Пример #1
0
    def _get_predict_end(self, end):
        """
        See _get_predict_start for more information. Subclasses do not
        need to define anything for this.
        """

        out_of_sample = 0  # will be overwritten if needed
        if end is None:
            end = len(self.endog) - 1

        dates = self._data.dates
        if isinstance(end, str):
            if dates is None:
                raise ValueError("Got a string for end and dates is None")
            try:
                dtend = self._str_to_date(end)
                self._data.predict_end = dtend
                end = dates.indexMap[dtend]
            except ImportError, err:  # make sure timeseries isn't the prob
                raise ImportError(err)
            except KeyError, err:  # end is greater than dates[-1]...probably
                if dtend > self._data.dates[-1]:
                    end = len(self.endog) - 1
                    freq = self._data.freq
                    out_of_sample = datetools._idx_from_dates(
                        dates[-1], dtend, freq)
                else:
                    raise err
Пример #2
0
    def _get_predict_end(self, end):
        """
        See _get_predict_start for more information. Subclasses do not
        need to define anything for this.
        """

        out_of_sample = 0 # will be overwritten if needed
        if end is None:
            end = len(self.endog) - 1

        dates = self._data.dates
        if isinstance(end, str):
            if dates is None:
                raise ValueError("Got a string for end and dates is None")
            try:
                dtend = self._str_to_date(end)
                self._data.predict_end = dtend
                end = dates.indexMap[dtend]
            except ImportError, err: # make sure timeseries isn't the prob
                raise ImportError(err)
            except KeyError, err: # end is greater than dates[-1]...probably
                if dtend > self._data.dates[-1]:
                    end = len(self.endog) - 1
                    freq = self._data.freq
                    out_of_sample = datetools._idx_from_dates(dates[-1], dtend,
                                            freq)
                else:
                    raise err
Пример #3
0
def test_idx_from_date():
    d1 = datetime(2008, 12, 31)
    idx = 15
    npt.assert_equal(_idx_from_dates(d1, datetime(2012, 9, 30), 'Q'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2023, 12, 31), 'A'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2009, 1, 21), 'B'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2009, 1, 15), 'D'), idx)
    # move d1 and d2 forward to end of week
    npt.assert_equal(_idx_from_dates(datetime(2009, 1, 4),
                      datetime(2009, 4, 17), 'W'), idx-1)
    npt.assert_equal(_idx_from_dates(d1, datetime(2010, 3, 31), 'M'), idx)
Пример #4
0
def test_idx_from_date():
    d1 = datetime(2008, 12, 31)
    idx = 15
    npt.assert_equal(_idx_from_dates(d1, datetime(2012, 9, 30), 'Q'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2023, 12, 31), 'A'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2009, 1, 21), 'B'), idx)
    npt.assert_equal(_idx_from_dates(d1, datetime(2009, 1, 15), 'D'), idx)
    # move d1 and d2 forward to end of week
    npt.assert_equal(
        _idx_from_dates(datetime(2009, 1, 4), datetime(2009, 4, 17), 'W'),
        idx - 1)
    npt.assert_equal(_idx_from_dates(d1, datetime(2010, 3, 31), 'M'), idx)