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- import numpy as np
- import pytest
- from pandas._libs import groupby as libgroupby
- from pandas._libs.groupby import (
- group_cumprod,
- group_cumsum,
- group_mean,
- group_var,
- )
- from pandas.core.dtypes.common import ensure_platform_int
- from pandas import isna
- import pandas._testing as tm
- class GroupVarTestMixin:
- def test_group_var_generic_1d(self):
- prng = np.random.RandomState(1234)
- out = (np.nan * np.ones((5, 1))).astype(self.dtype)
- counts = np.zeros(5, dtype="int64")
- values = 10 * prng.rand(15, 1).astype(self.dtype)
- labels = np.tile(np.arange(5), (3,)).astype("intp")
- expected_out = (
- np.squeeze(values).reshape((5, 3), order="F").std(axis=1, ddof=1) ** 2
- )[:, np.newaxis]
- expected_counts = counts + 3
- self.algo(out, counts, values, labels)
- assert np.allclose(out, expected_out, self.rtol)
- tm.assert_numpy_array_equal(counts, expected_counts)
- def test_group_var_generic_1d_flat_labels(self):
- prng = np.random.RandomState(1234)
- out = (np.nan * np.ones((1, 1))).astype(self.dtype)
- counts = np.zeros(1, dtype="int64")
- values = 10 * prng.rand(5, 1).astype(self.dtype)
- labels = np.zeros(5, dtype="intp")
- expected_out = np.array([[values.std(ddof=1) ** 2]])
- expected_counts = counts + 5
- self.algo(out, counts, values, labels)
- assert np.allclose(out, expected_out, self.rtol)
- tm.assert_numpy_array_equal(counts, expected_counts)
- def test_group_var_generic_2d_all_finite(self):
- prng = np.random.RandomState(1234)
- out = (np.nan * np.ones((5, 2))).astype(self.dtype)
- counts = np.zeros(5, dtype="int64")
- values = 10 * prng.rand(10, 2).astype(self.dtype)
- labels = np.tile(np.arange(5), (2,)).astype("intp")
- expected_out = np.std(values.reshape(2, 5, 2), ddof=1, axis=0) ** 2
- expected_counts = counts + 2
- self.algo(out, counts, values, labels)
- assert np.allclose(out, expected_out, self.rtol)
- tm.assert_numpy_array_equal(counts, expected_counts)
- def test_group_var_generic_2d_some_nan(self):
- prng = np.random.RandomState(1234)
- out = (np.nan * np.ones((5, 2))).astype(self.dtype)
- counts = np.zeros(5, dtype="int64")
- values = 10 * prng.rand(10, 2).astype(self.dtype)
- values[:, 1] = np.nan
- labels = np.tile(np.arange(5), (2,)).astype("intp")
- expected_out = np.vstack(
- [
- values[:, 0].reshape(5, 2, order="F").std(ddof=1, axis=1) ** 2,
- np.nan * np.ones(5),
- ]
- ).T.astype(self.dtype)
- expected_counts = counts + 2
- self.algo(out, counts, values, labels)
- tm.assert_almost_equal(out, expected_out, rtol=0.5e-06)
- tm.assert_numpy_array_equal(counts, expected_counts)
- def test_group_var_constant(self):
- # Regression test from GH 10448.
- out = np.array([[np.nan]], dtype=self.dtype)
- counts = np.array([0], dtype="int64")
- values = 0.832845131556193 * np.ones((3, 1), dtype=self.dtype)
- labels = np.zeros(3, dtype="intp")
- self.algo(out, counts, values, labels)
- assert counts[0] == 3
- assert out[0, 0] >= 0
- tm.assert_almost_equal(out[0, 0], 0.0)
- class TestGroupVarFloat64(GroupVarTestMixin):
- __test__ = True
- algo = staticmethod(group_var)
- dtype = np.float64
- rtol = 1e-5
- def test_group_var_large_inputs(self):
- prng = np.random.RandomState(1234)
- out = np.array([[np.nan]], dtype=self.dtype)
- counts = np.array([0], dtype="int64")
- values = (prng.rand(10**6) + 10**12).astype(self.dtype)
- values.shape = (10**6, 1)
- labels = np.zeros(10**6, dtype="intp")
- self.algo(out, counts, values, labels)
- assert counts[0] == 10**6
- tm.assert_almost_equal(out[0, 0], 1.0 / 12, rtol=0.5e-3)
- class TestGroupVarFloat32(GroupVarTestMixin):
- __test__ = True
- algo = staticmethod(group_var)
- dtype = np.float32
- rtol = 1e-2
- @pytest.mark.parametrize("dtype", ["float32", "float64"])
- def test_group_ohlc(dtype):
- obj = np.array(np.random.randn(20), dtype=dtype)
- bins = np.array([6, 12, 20])
- out = np.zeros((3, 4), dtype)
- counts = np.zeros(len(out), dtype=np.int64)
- labels = ensure_platform_int(np.repeat(np.arange(3), np.diff(np.r_[0, bins])))
- func = libgroupby.group_ohlc
- func(out, counts, obj[:, None], labels)
- def _ohlc(group):
- if isna(group).all():
- return np.repeat(np.nan, 4)
- return [group[0], group.max(), group.min(), group[-1]]
- expected = np.array([_ohlc(obj[:6]), _ohlc(obj[6:12]), _ohlc(obj[12:])])
- tm.assert_almost_equal(out, expected)
- tm.assert_numpy_array_equal(counts, np.array([6, 6, 8], dtype=np.int64))
- obj[:6] = np.nan
- func(out, counts, obj[:, None], labels)
- expected[0] = np.nan
- tm.assert_almost_equal(out, expected)
- def _check_cython_group_transform_cumulative(pd_op, np_op, dtype):
- """
- Check a group transform that executes a cumulative function.
- Parameters
- ----------
- pd_op : callable
- The pandas cumulative function.
- np_op : callable
- The analogous one in NumPy.
- dtype : type
- The specified dtype of the data.
- """
- is_datetimelike = False
- data = np.array([[1], [2], [3], [4]], dtype=dtype)
- answer = np.zeros_like(data)
- labels = np.array([0, 0, 0, 0], dtype=np.intp)
- ngroups = 1
- pd_op(answer, data, labels, ngroups, is_datetimelike)
- tm.assert_numpy_array_equal(np_op(data), answer[:, 0], check_dtype=False)
- @pytest.mark.parametrize("np_dtype", ["int64", "uint64", "float32", "float64"])
- def test_cython_group_transform_cumsum(np_dtype):
- # see gh-4095
- dtype = np.dtype(np_dtype).type
- pd_op, np_op = group_cumsum, np.cumsum
- _check_cython_group_transform_cumulative(pd_op, np_op, dtype)
- def test_cython_group_transform_cumprod():
- # see gh-4095
- dtype = np.float64
- pd_op, np_op = group_cumprod, np.cumprod
- _check_cython_group_transform_cumulative(pd_op, np_op, dtype)
- def test_cython_group_transform_algos():
- # see gh-4095
- is_datetimelike = False
- # with nans
- labels = np.array([0, 0, 0, 0, 0], dtype=np.intp)
- ngroups = 1
- data = np.array([[1], [2], [3], [np.nan], [4]], dtype="float64")
- actual = np.zeros_like(data)
- actual.fill(np.nan)
- group_cumprod(actual, data, labels, ngroups, is_datetimelike)
- expected = np.array([1, 2, 6, np.nan, 24], dtype="float64")
- tm.assert_numpy_array_equal(actual[:, 0], expected)
- actual = np.zeros_like(data)
- actual.fill(np.nan)
- group_cumsum(actual, data, labels, ngroups, is_datetimelike)
- expected = np.array([1, 3, 6, np.nan, 10], dtype="float64")
- tm.assert_numpy_array_equal(actual[:, 0], expected)
- # timedelta
- is_datetimelike = True
- data = np.array([np.timedelta64(1, "ns")] * 5, dtype="m8[ns]")[:, None]
- actual = np.zeros_like(data, dtype="int64")
- group_cumsum(actual, data.view("int64"), labels, ngroups, is_datetimelike)
- expected = np.array(
- [
- np.timedelta64(1, "ns"),
- np.timedelta64(2, "ns"),
- np.timedelta64(3, "ns"),
- np.timedelta64(4, "ns"),
- np.timedelta64(5, "ns"),
- ]
- )
- tm.assert_numpy_array_equal(actual[:, 0].view("m8[ns]"), expected)
- def test_cython_group_mean_datetimelike():
- actual = np.zeros(shape=(1, 1), dtype="float64")
- counts = np.array([0], dtype="int64")
- data = (
- np.array(
- [np.timedelta64(2, "ns"), np.timedelta64(4, "ns"), np.timedelta64("NaT")],
- dtype="m8[ns]",
- )[:, None]
- .view("int64")
- .astype("float64")
- )
- labels = np.zeros(len(data), dtype=np.intp)
- group_mean(actual, counts, data, labels, is_datetimelike=True)
- tm.assert_numpy_array_equal(actual[:, 0], np.array([3], dtype="float64"))
- def test_cython_group_mean_wrong_min_count():
- actual = np.zeros(shape=(1, 1), dtype="float64")
- counts = np.zeros(1, dtype="int64")
- data = np.zeros(1, dtype="float64")[:, None]
- labels = np.zeros(1, dtype=np.intp)
- with pytest.raises(AssertionError, match="min_count"):
- group_mean(actual, counts, data, labels, is_datetimelike=True, min_count=0)
- def test_cython_group_mean_not_datetimelike_but_has_NaT_values():
- actual = np.zeros(shape=(1, 1), dtype="float64")
- counts = np.array([0], dtype="int64")
- data = (
- np.array(
- [np.timedelta64("NaT"), np.timedelta64("NaT")],
- dtype="m8[ns]",
- )[:, None]
- .view("int64")
- .astype("float64")
- )
- labels = np.zeros(len(data), dtype=np.intp)
- group_mean(actual, counts, data, labels, is_datetimelike=False)
- tm.assert_numpy_array_equal(
- actual[:, 0], np.array(np.divide(np.add(data[0], data[1]), 2), dtype="float64")
- )
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