ai-content-maker/.venv/Lib/site-packages/pandas/tests/window/test_cython_aggregations.py

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2024-05-03 04:18:51 +03:00
from functools import partial
import sys
import numpy as np
import pytest
import pandas._libs.window.aggregations as window_aggregations
from pandas import Series
import pandas._testing as tm
def _get_rolling_aggregations():
# list pairs of name and function
# each function has this signature:
# (const float64_t[:] values, ndarray[int64_t] start,
# ndarray[int64_t] end, int64_t minp) -> np.ndarray
named_roll_aggs = (
[
("roll_sum", window_aggregations.roll_sum),
("roll_mean", window_aggregations.roll_mean),
]
+ [
(f"roll_var({ddof})", partial(window_aggregations.roll_var, ddof=ddof))
for ddof in [0, 1]
]
+ [
("roll_skew", window_aggregations.roll_skew),
("roll_kurt", window_aggregations.roll_kurt),
("roll_median_c", window_aggregations.roll_median_c),
("roll_max", window_aggregations.roll_max),
("roll_min", window_aggregations.roll_min),
]
+ [
(
f"roll_quantile({quantile},{interpolation})",
partial(
window_aggregations.roll_quantile,
quantile=quantile,
interpolation=interpolation,
),
)
for quantile in [0.0001, 0.5, 0.9999]
for interpolation in window_aggregations.interpolation_types
]
+ [
(
f"roll_rank({percentile},{method},{ascending})",
partial(
window_aggregations.roll_rank,
percentile=percentile,
method=method,
ascending=ascending,
),
)
for percentile in [True, False]
for method in window_aggregations.rolling_rank_tiebreakers.keys()
for ascending in [True, False]
]
)
# unzip to a list of 2 tuples, names and functions
unzipped = list(zip(*named_roll_aggs))
return {"ids": unzipped[0], "params": unzipped[1]}
_rolling_aggregations = _get_rolling_aggregations()
@pytest.fixture(
params=_rolling_aggregations["params"], ids=_rolling_aggregations["ids"]
)
def rolling_aggregation(request):
"""Make a rolling aggregation function as fixture."""
return request.param
def test_rolling_aggregation_boundary_consistency(rolling_aggregation):
# GH-45647
minp, step, width, size, selection = 0, 1, 3, 11, [2, 7]
values = np.arange(1, 1 + size, dtype=np.float64)
end = np.arange(width, size, step, dtype=np.int64)
start = end - width
selarr = np.array(selection, dtype=np.int32)
result = Series(rolling_aggregation(values, start[selarr], end[selarr], minp))
expected = Series(rolling_aggregation(values, start, end, minp)[selarr])
tm.assert_equal(expected, result)
def test_rolling_aggregation_with_unused_elements(rolling_aggregation):
# GH-45647
minp, width = 0, 5 # width at least 4 for kurt
size = 2 * width + 5
values = np.arange(1, size + 1, dtype=np.float64)
values[width : width + 2] = sys.float_info.min
values[width + 2] = np.nan
values[width + 3 : width + 5] = sys.float_info.max
start = np.array([0, size - width], dtype=np.int64)
end = np.array([width, size], dtype=np.int64)
loc = np.array(
[j for i in range(len(start)) for j in range(start[i], end[i])],
dtype=np.int32,
)
result = Series(rolling_aggregation(values, start, end, minp))
compact_values = np.array(values[loc], dtype=np.float64)
compact_start = np.arange(0, len(start) * width, width, dtype=np.int64)
compact_end = compact_start + width
expected = Series(
rolling_aggregation(compact_values, compact_start, compact_end, minp)
)
assert np.isfinite(expected.values).all(), "Not all expected values are finite"
tm.assert_equal(expected, result)