def test_repr(self):
expected = "<BusinessQuarterEnd: startingMonth=3>"
assert repr(BQuarterEnd()) == expected
expected = "<BusinessQuarterEnd: startingMonth=3>"
assert repr(BQuarterEnd(startingMonth=3)) == expected
expected = "<BusinessQuarterEnd: startingMonth=1>"
assert repr(BQuarterEnd(startingMonth=1)) == expected
def manipulate_yield_data(df_treasury):
# Take out 2 month yield and only use 24 months of data
df_treasury = df_treasury.drop(['2 MO'], axis=1).last('24M')
df_treasury.reset_index(inplace=True)
# Get the data for the last day of each business quarter for the
# last 24 months.
df_us_treasury = df_treasury.loc[df_treasury.Date.isin(
df_treasury.Date + BQuarterEnd())]
# Once every 5 or 6 years the end of the first business
# quarter is Good Friday. The financial markets in the US
# are closed on Good Friday. When this occurs we have to get
# data from the day before Good Friday.
# Create a list of the years that are in the df_treasury dataframe
df_dates = pd.to_datetime(df_treasury['Date']).dt.year.unique()
for date in df_dates:
# Calculate Good Friday. It's two days before Easter Sunday
goodfriday = easter(date) + timedelta(days=-2)
# Calculate the end of the business quarter for the quarter that
# Good Friday is in.
Bqtr_end_date = (pd.to_datetime(goodfriday) +
BQuarterEnd(0)).date()
# check to see if Good Friday is the last day of the business quarter
if goodfriday == Bqtr_end_date:
# Subtract one day from Good Friday to get financial end of qtr
end_of_qtr = pd.to_datetime(goodfriday + timedelta(days=-1))
# Get the row in df_treasury with the information that we need
df_temp = df_treasury[df_treasury.Date == end_of_qtr]
# Add the dataframe with the one record that we need to the
# dataframe with the business quarter end data
df_us_treasury = pd.concat([df_us_treasury, df_temp])
# Add data from most recent date in df_treasury to df_us_treasury
df_us_treasury = df_us_treasury.append(df_treasury.iloc[-1])
# Update the index so that the data prints out correctly
df_us_treasury = df_us_treasury.sort_values(by=['Date'],
ascending=False)
df_treasury = df_treasury.sort_values(by=['Date'], ascending=False)
df_us_treasury['Date'] = pd.to_datetime(df_us_treasury['Date'],
format='%Y-%m-%d').dt.date
return df_us_treasury, df_treasury
def manipulate_yield_data(df_treasury):
# Take out 2 month yield and only use last two years data
df_treasury = df_treasury.drop(['2 MO'], axis=1).last('2Y')
df_treasury.reset_index(inplace=True)
# Get data from last day of each business quarter
# Add data from the most recent day we have
# Transpose the dataframe
df_us_treasury = df_treasury.loc[df_treasury.Date.isin(
df_treasury.Date + BQuarterEnd())]
# Once every 5 or 6 years the end of the first business
# quarter is Good Friday. The financial markets in the US
# are closed on Good Friday. When this occurs we have to get
# data from the day before Good Friday.
# Create a list of the years that are in the df_treasury dataframe
df_dates = pd.to_datetime(df_treasury['Date']).dt.year.unique()
for date in df_dates:
# Calculate Good Friday. It's two days before Easter Sunday
goodfriday = easter(date) + timedelta(days=-2)
# Calculate the end of the business quarter for the quarter that
# Good Friday is in.
Bqtr_end_date = (pd.to_datetime(goodfriday) +
BQuarterEnd(0)).date()
# check to see if Good Friday is the last day of the business quarter
if goodfriday == Bqtr_end_date:
# Subtract one day from Good Friday to get financial end of qtr
end_of_qtr = pd.to_datetime(goodfriday + timedelta(days=-1))
# Get the row in df_treasury with the information that we need
df_temp = df_treasury[df_treasury.Date == end_of_qtr]
# Add the dataframe with the one record that we need to the
# dataframe with the business quarter end data
df_us_treasury = pd.concat([df_us_treasury, df_temp])
df_us_treasury = (df_us_treasury.append(df_treasury.iloc[-1],
ignore_index=True)).T
return df_us_treasury, len(
df_us_treasury.index), len(df_us_treasury.columns) + 1
# 'QS' : QuarterBegin(startingMonth=1),
'QS-JAN' : QuarterBegin(startingMonth=1),
'QS-FEB' : QuarterBegin(startingMonth=2),
'QS-MAR' : QuarterBegin(startingMonth=3),
'QS-APR' : QuarterBegin(startingMonth=4),
'QS-MAY' : QuarterBegin(startingMonth=5),
'QS-JUN' : QuarterBegin(startingMonth=6),
'QS-JUL' : QuarterBegin(startingMonth=7),
'QS-AUG' : QuarterBegin(startingMonth=8),
'QS-SEP' : QuarterBegin(startingMonth=9),
'QS-OCT' : QuarterBegin(startingMonth=10),
'QS-NOV' : QuarterBegin(startingMonth=11),
'QS-DEC' : QuarterBegin(startingMonth=12),
# Quarterly - Business
'BQ-JAN' : BQuarterEnd(startingMonth=1),
'BQ-FEB' : BQuarterEnd(startingMonth=2),
'BQ-MAR' : BQuarterEnd(startingMonth=3),
# 'BQ' : BQuarterEnd(startingMonth=3),
'BQ-APR' : BQuarterEnd(startingMonth=4),
'BQ-MAY' : BQuarterEnd(startingMonth=5),
'BQ-JUN' : BQuarterEnd(startingMonth=6),
'BQ-JUL' : BQuarterEnd(startingMonth=7),
'BQ-AUG' : BQuarterEnd(startingMonth=8),
'BQ-SEP' : BQuarterEnd(startingMonth=9),
'BQ-OCT' : BQuarterEnd(startingMonth=10),
'BQ-NOV' : BQuarterEnd(startingMonth=11),
'BQ-DEC' : BQuarterEnd(startingMonth=12),
# Quarterly - Business (Start)
def test_offset_corner_case(self):
# corner
offset = BQuarterEnd(n=-1, startingMonth=1)
assert datetime(2010, 1, 31) + offset == datetime(2010, 1, 29)
def test_isAnchored(self):
assert BQuarterEnd(startingMonth=1).isAnchored()
assert BQuarterEnd().isAnchored()
assert not BQuarterEnd(2, startingMonth=1).isAnchored()
class TestBQuarterEnd(Base):
_offset = BQuarterEnd
def test_repr(self):
expected = "<BusinessQuarterEnd: startingMonth=3>"
assert repr(BQuarterEnd()) == expected
expected = "<BusinessQuarterEnd: startingMonth=3>"
assert repr(BQuarterEnd(startingMonth=3)) == expected
expected = "<BusinessQuarterEnd: startingMonth=1>"
assert repr(BQuarterEnd(startingMonth=1)) == expected
def test_isAnchored(self):
assert BQuarterEnd(startingMonth=1).isAnchored()
assert BQuarterEnd().isAnchored()
assert not BQuarterEnd(2, startingMonth=1).isAnchored()
def test_offset_corner_case(self):
# corner
offset = BQuarterEnd(n=-1, startingMonth=1)
assert datetime(2010, 1, 31) + offset == datetime(2010, 1, 29)
offset_cases = []
offset_cases.append((BQuarterEnd(startingMonth=1), {
datetime(2008, 1, 1): datetime(2008, 1, 31),
datetime(2008, 1, 31): datetime(2008, 4, 30),
datetime(2008, 2, 15): datetime(2008, 4, 30),
datetime(2008, 2, 29): datetime(2008, 4, 30),
datetime(2008, 3, 15): datetime(2008, 4, 30),
datetime(2008, 3, 31): datetime(2008, 4, 30),
datetime(2008, 4, 15): datetime(2008, 4, 30),
datetime(2008, 4, 30): datetime(2008, 7, 31)}))
offset_cases.append((BQuarterEnd(startingMonth=2), {
datetime(2008, 1, 1): datetime(2008, 2, 29),
datetime(2008, 1, 31): datetime(2008, 2, 29),
datetime(2008, 2, 15): datetime(2008, 2, 29),
datetime(2008, 2, 29): datetime(2008, 5, 30),
datetime(2008, 3, 15): datetime(2008, 5, 30),
datetime(2008, 3, 31): datetime(2008, 5, 30),
datetime(2008, 4, 15): datetime(2008, 5, 30),
datetime(2008, 4, 30): datetime(2008, 5, 30)}))
offset_cases.append((BQuarterEnd(startingMonth=1, n=0), {
datetime(2008, 1, 1): datetime(2008, 1, 31),
datetime(2008, 1, 31): datetime(2008, 1, 31),
datetime(2008, 2, 15): datetime(2008, 4, 30),
datetime(2008, 2, 29): datetime(2008, 4, 30),
datetime(2008, 3, 15): datetime(2008, 4, 30),
datetime(2008, 3, 31): datetime(2008, 4, 30),
datetime(2008, 4, 15): datetime(2008, 4, 30),
datetime(2008, 4, 30): datetime(2008, 4, 30)}))
offset_cases.append((BQuarterEnd(startingMonth=1, n=-1), {
datetime(2008, 1, 1): datetime(2007, 10, 31),
datetime(2008, 1, 31): datetime(2007, 10, 31),
datetime(2008, 2, 15): datetime(2008, 1, 31),
datetime(2008, 2, 29): datetime(2008, 1, 31),
datetime(2008, 3, 15): datetime(2008, 1, 31),
datetime(2008, 3, 31): datetime(2008, 1, 31),
datetime(2008, 4, 15): datetime(2008, 1, 31),
datetime(2008, 4, 30): datetime(2008, 1, 31)}))
offset_cases.append((BQuarterEnd(startingMonth=1, n=2), {
datetime(2008, 1, 31): datetime(2008, 7, 31),
datetime(2008, 2, 15): datetime(2008, 7, 31),
datetime(2008, 2, 29): datetime(2008, 7, 31),
datetime(2008, 3, 15): datetime(2008, 7, 31),
datetime(2008, 3, 31): datetime(2008, 7, 31),
datetime(2008, 4, 15): datetime(2008, 7, 31),
datetime(2008, 4, 30): datetime(2008, 10, 31)}))
@pytest.mark.parametrize('case', offset_cases)
def test_offset(self, case):
offset, cases = case
for base, expected in compat.iteritems(cases):
assert_offset_equal(offset, base, expected)
on_offset_cases = [
(BQuarterEnd(1, startingMonth=1), datetime(2008, 1, 31), True),
(BQuarterEnd(1, startingMonth=1), datetime(2007, 12, 31), False),
(BQuarterEnd(1, startingMonth=1), datetime(2008, 2, 29), False),
(BQuarterEnd(1, startingMonth=1), datetime(2007, 3, 30), False),
(BQuarterEnd(1, startingMonth=1), datetime(2007, 3, 31), False),
(BQuarterEnd(1, startingMonth=1), datetime(2008, 4, 30), True),
(BQuarterEnd(1, startingMonth=1), datetime(2008, 5, 30), False),
(BQuarterEnd(1, startingMonth=1), datetime(2007, 6, 29), False),
(BQuarterEnd(1, startingMonth=1), datetime(2007, 6, 30), False),
(BQuarterEnd(1, startingMonth=2), datetime(2008, 1, 31), False),
(BQuarterEnd(1, startingMonth=2), datetime(2007, 12, 31), False),
(BQuarterEnd(1, startingMonth=2), datetime(2008, 2, 29), True),
(BQuarterEnd(1, startingMonth=2), datetime(2007, 3, 30), False),
(BQuarterEnd(1, startingMonth=2), datetime(2007, 3, 31), False),
(BQuarterEnd(1, startingMonth=2), datetime(2008, 4, 30), False),
(BQuarterEnd(1, startingMonth=2), datetime(2008, 5, 30), True),
(BQuarterEnd(1, startingMonth=2), datetime(2007, 6, 29), False),
(BQuarterEnd(1, startingMonth=2), datetime(2007, 6, 30), False),
(BQuarterEnd(1, startingMonth=3), datetime(2008, 1, 31), False),
(BQuarterEnd(1, startingMonth=3), datetime(2007, 12, 31), True),
(BQuarterEnd(1, startingMonth=3), datetime(2008, 2, 29), False),
(BQuarterEnd(1, startingMonth=3), datetime(2007, 3, 30), True),
(BQuarterEnd(1, startingMonth=3), datetime(2007, 3, 31), False),
(BQuarterEnd(1, startingMonth=3), datetime(2008, 4, 30), False),
(BQuarterEnd(1, startingMonth=3), datetime(2008, 5, 30), False),
(BQuarterEnd(1, startingMonth=3), datetime(2007, 6, 29), True),
(BQuarterEnd(1, startingMonth=3), datetime(2007, 6, 30), False)]
@pytest.mark.parametrize('case', on_offset_cases)
def test_onOffset(self, case):
offset, dt, expected = case
assert_onOffset(offset, dt, expected)
rng = pd.date_range(start='1/1/2000', periods=100000, freq='T')
ser = pd.Series(rng)
res = rng + offset
res_v2 = offset.apply_index(rng)
assert (res == res_v2).all()
assert res[0] == rng[0] + offset
assert res[-1] == rng[-1] + offset
res2 = ser + offset
# apply_index is only for indexes, not series, so no res2_v2
assert res2.iloc[0] == ser.iloc[0] + offset
assert res2.iloc[-1] == ser.iloc[-1] + offset
@pytest.mark.parametrize('offset', [QuarterBegin(), QuarterEnd(),
BQuarterBegin(), BQuarterEnd()])
def test_on_offset(offset):
dates = [datetime(2016, m, d)
for m in [10, 11, 12]
for d in [1, 2, 3, 28, 29, 30, 31] if not (m == 11 and d == 31)]
for date in dates:
res = offset.onOffset(date)
slow_version = date == (date + offset) - offset
assert res == slow_version
# --------------------------------------------------------------------
# Months
class TestMonthBegin(Base):
_offset = MonthBegin
ser = pd.Series(rng)
res = rng + offset
assert res.freq is None # not retained
res_v2 = offset.apply_index(rng)
assert (res == res_v2).all()
assert res[0] == rng[0] + offset
assert res[-1] == rng[-1] + offset
res2 = ser + offset
# apply_index is only for indexes, not series, so no res2_v2
assert res2.iloc[0] == ser.iloc[0] + offset
assert res2.iloc[-1] == ser.iloc[-1] + offset
@pytest.mark.parametrize(
"offset", [QuarterBegin(), QuarterEnd(), BQuarterBegin(), BQuarterEnd()]
)
def test_on_offset(offset):
dates = [
datetime(2016, m, d)
for m in [10, 11, 12]
for d in [1, 2, 3, 28, 29, 30, 31]
if not (m == 11 and d == 31)
]
for date in dates:
res = offset.is_on_offset(date)
slow_version = date == (date + offset) - offset
assert res == slow_version
# --------------------------------------------------------------------
res = rng + offset
res_v2 = offset.apply_index(rng)
assert (res == res_v2).all()
assert res[0] == rng[0] + offset
assert res[-1] == rng[-1] + offset
res2 = ser + offset
# apply_index is only for indexes, not series, so no res2_v2
assert res2.iloc[0] == ser.iloc[0] + offset
assert res2.iloc[-1] == ser.iloc[-1] + offset
@pytest.mark.parametrize(
'offset', [QuarterBegin(),
QuarterEnd(),
BQuarterBegin(),
BQuarterEnd()])
def test_on_offset(offset):
dates = [
datetime(2016, m, d) for m in [10, 11, 12]
for d in [1, 2, 3, 28, 29, 30, 31] if not (m == 11 and d == 31)
]
for date in dates:
res = offset.onOffset(date)
slow_version = date == (date + offset) - offset
assert res == slow_version
# --------------------------------------------------------------------
# Months
BQuarterBegin,
BQuarterEnd,
)
def test_quarterly_dont_normalize():
date = datetime(2012, 3, 31, 5, 30)
offsets = (BQuarterEnd, BQuarterBegin)
for klass in offsets:
result = date + klass()
assert result.time() == date.time()
@pytest.mark.parametrize("offset", [BQuarterBegin(), BQuarterEnd()])
def test_on_offset(offset):
dates = [
datetime(2016, m, d) for m in [10, 11, 12]
for d in [1, 2, 3, 28, 29, 30, 31] if not (m == 11 and d == 31)
]
for date in dates:
res = offset.is_on_offset(date)
slow_version = date == (date + offset) - offset
assert res == slow_version
class TestBQuarterBegin(Base):
_offset: type[QuarterOffset] = BQuarterBegin
def test_repr(self):