""
self.db.initialize_obj("$postobj", ts.thisday('B'))
exist_script = "from timeseries.io import fame;"
exist_script += "db = fame.FameDb('testdb.db', 'r');"
exist_script += "print db.obj_exists('$postobj');"
proc = os.popen('python -c "'+exist_script+'"')
exists = proc.readlines()[0].strip('\n')
proc.close()
assert_equal(exists, "False")
self.db.post()
proc = os.popen('python -c "'+exist_script+'"')
exists = proc.readlines()[0].strip('\n')
proc.close()
assert_equal(exists, "True")
def test_onnd(self):
"Tests getitem on a nD series"
hodie = thisday('D')
# Case 1D
series = time_series(N.arange(5), mask=[1,0,0,0,0], start_date=hodie)
assert_equal(series[0], 0)
# Case 1D + mask
series = time_series(N.arange(5), mask=[1,0,0,0,0], start_date=hodie)
assert series[0] is tsmasked
# Case 2D
series = time_series(N.arange(10).reshape(5,2), start_date=hodie)
assert_equal(len(series), 5)
assert_equal(series[0], [[0,1]])
assert_equal(series[0]._dates[0], (hodie))
assert_equal(series[:,0], [0,2,4,6,8])
assert_equal(series[:,0]._dates, series._dates)
# Case 2D + mask
series = time_series(N.arange(10).reshape(5,2), start_date=hodie,
mask=[[1,1],[0,0],[0,0],[0,0],[0,0]])
assert_equal(len(series), 5)
assert_equal(series[0], [[0,1]])
assert_equal(series[0]._mask, [[1,1]])
assert_equal(series[0]._dates[0], (hodie))
assert_equal(series[:,0]._data, [0,2,4,6,8])
assert_equal(series[:,0]._mask, [1,0,0,0,0])
assert_equal(series[:,0]._dates, series._dates)
# Case 3D
series = time_series(N.arange(30).reshape(5,3,2), start_date=hodie)
x = series[0]
assert_equal(len(series), 5)
assert_equal(series[0], [[[0,1],[2,3],[4,5]]])
assert_equal(series[0]._dates[0], (hodie))
assert_equal(series[:,0], series._data[:,0])
assert_equal(series[:,0]._dates, series._dates)
x = series[:,:,0]
assert_equal(series[:,:,0], series._data[:,:,0])
assert_equal(series[:,:,0]._dates, series._dates)
