def test_tssdict_min_date(self):
"""Tests min date """
# First add a timeseries that is earlier than the others
tmp_ts0 = Timeseries()
tmp_ts0.key = "First"
tmp_ts0.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts0.tseries = np.arange(10)
tmp_ts0.make_arrays()
self.tssdict[tmp_ts0.key] = tmp_ts0
self.assertTupleEqual(
self.tssdict.min_date(), (date(2014, 12, 22), "First")
)
tmp_nodata = Timeseries()
tmp_nodata.key = "nothing"
tssdict = TssDict()
tssdict[tmp_nodata.key] = tmp_nodata
self.assertTupleEqual(tssdict.min_date(), (None, "nothing"))
tssdict = TssDict()
# none timeseries list
tssdict["test"] = [
date(2014, 12, 31) + timedelta(days=i) for i in range(10)
]
tssdict["test1"] = [
date(2013, 12, 31) + timedelta(days=i) for i in range(10)
]
self.assertRaises(ValueError, tssdict.min_date)
def setUp(self):
# sample timeseries
self.ts_ord = Timeseries()
start_date = datetime(2015, 12, 31)
# sloppily ends slightly more than two years
end_date = datetime(2018, 1, 15)
# set up two years of data with weekends skipped
date = start_date
self.ts_ord.dseries = []
while date <= end_date:
if date.weekday() not in [5, 6]:
self.ts_ord.dseries.append(date.toordinal())
date += timedelta(days=1)
self.ts_ord.tseries = np.arange(len(self.ts_ord.dseries))
self.ts_ord.make_arrays()
# timestamp based timeseries
self.ts_seconds = Timeseries(frequency="sec")
start_date = datetime(2016, 1, 1, 0, 0)
end_date = datetime(2016, 1, 4, 0, 0)
length = (end_date - start_date).total_seconds()
self.ts_seconds.dseries = start_date.timestamp() + np.arange(length)
self.ts_seconds.tseries = np.arange(length)
self.ts_seconds.make_arrays()
def test_timeseries_from_json(self):
"""
Tests loading a json formatted string to a timeseries object.
"""
# NOTE: from_json: only one example tested
json_test = """
{
"data": [
["2015-12-31", [0.0, 1.0]],
["2016-01-01", [2.0, 3.0]],
["2016-01-02", [4.0, 5.0]],
["2016-01-03", [6.0, 7.0]],
["2016-01-04", [8.0, 9.0]]
],
"header": {
"key": "test_key",
"columns": ["test"],
"frequency": "d",
"end_of_period": true
}
}
"""
ts_tmp = Timeseries()
ts_tmp.from_json(json_test)
# header
self.assertEqual(ts_tmp.key, "test_key")
self.assertListEqual(ts_tmp.columns, ["test"])
self.assertEqual(ts_tmp.frequency, "d")
self.assertTrue(ts_tmp.end_of_period)
# dseries
self.assertListEqual(
ts_tmp.date_string_series(),
[
"2015-12-31",
"2016-01-01",
"2016-01-02",
"2016-01-03",
"2016-01-04",
],
)
self.assertListEqual(
ts_tmp.tseries.tolist(),
[
[0.0, 1.0],
[2.0, 3.0],
[4.0, 5.0],
[6.0, 7.0],
[8.0, 9.0],
],
)
def test_timeseries_start_date(self):
"""Tests start date regardless of date sorts and types."""
# get as ordinal
self.assertEqual(self.ts.dseries[0], self.ts.start_date())
# reverse - now new to old
self.ts.reverse()
self.assertEqual(self.ts.dseries[-1], self.ts.start_date())
# get as datetime from ordinal
self.assertEqual(date(2015, 12, 31), self.ts.start_date("datetime"))
# get as timestamp
ts = Timeseries(frequency="sec")
self.assertEqual("timestamp", ts.get_date_series_type())
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
self.assertEqual(ts.dseries[0], ts.start_date())
# reverse - now new to old
ts.reverse()
self.assertEqual(ts.dseries[-1], ts.start_date())
# get as datetime from timestamp
self.assertEqual(date(2015, 12, 31), self.ts.start_date("datetime"))
# string date
self.assertEqual(self.ts.start_date("str"), "2015-12-31")
# bad format
self.assertRaises(ValueError, self.ts.start_date, "bad")
def test_class_init_(self):
"""Test class initialization."""
self.assertEqual(len(self.tssdict), 3)
tmp_ts0 = Timeseries()
tmp_ts1 = Timeseries()
tmp_ts2 = Timeseries()
tmp_ts0.key = "ts0"
tmp_ts1.key = "ts1"
tmp_ts2.key = "ts2"
tssdict = TssDict([tmp_ts0, tmp_ts1, tmp_ts2])
self.assertEqual(len(tssdict), 3)
tssdict = TssDict()
tssdict["ts0"] = tmp_ts0
tssdict["ts1"] = tmp_ts1
tssdict["ts2"] = tmp_ts2
self.assertEqual(len(tssdict), 3)
tssdict = TssDict(
{
tmp_ts0.key: tmp_ts0,
tmp_ts1.key: tmp_ts1,
tmp_ts2.key: tmp_ts2,
}
)
self.assertEqual(len(tssdict), 3)
def setUp(self):
# three timeseries
self.ts = Timeseries()
self.ts.key = "Test Key"
self.ts.columns = ["dog", "cat", "squirrel"]
self.start_date = datetime(2021, 1, 29).toordinal()
self.ts.dseries = self.start_date + np.arange(5)
self.ts.tseries = np.arange(15).reshape((5, 3)) / 10.33
self.ts.make_arrays()
def test_timeseries_series_direction(self):
"""Tests series direction flags."""
# -1 or +1
self.assertEqual(self.ts.series_direction(), 1)
self.ts.reverse()
self.assertEqual(self.ts.series_direction(), -1)
# one row timeseries
ts = Timeseries(dseries=[1], tseries=[1])
self.assertEqual(ts.series_direction(), 0)
def test_timeseries_get_datetime(self):
"""Tests conversion to datetime from ordinal/timestamps"""
tmp_date = self.ts.start_date()
self.assertEqual(date(2015, 12, 31), self.ts.get_datetime(tmp_date))
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
tmp_date = self.ts.start_date()
self.assertEqual(date(2015, 12, 31), self.ts.get_datetime(tmp_date))
def setUp(self):
# three timeseries
self.ts = Timeseries()
self.ts.key = "Test Key"
self.ts.columns = ["F1"]
start_date = datetime(2015, 12, 31).toordinal()
self.ts.dseries = start_date + np.arange(10)
self.ts.tseries = np.arange(10)
self.ts.make_arrays()
# longer timeseries
self.ts_long = Timeseries()
start_date = datetime(2015, 12, 31).toordinal()
self.ts_long.dseries = start_date + np.arange(20)
self.ts_long.tseries = np.arange(20)
self.ts_long.make_arrays()
# shorter timeseries
self.ts_short = Timeseries()
start_date = datetime(2015, 12, 31).toordinal()
self.ts_short.dseries = start_date + np.arange(5)
self.ts_short.tseries = np.arange(5)
self.ts_short.make_arrays()
# timeseries with multiple columns
self.ts_mult = Timeseries()
self.ts_mult.key = "ts_mult_key"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_mult.dseries = start_date + np.arange(5)
self.ts_mult.tseries = np.arange(10).reshape((5, 2))
self.ts_mult.make_arrays()
def test_timeseries_closest_date(self):
"""Tests returning the closest date in the series to the input date."""
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 16) # date falling on a weekend
date3 = datetime(2015, 6, 16) # date prior to start of date series
date4 = datetime(2016, 3, 8) # date after to end of date series
# as datetime and in the series
test_date = ts.closest_date(rowdate=date1, closest=1)
self.assertEqual(test_date, date1.toordinal())
# as ordinal and in the series
test_date = ts.closest_date(rowdate=date1, closest=1)
self.assertEqual(test_date, date1.toordinal())
# as datetime but date not in series
test_date = ts.closest_date(rowdate=date2, closest=1)
self.assertEqual(test_date, datetime(2016, 1, 18).toordinal())
test_date = ts.closest_date(rowdate=date2, closest=-1)
self.assertEqual(test_date, datetime(2016, 1, 15).toordinal())
# as datetime but date not in series, look for earlier date
self.assertRaises(ValueError,
ts.closest_date,
rowdate=date3,
closest=-1)
# as datetime but date not in series, look for later date
self.assertRaises(ValueError,
ts.closest_date,
rowdate=date4,
closest=1)
def test_timeseries__repr__(self):
"""
<Timeseries>
key: Test Key
columns: []
frequency: d
daterange: ('2016-01-09', '2015-12-31')
end-of-period: True
shape: (10,)
"""
str_ts = str(self.ts).split("\n")
self.assertEqual("<Timeseries>", str_ts[0])
self.assertEqual("key: Test Key", str_ts[1])
self.assertEqual("columns: ['F1']", str_ts[2])
self.assertEqual("frequency: d", str_ts[3])
self.assertEqual("daterange: ('2015-12-31', '2016-01-09')", str_ts[4])
self.assertEqual("end-of-period: True", str_ts[5])
self.assertEqual("shape: (10,)", str_ts[6])
# test blank Timeseries
ts = Timeseries()
str_ts = str(ts).split("\n")
self.assertEqual("<Timeseries>", str_ts[0])
self.assertEqual("key: ", str_ts[1])
self.assertEqual("columns: None", str_ts[2])
self.assertEqual("frequency: d", str_ts[3])
self.assertEqual("daterange: (None, None)", str_ts[4])
self.assertEqual("end-of-period: True", str_ts[5])
self.assertEqual("shape: None", str_ts[6])
def test_timeseries_years(self):
"""Tests returning the ending values by years in a dict."""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
self.assertDictEqual(
ts.years(),
{
2015: 0,
2016: 366,
2017: 731,
2018: 999,
},
)
def test_convert(self):
"""
This function is a pass-through to the convert function.
This version basically checks to see if the plumbing works. However,
until the design decision is made on how to transition from intraday
to monthly, etc., this cannot be considered complete.
"""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
ts_monthly = ts.convert(new_freq=FREQ_M, include_partial=True)
self.assertEqual(ts_monthly.dseries[0], 735963)
self.assertEqual(ts_monthly.dseries[1], 735994)
self.assertEqual(ts_monthly.dseries[2], 736023)
self.assertEqual(ts_monthly.dseries[3], 736054)
self.assertEqual(ts_monthly.dseries[4], 736084)
self.assertEqual(ts_monthly.dseries[5], 736115)
self.assertEqual(ts_monthly.dseries[6], 736145)
self.assertEqual(ts_monthly.dseries[7], 736176)
self.assertEqual(ts_monthly.dseries[8], 736207)
self.assertEqual(ts_monthly.dseries[9], 736237)
self.assertEqual(ts_monthly.tseries[0], 0)
self.assertEqual(ts_monthly.tseries[1], 31)
self.assertEqual(ts_monthly.tseries[2], 60)
self.assertEqual(ts_monthly.tseries[3], 91)
self.assertEqual(ts_monthly.tseries[4], 121)
self.assertEqual(ts_monthly.tseries[5], 152)
self.assertEqual(ts_monthly.tseries[6], 182)
self.assertEqual(ts_monthly.tseries[7], 213)
self.assertEqual(ts_monthly.tseries[8], 244)
self.assertEqual(ts_monthly.tseries[9], 274)
self.assertEqual(ts_monthly.dseries[-1], 736962)
self.assertEqual(ts_monthly.tseries[-1], 999)
# bad frequency
self.assertRaises(ValueError,
ts.convert,
new_freq="bad",
include_partial=True)
def test_timeseries_months(self):
"""Tests returning the ending values by months in a dict."""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
self.assertDictEqual(
ts.months(),
{
"2015-12": 0,
"2016-01": 31,
"2016-02": 60,
"2016-03": 91,
"2016-04": 121,
"2016-05": 152,
"2016-06": 182,
"2016-07": 213,
"2016-08": 244,
"2016-09": 274,
"2016-10": 305,
"2016-11": 335,
"2016-12": 366,
"2017-01": 397,
"2017-02": 425,
"2017-03": 456,
"2017-04": 486,
"2017-05": 517,
"2017-06": 547,
"2017-07": 578,
"2017-08": 609,
"2017-09": 639,
"2017-10": 670,
"2017-11": 700,
"2017-12": 731,
"2018-01": 762,
"2018-02": 790,
"2018-03": 821,
"2018-04": 851,
"2018-05": 882,
"2018-06": 912,
"2018-07": 943,
"2018-08": 974,
"2018-09": 999,
},
)
def test_date_string_series(self):
"""Tests returning a list of dates in string format."""
# ordinal default fmt
str_series = self.ts.date_string_series()
self.assertEqual(str_series[0], "2015-12-31")
self.assertEqual(str_series[1], "2016-01-01")
self.assertEqual(str_series[2], "2016-01-02")
self.assertEqual(str_series[3], "2016-01-03")
self.assertEqual(str_series[4], "2016-01-04")
# timestamp default fmt
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2016, 1, 1, 0, 0, 0).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
ts.make_arrays()
str_series = ts.date_string_series()
self.assertEqual(str_series[0], "2016-01-01 00:00:00")
self.assertEqual(str_series[1], "2016-01-01 00:00:01")
self.assertEqual(str_series[2], "2016-01-01 00:00:02")
self.assertEqual(str_series[3], "2016-01-01 00:00:03")
self.assertEqual(str_series[4], "2016-01-01 00:00:04")
# ordinal custom fmt
str_series = self.ts.date_string_series("%Y-%b-%d")
self.assertEqual(str_series[0], "2015-Dec-31")
self.assertEqual(str_series[1], "2016-Jan-01")
self.assertEqual(str_series[2], "2016-Jan-02")
self.assertEqual(str_series[3], "2016-Jan-03")
self.assertEqual(str_series[4], "2016-Jan-04")
def test_class_init_(self):
"""Test class initialization."""
tmp_ts = Timeseries()
# this may change back to lists
# self.assertIsInstance(tmp_ts.dseries, list)
# self.assertIsInstance(tmp_ts.tseries, list)
self.assertIsNone(tmp_ts.columns)
self.assertEqual(tmp_ts.frequency, "d")
# no particular error checking on frequency values
# however, will fail during frequency conversions
tmp_ts = Timeseries("m")
self.assertEqual(tmp_ts.frequency, "m")
# no tseries, dseries
ts = Timeseries(dseries=np.arange(10), tseries=np.arange(10))
self.assertListEqual(ts.tseries.tolist(), np.arange(10).tolist())
self.assertListEqual(ts.dseries.tolist(), np.arange(10).tolist())
def setUp(self):
# three timeseries
self.ts = Timeseries()
self.ts.key = "Main"
self.ts.columns = ["F1"]
start_date = datetime(2015, 12, 31).toordinal()
self.ts.dseries = start_date + np.arange(10)
self.ts.tseries = np.arange(10)
self.ts.make_arrays()
# longer timeseries
self.ts_long = Timeseries()
self.ts_long.key = "Long"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_long.dseries = start_date + np.arange(20)
self.ts_long.tseries = np.arange(20)
self.ts_long.make_arrays()
# shorter timeseries
self.ts_short = Timeseries()
self.ts_short.key = "Short"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_short.dseries = start_date + np.arange(5)
self.ts_short.tseries = np.arange(5)
self.ts_short.make_arrays()
self.tssdict = TssDict([self.ts, self.ts_long, self.ts_short])
def test_timeseries_extend(self):
"""Tests adding rows to a timeseries."""
# create overlapping timeseries
ts = Timeseries()
start_date = datetime(2016, 1, 5).toordinal()
ts.dseries = start_date + np.arange(10)
ts.tseries = np.arange(10, 20)
ts.make_arrays()
ts_copy = self.ts.clone()
self.assertRaises(ValueError, self.ts.extend, ts, overlay=False)
# [ 0. 1. 2. 3. 4. 5. 6. 7. 8. 9.]
#
# [ 10. 11. 12. 13. 14. 15. 16. 17. 18. 19.]
ts_copy.extend(ts, overlay=True)
self.assertEqual(ts_copy.tseries[4], 4)
self.assertEqual(ts_copy.tseries[5], 10)
self.assertEqual(ts_copy.tseries[6], 11)
self.assertEqual(ts_copy.tseries[7], 12)
self.assertEqual(ts_copy.tseries[8], 13)
self.assertEqual(ts_copy.tseries[9], 14)
self.assertEqual(ts_copy.tseries[10], 15)
self.assertEqual(ts_copy.tseries[11], 16)
def test_timeseries_get_duped_dates(self):
"""Test the dupes works properly."""
ts = self.ts.clone()
ts.dseries[3] = ts.dseries[4]
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
ts.make_arrays()
ts.dseries[3] = ts.dseries[4]
def test_timeseries_datetime_series(self):
""" Tests returning a date series converted to date/datetime objects. """
ord_list = datetime(2016, 1, 1).toordinal() + np.arange(20)
tstamp_list = datetime(2016, 1, 1).timestamp() + np.arange(20)
ts = Timeseries()
ts.dseries = ord_list
ts.tseries = np.arange(20) # gilding the lily
dt_list = [date(2016, 1, 1) + timedelta(days=i) for i in range(20)]
self.assertListEqual(ts.datetime_series(), dt_list)
ts.frequency = FREQ_SEC
ts.dseries = tstamp_list
ts.tseries = np.arange(20)
dt_list = [
datetime(2016, 1, 1) + timedelta(seconds=i) for i in range(20)
]
self.assertListEqual(ts.datetime_series(), dt_list)
def test_timeseries_fmt_date(self):
"""Tests formatting str dates based on date types."""
# ordinal date default format
ts = Timeseries()
str_date = ts.fmt_date(datetime(2016, 3, 1).toordinal(),
dt_type=TS_ORDINAL)
self.assertEqual(str_date, "2016-03-01")
# ordinal date custom format
str_date = ts.fmt_date(
datetime(2016, 3, 1).toordinal(),
dt_type=TS_ORDINAL,
dt_fmt="%g %b %d",
)
self.assertEqual(str_date, "16 Mar 01")
# timestamp date default format
ts = Timeseries(frequency=FREQ_SEC)
str_date = ts.fmt_date(datetime(2016, 3, 1).timestamp(),
dt_type=TS_TIMESTAMP)
self.assertEqual(str_date, "2016-03-01 00:00:00")
# timestamp date custom format
str_date = ts.fmt_date(
datetime(2016, 3, 1, 10, 5, 23, 45).timestamp(),
dt_type=TS_TIMESTAMP,
dt_fmt="%F at %H:%M and %S seconds",
)
self.assertEqual(str_date, "2016-03-01 at 10:05 and 23 seconds")
# invalid date type
self.assertRaises(
ValueError,
ts.fmt_date,
datetime(2020, 1, 29),
dt_type=None,
dt_fmt="%F",
)
def test_tssdict_shortest_ts(self):
"""
This test tests for the shortest timeseries.
"""
length, key = self.tssdict.shortest_ts()
self.assertTupleEqual(
(length, key), (self.ts_short.tseries.shape[0], "Short")
)
# zero length
self.tssdict["nothing"] = Timeseries()
self.assertIsNone(self.tssdict.shortest_ts())
del self.tssdict["nothing"]
# bad data
self.tssdict["bad"] = "something else"
self.assertRaises(ValueError, self.tssdict.shortest_ts)
def test_header(self):
"""Tests whether header data is complete."""
ts = Timeseries(
key="test",
columns=["this", "is", "a", "test"],
frequency="d",
end_of_period=True,
)
self.assertDictEqual(
ts.header(),
{
"key": "test",
"columns": ["this", "is", "a", "test"],
"frequency": "d",
"end_of_period": True,
},
)
# add extraneous descriptive data
ts = Timeseries(
key="test",
columns=["this", "is", "a", "test"],
frequency="d",
end_of_period=True,
)
ts.description = "Here is a description of the timeseries."
self.assertDictEqual(
ts.header(),
{
"key": "test",
"columns": ["this", "is", "a", "test"],
"frequency": "d",
"end_of_period": True,
"description": "Here is a description of the timeseries.",
},
)
class TestFreqConversions(unittest.TestCase):
"""
This class tests conversions of timeseries.
"""
def setUp(self):
# sample timeseries
self.ts_ord = Timeseries()
start_date = datetime(2015, 12, 31)
# sloppily ends slightly more than two years
end_date = datetime(2018, 1, 15)
# set up two years of data with weekends skipped
date = start_date
self.ts_ord.dseries = []
while date <= end_date:
if date.weekday() not in [5, 6]:
self.ts_ord.dseries.append(date.toordinal())
date += timedelta(days=1)
self.ts_ord.tseries = np.arange(len(self.ts_ord.dseries))
self.ts_ord.make_arrays()
# timestamp based timeseries
self.ts_seconds = Timeseries(frequency="sec")
start_date = datetime(2016, 1, 1, 0, 0)
end_date = datetime(2016, 1, 4, 0, 0)
length = (end_date - start_date).total_seconds()
self.ts_seconds.dseries = start_date.timestamp() + np.arange(length)
self.ts_seconds.tseries = np.arange(length)
self.ts_seconds.make_arrays()
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_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,
)
def test_convmonthly_period_start(self):
"""
This function tests converting timeseries to monthly data that have
starting period data.
"""
# daily_monthly(ts, new_freq):
ts = self.ts_ord.clone()
ts.end_of_period = False
# daily_monthly with defaults
ts1 = convert(ts, new_freq=FREQ_M)
self.assertEqual(ts1.frequency, FREQ_M)
self.assertEqual(ts1.dseries[0], datetime(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 3, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 5, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 6, 1).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 7, 1).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 1).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(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 3, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 5, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 6, 1).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 7, 1).toordinal())
# ending values
self.assertEqual(ts1.dseries[-2], datetime(2018, 1, 1).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(2016, 1, 1).toordinal())
self.assertEqual(ts1.dseries[1], datetime(2016, 2, 1).toordinal())
self.assertEqual(ts1.dseries[2], datetime(2016, 3, 1).toordinal())
self.assertEqual(ts1.dseries[3], datetime(2016, 4, 1).toordinal())
self.assertEqual(ts1.dseries[4], datetime(2016, 5, 2).toordinal())
self.assertEqual(ts1.dseries[5], datetime(2016, 6, 1).toordinal())
self.assertEqual(ts1.dseries[6], datetime(2016, 7, 1).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="y"),
new_freq=FREQ_M,
)
# timestamp conversion goes here
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,
)
# timestamp conversion goes here
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,
)
# timestamp conversion goes here
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,
)
# timestamp conversion goes here
def test_convyearly_period_start(self):
"""
This function tests converting timeseries to yearly data that have
starting 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())
# resolve design decision
# with monthly data
# ts1 = convert(
# convert(ts, new_freq=FREQ_M, include_partial=False),
# 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())
# timestamp conversion goes here
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())
# resolve design decision
# with monthly data
# ts1 = convert(
# convert(ts, new_freq=FREQ_M, include_partial=False),
# 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())
# timestamp conversion goes here
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())
@unittest.skip
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_convhours_period_start(self):
"""
This function tests conversion to hours.
Currently there is a problem with this. At the moment it 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)
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())
@unittest.skip
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())
@unittest.skip
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_tssdict_combine(self):
"""
A batch of tests combining columns to one timeseries.
Tests check to see whether the parameters are passed down properly to
each timeseries.
"""
# combine(self, discard=True, pad=None)
ts_new, _ = self.tssdict.combine(discard=True, pad=None)
# shape corresponds to the shortest length
self.assertEqual(
ts_new.tseries.shape[0], self.ts_short.tseries.shape[0]
)
self.assertEqual(ts_new.tseries.shape[1], 3)
# combine(self, discard=False, pad=0)
ts_new, _ = self.tssdict.combine(discard=False, pad=0)
# shape corresponds to the longest length
self.assertEqual(
ts_new.tseries.shape[0], self.ts_long.tseries.shape[0]
)
self.assertEqual(ts_new.tseries.shape[1], 3)
# test with TssList
tmp_ts0 = Timeseries()
tmp_ts0.key = "First"
tmp_ts0.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts0.tseries = np.arange(10)
tmp_ts0.make_arrays()
tmp_ts1 = Timeseries()
tmp_ts1.key = "Second"
tmp_ts1.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts1.tseries = np.arange(10)
tmp_ts1.make_arrays()
tssdict = TssDict(TssList([tmp_ts0, tmp_ts1]))
ts, _ = tssdict.combine()
self.assertTupleEqual(ts.tseries.shape, (10, 2))
# test with TssDict
tssdict = TssDict(TssDict([tmp_ts0, tmp_ts1]))
ts, _ = tssdict.combine()
self.assertTupleEqual(ts.tseries.shape, (10, 2))
class TestTssDict(unittest.TestCase):
""" This class tests the class TssDict. """
def setUp(self):
# three timeseries
self.ts = Timeseries()
self.ts.key = "Main"
self.ts.columns = ["F1"]
start_date = datetime(2015, 12, 31).toordinal()
self.ts.dseries = start_date + np.arange(10)
self.ts.tseries = np.arange(10)
self.ts.make_arrays()
# longer timeseries
self.ts_long = Timeseries()
self.ts_long.key = "Long"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_long.dseries = start_date + np.arange(20)
self.ts_long.tseries = np.arange(20)
self.ts_long.make_arrays()
# shorter timeseries
self.ts_short = Timeseries()
self.ts_short.key = "Short"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_short.dseries = start_date + np.arange(5)
self.ts_short.tseries = np.arange(5)
self.ts_short.make_arrays()
self.tssdict = TssDict([self.ts, self.ts_long, self.ts_short])
def test_class_init_(self):
"""Test class initialization."""
self.assertEqual(len(self.tssdict), 3)
tmp_ts0 = Timeseries()
tmp_ts1 = Timeseries()
tmp_ts2 = Timeseries()
tmp_ts0.key = "ts0"
tmp_ts1.key = "ts1"
tmp_ts2.key = "ts2"
tssdict = TssDict([tmp_ts0, tmp_ts1, tmp_ts2])
self.assertEqual(len(tssdict), 3)
tssdict = TssDict()
tssdict["ts0"] = tmp_ts0
tssdict["ts1"] = tmp_ts1
tssdict["ts2"] = tmp_ts2
self.assertEqual(len(tssdict), 3)
tssdict = TssDict(
{
tmp_ts0.key: tmp_ts0,
tmp_ts1.key: tmp_ts1,
tmp_ts2.key: tmp_ts2,
}
)
self.assertEqual(len(tssdict), 3)
def test_tssdict_min_date(self):
"""Tests min date """
# First add a timeseries that is earlier than the others
tmp_ts0 = Timeseries()
tmp_ts0.key = "First"
tmp_ts0.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts0.tseries = np.arange(10)
tmp_ts0.make_arrays()
self.tssdict[tmp_ts0.key] = tmp_ts0
self.assertTupleEqual(
self.tssdict.min_date(), (date(2014, 12, 22), "First")
)
tmp_nodata = Timeseries()
tmp_nodata.key = "nothing"
tssdict = TssDict()
tssdict[tmp_nodata.key] = tmp_nodata
self.assertTupleEqual(tssdict.min_date(), (None, "nothing"))
tssdict = TssDict()
# none timeseries list
tssdict["test"] = [
date(2014, 12, 31) + timedelta(days=i) for i in range(10)
]
tssdict["test1"] = [
date(2013, 12, 31) + timedelta(days=i) for i in range(10)
]
self.assertRaises(ValueError, tssdict.min_date)
def test_tssdict_max_date(self):
"""Tests max date """
self.assertTupleEqual(
self.tssdict.max_date(), (date(2016, 1, 19), "Long")
)
tssdict = TssDict()
# none timeseries list
tssdict["test"] = [
date(2014, 12, 31) + timedelta(days=i) for i in range(10)
]
tssdict["test1"] = [
date(2013, 12, 31) + timedelta(days=i) for i in range(10)
]
self.assertRaises(ValueError, tssdict.max_date)
def test_tssdict_longest_ts(self):
"""
This test tests for the longest timeseries.
"""
length, key = self.tssdict.longest_ts()
self.assertTupleEqual(
(length, key), (self.ts_long.tseries.shape[0], "Long")
)
self.tssdict["test"] = "something else"
self.assertRaises(ValueError, self.tssdict.longest_ts)
def test_tssdict_shortest_ts(self):
"""
This test tests for the shortest timeseries.
"""
length, key = self.tssdict.shortest_ts()
self.assertTupleEqual(
(length, key), (self.ts_short.tseries.shape[0], "Short")
)
# zero length
self.tssdict["nothing"] = Timeseries()
self.assertIsNone(self.tssdict.shortest_ts())
del self.tssdict["nothing"]
# bad data
self.tssdict["bad"] = "something else"
self.assertRaises(ValueError, self.tssdict.shortest_ts)
def test_tssdict_combine(self):
"""
A batch of tests combining columns to one timeseries.
Tests check to see whether the parameters are passed down properly to
each timeseries.
"""
# combine(self, discard=True, pad=None)
ts_new, _ = self.tssdict.combine(discard=True, pad=None)
# shape corresponds to the shortest length
self.assertEqual(
ts_new.tseries.shape[0], self.ts_short.tseries.shape[0]
)
self.assertEqual(ts_new.tseries.shape[1], 3)
# combine(self, discard=False, pad=0)
ts_new, _ = self.tssdict.combine(discard=False, pad=0)
# shape corresponds to the longest length
self.assertEqual(
ts_new.tseries.shape[0], self.ts_long.tseries.shape[0]
)
self.assertEqual(ts_new.tseries.shape[1], 3)
# test with TssList
tmp_ts0 = Timeseries()
tmp_ts0.key = "First"
tmp_ts0.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts0.tseries = np.arange(10)
tmp_ts0.make_arrays()
tmp_ts1 = Timeseries()
tmp_ts1.key = "Second"
tmp_ts1.dseries = datetime(2014, 12, 31).toordinal() - np.arange(10)
tmp_ts1.tseries = np.arange(10)
tmp_ts1.make_arrays()
tssdict = TssDict(TssList([tmp_ts0, tmp_ts1]))
ts, _ = tssdict.combine()
self.assertTupleEqual(ts.tseries.shape, (10, 2))
# test with TssDict
tssdict = TssDict(TssDict([tmp_ts0, tmp_ts1]))
ts, _ = tssdict.combine()
self.assertTupleEqual(ts.tseries.shape, (10, 2))
def test_tssdict_get_values(self):
""" Tests the ability to locate the correct row of data. """
date1 = datetime(2016, 1, 4) # existing date within date series
date2 = datetime(2016, 1, 16) # date falling on a weekend
# get data from existing date
self.assertTupleEqual(
self.tssdict.get_values(
date=date1, keys=["Main", "Long", "Short"]
),
((4.0, 4.0, 4.0), ("Main", "Long", "Short")),
)
# attempt to get data from date not present, with notify
self.assertRaises(
ValueError, self.tssdict.get_values, date2, notify=True
)
# attempt to get data from date not present, no notify
self.assertTupleEqual(
self.tssdict.get_values(
date=date2, keys=["Main", "Long", "Short"]
),
((None, 16.0, None), ("Main", "Long", "Short")),
)
def test_clone(self):
"""Verifies that a copy is made."""
tssdict = self.tssdict.clone()
# is it a separate object
for key, ts_new in tssdict.items():
ts_orig = self.tssdict[key]
self.assertNotEqual(ts_new, ts_orig)
# do the characteristics match up?
self.assertEqual(len(tssdict), 3)
def test_to_json(self):
"""
This function tests sending a TssList to a json format.
Using a cheap assumption that since it is simply a dict, that as long
as the timeseries are converted, the list is what is needed to check.
More needs to be checked.
"""
json_str = self.tssdict.to_json()
self.assertIsInstance(json.loads(json_str), dict)
def test_from_dict(self):
"""
This function tests creating a TssDict instance from a dict of timeseries.
The format of the incoming timeseries is to_dict(dt_fmt='str')
"""
tssdict = TssDict().from_dict(
{
self.ts.key: self.ts.to_dict(dt_fmt="str"),
self.ts_long.key: self.ts_long.to_dict(dt_fmt="str"),
self.ts_short.key: self.ts_short.to_dict(dt_fmt="str"),
}
)
self.assertListEqual(
list(self.tssdict.keys()),
[self.ts.key, self.ts_long.key, self.ts_short.key],
)
def test_from_json(self):
"""
This function tests building back a tsslist from json fmt string.
This relies heavily on the test for Timeseries.from_json.
"""
json_str = self.tssdict.to_json()
tssdict = TssDict()
tssdict.from_json(json_str)
self.assertEqual(len(tssdict), 3)
self.assertTupleEqual(tssdict["Main"].shape(), self.ts.shape())
self.assertTupleEqual(tssdict["Long"].shape(), self.ts_long.shape())
self.assertTupleEqual(tssdict["Short"].shape(), self.ts_short.shape())
test = json.dumps(["test"])
self.assertRaises(ValueError, tssdict.from_json, json.dumps(["test"]))
def test_tssdict_do_func(self):
"""Placeholder for future function."""
pass
def test_timeseries_daterange(self):
"""Tests returning the starting and ending dates in various formats."""
# ordinal daterange as ordinals,
self.assertTupleEqual(
self.ts.daterange(),
(
datetime(2015, 12, 31).toordinal(),
datetime(2016, 1, 9).toordinal(),
),
)
# ordinal daterange as string
self.assertTupleEqual(self.ts.daterange("str"),
("2015-12-31", "2016-01-09"))
# ordinal daterange as datetimes
self.assertTupleEqual(
self.ts.daterange("datetime"),
(date(2015, 12, 31), date(2016, 1, 9)),
)
# timestamp
tstamp_list = datetime(2016, 1, 1).timestamp() + np.arange(20)
ts = Timeseries()
ts.frequency = FREQ_SEC
ts.dseries = tstamp_list
ts.tseries = np.arange(20)
# timestamp daterange as timestamps
self.assertTupleEqual(
ts.daterange(),
(
datetime(2016, 1, 1).timestamp(),
datetime(2016, 1, 1, 0, 0, 19).timestamp(),
),
)
# timestamp daterange as string
self.assertTupleEqual(
ts.daterange("str"),
("2016-01-01 00:00:00", "2016-01-01 00:00:19"),
)
# timestamp daterange as datetimes
self.assertTupleEqual(
ts.daterange("datetime"),
(
datetime(2016, 1, 1, 0, 0, 0),
datetime(2016, 1, 1, 0, 0, 19),
),
)
# test blank Timeseries
ts = Timeseries()
self.assertTupleEqual(ts.daterange(), (None, None))
# test invalid format flag
self.assertRaises(ValueError, self.ts.daterange, fmt="wrong")
def test_timeseries_row_no(self):
""" Tests the ability to locate the correct row. """
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 16) # date falling on a weekend
date3 = datetime(2015, 6, 16) # date prior to start of date series
date4 = datetime(2016, 3, 8) # date after to end of date series
# as datetime
row_no = ts.row_no(rowdate=date1, closest=0, no_error=False)
self.assertEqual(row_no, 5)
# as ordinal
row_no = ts.row_no(rowdate=date1.toordinal(),
closest=0,
no_error=False)
self.assertEqual(row_no, 5)
# as datetime but date not in series
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date2,
closest=0,
no_error=False,
)
row_no = ts.row_no(rowdate=date2, closest=0, no_error=True)
self.assertEqual(row_no, -1)
# as datetime but date not in series, look for earlier date
row_no = ts.row_no(rowdate=date2, closest=-1, no_error=False)
self.assertEqual(row_no, 11)
# as datetime but date not in series, look for later date
row_no = ts.row_no(rowdate=date2, closest=1, no_error=False)
self.assertEqual(row_no, 12)
# as datetime but date not in series, look for earlier date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date3,
closest=-1,
no_error=False,
)
# as datetime but date not in series, look for later date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date4,
closest=1,
no_error=False,
)
# now change series direction
ts.reverse()
# as datetime
row_no = ts.row_no(rowdate=date1, closest=0, no_error=False)
self.assertEqual(row_no, 22)
# as ordinal
row_no = ts.row_no(rowdate=date1.toordinal(),
closest=0,
no_error=False)
self.assertEqual(row_no, 22)
# as datetime but date not in series
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date2,
closest=0,
no_error=False,
)
row_no = ts.row_no(rowdate=date2, closest=0, no_error=True)
self.assertEqual(row_no, -1)
# as datetime but date not in series, look for earlier date
row_no = ts.row_no(rowdate=date2, closest=-1, no_error=False)
self.assertEqual(row_no, 16)
# as datetime but date not in series, look for later date
row_no = ts.row_no(rowdate=date2, closest=1, no_error=False)
self.assertEqual(row_no, 15)
# as datetime but date not in series, look for earlier date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date3,
closest=-1,
no_error=False,
)
# as datetime but date not in series, look for later date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date4,
closest=1,
no_error=False,
)
def test_timeseries_truncdate(self):
"""
Tests returning a timeseries that is a subset, but selected by
date.
"""
# set up separate timeseries with weekends skipped
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 25) # existing date within date series
date3 = datetime(2016, 1, 16) # date falling on a weekend
# date as datetime
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=None, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:]))
# date as ordinal
ts1 = ts.clone()
ts1.truncdate(start=date1.toordinal(), finish=None, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:]))
# finish date
ts1 = ts.clone()
ts1.truncdate(start=None, finish=date2, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[:18]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[:18]))
# finish date that is not in dseries
ts1 = ts.clone()
ts1.truncdate(start=None, finish=date3, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[:12]))
# start and finish date
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=date2, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:18]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:18]))
# start and finish date that is not in dseries
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=date3, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a list
ts1 = ts.clone()
ts1.truncdate([date1, date3], new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a tuple
ts1 = ts.clone()
ts1.truncdate((date1, date3), new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a tuple new=True
ts1 = ts.clone()
ts2 = ts1.truncdate((date1, date3), new=True)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries))
self.assertTrue(np.array_equal(ts2.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts2.dseries, ts.dseries[5:12]))
class TestTimeseries(unittest.TestCase):
""" This class tests the base class of Timeseries. """
def setUp(self):
# three timeseries
self.ts = Timeseries()
self.ts.key = "Test Key"
self.ts.columns = ["F1"]
start_date = datetime(2015, 12, 31).toordinal()
self.ts.dseries = start_date + np.arange(10)
self.ts.tseries = np.arange(10)
self.ts.make_arrays()
# longer timeseries
self.ts_long = Timeseries()
start_date = datetime(2015, 12, 31).toordinal()
self.ts_long.dseries = start_date + np.arange(20)
self.ts_long.tseries = np.arange(20)
self.ts_long.make_arrays()
# shorter timeseries
self.ts_short = Timeseries()
start_date = datetime(2015, 12, 31).toordinal()
self.ts_short.dseries = start_date + np.arange(5)
self.ts_short.tseries = np.arange(5)
self.ts_short.make_arrays()
# timeseries with multiple columns
self.ts_mult = Timeseries()
self.ts_mult.key = "ts_mult_key"
start_date = datetime(2015, 12, 31).toordinal()
self.ts_mult.dseries = start_date + np.arange(5)
self.ts_mult.tseries = np.arange(10).reshape((5, 2))
self.ts_mult.make_arrays()
def test_class_init_(self):
"""Test class initialization."""
tmp_ts = Timeseries()
# this may change back to lists
# self.assertIsInstance(tmp_ts.dseries, list)
# self.assertIsInstance(tmp_ts.tseries, list)
self.assertIsNone(tmp_ts.columns)
self.assertEqual(tmp_ts.frequency, "d")
# no particular error checking on frequency values
# however, will fail during frequency conversions
tmp_ts = Timeseries("m")
self.assertEqual(tmp_ts.frequency, "m")
# no tseries, dseries
ts = Timeseries(dseries=np.arange(10), tseries=np.arange(10))
self.assertListEqual(ts.tseries.tolist(), np.arange(10).tolist())
self.assertListEqual(ts.dseries.tolist(), np.arange(10).tolist())
@unittest.skip
def test_setup(self):
"""Attempts to prove numpy arrays are created."""
# should be numpy arrays
# figure out the problem here
self.assertIsInstance(self.ts.tseries, np.array)
self.assertIsInstance(self.ts.dseries, np.array)
def test_timeseries_series_direction(self):
"""Tests series direction flags."""
# -1 or +1
self.assertEqual(self.ts.series_direction(), 1)
self.ts.reverse()
self.assertEqual(self.ts.series_direction(), -1)
# one row timeseries
ts = Timeseries(dseries=[1], tseries=[1])
self.assertEqual(ts.series_direction(), 0)
def test_timeseries_start_date(self):
"""Tests start date regardless of date sorts and types."""
# get as ordinal
self.assertEqual(self.ts.dseries[0], self.ts.start_date())
# reverse - now new to old
self.ts.reverse()
self.assertEqual(self.ts.dseries[-1], self.ts.start_date())
# get as datetime from ordinal
self.assertEqual(date(2015, 12, 31), self.ts.start_date("datetime"))
# get as timestamp
ts = Timeseries(frequency="sec")
self.assertEqual("timestamp", ts.get_date_series_type())
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
self.assertEqual(ts.dseries[0], ts.start_date())
# reverse - now new to old
ts.reverse()
self.assertEqual(ts.dseries[-1], ts.start_date())
# get as datetime from timestamp
self.assertEqual(date(2015, 12, 31), self.ts.start_date("datetime"))
# string date
self.assertEqual(self.ts.start_date("str"), "2015-12-31")
# bad format
self.assertRaises(ValueError, self.ts.start_date, "bad")
def test_timeseries_end_date(self):
"""Tests end date regardless of date sorts and types."""
# get as ordinal
self.assertEqual(self.ts.dseries[-1], self.ts.end_date())
# reverse - now new to old
self.ts.reverse()
self.assertEqual(self.ts.dseries[0], self.ts.end_date())
# get as datetime from ordinal
self.assertEqual(date(2016, 1, 9), self.ts.end_date("datetime"))
# get as timestamp
ts = Timeseries(frequency="sec")
self.assertEqual("timestamp", ts.get_date_series_type())
ts.dseries = datetime(2015, 12, 31, 0, 0,
0).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
self.assertEqual(ts.dseries[-1], ts.end_date())
# reverse - now new to old
ts.reverse()
self.assertEqual(ts.dseries[0], ts.end_date())
# get as datetime from timestamp
self.assertEqual(datetime(2015, 12, 31, 0, 0, 9),
ts.end_date("datetime"))
# string date
self.assertEqual(self.ts.end_date("str"), "2016-01-09")
# bad format
self.assertRaises(ValueError, self.ts.end_date, "bad")
def test_timeseries_get_datetime(self):
"""Tests conversion to datetime from ordinal/timestamps"""
tmp_date = self.ts.start_date()
self.assertEqual(date(2015, 12, 31), self.ts.get_datetime(tmp_date))
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
tmp_date = self.ts.start_date()
self.assertEqual(date(2015, 12, 31), self.ts.get_datetime(tmp_date))
def test_timeseries_to_dict(self):
"""Tests conversion of dates and values to a dict."""
tdict = self.ts.to_dict()
self.assertDictEqual(
tdict["data"],
{
"735963": 0.0,
"735964": 1.0,
"735965": 2.0,
"735966": 3.0,
"735967": 4.0,
"735968": 5.0,
"735969": 6.0,
"735970": 7.0,
"735971": 8.0,
"735972": 9.0,
},
)
# NOTE: to_dict: needs test for datetime series
# NOTE: 'to_dict: needs test for string dates
def test_header(self):
"""Tests whether header data is complete."""
ts = Timeseries(
key="test",
columns=["this", "is", "a", "test"],
frequency="d",
end_of_period=True,
)
self.assertDictEqual(
ts.header(),
{
"key": "test",
"columns": ["this", "is", "a", "test"],
"frequency": "d",
"end_of_period": True,
},
)
# add extraneous descriptive data
ts = Timeseries(
key="test",
columns=["this", "is", "a", "test"],
frequency="d",
end_of_period=True,
)
ts.description = "Here is a description of the timeseries."
self.assertDictEqual(
ts.header(),
{
"key": "test",
"columns": ["this", "is", "a", "test"],
"frequency": "d",
"end_of_period": True,
"description": "Here is a description of the timeseries.",
},
)
def test_timeseries_to_list(self):
"""Tests conversion of dates and values to a list."""
tlist = self.ts.to_list()
self.assertListEqual(
tlist,
[
("735963", 0.0),
("735964", 1.0),
("735965", 2.0),
("735966", 3.0),
("735967", 4.0),
("735968", 5.0),
("735969", 6.0),
("735970", 7.0),
("735971", 8.0),
("735972", 9.0),
],
)
def test_timeseries_to_json(self):
"""
Tests conversion of dates and values to json format.
"""
# NOTE: to_json: only one example tested
json_test = self.ts_mult.to_json(dt_fmt="str")
self.maxDiff = None
self.assertDictEqual(
json.loads(json_test)["header"],
{
"end_of_period": True,
"key": "ts_mult_key",
"columns": None,
"frequency": "d",
},
)
self.assertListEqual(
json.loads(json_test)["data"],
[
["2015-12-31", [0.0, 1.0]],
["2016-01-01", [2.0, 3.0]],
["2016-01-02", [4.0, 5.0]],
["2016-01-03", [6.0, 7.0]],
["2016-01-04", [8.0, 9.0]],
],
)
def test_timeseries_from_json(self):
"""
Tests loading a json formatted string to a timeseries object.
"""
# NOTE: from_json: only one example tested
json_test = """
{
"data": [
["2015-12-31", [0.0, 1.0]],
["2016-01-01", [2.0, 3.0]],
["2016-01-02", [4.0, 5.0]],
["2016-01-03", [6.0, 7.0]],
["2016-01-04", [8.0, 9.0]]
],
"header": {
"key": "test_key",
"columns": ["test"],
"frequency": "d",
"end_of_period": true
}
}
"""
ts_tmp = Timeseries()
ts_tmp.from_json(json_test)
# header
self.assertEqual(ts_tmp.key, "test_key")
self.assertListEqual(ts_tmp.columns, ["test"])
self.assertEqual(ts_tmp.frequency, "d")
self.assertTrue(ts_tmp.end_of_period)
# dseries
self.assertListEqual(
ts_tmp.date_string_series(),
[
"2015-12-31",
"2016-01-01",
"2016-01-02",
"2016-01-03",
"2016-01-04",
],
)
self.assertListEqual(
ts_tmp.tseries.tolist(),
[
[0.0, 1.0],
[2.0, 3.0],
[4.0, 5.0],
[6.0, 7.0],
[8.0, 9.0],
],
)
def test_timeseries_extend(self):
"""Tests adding rows to a timeseries."""
# create overlapping timeseries
ts = Timeseries()
start_date = datetime(2016, 1, 5).toordinal()
ts.dseries = start_date + np.arange(10)
ts.tseries = np.arange(10, 20)
ts.make_arrays()
ts_copy = self.ts.clone()
self.assertRaises(ValueError, self.ts.extend, ts, overlay=False)
# [ 0. 1. 2. 3. 4. 5. 6. 7. 8. 9.]
#
# [ 10. 11. 12. 13. 14. 15. 16. 17. 18. 19.]
ts_copy.extend(ts, overlay=True)
self.assertEqual(ts_copy.tseries[4], 4)
self.assertEqual(ts_copy.tseries[5], 10)
self.assertEqual(ts_copy.tseries[6], 11)
self.assertEqual(ts_copy.tseries[7], 12)
self.assertEqual(ts_copy.tseries[8], 13)
self.assertEqual(ts_copy.tseries[9], 14)
self.assertEqual(ts_copy.tseries[10], 15)
self.assertEqual(ts_copy.tseries[11], 16)
def test_timeseries_add(self):
"""Tests adding values to a timeseries."""
# add same length
ts = self.ts.clone()
ts_new = self.ts.add(ts)
# [ 0. 1. 2. 3. 4. 5. 6. 7. 8. 9.]
self.assertEqual(ts_new.tseries[0], 0)
self.assertEqual(ts_new.tseries[1], 2)
self.assertEqual(ts_new.tseries[2], 4)
self.assertEqual(ts_new.tseries[3], 6)
self.assertEqual(ts_new.tseries[4], 8)
self.assertEqual(ts_new.shape(), self.ts.shape())
# add different length -- match True
# [ 0. 1. 2. 3. 4. 5. 6. 7. 8. 9.]
# default is match=True
self.assertRaises(ValueError, self.ts.add, self.ts_short)
self.assertRaises(ValueError, self.ts.add, self.ts_short, match=True)
# add different length -- match False
ts_new = self.ts.add(self.ts_short, match=False)
self.assertEqual(ts_new.tseries[0], 0)
self.assertEqual(ts_new.tseries[1], 2)
self.assertEqual(ts_new.tseries[2], 4)
self.assertEqual(ts_new.tseries[3], 6)
self.assertEqual(ts_new.tseries[4], 8)
self.assertEqual(ts_new.tseries[5], 5)
self.assertEqual(ts_new.tseries[6], 6)
# add timeseries with more than one column
ts_new = ts_new.combine(ts_new)
ts_new1 = ts_new.add(ts_new)
self.assertListEqual(
ts_new1.tseries.tolist(),
[
[0.0, 0.0],
[4.0, 4.0],
[8.0, 8.0],
[12.0, 12.0],
[16.0, 16.0],
[10.0, 10.0],
[12.0, 12.0],
[14.0, 14.0],
[16.0, 16.0],
[18.0, 18.0],
],
)
def test_timeseries_replace(self):
"""Tests replacing values in a timeseries."""
ts = self.ts_short.clone()
ts.tseries = ts.tseries**2
ts_new = self.ts.replace(ts)
self.assertEqual(ts_new.tseries[0], 0)
self.assertEqual(ts_new.tseries[1], 1)
self.assertEqual(ts_new.tseries[2], 4)
self.assertEqual(ts_new.tseries[3], 9)
self.assertEqual(ts_new.tseries[4], 16)
self.assertEqual(ts_new.tseries[5], 5)
self.assertEqual(ts_new.tseries[6], 6)
self.assertEqual(ts_new.tseries[7], 7)
self.assertEqual(ts_new.tseries[8], 8)
self.assertEqual(ts_new.tseries[9], 9)
def test_timeseries_combine_1(self):
"""A batch of tests adding columns to a timeseries."""
# combine(self, tss, discard=True, pad=None)
ts = self.ts.clone()
# combine with defaults
ts_new = self.ts.combine(ts)
self.assertEqual(ts_new.tseries.shape[0], ts.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 2)
for i in range(len(ts_new.tseries)):
self.assertEqual(ts_new.tseries[i][1], i)
# combine with the same length
ts_new = self.ts.combine(ts)
self.assertEqual(ts_new.tseries.shape[0], ts.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 2)
for i in range(len(ts_new.tseries)):
self.assertEqual(ts_new.tseries[i][1], i)
# combine list of timeseries with the same length
ts1 = self.ts.clone()
ts_new = self.ts.combine([ts, ts1])
self.assertEqual(ts_new.tseries.shape[0], ts.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 3)
for i in range(len(ts_new.tseries)):
self.assertEqual(ts_new.tseries[i][1], i)
self.assertEqual(ts_new.tseries[i][2], i)
# combine with shorter timeseries discard=True
ts_short = self.ts_short.clone()
ts_new = self.ts.combine(ts_short, discard=True)
self.assertEqual(ts_new.tseries.shape[0], ts_short.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 2)
for i in range(len(ts_new.tseries)):
self.assertEqual(ts_new.tseries[i][1], i)
# combine with shorter timeseries discard=False pad=None
self.assertRaises(ValueError,
ts.combine,
ts_short,
discard=False,
pad=None)
# combine with shorter timeseries discard=False pad=0
ts_new = self.ts.combine(ts_short, discard=False, pad=0)
self.assertEqual(ts_new.tseries.shape[0], self.ts.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 2)
for i in range(len(ts_new.tseries)):
if i < len(ts_short.tseries):
self.assertEqual(ts_new.tseries[i][1], i)
else:
self.assertEqual(ts_new.tseries[i][1], 0)
# combine with longer timeseries discard=True
ts_long = self.ts_long.clone()
ts_new = self.ts.combine(ts_long, discard=True)
self.assertEqual(ts_new.tseries.shape[0], self.ts.tseries.shape[0])
self.assertEqual(ts_new.tseries.shape[1], 2)
# combine with longer timeseries discard=False pad=None
self.assertRaises(ValueError,
ts.combine,
ts_long,
discard=False,
pad=None)
# combine with longer timeseries discard=False pad=0
ts_new = self.ts.combine(ts_long, discard=False, pad=0.0)
for i in range(len(ts_new.tseries)):
if i < len(self.ts.tseries):
self.assertEqual(ts_new.tseries[i][0], i)
else:
self.assertEqual(ts_new.tseries[i][0], 0.0)
def test_get_date_series_type(self):
"""Tests returning an appropriate date series type."""
# Day types
self.assertEqual(self.ts.get_date_series_type(), TS_ORDINAL)
self.ts.frequeny = "w"
self.assertEqual(self.ts.get_date_series_type(), TS_ORDINAL)
self.ts.frequeny = "m"
self.assertEqual(self.ts.get_date_series_type(), TS_ORDINAL)
self.ts.frequeny = "q"
self.assertEqual(self.ts.get_date_series_type(), TS_ORDINAL)
self.ts.frequeny = "y"
self.assertEqual(self.ts.get_date_series_type(), TS_ORDINAL)
# Intraday types
self.ts.frequency = "h"
self.assertEqual(self.ts.get_date_series_type(), TS_TIMESTAMP)
self.ts.frequency = "min"
self.assertEqual(self.ts.get_date_series_type(), TS_TIMESTAMP)
self.ts.frequency = "sec"
self.assertEqual(self.ts.get_date_series_type(), TS_TIMESTAMP)
def test_date_string_series(self):
"""Tests returning a list of dates in string format."""
# ordinal default fmt
str_series = self.ts.date_string_series()
self.assertEqual(str_series[0], "2015-12-31")
self.assertEqual(str_series[1], "2016-01-01")
self.assertEqual(str_series[2], "2016-01-02")
self.assertEqual(str_series[3], "2016-01-03")
self.assertEqual(str_series[4], "2016-01-04")
# timestamp default fmt
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2016, 1, 1, 0, 0, 0).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
ts.make_arrays()
str_series = ts.date_string_series()
self.assertEqual(str_series[0], "2016-01-01 00:00:00")
self.assertEqual(str_series[1], "2016-01-01 00:00:01")
self.assertEqual(str_series[2], "2016-01-01 00:00:02")
self.assertEqual(str_series[3], "2016-01-01 00:00:03")
self.assertEqual(str_series[4], "2016-01-01 00:00:04")
# ordinal custom fmt
str_series = self.ts.date_string_series("%Y-%b-%d")
self.assertEqual(str_series[0], "2015-Dec-31")
self.assertEqual(str_series[1], "2016-Jan-01")
self.assertEqual(str_series[2], "2016-Jan-02")
self.assertEqual(str_series[3], "2016-Jan-03")
self.assertEqual(str_series[4], "2016-Jan-04")
def test_timeseries_shape(self):
"""Tests returning the .shape of the tseries array."""
self.assertTupleEqual(self.ts.shape(), self.ts.tseries.shape)
self.assertTupleEqual(
self.ts.combine(self.ts).shape(),
(self.ts.tseries.shape[0], 2),
)
def test_sort_by_date(self):
"""Tests sorting the data by date."""
# sort in reverse date order
self.ts.sort_by_date(reverse=True)
self.assertEqual(self.ts.dseries[0], datetime(2016, 1, 9).toordinal())
self.assertEqual(self.ts.dseries[1], datetime(2016, 1, 8).toordinal())
self.assertEqual(self.ts.dseries[2], datetime(2016, 1, 7).toordinal())
self.assertEqual(self.ts.dseries[3], datetime(2016, 1, 6).toordinal())
self.assertEqual(self.ts.dseries[4], datetime(2016, 1, 5).toordinal())
self.assertEqual(self.ts.dseries[5], datetime(2016, 1, 4).toordinal())
# sort in date order
self.ts.sort_by_date(reverse=False)
self.assertEqual(self.ts.dseries[0],
datetime(2015, 12, 31).toordinal())
self.assertEqual(self.ts.dseries[1], datetime(2016, 1, 1).toordinal())
self.assertEqual(self.ts.dseries[2], datetime(2016, 1, 2).toordinal())
self.assertEqual(self.ts.dseries[3], datetime(2016, 1, 3).toordinal())
self.assertEqual(self.ts.dseries[4], datetime(2016, 1, 4).toordinal())
self.assertEqual(self.ts.dseries[5], datetime(2016, 1, 5).toordinal())
# start with jumble of dates and sort in date order
ts = self.ts.clone()
ts.dateseries = [
datetime(2016, 1, 9, 0, 0).toordinal(),
datetime(2015, 12, 31, 0, 0).toordinal(),
datetime(2016, 1, 8, 0, 0).toordinal(),
datetime(2016, 1, 4, 0, 0).toordinal(),
datetime(2016, 1, 7, 0, 0).toordinal(),
datetime(2016, 1, 6, 0, 0).toordinal(),
datetime(2016, 1, 1, 0, 0).toordinal(),
datetime(2016, 1, 5, 0, 0).toordinal(),
datetime(2016, 1, 3, 0, 0).toordinal(),
datetime(2016, 1, 2, 0, 0).toordinal(),
]
self.ts.sort_by_date(reverse=False, force=True)
self.assertEqual(self.ts.dseries[0],
datetime(2015, 12, 31).toordinal())
self.assertEqual(self.ts.dseries[1], datetime(2016, 1, 1).toordinal())
self.assertEqual(self.ts.dseries[2], datetime(2016, 1, 2).toordinal())
self.assertEqual(self.ts.dseries[3], datetime(2016, 1, 3).toordinal())
self.assertEqual(self.ts.dseries[4], datetime(2016, 1, 4).toordinal())
self.assertEqual(self.ts.dseries[5], datetime(2016, 1, 5).toordinal())
def test_convert(self):
"""
This function is a pass-through to the convert function.
This version basically checks to see if the plumbing works. However,
until the design decision is made on how to transition from intraday
to monthly, etc., this cannot be considered complete.
"""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
ts_monthly = ts.convert(new_freq=FREQ_M, include_partial=True)
self.assertEqual(ts_monthly.dseries[0], 735963)
self.assertEqual(ts_monthly.dseries[1], 735994)
self.assertEqual(ts_monthly.dseries[2], 736023)
self.assertEqual(ts_monthly.dseries[3], 736054)
self.assertEqual(ts_monthly.dseries[4], 736084)
self.assertEqual(ts_monthly.dseries[5], 736115)
self.assertEqual(ts_monthly.dseries[6], 736145)
self.assertEqual(ts_monthly.dseries[7], 736176)
self.assertEqual(ts_monthly.dseries[8], 736207)
self.assertEqual(ts_monthly.dseries[9], 736237)
self.assertEqual(ts_monthly.tseries[0], 0)
self.assertEqual(ts_monthly.tseries[1], 31)
self.assertEqual(ts_monthly.tseries[2], 60)
self.assertEqual(ts_monthly.tseries[3], 91)
self.assertEqual(ts_monthly.tseries[4], 121)
self.assertEqual(ts_monthly.tseries[5], 152)
self.assertEqual(ts_monthly.tseries[6], 182)
self.assertEqual(ts_monthly.tseries[7], 213)
self.assertEqual(ts_monthly.tseries[8], 244)
self.assertEqual(ts_monthly.tseries[9], 274)
self.assertEqual(ts_monthly.dseries[-1], 736962)
self.assertEqual(ts_monthly.tseries[-1], 999)
# bad frequency
self.assertRaises(ValueError,
ts.convert,
new_freq="bad",
include_partial=True)
def test_timeseries_reverse(self):
"""Tests reversing the order of both the dates and values."""
ts = self.ts.clone()
ts.reverse()
# verify dateseries
self.assertEqual(ts.dseries[0], datetime(2016, 1, 9).toordinal())
self.assertEqual(ts.dseries[1], datetime(2016, 1, 8).toordinal())
self.assertEqual(ts.dseries[2], datetime(2016, 1, 7).toordinal())
self.assertEqual(ts.dseries[3], datetime(2016, 1, 6).toordinal())
self.assertEqual(ts.dseries[4], datetime(2016, 1, 5).toordinal())
self.assertEqual(ts.dseries[5], datetime(2016, 1, 4).toordinal())
# verify values
self.assertEqual(ts.tseries[0], 9)
self.assertEqual(ts.tseries[1], 8)
self.assertEqual(ts.tseries[2], 7)
self.assertEqual(ts.tseries[3], 6)
self.assertEqual(ts.tseries[4], 5)
self.assertEqual(ts.tseries[5], 4)
# verify with more than one column of data
ts = self.ts.clone()
ts = ts.combine(ts)
ts.reverse()
# verify values
self.assertEqual(ts.tseries[0][0], 9)
self.assertEqual(ts.tseries[1][0], 8)
self.assertEqual(ts.tseries[2][0], 7)
self.assertEqual(ts.tseries[3][0], 6)
self.assertEqual(ts.tseries[4][0], 5)
self.assertEqual(ts.tseries[5][0], 4)
self.assertEqual(ts.tseries[0][1], 9)
self.assertEqual(ts.tseries[1][1], 8)
self.assertEqual(ts.tseries[2][1], 7)
self.assertEqual(ts.tseries[3][1], 6)
self.assertEqual(ts.tseries[4][1], 5)
self.assertEqual(ts.tseries[5][1], 4)
def test_timeseries_get_diffs(self):
"""Tests returning a timeseries that is the change in values."""
ts = self.ts.get_diffs()
self.assertListEqual(
ts.tseries.tolist(),
[1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0],
)
self.assertEqual(len(ts.tseries), len(self.ts.tseries) - 1)
self.assertTrue(np.array_equal(self.ts.dseries[1:], ts.dseries))
def test_timeseries_get_pcdiffs(self):
"""Tests returning a timeseries that is % change in values."""
ts = self.ts
ts.tseries += 1
ts1 = ts.get_pcdiffs()
self.assertAlmostEqual(ts1.tseries[0], 100.0)
self.assertAlmostEqual(ts1.tseries[1], 50.0)
self.assertAlmostEqual(ts1.tseries[2], 33.33333333)
self.assertAlmostEqual(ts1.tseries[3], 25.0)
self.assertAlmostEqual(ts1.tseries[4], 20.0)
self.assertAlmostEqual(ts1.tseries[5], 16.66666667)
self.assertEqual(len(ts1.tseries), len(ts.tseries) - 1)
self.assertTrue(np.array_equal(self.ts.dseries[1:], ts1.dseries))
def test_timeseries_trunc(self):
"""Tests returning a timeseries that is a subset."""
ts = self.ts.clone()
ts.trunc(start=2, finish=None, new=False)
self.assertTrue(np.array_equal(ts.tseries, self.ts.tseries[2:]))
self.assertTrue(np.array_equal(ts.dseries, self.ts.dseries[2:]))
ts = self.ts.clone()
ts.trunc(start=None, finish=2, new=False)
self.assertTrue(np.array_equal(ts.tseries, self.ts.tseries[:2]))
self.assertTrue(np.array_equal(ts.dseries, self.ts.dseries[:2]))
ts = self.ts.clone()
ts.trunc(start=2, finish=4, new=False)
self.assertTrue(np.array_equal(ts.tseries, self.ts.tseries[2:4]))
self.assertTrue(np.array_equal(ts.dseries, self.ts.dseries[2:4]))
ts = self.ts.clone()
ts1 = ts.trunc(start=2, finish=4, new=True)
self.assertTrue(np.array_equal(ts1.tseries, self.ts.tseries[2:4]))
self.assertTrue(np.array_equal(ts1.dseries, self.ts.dseries[2:4]))
def test_timeseries_truncdate(self):
"""
Tests returning a timeseries that is a subset, but selected by
date.
"""
# set up separate timeseries with weekends skipped
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 25) # existing date within date series
date3 = datetime(2016, 1, 16) # date falling on a weekend
# date as datetime
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=None, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:]))
# date as ordinal
ts1 = ts.clone()
ts1.truncdate(start=date1.toordinal(), finish=None, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:]))
# finish date
ts1 = ts.clone()
ts1.truncdate(start=None, finish=date2, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[:18]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[:18]))
# finish date that is not in dseries
ts1 = ts.clone()
ts1.truncdate(start=None, finish=date3, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[:12]))
# start and finish date
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=date2, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:18]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:18]))
# start and finish date that is not in dseries
ts1 = ts.clone()
ts1.truncdate(start=date1, finish=date3, new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a list
ts1 = ts.clone()
ts1.truncdate([date1, date3], new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a tuple
ts1 = ts.clone()
ts1.truncdate((date1, date3), new=False)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries[5:12]))
# start and finish date as a tuple new=True
ts1 = ts.clone()
ts2 = ts1.truncdate((date1, date3), new=True)
self.assertTrue(np.array_equal(ts1.tseries, ts.tseries))
self.assertTrue(np.array_equal(ts1.dseries, ts.dseries))
self.assertTrue(np.array_equal(ts2.tseries, ts.tseries[5:12]))
self.assertTrue(np.array_equal(ts2.dseries, ts.dseries[5:12]))
def test_timeseries_row_no(self):
""" Tests the ability to locate the correct row. """
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 16) # date falling on a weekend
date3 = datetime(2015, 6, 16) # date prior to start of date series
date4 = datetime(2016, 3, 8) # date after to end of date series
# as datetime
row_no = ts.row_no(rowdate=date1, closest=0, no_error=False)
self.assertEqual(row_no, 5)
# as ordinal
row_no = ts.row_no(rowdate=date1.toordinal(),
closest=0,
no_error=False)
self.assertEqual(row_no, 5)
# as datetime but date not in series
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date2,
closest=0,
no_error=False,
)
row_no = ts.row_no(rowdate=date2, closest=0, no_error=True)
self.assertEqual(row_no, -1)
# as datetime but date not in series, look for earlier date
row_no = ts.row_no(rowdate=date2, closest=-1, no_error=False)
self.assertEqual(row_no, 11)
# as datetime but date not in series, look for later date
row_no = ts.row_no(rowdate=date2, closest=1, no_error=False)
self.assertEqual(row_no, 12)
# as datetime but date not in series, look for earlier date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date3,
closest=-1,
no_error=False,
)
# as datetime but date not in series, look for later date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date4,
closest=1,
no_error=False,
)
# now change series direction
ts.reverse()
# as datetime
row_no = ts.row_no(rowdate=date1, closest=0, no_error=False)
self.assertEqual(row_no, 22)
# as ordinal
row_no = ts.row_no(rowdate=date1.toordinal(),
closest=0,
no_error=False)
self.assertEqual(row_no, 22)
# as datetime but date not in series
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date2,
closest=0,
no_error=False,
)
row_no = ts.row_no(rowdate=date2, closest=0, no_error=True)
self.assertEqual(row_no, -1)
# as datetime but date not in series, look for earlier date
row_no = ts.row_no(rowdate=date2, closest=-1, no_error=False)
self.assertEqual(row_no, 16)
# as datetime but date not in series, look for later date
row_no = ts.row_no(rowdate=date2, closest=1, no_error=False)
self.assertEqual(row_no, 15)
# as datetime but date not in series, look for earlier date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date3,
closest=-1,
no_error=False,
)
# as datetime but date not in series, look for later date
self.assertRaises(
ValueError,
ts.row_no,
rowdate=date4,
closest=1,
no_error=False,
)
def test_timeseries_datetime_series(self):
""" Tests returning a date series converted to date/datetime objects. """
ord_list = datetime(2016, 1, 1).toordinal() + np.arange(20)
tstamp_list = datetime(2016, 1, 1).timestamp() + np.arange(20)
ts = Timeseries()
ts.dseries = ord_list
ts.tseries = np.arange(20) # gilding the lily
dt_list = [date(2016, 1, 1) + timedelta(days=i) for i in range(20)]
self.assertListEqual(ts.datetime_series(), dt_list)
ts.frequency = FREQ_SEC
ts.dseries = tstamp_list
ts.tseries = np.arange(20)
dt_list = [
datetime(2016, 1, 1) + timedelta(seconds=i) for i in range(20)
]
self.assertListEqual(ts.datetime_series(), dt_list)
def test_timeseries_fmt_date(self):
"""Tests formatting str dates based on date types."""
# ordinal date default format
ts = Timeseries()
str_date = ts.fmt_date(datetime(2016, 3, 1).toordinal(),
dt_type=TS_ORDINAL)
self.assertEqual(str_date, "2016-03-01")
# ordinal date custom format
str_date = ts.fmt_date(
datetime(2016, 3, 1).toordinal(),
dt_type=TS_ORDINAL,
dt_fmt="%g %b %d",
)
self.assertEqual(str_date, "16 Mar 01")
# timestamp date default format
ts = Timeseries(frequency=FREQ_SEC)
str_date = ts.fmt_date(datetime(2016, 3, 1).timestamp(),
dt_type=TS_TIMESTAMP)
self.assertEqual(str_date, "2016-03-01 00:00:00")
# timestamp date custom format
str_date = ts.fmt_date(
datetime(2016, 3, 1, 10, 5, 23, 45).timestamp(),
dt_type=TS_TIMESTAMP,
dt_fmt="%F at %H:%M and %S seconds",
)
self.assertEqual(str_date, "2016-03-01 at 10:05 and 23 seconds")
# invalid date type
self.assertRaises(
ValueError,
ts.fmt_date,
datetime(2020, 1, 29),
dt_type=None,
dt_fmt="%F",
)
def test_timeseries__repr__(self):
"""
<Timeseries>
key: Test Key
columns: []
frequency: d
daterange: ('2016-01-09', '2015-12-31')
end-of-period: True
shape: (10,)
"""
str_ts = str(self.ts).split("\n")
self.assertEqual("<Timeseries>", str_ts[0])
self.assertEqual("key: Test Key", str_ts[1])
self.assertEqual("columns: ['F1']", str_ts[2])
self.assertEqual("frequency: d", str_ts[3])
self.assertEqual("daterange: ('2015-12-31', '2016-01-09')", str_ts[4])
self.assertEqual("end-of-period: True", str_ts[5])
self.assertEqual("shape: (10,)", str_ts[6])
# test blank Timeseries
ts = Timeseries()
str_ts = str(ts).split("\n")
self.assertEqual("<Timeseries>", str_ts[0])
self.assertEqual("key: ", str_ts[1])
self.assertEqual("columns: None", str_ts[2])
self.assertEqual("frequency: d", str_ts[3])
self.assertEqual("daterange: (None, None)", str_ts[4])
self.assertEqual("end-of-period: True", str_ts[5])
self.assertEqual("shape: None", str_ts[6])
def test_timeseries_set_zeros(self):
""" This function tests whether the timeseries can be set to zeros. """
ts = self.ts.clone()
shape = ts.shape()
ts.set_zeros()
self.assertTrue(np.array_equal(ts.tseries, np.zeros(shape)))
ts1 = self.ts.clone().set_zeros(new=True)
self.assertTrue(np.array_equal(ts1.tseries, np.zeros(shape)))
def test_timeseries_set_ones(self):
""" This function tests whether the timeseries can be set to ones. """
ts = self.ts.clone()
shape = ts.shape()
ts.set_ones()
self.assertTrue(np.array_equal(ts.tseries, np.ones(shape)))
ts1 = self.ts.clone().set_ones(new=True)
self.assertTrue(np.array_equal(ts1.tseries, np.ones(shape)))
def test_timeseries_header(self):
"""Tests returning the non-timeseries data."""
header_dict = self.ts.header()
self.assertDictEqual(
header_dict,
{
"frequency": "d",
"key": "Test Key",
"columns": ["F1"],
"end_of_period": True,
},
)
def test_timeseries_daterange(self):
"""Tests returning the starting and ending dates in various formats."""
# ordinal daterange as ordinals,
self.assertTupleEqual(
self.ts.daterange(),
(
datetime(2015, 12, 31).toordinal(),
datetime(2016, 1, 9).toordinal(),
),
)
# ordinal daterange as string
self.assertTupleEqual(self.ts.daterange("str"),
("2015-12-31", "2016-01-09"))
# ordinal daterange as datetimes
self.assertTupleEqual(
self.ts.daterange("datetime"),
(date(2015, 12, 31), date(2016, 1, 9)),
)
# timestamp
tstamp_list = datetime(2016, 1, 1).timestamp() + np.arange(20)
ts = Timeseries()
ts.frequency = FREQ_SEC
ts.dseries = tstamp_list
ts.tseries = np.arange(20)
# timestamp daterange as timestamps
self.assertTupleEqual(
ts.daterange(),
(
datetime(2016, 1, 1).timestamp(),
datetime(2016, 1, 1, 0, 0, 19).timestamp(),
),
)
# timestamp daterange as string
self.assertTupleEqual(
ts.daterange("str"),
("2016-01-01 00:00:00", "2016-01-01 00:00:19"),
)
# timestamp daterange as datetimes
self.assertTupleEqual(
ts.daterange("datetime"),
(
datetime(2016, 1, 1, 0, 0, 0),
datetime(2016, 1, 1, 0, 0, 19),
),
)
# test blank Timeseries
ts = Timeseries()
self.assertTupleEqual(ts.daterange(), (None, None))
# test invalid format flag
self.assertRaises(ValueError, self.ts.daterange, fmt="wrong")
def test_timeseries_years(self):
"""Tests returning the ending values by years in a dict."""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
self.assertDictEqual(
ts.years(),
{
2015: 0,
2016: 366,
2017: 731,
2018: 999,
},
)
def test_timeseries_months(self):
"""Tests returning the ending values by months in a dict."""
ts = Timeseries()
ts.dseries = datetime(2015, 12, 31).toordinal() + np.arange(1000)
ts.tseries = np.arange(1000)
self.assertDictEqual(
ts.months(),
{
"2015-12": 0,
"2016-01": 31,
"2016-02": 60,
"2016-03": 91,
"2016-04": 121,
"2016-05": 152,
"2016-06": 182,
"2016-07": 213,
"2016-08": 244,
"2016-09": 274,
"2016-10": 305,
"2016-11": 335,
"2016-12": 366,
"2017-01": 397,
"2017-02": 425,
"2017-03": 456,
"2017-04": 486,
"2017-05": 517,
"2017-06": 547,
"2017-07": 578,
"2017-08": 609,
"2017-09": 639,
"2017-10": 670,
"2017-11": 700,
"2017-12": 731,
"2018-01": 762,
"2018-02": 790,
"2018-03": 821,
"2018-04": 851,
"2018-05": 882,
"2018-06": 912,
"2018-07": 943,
"2018-08": 974,
"2018-09": 999,
},
)
def test_timeseries_closest_date(self):
"""Tests returning the closest date in the series to the input date."""
ts = Timeseries()
ts.dseries = []
ts.tseries = []
start_date = datetime(2015, 12, 31)
for i in range(40):
date = start_date + timedelta(days=i)
if date.weekday() not in [5, 6]:
ts.dseries.append(date.toordinal())
ts.tseries.append(i)
ts.make_arrays()
date1 = datetime(2016, 1, 7) # existing date within date series
date2 = datetime(2016, 1, 16) # date falling on a weekend
date3 = datetime(2015, 6, 16) # date prior to start of date series
date4 = datetime(2016, 3, 8) # date after to end of date series
# as datetime and in the series
test_date = ts.closest_date(rowdate=date1, closest=1)
self.assertEqual(test_date, date1.toordinal())
# as ordinal and in the series
test_date = ts.closest_date(rowdate=date1, closest=1)
self.assertEqual(test_date, date1.toordinal())
# as datetime but date not in series
test_date = ts.closest_date(rowdate=date2, closest=1)
self.assertEqual(test_date, datetime(2016, 1, 18).toordinal())
test_date = ts.closest_date(rowdate=date2, closest=-1)
self.assertEqual(test_date, datetime(2016, 1, 15).toordinal())
# as datetime but date not in series, look for earlier date
self.assertRaises(ValueError,
ts.closest_date,
rowdate=date3,
closest=-1)
# as datetime but date not in series, look for later date
self.assertRaises(ValueError,
ts.closest_date,
rowdate=date4,
closest=1)
def test_timeseries_get_duped_dates(self):
"""Test the dupes works properly."""
ts = self.ts.clone()
ts.dseries[3] = ts.dseries[4]
ts = Timeseries(frequency="sec")
ts.dseries = datetime(2015, 12, 31).timestamp() + np.arange(10)
ts.tseries = np.arange(10)
ts.make_arrays()
ts.dseries[3] = ts.dseries[4]
def test_items(self):
"""This function returns a combined date and values list."""
items = [
(date(2015, 12, 31), 0.0),
(date(2016, 1, 1), 1.0),
(date(2016, 1, 2), 2.0),
(date(2016, 1, 3), 3.0),
(date(2016, 1, 4), 4.0),
(date(2016, 1, 5), 5.0),
(date(2016, 1, 6), 6.0),
(date(2016, 1, 7), 7.0),
(date(2016, 1, 8), 8.0),
(date(2016, 1, 9), 9.0),
]
self.assertListEqual(self.ts.items(), items)
self.assertListEqual(
self.ts.items("str"),
[(date, values) for date, values in zip(
self.ts.date_string_series(), self.ts.tseries)],
)
def test_get_point(self):
"""
This function tests getting a point object from a timeseries row.
"""
point = self.ts.get_point(row_no=0)
self.assertEqual(point.row_no, 0)
self.assertEqual(point.date, self.ts.dseries[0])
self.assertEqual(point.values, self.ts.tseries[0])
self.ts.tseries = self.ts.tseries.reshape((-1, 1))
point = self.ts.get_point(row_no=0)
self.assertListEqual(point.values.tolist(),
self.ts.tseries[0].tolist())
# by rowdate
point = self.ts.get_point(rowdate=self.ts.start_date())
self.assertEqual(point.row_no, 0)
self.assertEqual(point.date, self.ts.dseries[0])
self.assertEqual(point.values, self.ts.tseries[0])
# no params
self.assertRaises(ValueError, self.ts.get_point)