123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721 |
- import numpy as np
- import pytest
- from pandas import (
- DataFrame,
- DatetimeIndex,
- Series,
- date_range,
- )
- import pandas._testing as tm
- def test_doc_string():
- df = DataFrame({"B": [0, 1, 2, np.nan, 4]})
- df
- df.ewm(com=0.5).mean()
- def test_constructor(frame_or_series):
- c = frame_or_series(range(5)).ewm
- # valid
- c(com=0.5)
- c(span=1.5)
- c(alpha=0.5)
- c(halflife=0.75)
- c(com=0.5, span=None)
- c(alpha=0.5, com=None)
- c(halflife=0.75, alpha=None)
- # not valid: mutually exclusive
- msg = "comass, span, halflife, and alpha are mutually exclusive"
- with pytest.raises(ValueError, match=msg):
- c(com=0.5, alpha=0.5)
- with pytest.raises(ValueError, match=msg):
- c(span=1.5, halflife=0.75)
- with pytest.raises(ValueError, match=msg):
- c(alpha=0.5, span=1.5)
- # not valid: com < 0
- msg = "comass must satisfy: comass >= 0"
- with pytest.raises(ValueError, match=msg):
- c(com=-0.5)
- # not valid: span < 1
- msg = "span must satisfy: span >= 1"
- with pytest.raises(ValueError, match=msg):
- c(span=0.5)
- # not valid: halflife <= 0
- msg = "halflife must satisfy: halflife > 0"
- with pytest.raises(ValueError, match=msg):
- c(halflife=0)
- # not valid: alpha <= 0 or alpha > 1
- msg = "alpha must satisfy: 0 < alpha <= 1"
- for alpha in (-0.5, 1.5):
- with pytest.raises(ValueError, match=msg):
- c(alpha=alpha)
- def test_ewma_times_not_datetime_type():
- msg = r"times must be datetime64\[ns\] dtype."
- with pytest.raises(ValueError, match=msg):
- Series(range(5)).ewm(times=np.arange(5))
- def test_ewma_times_not_same_length():
- msg = "times must be the same length as the object."
- with pytest.raises(ValueError, match=msg):
- Series(range(5)).ewm(times=np.arange(4).astype("datetime64[ns]"))
- def test_ewma_halflife_not_correct_type():
- msg = "halflife must be a timedelta convertible object"
- with pytest.raises(ValueError, match=msg):
- Series(range(5)).ewm(halflife=1, times=np.arange(5).astype("datetime64[ns]"))
- def test_ewma_halflife_without_times(halflife_with_times):
- msg = "halflife can only be a timedelta convertible argument if times is not None."
- with pytest.raises(ValueError, match=msg):
- Series(range(5)).ewm(halflife=halflife_with_times)
- @pytest.mark.parametrize(
- "times",
- [
- np.arange(10).astype("datetime64[D]").astype("datetime64[ns]"),
- date_range("2000", freq="D", periods=10),
- date_range("2000", freq="D", periods=10).tz_localize("UTC"),
- ],
- )
- @pytest.mark.parametrize("min_periods", [0, 2])
- def test_ewma_with_times_equal_spacing(halflife_with_times, times, min_periods):
- halflife = halflife_with_times
- data = np.arange(10.0)
- data[::2] = np.nan
- df = DataFrame({"A": data})
- result = df.ewm(halflife=halflife, min_periods=min_periods, times=times).mean()
- expected = df.ewm(halflife=1.0, min_periods=min_periods).mean()
- tm.assert_frame_equal(result, expected)
- def test_ewma_with_times_variable_spacing(tz_aware_fixture):
- tz = tz_aware_fixture
- halflife = "23 days"
- times = DatetimeIndex(
- ["2020-01-01", "2020-01-10T00:04:05", "2020-02-23T05:00:23"]
- ).tz_localize(tz)
- data = np.arange(3)
- df = DataFrame(data)
- result = df.ewm(halflife=halflife, times=times).mean()
- expected = DataFrame([0.0, 0.5674161888241773, 1.545239952073459])
- tm.assert_frame_equal(result, expected)
- def test_ewm_with_nat_raises(halflife_with_times):
- # GH#38535
- ser = Series(range(1))
- times = DatetimeIndex(["NaT"])
- with pytest.raises(ValueError, match="Cannot convert NaT values to integer"):
- ser.ewm(com=0.1, halflife=halflife_with_times, times=times)
- def test_ewm_with_times_getitem(halflife_with_times):
- # GH 40164
- halflife = halflife_with_times
- data = np.arange(10.0)
- data[::2] = np.nan
- times = date_range("2000", freq="D", periods=10)
- df = DataFrame({"A": data, "B": data})
- result = df.ewm(halflife=halflife, times=times)["A"].mean()
- expected = df.ewm(halflife=1.0)["A"].mean()
- tm.assert_series_equal(result, expected)
- @pytest.mark.parametrize("arg", ["com", "halflife", "span", "alpha"])
- def test_ewm_getitem_attributes_retained(arg, adjust, ignore_na):
- # GH 40164
- kwargs = {arg: 1, "adjust": adjust, "ignore_na": ignore_na}
- ewm = DataFrame({"A": range(1), "B": range(1)}).ewm(**kwargs)
- expected = {attr: getattr(ewm, attr) for attr in ewm._attributes}
- ewm_slice = ewm["A"]
- result = {attr: getattr(ewm, attr) for attr in ewm_slice._attributes}
- assert result == expected
- def test_ewma_times_adjust_false_raises():
- # GH 40098
- with pytest.raises(
- NotImplementedError, match="times is not supported with adjust=False."
- ):
- Series(range(1)).ewm(
- 0.1, adjust=False, times=date_range("2000", freq="D", periods=1)
- )
- @pytest.mark.parametrize(
- "func, expected",
- [
- [
- "mean",
- DataFrame(
- {
- 0: range(5),
- 1: range(4, 9),
- 2: [7.428571, 9, 10.571429, 12.142857, 13.714286],
- },
- dtype=float,
- ),
- ],
- [
- "std",
- DataFrame(
- {
- 0: [np.nan] * 5,
- 1: [4.242641] * 5,
- 2: [4.6291, 5.196152, 5.781745, 6.380775, 6.989788],
- }
- ),
- ],
- [
- "var",
- DataFrame(
- {
- 0: [np.nan] * 5,
- 1: [18.0] * 5,
- 2: [21.428571, 27, 33.428571, 40.714286, 48.857143],
- }
- ),
- ],
- ],
- )
- def test_float_dtype_ewma(func, expected, float_numpy_dtype):
- # GH#42452
- df = DataFrame(
- {0: range(5), 1: range(6, 11), 2: range(10, 20, 2)}, dtype=float_numpy_dtype
- )
- e = df.ewm(alpha=0.5, axis=1)
- result = getattr(e, func)()
- tm.assert_frame_equal(result, expected)
- def test_times_string_col_raises():
- # GH 43265
- df = DataFrame(
- {"A": np.arange(10.0), "time_col": date_range("2000", freq="D", periods=10)}
- )
- with pytest.raises(ValueError, match="times must be datetime64"):
- df.ewm(halflife="1 day", min_periods=0, times="time_col")
- def test_ewm_sum_adjust_false_notimplemented():
- data = Series(range(1)).ewm(com=1, adjust=False)
- with pytest.raises(NotImplementedError, match="sum is not"):
- data.sum()
- @pytest.mark.parametrize(
- "expected_data, ignore",
- [[[10.0, 5.0, 2.5, 11.25], False], [[10.0, 5.0, 5.0, 12.5], True]],
- )
- def test_ewm_sum(expected_data, ignore):
- # xref from Numbagg tests
- # https://github.com/numbagg/numbagg/blob/v0.2.1/numbagg/test/test_moving.py#L50
- data = Series([10, 0, np.nan, 10])
- result = data.ewm(alpha=0.5, ignore_na=ignore).sum()
- expected = Series(expected_data)
- tm.assert_series_equal(result, expected)
- def test_ewma_adjust():
- vals = Series(np.zeros(1000))
- vals[5] = 1
- result = vals.ewm(span=100, adjust=False).mean().sum()
- assert np.abs(result - 1) < 1e-2
- def test_ewma_cases(adjust, ignore_na):
- # try adjust/ignore_na args matrix
- s = Series([1.0, 2.0, 4.0, 8.0])
- if adjust:
- expected = Series([1.0, 1.6, 2.736842, 4.923077])
- else:
- expected = Series([1.0, 1.333333, 2.222222, 4.148148])
- result = s.ewm(com=2.0, adjust=adjust, ignore_na=ignore_na).mean()
- tm.assert_series_equal(result, expected)
- def test_ewma_nan_handling():
- s = Series([1.0] + [np.nan] * 5 + [1.0])
- result = s.ewm(com=5).mean()
- tm.assert_series_equal(result, Series([1.0] * len(s)))
- s = Series([np.nan] * 2 + [1.0] + [np.nan] * 2 + [1.0])
- result = s.ewm(com=5).mean()
- tm.assert_series_equal(result, Series([np.nan] * 2 + [1.0] * 4))
- @pytest.mark.parametrize(
- "s, adjust, ignore_na, w",
- [
- (
- Series([np.nan, 1.0, 101.0]),
- True,
- False,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), 1.0],
- ),
- (
- Series([np.nan, 1.0, 101.0]),
- True,
- True,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), 1.0],
- ),
- (
- Series([np.nan, 1.0, 101.0]),
- False,
- False,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), (1.0 / (1.0 + 2.0))],
- ),
- (
- Series([np.nan, 1.0, 101.0]),
- False,
- True,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), (1.0 / (1.0 + 2.0))],
- ),
- (
- Series([1.0, np.nan, 101.0]),
- True,
- False,
- [(1.0 - (1.0 / (1.0 + 2.0))) ** 2, np.nan, 1.0],
- ),
- (
- Series([1.0, np.nan, 101.0]),
- True,
- True,
- [(1.0 - (1.0 / (1.0 + 2.0))), np.nan, 1.0],
- ),
- (
- Series([1.0, np.nan, 101.0]),
- False,
- False,
- [(1.0 - (1.0 / (1.0 + 2.0))) ** 2, np.nan, (1.0 / (1.0 + 2.0))],
- ),
- (
- Series([1.0, np.nan, 101.0]),
- False,
- True,
- [(1.0 - (1.0 / (1.0 + 2.0))), np.nan, (1.0 / (1.0 + 2.0))],
- ),
- (
- Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
- True,
- False,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))) ** 3, np.nan, np.nan, 1.0, np.nan],
- ),
- (
- Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
- True,
- True,
- [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), np.nan, np.nan, 1.0, np.nan],
- ),
- (
- Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
- False,
- False,
- [
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
- np.nan,
- np.nan,
- (1.0 / (1.0 + 2.0)),
- np.nan,
- ],
- ),
- (
- Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
- False,
- True,
- [
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))),
- np.nan,
- np.nan,
- (1.0 / (1.0 + 2.0)),
- np.nan,
- ],
- ),
- (
- Series([1.0, np.nan, 101.0, 50.0]),
- True,
- False,
- [
- (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))),
- 1.0,
- ],
- ),
- (
- Series([1.0, np.nan, 101.0, 50.0]),
- True,
- True,
- [
- (1.0 - (1.0 / (1.0 + 2.0))) ** 2,
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))),
- 1.0,
- ],
- ),
- (
- Series([1.0, np.nan, 101.0, 50.0]),
- False,
- False,
- [
- (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))) * (1.0 / (1.0 + 2.0)),
- (1.0 / (1.0 + 2.0))
- * ((1.0 - (1.0 / (1.0 + 2.0))) ** 2 + (1.0 / (1.0 + 2.0))),
- ],
- ),
- (
- Series([1.0, np.nan, 101.0, 50.0]),
- False,
- True,
- [
- (1.0 - (1.0 / (1.0 + 2.0))) ** 2,
- np.nan,
- (1.0 - (1.0 / (1.0 + 2.0))) * (1.0 / (1.0 + 2.0)),
- (1.0 / (1.0 + 2.0)),
- ],
- ),
- ],
- )
- def test_ewma_nan_handling_cases(s, adjust, ignore_na, w):
- # GH 7603
- expected = (s.multiply(w).cumsum() / Series(w).cumsum()).fillna(method="ffill")
- result = s.ewm(com=2.0, adjust=adjust, ignore_na=ignore_na).mean()
- tm.assert_series_equal(result, expected)
- if ignore_na is False:
- # check that ignore_na defaults to False
- result = s.ewm(com=2.0, adjust=adjust).mean()
- tm.assert_series_equal(result, expected)
- def test_ewm_alpha():
- # GH 10789
- arr = np.random.randn(100)
- locs = np.arange(20, 40)
- arr[locs] = np.NaN
- s = Series(arr)
- a = s.ewm(alpha=0.61722699889169674).mean()
- b = s.ewm(com=0.62014947789973052).mean()
- c = s.ewm(span=2.240298955799461).mean()
- d = s.ewm(halflife=0.721792864318).mean()
- tm.assert_series_equal(a, b)
- tm.assert_series_equal(a, c)
- tm.assert_series_equal(a, d)
- def test_ewm_domain_checks():
- # GH 12492
- arr = np.random.randn(100)
- locs = np.arange(20, 40)
- arr[locs] = np.NaN
- s = Series(arr)
- msg = "comass must satisfy: comass >= 0"
- with pytest.raises(ValueError, match=msg):
- s.ewm(com=-0.1)
- s.ewm(com=0.0)
- s.ewm(com=0.1)
- msg = "span must satisfy: span >= 1"
- with pytest.raises(ValueError, match=msg):
- s.ewm(span=-0.1)
- with pytest.raises(ValueError, match=msg):
- s.ewm(span=0.0)
- with pytest.raises(ValueError, match=msg):
- s.ewm(span=0.9)
- s.ewm(span=1.0)
- s.ewm(span=1.1)
- msg = "halflife must satisfy: halflife > 0"
- with pytest.raises(ValueError, match=msg):
- s.ewm(halflife=-0.1)
- with pytest.raises(ValueError, match=msg):
- s.ewm(halflife=0.0)
- s.ewm(halflife=0.1)
- msg = "alpha must satisfy: 0 < alpha <= 1"
- with pytest.raises(ValueError, match=msg):
- s.ewm(alpha=-0.1)
- with pytest.raises(ValueError, match=msg):
- s.ewm(alpha=0.0)
- s.ewm(alpha=0.1)
- s.ewm(alpha=1.0)
- with pytest.raises(ValueError, match=msg):
- s.ewm(alpha=1.1)
- @pytest.mark.parametrize("method", ["mean", "std", "var"])
- def test_ew_empty_series(method):
- vals = Series([], dtype=np.float64)
- ewm = vals.ewm(3)
- result = getattr(ewm, method)()
- tm.assert_almost_equal(result, vals)
- @pytest.mark.parametrize("min_periods", [0, 1])
- @pytest.mark.parametrize("name", ["mean", "var", "std"])
- def test_ew_min_periods(min_periods, name):
- # excluding NaNs correctly
- arr = np.random.randn(50)
- arr[:10] = np.NaN
- arr[-10:] = np.NaN
- s = Series(arr)
- # check min_periods
- # GH 7898
- result = getattr(s.ewm(com=50, min_periods=2), name)()
- assert result[:11].isna().all()
- assert not result[11:].isna().any()
- result = getattr(s.ewm(com=50, min_periods=min_periods), name)()
- if name == "mean":
- assert result[:10].isna().all()
- assert not result[10:].isna().any()
- else:
- # ewm.std, ewm.var (with bias=False) require at least
- # two values
- assert result[:11].isna().all()
- assert not result[11:].isna().any()
- # check series of length 0
- result = getattr(Series(dtype=object).ewm(com=50, min_periods=min_periods), name)()
- tm.assert_series_equal(result, Series(dtype="float64"))
- # check series of length 1
- result = getattr(Series([1.0]).ewm(50, min_periods=min_periods), name)()
- if name == "mean":
- tm.assert_series_equal(result, Series([1.0]))
- else:
- # ewm.std, ewm.var with bias=False require at least
- # two values
- tm.assert_series_equal(result, Series([np.NaN]))
- # pass in ints
- result2 = getattr(Series(np.arange(50)).ewm(span=10), name)()
- assert result2.dtype == np.float_
- @pytest.mark.parametrize("name", ["cov", "corr"])
- def test_ewm_corr_cov(name):
- A = Series(np.random.randn(50), index=range(50))
- B = A[2:] + np.random.randn(48)
- A[:10] = np.NaN
- B.iloc[-10:] = np.NaN
- result = getattr(A.ewm(com=20, min_periods=5), name)(B)
- assert np.isnan(result.values[:14]).all()
- assert not np.isnan(result.values[14:]).any()
- @pytest.mark.parametrize("min_periods", [0, 1, 2])
- @pytest.mark.parametrize("name", ["cov", "corr"])
- def test_ewm_corr_cov_min_periods(name, min_periods):
- # GH 7898
- A = Series(np.random.randn(50), index=range(50))
- B = A[2:] + np.random.randn(48)
- A[:10] = np.NaN
- B.iloc[-10:] = np.NaN
- result = getattr(A.ewm(com=20, min_periods=min_periods), name)(B)
- # binary functions (ewmcov, ewmcorr) with bias=False require at
- # least two values
- assert np.isnan(result.values[:11]).all()
- assert not np.isnan(result.values[11:]).any()
- # check series of length 0
- empty = Series([], dtype=np.float64)
- result = getattr(empty.ewm(com=50, min_periods=min_periods), name)(empty)
- tm.assert_series_equal(result, empty)
- # check series of length 1
- result = getattr(Series([1.0]).ewm(com=50, min_periods=min_periods), name)(
- Series([1.0])
- )
- tm.assert_series_equal(result, Series([np.NaN]))
- @pytest.mark.parametrize("name", ["cov", "corr"])
- def test_different_input_array_raise_exception(name):
- A = Series(np.random.randn(50), index=range(50))
- A[:10] = np.NaN
- msg = "other must be a DataFrame or Series"
- # exception raised is Exception
- with pytest.raises(ValueError, match=msg):
- getattr(A.ewm(com=20, min_periods=5), name)(np.random.randn(50))
- @pytest.mark.parametrize("name", ["var", "std", "mean"])
- def test_ewma_series(series, name):
- series_result = getattr(series.ewm(com=10), name)()
- assert isinstance(series_result, Series)
- @pytest.mark.parametrize("name", ["var", "std", "mean"])
- def test_ewma_frame(frame, name):
- frame_result = getattr(frame.ewm(com=10), name)()
- assert isinstance(frame_result, DataFrame)
- def test_ewma_span_com_args(series):
- A = series.ewm(com=9.5).mean()
- B = series.ewm(span=20).mean()
- tm.assert_almost_equal(A, B)
- msg = "comass, span, halflife, and alpha are mutually exclusive"
- with pytest.raises(ValueError, match=msg):
- series.ewm(com=9.5, span=20)
- msg = "Must pass one of comass, span, halflife, or alpha"
- with pytest.raises(ValueError, match=msg):
- series.ewm().mean()
- def test_ewma_halflife_arg(series):
- A = series.ewm(com=13.932726172912965).mean()
- B = series.ewm(halflife=10.0).mean()
- tm.assert_almost_equal(A, B)
- msg = "comass, span, halflife, and alpha are mutually exclusive"
- with pytest.raises(ValueError, match=msg):
- series.ewm(span=20, halflife=50)
- with pytest.raises(ValueError, match=msg):
- series.ewm(com=9.5, halflife=50)
- with pytest.raises(ValueError, match=msg):
- series.ewm(com=9.5, span=20, halflife=50)
- msg = "Must pass one of comass, span, halflife, or alpha"
- with pytest.raises(ValueError, match=msg):
- series.ewm()
- def test_ewm_alpha_arg(series):
- # GH 10789
- s = series
- msg = "Must pass one of comass, span, halflife, or alpha"
- with pytest.raises(ValueError, match=msg):
- s.ewm()
- msg = "comass, span, halflife, and alpha are mutually exclusive"
- with pytest.raises(ValueError, match=msg):
- s.ewm(com=10.0, alpha=0.5)
- with pytest.raises(ValueError, match=msg):
- s.ewm(span=10.0, alpha=0.5)
- with pytest.raises(ValueError, match=msg):
- s.ewm(halflife=10.0, alpha=0.5)
- @pytest.mark.parametrize("func", ["cov", "corr"])
- def test_ewm_pairwise_cov_corr(func, frame):
- result = getattr(frame.ewm(span=10, min_periods=5), func)()
- result = result.loc[(slice(None), 1), 5]
- result.index = result.index.droplevel(1)
- expected = getattr(frame[1].ewm(span=10, min_periods=5), func)(frame[5])
- tm.assert_series_equal(result, expected, check_names=False)
- def test_numeric_only_frame(arithmetic_win_operators, numeric_only):
- # GH#46560
- kernel = arithmetic_win_operators
- df = DataFrame({"a": [1], "b": 2, "c": 3})
- df["c"] = df["c"].astype(object)
- ewm = df.ewm(span=2, min_periods=1)
- op = getattr(ewm, kernel, None)
- if op is not None:
- result = op(numeric_only=numeric_only)
- columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
- expected = df[columns].agg([kernel]).reset_index(drop=True).astype(float)
- assert list(expected.columns) == columns
- tm.assert_frame_equal(result, expected)
- @pytest.mark.parametrize("kernel", ["corr", "cov"])
- @pytest.mark.parametrize("use_arg", [True, False])
- def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg):
- # GH#46560
- df = DataFrame({"a": [1, 2, 3], "b": 2, "c": 3})
- df["c"] = df["c"].astype(object)
- arg = (df,) if use_arg else ()
- ewm = df.ewm(span=2, min_periods=1)
- op = getattr(ewm, kernel)
- result = op(*arg, numeric_only=numeric_only)
- # Compare result to op using float dtypes, dropping c when numeric_only is True
- columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
- df2 = df[columns].astype(float)
- arg2 = (df2,) if use_arg else ()
- ewm2 = df2.ewm(span=2, min_periods=1)
- op2 = getattr(ewm2, kernel)
- expected = op2(*arg2, numeric_only=numeric_only)
- tm.assert_frame_equal(result, expected)
- @pytest.mark.parametrize("dtype", [int, object])
- def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype):
- # GH#46560
- kernel = arithmetic_win_operators
- ser = Series([1], dtype=dtype)
- ewm = ser.ewm(span=2, min_periods=1)
- op = getattr(ewm, kernel, None)
- if op is None:
- # Nothing to test
- return
- if numeric_only and dtype is object:
- msg = f"ExponentialMovingWindow.{kernel} does not implement numeric_only"
- with pytest.raises(NotImplementedError, match=msg):
- op(numeric_only=numeric_only)
- else:
- result = op(numeric_only=numeric_only)
- expected = ser.agg([kernel]).reset_index(drop=True).astype(float)
- tm.assert_series_equal(result, expected)
- @pytest.mark.parametrize("kernel", ["corr", "cov"])
- @pytest.mark.parametrize("use_arg", [True, False])
- @pytest.mark.parametrize("dtype", [int, object])
- def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype):
- # GH#46560
- ser = Series([1, 2, 3], dtype=dtype)
- arg = (ser,) if use_arg else ()
- ewm = ser.ewm(span=2, min_periods=1)
- op = getattr(ewm, kernel)
- if numeric_only and dtype is object:
- msg = f"ExponentialMovingWindow.{kernel} does not implement numeric_only"
- with pytest.raises(NotImplementedError, match=msg):
- op(*arg, numeric_only=numeric_only)
- else:
- result = op(*arg, numeric_only=numeric_only)
- ser2 = ser.astype(float)
- arg2 = (ser2,) if use_arg else ()
- ewm2 = ser2.ewm(span=2, min_periods=1)
- op2 = getattr(ewm2, kernel)
- expected = op2(*arg2, numeric_only=numeric_only)
- tm.assert_series_equal(result, expected)
|