def test_alignment(self, env):
items = ('a', 'b')
sids = (1, 2)
dts = env.market_minute_window(
env.open_and_closes.market_open[0],
4,
).values
rp = RollingPanel(2, items, sids, initial_dates=dts[1:-1])
frame = pd.DataFrame(
data=np.arange(4).reshape((2, 2)),
columns=sids,
index=items,
)
nan_arr = np.empty((2, 6))
nan_arr.fill(np.nan)
rp.add_frame(dts[-1], frame)
cur = rp.get_current()
data = np.array(
(((np.nan, np.nan), (0, 1)), ((np.nan, np.nan), (2, 3))), float)
expected = pd.Panel(
data,
major_axis=dts[2:],
minor_axis=sids,
items=items,
)
expected.major_axis = expected.major_axis.tz_localize('utc')
tm.assert_panel_equal(
cur,
expected,
)
rp.extend_back(dts[:-2])
cur = rp.get_current()
data = np.array(
(((np.nan, np.nan), (np.nan, np.nan), (np.nan, np.nan), (0, 1)),
((np.nan, np.nan), (np.nan, np.nan), (np.nan, np.nan), (2, 3))),
float)
expected = pd.Panel(
data,
major_axis=dts,
minor_axis=sids,
items=items,
)
expected.major_axis = expected.major_axis.tz_localize('utc')
tm.assert_panel_equal(
cur,
expected,
)
def test_alignment(self, env):
items = ('a', 'b')
sids = (1, 2)
dts = env.market_minute_window(
env.open_and_closes.market_open[0], 4,
).values
rp = RollingPanel(2, items, sids, initial_dates=dts[1:-1])
frame = pd.DataFrame(
data=np.arange(4).reshape((2, 2)),
columns=sids,
index=items,
)
nan_arr = np.empty((2, 6))
nan_arr.fill(np.nan)
rp.add_frame(dts[-1], frame)
cur = rp.get_current()
data = np.array((((np.nan, np.nan),
(0, 1)),
((np.nan, np.nan),
(2, 3))),
float)
expected = pd.Panel(
data,
major_axis=dts[2:],
minor_axis=sids,
items=items,
)
expected.major_axis = expected.major_axis.tz_localize('utc')
tm.assert_panel_equal(
cur,
expected,
)
rp.extend_back(dts[:-2])
cur = rp.get_current()
data = np.array((((np.nan, np.nan),
(np.nan, np.nan),
(np.nan, np.nan),
(0, 1)),
((np.nan, np.nan),
(np.nan, np.nan),
(np.nan, np.nan),
(2, 3))),
float)
expected = pd.Panel(
data,
major_axis=dts,
minor_axis=sids,
items=items,
)
expected.major_axis = expected.major_axis.tz_localize('utc')
tm.assert_panel_equal(
cur,
expected,
)
