def testSecurityValuesRankWithGroup(self):
data = np.random.randn(3000)
groups = np.random.randint(0, 30, 3000)
index = list(range(3000))
data = SeriesValues(data, index)
groups = SeriesValues(groups, index)
test = data.rank(groups)
pd_series = pd.Series(data.values)
expected = pd_series.groupby(groups.values).rank()
np.testing.assert_array_almost_equal(test.values, expected.values)
def testSecurityValuesRank(self):
data = np.array([3, 2, np.nan, np.nan, 4, 5])
index = [1, 2, 3, 4, 5, 6]
data = SeriesValues(data, index)
test = data.rank()
expected = SeriesValues(np.array([2, 1, np.nan, np.nan, 3, 4]), dict(zip(index, range(len(index)))))
for name in test.index():
if np.isnan(test[name]):
self.assertTrue(np.isnan(expected[name]))
else:
self.assertEqual(test[name], expected[name])
