From 3409f69e6c5bb9f2bad2a3e4bba702f94d81513f Mon Sep 17 00:00:00 2001 From: gabriellm1 Date: Sun, 25 Oct 2020 19:46:25 -0300 Subject: [PATCH 1/3] test added --- pandas/tests/window/test_rolling.py | 61 +++++++++++++++++++++++++++++ 1 file changed, 61 insertions(+) diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py index 3d59f6cdd4996..bf92becbf7c95 100644 --- a/pandas/tests/window/test_rolling.py +++ b/pandas/tests/window/test_rolling.py @@ -896,3 +896,64 @@ def test_rolling_var_numerical_issues(func, third_value, values): result = getattr(ds.rolling(2), func)() expected = pd.Series([np.nan] + values) tm.assert_series_equal(result, expected) + + +def test_timeoffset_as_window_parameter(): + + exp = DataFrame( + { + "B": [ + np.nan, + np.nan, + 0.9999999999999998, + -1.0, + 1.0, + -0.3273268353539892, + 0.9999999999999998, + 1.0, + 0.9999999999999998, + 1.0, + ], + "A": [ + np.nan, + np.nan, + -1.0, + 1.0000000000000002, + -0.3273268353539892, + 0.9999999999999966, + 1.0, + 1.0000000000000002, + 1.0, + 1.0000000000000002, + ], + }, + index=pd.MultiIndex.from_tuples( + [ + (pd.Timestamp("20130101 09:00:00"), "B"), + (pd.Timestamp("20130101 09:00:00"), "A"), + (pd.Timestamp("20130102 09:00:02"), "B"), + (pd.Timestamp("20130102 09:00:02"), "A"), + (pd.Timestamp("20130103 09:00:03"), "B"), + (pd.Timestamp("20130103 09:00:03"), "A"), + (pd.Timestamp("20130105 09:00:05"), "B"), + (pd.Timestamp("20130105 09:00:05"), "A"), + (pd.Timestamp("20130106 09:00:06"), "B"), + (pd.Timestamp("20130106 09:00:06"), "A"), + ] + ), + ) + + df = DataFrame( + {"B": [0, 1, 2, 4, 3], "A": [7, 4, 6, 9, 3]}, + index=[ + pd.Timestamp("20130101 09:00:00"), + pd.Timestamp("20130102 09:00:02"), + pd.Timestamp("20130103 09:00:03"), + pd.Timestamp("20130105 09:00:05"), + pd.Timestamp("20130106 09:00:06"), + ], + ) + + res = df.rolling(window="3d").corr() + + tm.assert_frame_equal(exp, res) From a3fe31cb2fe38bfad4dd56bbfdcf5a9309f18ffa Mon Sep 17 00:00:00 2001 From: gabriellm1 Date: Sun, 25 Oct 2020 19:54:55 -0300 Subject: [PATCH 2/3] pep8 resolved --- pandas/tests/window/test_rolling.py | 1 - 1 file changed, 1 deletion(-) diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py index 48b39d7e105ce..556f0235fd5d4 100644 --- a/pandas/tests/window/test_rolling.py +++ b/pandas/tests/window/test_rolling.py @@ -1073,4 +1073,3 @@ def get_window_bounds(self, num_values, min_periods, center, closed): result = getattr(df.rolling(indexer), method)() expected = DataFrame({"values": expected}) tm.assert_frame_equal(result, expected) - From beff3394a5f3e8b41b3df9f7fe5731115f40a695 Mon Sep 17 00:00:00 2001 From: gabriellm1 Date: Sun, 25 Oct 2020 22:22:45 -0300 Subject: [PATCH 3/3] fixes --- pandas/tests/window/test_rolling.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py index 556f0235fd5d4..02365906c55bb 100644 --- a/pandas/tests/window/test_rolling.py +++ b/pandas/tests/window/test_rolling.py @@ -919,8 +919,8 @@ def test_rolling_var_numerical_issues(func, third_value, values): tm.assert_series_equal(result, expected) -def test_timeoffset_as_window_parameter(): - +def test_timeoffset_as_window_parameter_for_corr(): + # GH: 28266 exp = DataFrame( { "B": [