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‎pandas/tests/window/__init__.py

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import pytest
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pytestmark = [
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# 2021-02-01 needed until numba updates their usage
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pytest.mark.filterwarnings(
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r"ignore:`np\.int` is a deprecated alias:DeprecationWarning"
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),
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]

‎pandas/tests/window/conftest.py

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from datetime import (
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datetime,
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timedelta,
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)
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import numpy as np
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import pytest
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import pandas.util._test_decorators as td
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from pandas import (
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DataFrame,
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Series,
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bdate_range,
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to_datetime,
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)
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@pytest.fixture(params=[True, False])
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def raw(request):
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"""raw keyword argument for rolling.apply"""
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return request.param
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@pytest.fixture(
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params=[
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"triang",
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"blackman",
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"hamming",
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"bartlett",
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"bohman",
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"blackmanharris",
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"nuttall",
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"barthann",
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]
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)
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def win_types(request):
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return request.param
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@pytest.fixture(params=["kaiser", "gaussian", "general_gaussian", "exponential"])
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def win_types_special(request):
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return request.param
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@pytest.fixture(
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params=[
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"sum",
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"mean",
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"median",
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"max",
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"min",
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"var",
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"std",
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"kurt",
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"skew",
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"count",
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"sem",
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]
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)
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def arithmetic_win_operators(request):
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return request.param
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@pytest.fixture(
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params=[
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["sum", {}],
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["mean", {}],
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["median", {}],
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["max", {}],
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["min", {}],
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["var", {}],
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["var", {"ddof": 0}],
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["std", {}],
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["std", {"ddof": 0}],
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]
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)
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def arithmetic_numba_supported_operators(request):
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return request.param
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@pytest.fixture(params=["right", "left", "both", "neither"])
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def closed(request):
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return request.param
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@pytest.fixture(params=[True, False])
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def center(request):
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return request.param
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@pytest.fixture(params=[None, 1])
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def min_periods(request):
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return request.param
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@pytest.fixture(params=["single", "table"])
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def method(request):
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"""method keyword in rolling/expanding/ewm constructor"""
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return request.param
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@pytest.fixture(params=[True, False])
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def parallel(request):
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"""parallel keyword argument for numba.jit"""
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return request.param
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# Can parameterize nogil & nopython over True | False, but limiting per
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# https://github.com/pandas-dev/pandas/pull/41971#issuecomment-860607472
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@pytest.fixture(params=[False])
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def nogil(request):
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"""nogil keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True])
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def nopython(request):
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"""nopython keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def adjust(request):
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"""adjust keyword argument for ewm"""
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return request.param
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@pytest.fixture(params=[True, False])
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def ignore_na(request):
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"""ignore_na keyword argument for ewm"""
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return request.param
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@pytest.fixture(params=[pytest.param("numba", marks=td.skip_if_no("numba")), "cython"])
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def engine(request):
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"""engine keyword argument for rolling.apply"""
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return request.param
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@pytest.fixture(
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params=[
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pytest.param(("numba", True), marks=td.skip_if_no("numba")),
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("cython", True),
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("cython", False),
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]
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)
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def engine_and_raw(request):
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"""engine and raw keyword arguments for rolling.apply"""
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return request.param
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@pytest.fixture
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def times_frame():
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"""Frame for testing times argument in EWM groupby."""
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return DataFrame(
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{
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"A": ["a", "b", "c", "a", "b", "c", "a", "b", "c", "a"],
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"B": [0, 0, 0, 1, 1, 1, 2, 2, 2, 3],
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"C": to_datetime(
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[
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"2020-01-01",
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"2020-01-01",
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"2020-01-01",
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"2020-01-02",
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"2020-01-10",
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"2020-01-22",
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"2020-01-03",
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"2020-01-23",
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"2020-01-23",
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"2020-01-04",
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]
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),
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}
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)
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@pytest.fixture(params=["1 day", timedelta(days=1)])
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def halflife_with_times(request):
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"""Halflife argument for EWM when times is specified."""
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return request.param
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@pytest.fixture(
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params=[
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"object",
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"category",
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"int8",
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"int16",
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"int32",
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"int64",
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"uint8",
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"uint16",
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"uint32",
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"uint64",
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"float16",
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"float32",
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"float64",
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"m8[ns]",
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"M8[ns]",
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"datetime64[ns, UTC]",
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]
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)
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def dtypes(request):
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"""Dtypes for window tests"""
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return request.param
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@pytest.fixture(
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params=[
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 1]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", "C"]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1.0, 0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0.0, 1]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", 1]),
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DataFrame([[2.0, 4.0], [1.0, 2.0], [5.0, 2.0], [8.0, 1.0]], columns=[1, 0.0]),
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DataFrame([[2, 4.0], [1, 2.0], [5, 2.0], [8, 1.0]], columns=[0, 1.0]),
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DataFrame([[2, 4], [1, 2], [5, 2], [8, 1.0]], columns=[1.0, "X"]),
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]
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)
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def pairwise_frames(request):
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"""Pairwise frames test_pairwise"""
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return request.param
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@pytest.fixture
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def pairwise_target_frame():
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"""Pairwise target frame for test_pairwise"""
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return DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0, 1])
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@pytest.fixture
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def pairwise_other_frame():
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"""Pairwise other frame for test_pairwise"""
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return DataFrame(
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[[None, 1, 1], [None, 1, 2], [None, 3, 2], [None, 8, 1]],
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columns=["Y", "Z", "X"],
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)
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@pytest.fixture
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def series():
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"""Make mocked series as fixture."""
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arr = np.random.randn(100)
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locs = np.arange(20, 40)
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arr[locs] = np.NaN
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series = Series(arr, index=bdate_range(datetime(2009, 1, 1), periods=100))
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return series
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@pytest.fixture
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def frame():
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"""Make mocked frame as fixture."""
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return DataFrame(
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np.random.randn(100, 10),
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index=bdate_range(datetime(2009, 1, 1), periods=100),
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columns=np.arange(10),
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)

‎pandas/tests/window/moments/__init__.py

Whitespace-only changes.

‎pandas/tests/window/moments/conftest.py

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import itertools
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import numpy as np
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import pytest
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from pandas import (
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DataFrame,
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Series,
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notna,
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)
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def create_series():
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return [
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Series(dtype=np.float64, name="a"),
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Series([np.nan] * 5),
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Series([1.0] * 5),
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Series(range(5, 0, -1)),
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Series(range(5)),
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Series([np.nan, 1.0, np.nan, 1.0, 1.0]),
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Series([np.nan, 1.0, np.nan, 2.0, 3.0]),
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Series([np.nan, 1.0, np.nan, 3.0, 2.0]),
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]
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def create_dataframes():
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return [
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DataFrame(columns=["a", "a"]),
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DataFrame(np.arange(15).reshape((5, 3)), columns=["a", "a", 99]),
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] + [DataFrame(s) for s in create_series()]
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def is_constant(x):
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values = x.values.ravel("K")
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return len(set(values[notna(values)])) == 1
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@pytest.fixture(
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params=(
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obj
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for obj in itertools.chain(create_series(), create_dataframes())
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if is_constant(obj)
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),
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scope="module",
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)
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def consistent_data(request):
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return request.param
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@pytest.fixture(params=create_series())
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def series_data(request):
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return request.param
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@pytest.fixture(params=itertools.chain(create_series(), create_dataframes()))
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def all_data(request):
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"""
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Test:
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- Empty Series / DataFrame
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- All NaN
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- All consistent value
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- Monotonically decreasing
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- Monotonically increasing
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- Monotonically consistent with NaNs
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- Monotonically increasing with NaNs
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- Monotonically decreasing with NaNs
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"""
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return request.param
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@pytest.fixture(params=[(1, 0), (5, 1)])
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def rolling_consistency_cases(request):
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"""window, min_periods"""
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return request.param
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@pytest.fixture(params=[0, 2])
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def min_periods(request):
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return request.param

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