def testTSArithOperators(self):
ts1, dates1, data1 = self.getts(returndata=True, cols=2)
ts2, dates2, data2 = self.getts(returndata=True, cols=2)
for op in ops.values():
# print op
ts3 = op(ts1, ts2)
exp = list(map(op, data1, data2))
self.check_dates(ts3, dates1) # the dates should be the same
self.check_values(ts3, exp) # the values should be
def testTSArithOperators(self):
ts1, dates1, data1 = self.getts(returndata=True, cols=2)
ts2, dates2, data2 = self.getts(returndata=True, cols=2)
for op in ops.values():
# print op
ts3 = op(ts1, ts2)
exp = list(map(op, data1, data2))
self.check_dates(ts3, dates1) # the dates should be the same
self.check_values(ts3, exp) # the values should be
def testScalarArithOperators(self):
delta = random.uniform(1.0, 100.0)
ts, dates, data = self.getts(returndata=True)
for op in ops.values():
new_ts = op(ts, delta)
curry_op = lambda x: op(x, delta)
exp = list(map(curry_op, data))
self.check_dates(new_ts, dates)
self.check_values(new_ts, exp)
def testScalarArithOperators(self):
delta = random.uniform(1.0,100.0)
ts, dates, data = self.getts(returndata=True)
for op in ops.values():
new_ts = op(ts, delta)
curry_op = lambda x: op(x, delta)
exp = list(map(curry_op, data))
self.check_dates(new_ts, dates)
self.check_values(new_ts, exp)
def testArithOpWithDiffNumberCols(self):
'''
you can't perform arithmetic on timeseries that each have a different number of columns
'''
ts1 = self.getts(cols=2)
ts2 = self.getts(cols=1)
op = list(ops.values())[0]
curry_fn = lambda: op(ts1, ts2)
self.assertRaises(ExpressionError, curry_fn)
def testArithOpWithDiffNumberCols(self):
'''
you can't perform arithmetic on timeseries that each have a different number of columns
'''
ts1 = self.getts(cols=2)
ts2 = self.getts(cols=1)
op = list(ops.values())[0]
curry_fn = lambda: op(ts1, ts2)
self.assertRaises(ExpressionError, curry_fn)
def testArithOpWithMissingDates(self):
ts1, dates1, data1 = self.getts(returndata=True, cols=2)
ts2, dates2, data2 = self.getts(returndata=True, cols=2, delta=2)
all_dates = list(set(dates1).union(set(dates2)))
all_dates.sort()
op = list(ops.values())[0]
ts3 = op(ts1, ts2)
# Check that all the dates are in the return series by default
self.check_dates(ts3, all_dates)
btree = ts3.asbtree()
not_in_dates2 = set(dates1) - set(dates2)
self._check_missing_dts(not_in_dates2, btree)
not_in_dates1 = set(dates2) - set(dates1)
self._check_missing_dts(not_in_dates1, btree)
def testArithOpWithMissingDates(self):
ts1, dates1, data1 = self.getts(returndata=True, cols=2)
ts2, dates2, data2 = self.getts(returndata=True, cols=2, delta=2)
all_dates = list(set(dates1).union(set(dates2)))
all_dates.sort()
op = list(ops.values())[0]
ts3 = op(ts1, ts2)
# Check that all the dates are in the return series by default
self.check_dates(ts3, all_dates)
btree = ts3.asbtree()
not_in_dates2 = set(dates1) - set(dates2)
self._check_missing_dts(not_in_dates2, btree)
not_in_dates1 = set(dates2) - set(dates1)
self._check_missing_dts(not_in_dates1, btree)
