U
    sVc                     @   s   d dl Zd dlZd dlmZmZmZmZmZm	Z	m
Z
 d dlmZ d dlmZ d dlmZ ejdd Zejdd ZG d	d
 d
ZG dd dZG dd dZdS )    N)	DataFrameIndex
MultiIndexSeries	Timestamp
date_rangeto_datetime)BaseIndexer)get_groupbyc                   C   sP   t ddddddddddg
ddddddddddg
tdddd	d
dddddg
dS )z0Frame for testing times argument in EWM groupby.abcr            
2020-01-01
2020-01-02
2020-01-10z
2020-01-22
2020-01-03z
2020-01-23
2020-01-04ABC)r   r    r   r   D/tmp/pip-unpacked-wheel-xj8nt62q/pandas/tests/window/test_groupby.pytimes_frame   s$    r   c                   C   s.   t dgd dgd  dgd  tddS 	Nr      r      r      (   r   r   )r   nparanger   r   r   r   
roll_frame+   s    r%   c                   @   s  e Zd Zdd Zdd Zdd Zejddd	d
dej	dej
ddddgdd Zejdddgdd Zejddddddgdd Zejdd d!gd"d#ggd$d% Zejdd d"gd&d' Zejdd d"gd(d) Zejd*d"d+d+gd+d,ggfd d+d#gd#d+ggfgd-d. Zd/d0 Zd1d2 Zejd3d+d4gd5d6ggd7d8 Zd9d: Zd;d< Zejd=d>d?d@gdAdB ZdCdD ZdEdF ZdGdH ZdIdJ ZejdKdd
gdLdM ZdNdO ZdPdQ ZdRdS ZdTdU Z ejdVdWdXd!dYfdZi fgd[d\ Z!ejd]d^d_id_fd^d`idafgdbdc Z"ejddd4d6gdedf Z#dgdh Z$didj Z%dkdl Z&dmdn Z'dodp Z(ejdqdXdrdsd`d5d+d+d`d5d+d+gfdXdXdsd`d`d+d+d`d`d+d+gfd?d?dsd`d`d`d`d`d`d`d`gfd?d?dtd`d`d`dud`d`d`dugfgdvdw Z)ejdxe*+dydzgd{d|ggd}d~ Z,dd Z-ejddgdddddgigddage.de.de.de.dgddddgdggdd Z/dd Z0dd Z1dd Z2dd Z3dd Z4d`S )TestRollingc              	   C   s\   d}t jt|d |jddd W 5 Q R X |d}|jr@tt|ddd}|jsXtd S )Nz4groupby\(\) got an unexpected keyword argument 'foo'matchr   r   )fooTbymutated)pytestraises	TypeErrorgroupbyr,   AssertionErrorr
   )selfr%   msggr   r   r   test_mutated1   s    

zTestRolling.test_mutatedc                 C   s   | d}t|ddd}|jdd }|d j}t|| |dj }t|| |jd }t|| |j |jd }t|| d S )Nr   Tr*   c                 S   s   |  d S )Nr   rollingmeanxr   r   r   <lambda>@       z*TestRolling.test_getitem.<locals>.<lambda>r   )	r0   r
   r   applyr7   r8   tmassert_series_equalr   )r2   r%   r4   	g_mutatedexpectedresultr   r   r   test_getitem<   s    
zTestRolling.test_getitemc                 C   sf   | d}|jddd}t|ddd}|jdd }|j }t|| |j }t|| d S )	Nr   r   r   min_periodsTr*   c                 S   s   | j ddd S )Nr   r   rD   )r7   countr9   r   r   r   r;   T   r<   z3TestRolling.test_getitem_multiple.<locals>.<lambda>)r0   r7   r
   r   r=   rF   r>   r?   )r2   r%   r4   rr@   rA   rB   r   r   r   test_getitem_multipleN   s    


z!TestRolling.test_getitem_multiplefsumr8   minmaxrF   z ignore:min_periods:FutureWarning)Zmarkskurtskewc                    sr   |j ddd}|jdd}t|  }| fdd}|jddd	}t|d td
g}||_t	
|| d S )Nr   F
group_keys   windowc                    s   t | d  S NrQ   getattrr7   r9   rI   r   r   r;   p   r<   z*TestRolling.test_rolling.<locals>.<lambda>r   Zaxisr!   r0   r7   rV   r=   dropr   from_arraysrangeindexr>   assert_frame_equalr2   rI   r%   r4   rG   rB   rA   expected_indexr   rW   r   test_rolling\   s    zTestRolling.test_rollingstdvarc                    sv   |j ddd}|jdd}t| dd}| fdd	}|jddd
}t|d tdg}||_t	
|| d S )Nr   FrO   rQ   rR   r   Zddofc                    s   t | d ddS )NrQ   r   rd   rU   r9   rW   r   r   r;   ~   r<   z/TestRolling.test_rolling_ddof.<locals>.<lambda>rX   r!   rY   r_   r   rW   r   test_rolling_ddofx   s    zTestRolling.test_rolling_ddofinterpolationlinearlowerhighermidpointnearestc                    st   |j ddd}|jdd}|jd d}| fdd	}|jdd
d}t|d tdg}||_t	
|| d S )Nr   FrO   rQ   rR   皙?rf   c                    s   |  djd dS )NrQ   rl   rm   )r7   quantiler9   rm   r   r   r;      r<   z3TestRolling.test_rolling_quantile.<locals>.<lambda>r   rX   r!   )r0   r7   rn   r=   rZ   r   r[   r\   r]   r>   r^   )r2   rf   r%   r4   rG   rB   rA   r`   r   rm   r   test_rolling_quantile   s    
z!TestRolling.test_rolling_quantilezf, expected_valcorrr   cov      ?c              
   C   s   t tddgd dgd  dddddgd ddd	g}t tddddddgd
d	}t|jddd||}tjg|gd  d }t |dgtj	dgd dgd  dgd dgd  t
tddd gddd	gdd}t|| d S )N
   r      r   r   rQ   )valueidx1idx2rv   rw   )ru   rw   r   levelru      namescolumnsr]   )r   r\   	set_indexrV   r0   r7   r#   nanr   r[   listr>   r^   )r2   rI   Zexpected_valdfotherrB   expected_datarA   r   r   r   /test_rolling_corr_cov_other_same_size_as_groups   s,    ,z;TestRolling.test_rolling_corr_cov_other_same_size_as_groupsc                    sV    d}|jdd}t| } fdd}||}tj|d< t|| d S )Nr   rQ   rR   c                    s   t | d S rT   rU   r9   rI   r%   r   r   func   s    zITestRolling.test_rolling_corr_cov_other_diff_size_as_groups.<locals>.func)r0   r7   rV   r=   r#   r   r>   r^   r2   rI   r%   r4   rG   rB   r   rA   r   r   r   /test_rolling_corr_cov_other_diff_size_as_groups   s    


z;TestRolling.test_rolling_corr_cov_other_diff_size_as_groupsc                    sN   | d}|jdd}t|j dd} fdd}||}t|| d S )Nr   rQ   rR   TZpairwisec                    s   t | jd ddS )NrQ   Tr   )rV   r   r7   r9   rW   r   r   r      s    z8TestRolling.test_rolling_corr_cov_pairwise.<locals>.func)r0   r7   rV   r   r=   r>   r?   r   r   rW   r   test_rolling_corr_cov_pairwise   s    

z*TestRolling.test_rolling_corr_cov_pairwisezfunc, expected_values      ?      @c                 C   s   t ddddgddddgddddgd}|d	d
}t|| }t dtjg |d  dtjg  dtjg |d  dtjg  dtjddddddddgd	d d gdd}t	|| d S )Ng1g2r   r   r   rz   rQ   r   r   r   r   r   )r   r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   r{   r]   )
r   r0   r7   rV   r#   r   r   from_tuplesr>   r^   )r2   r   Zexpected_valuesr   ZrolrB   rA   r   r   r   test_rolling_corr_cov_unordered   s4    



z+TestRolling.test_rolling_corr_cov_unorderedc                    sx   |j ddd}|jdd}|jdd  d}| fd	d}|jdd
d}t|d tdg}||_t	|| d S )Nr   FrO   rQ   rR   c                 S   s   |   S NrJ   r9   r   r   r   r;      r<   z0TestRolling.test_rolling_apply.<locals>.<lambda>rawc                    s   |  djdd  dS )NrQ   c                 S   s   |   S r   r   yr   r   r   r;      r<   zBTestRolling.test_rolling_apply.<locals>.<lambda>.<locals>.<lambda>r   )r7   r=   r9   r   r   r   r;      r<   r   rX   r!   )
r0   r7   r=   rZ   r   r[   r\   r]   r>   r^   )r2   r   r%   r4   rG   rB   rA   r`   r   r   r   test_rolling_apply   s    zTestRolling.test_rolling_applyc                 C   s   t dgd dgd  dgd d}|d}tdd	d
dddg}dd g|_t tjddgd dg|d}|jdd }t	
|| |  |jdd }t	
|| d S )Nr)   r   barr   rz   r"   r   )r   r   )r   rQ   )r   rt   )r)   r   )r)   r   )r)   r          @r   r   r}   rR   )r   r0   r   r   r|   r#   r   r7   rJ   r>   r^   )r2   r   r4   mirA   rB   r   r   r   test_rolling_apply_mutability   s    $

z)TestRolling.test_rolling_apply_mutabilityzexpected_value,raw_valueT        Fc                 C   sp   dd }t dddgdddgd}|djdj||d}t|gd tjd	dd gd
dd}t	|| d S )Nc                 S   s   t t| tjS r   )int
isinstancer#   Zndarrayr9   r   r   r   r)     s    z-TestRolling.test_groupby_rolling.<locals>.foor   r   r   )idru   r   r   )r   r   r   r   r   r   r{   ru   r]   name)
r   r0   ru   r7   r=   r   r   r   r>   r?   )r2   Zexpected_valueZ	raw_valuer)   r   rB   rA   r   r   r   test_groupby_rolling  s    z TestRolling.test_groupby_rollingc                 C   s  t tdd}||jddd }t tjgd tdd}t	
|| t tdd}||jddd }t tjgd	 td
d}t	
|| tdgd dgd  tdd}|djddd }ttjdddtjtjddddtjgtjddd gddgd}t	|| tdgd dgd  tdd}|djddd }ttjdddtjtjdddtjg
tjddd gddgd}t	|| d S )Nr   rz   Tr   )centerrS   rt   )r   r   r   r   r   rQ   r   )rt   rQ   r   rQ   )r   r   r   r   r   r      r   r   r      r    	   )r   r   r   r   r   r   r   r   r   rQ   r   rt   r   rz   r   r   r   r    r   r   )r   rs   r{   )r]   r~   rs   )
r   r   r   r   r   r   r   r   r   r   )r   r\   r0   r7   r8   r#   r   r   r   r>   r?   r   r^   )r2   ZseriesrB   rA   r   r   r   r   "test_groupby_rolling_center_center'  sH    

" "z.TestRolling.test_groupby_rolling_center_centerc                 C   s   t tdddgd dgd  tddd	}|d
jdddddj }tddddddddddg
dtj	dt
dfdt
dfdt
dfdt
dfdt
dfdt
dfdt
dfdt
dfdt
dfdt
dff
d
dgd d!}t|| d S )"Nr   r   group_1rz   group_2rQ   rs   )Dategbru   )datar   r   Tr   )onr   rE   r         ?r   g      @      @g      @      @      @ru   r   r   r   z
2020-01-05z
2020-01-06z
2020-01-07z
2020-01-08z
2020-01-09r{   r   r]   )r   r   r\   r0   r7   ru   r8   r   r   r   r   r>   r?   r2   r   rB   rA   r   r   r   test_groupby_rolling_center_onh  s@    
   










z*TestRolling.test_groupby_rolling_center_onrE   rt   rQ   r   c              
   C   s   t dgd dgd  tdd}d}|dj|d|d	 }| dd
g }ddddddddddg
}dd |D }td|d }tjg| }|||d|   | }	|||d|   | }
t dgd dgd  |	|
 d}t	
|| d S )Nr   rs   r   r   )groupr   rt   r   T)r   rE   r   r   r   r   r   r         @g      @r   r          @c                 S   s   g | ]}|d  qS )g      $@r   .0r:   r   r   r   
<listcomp>  s     zGTestRolling.test_groupby_rolling_center_min_periods.<locals>.<listcomp>r   r   )r   r\   r0   r7   r8   Zreset_indexrL   r#   r   r>   r^   )r2   rE   r   window_sizerB   Z
grp_A_meanZ
grp_B_meanZnum_nansZnansZgrp_A_expectedZgrp_B_expectedrA   r   r   r   'test_groupby_rolling_center_min_periods  s&    "
  z3TestRolling.test_groupby_rolling_center_min_periodsc                 C   s   t ddddgddddgdd	d
d	gd}|ddg d }t tjtjdtjgdgtjddd gdd}t	|| |dd d }t
tjtjdtjgtjddd gddd}t|| d S )Nr   r   r   r   r   r   r   rs   r      r   r   r   )r   r   r   r   r   r{   r}   r   )r   r0   r7   rL   r#   r   r   r   r>   r^   r   r?   r   r   r   r   test_groupby_subselect_rolling  s.    "  z*TestRolling.test_groupby_subselect_rollingc                 C   s   G dd dt }tddddddgd	 id
gd dgd  dgd  d}||jj|d	ddd }||jjd	dd }t|| d S )Nc                   @   s   e Zd ZdddZdS )zFTestRolling.test_groupby_rolling_custom_indexer.<locals>.SimpleIndexerr   Nc                 S   sH   |d kr| j nd}tj|tjdd }| | j  }|||dk < ||fS )Nr   Zdtyper   )r   r#   r$   int64copy)r2   Z
num_valuesrE   r   closedstependstartr   r   r   get_window_bounds  s
    zXTestRolling.test_groupby_rolling_custom_indexer.<locals>.SimpleIndexer.get_window_bounds)r   NNNN)__name__
__module____qualname__r   r   r   r   r   SimpleIndexer  s        r   r   r   r   r   r   r   r   r   rt   r   r   r   )r   rD   rS   rE   )r	   r   r0   r]   r7   rJ   r>   r^   )r2   r   r   rB   rA   r   r   r   #test_groupby_rolling_custom_indexer  s      z/TestRolling.test_groupby_rolling_custom_indexerc                 C   s   t tdtddddg tdgd d}|djdd	d
dd  }ttjddtjddgt	j
dtdfgd dtdfgd  dd	gddd}t|| d S )Nrz   r   r   r   
2019-01-01column1Zcolumn2r   dater   1Dr   leftr   r   r   r   r   r   r   r{   r   r   r\   r   r0   r7   rJ   r   r#   r   r   r   r>   r?   r   r   r   r   'test_groupby_rolling_subset_with_closed  s(    
		z3TestRolling.test_groupby_rolling_subset_with_closedc                 C   s   t tdtddddg tdgd d}|ddd	g jd
d	ddd  }ttjddtjddgt	j
dtdfgd dtdfgd  dd	gddd}t|| d S )Nrz   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r{   r   r   r   r   r   r   .test_groupby_subset_rolling_subset_with_closed  s4    

  	z:TestRolling.test_groupby_subset_rolling_subset_with_closedr   c                 C   s~   t dddgtjdddgddgdd	d
}t||d| }t tjtjdgtjdddgd	ddgdd	d
}t	|| d S )Nr   r   )r   r:   )r   r   )r   z12r{   r   r   r   )r   r   r:   )r   r   r   )r   r   r   )
r   r   r   rV   r0   r7   r#   r   r>   r?   )r2   r   ZdsrB   rA   r   r   r   "test_groupby_rolling_index_changed  s$      z.TestRolling.test_groupby_rolling_index_changedc                 C   s   t dg i}|djdd }|jdd}tjtg ddtg ddgdd gd|_t	
|| t g g d	}|dd
gjdd }|jdd
gd}tjtg ddtg ddtg ddgdd
d gd|_t	
|| d S )Ns1r   rR   r~   float64r   r   r{   )r   s2r   )r   r0   r7   rJ   rZ   r   Zfrom_productr   r]   r>   r^   )r2   rA   rB   r   r   r    test_groupby_rolling_empty_frame#  s&     


z,TestRolling.test_groupby_rolling_empty_framec                 C   s6  t ddtddddgddtddddgdd	tddd
dgddtddddgdd	tddddggdddgdd}|d}| |d< |jddd}|dd }t ddtdddddgddtdddddgddtdddddgdd	tddd
ddgdd	tdddddggddddgdddg}t|| d S )Nr   r     r   r   r   r   Zr   r   Hrz   Er   r]   r   Z	eventTimer   Zcount_to_dateZ10dr   c                 S   s
   | j d S )Nr   )shaper   r   r   r   r;   N  r<   z?TestRolling.test_groupby_rolling_string_index.<locals>.<lambda>r   r   r   )	r   r   r   r0   Zcumcountr7   r=   r>   r^   )r2   r   groupsZrolling_groupsrB   rA   r   r   r   !test_groupby_rolling_string_index>  s6    	

	
z-TestRolling.test_groupby_rolling_string_indexc                 C   s|   t ddgddgdjdddd }t tddgddggdd	gtjd
dgdd gdd}|jdd}t	
|| d S )Nr   r   )r)   r   r)   F)sortr   r   r   )r   r   r   r{   r}   r   )r   r0   r7   rK   r#   arrayr   r   rZ   r>   r^   )r2   rB   rA   r   r   r   test_groupby_rolling_no_sort[  s     z(TestRolling.test_groupby_rolling_no_sortc                 C   s   t tdtddddg tdddd}|djd	d
ddd  }ttjddtjddgdt	j
dtdfdtdfdtdfdtdfdtdfdtdfgdd
gdd}t|| d S )Nrz   r   r   r   Z20190101)r   periodsr   r   Z3dr   r   r   r   r   z
2018-12-27z
2018-12-29z
2018-12-31z
2018-12-28z
2018-12-30r   r{   r   )r   r\   r   r0   r7   rF   r   r#   r   r   r   r   r>   r?   r   r   r   r   $test_groupby_rolling_count_closed_onl  s<    

	
  





z0TestRolling.test_groupby_rolling_count_closed_on)r   kwargsr7   r   r   	expandingc                 C   s   t ddgddgddgddgddggddgd}t|d|f | }t tjgd tjdtjddgd	tjd
ddddgdd gdd}|jdd}t	
|| d S )Nr   r   r   r   r   r   rt   g&?r   r   r   )r   r   )r   r   r   rQ   r{   r   )r   rV   r0   Zsemr#   r   r   r   rZ   r>   r^   )r2   r   r  r   rB   rA   r   r   r   test_groupby_rolling_sem  s       z$TestRolling.test_groupby_rolling_sem)rollingskeyr   r   Nr]   c              	   C   sp   t tddtjgdddgdddgd}|dkr:|d}tjt| d	d
 |dj	d| W 5 Q R X d S )Nz2020-06-01 12:00z2020-06-01 14:00r   r   r   r   r]   r   z values must not have NaTr'   r   60min)r	  )
r   r   r#   r   r   r-   r.   
ValueErrorr0   r7   )r2   r  r  r   r   r   r   "test_groupby_rolling_nans_in_index  s    
z.TestRolling.test_groupby_rolling_nans_in_indexrP   c                 C   s   dddgdddgg}t j|dd}tdddg|d}|jd	d
g|dd }tdddgt jdddgd	d
d	d
gdd}t|| d S )Nval1val2rv   rw   r{   r   r   r   r   rv   rw   rO   r   r   r   )r  r  r  r  )r  r  r  r  )	r   r[   r   r0   r7   r8   r   r>   r?   )r2   rP   arraysr]   srB   rA   r   r   r   test_groupby_rolling_group_keys  s    
z+TestRolling.test_groupby_rolling_group_keysc                 C   s   dddgdddgg}t j|dd}tdddgtdd|d	}|d
dgd }tddddgit jdddgd
dd
dgdd	}t	|| d S )Nr  r  r  r{   r   r   r   r"   r   rv   r   r   r   r   r   )r  r   r  r  )r  r   r  r  rw   )
r   r[   r   r\   r0   r7   r8   r   r>   r^   r2   r  r]   r   rB   rA   r   r   r   1test_groupby_rolling_index_level_and_column_label  s    
z=TestRolling.test_groupby_rolling_index_level_and_column_labelc              	   C   sd   t tdddgd d}|dd }tjdd	d
dddddgdd gd}t	|j
| d S )Nr   r   r   rQ   r   r   r   r   r   )r   rQ   )r   rz   r   r   )r   rt   )r   r   r{   )r   r#   r$   r0   r7   r8   r   r   r>   assert_index_equalr]   r2   r   rB   r`   r   r   r   )test_groupby_rolling_resulting_multiindex  s    z5TestRolling.test_groupby_rolling_resulting_multiindexc                 C   s   t tdddgd ddddgd d}|dd	gd }tjd
dddddddddddgdd	d gd}t	|j
| d S )Ng      (@r   r   rz   r   rQ   r   r   r   )r   r   r   )r   r   rQ   )r   r   r    )r   r   r   )r   r   rz   )r   r   rs   )r   r   r   )r   r   rt   )r   r   r   )r   rQ   r   )r   rQ   r   )r   rQ   r   r{   )r   r#   r$   r0   r7   rJ   r   r   r>   r  r]   r  r   r   r   *test_groupby_rolling_resulting_multiindex2  s&    *z6TestRolling.test_groupby_rolling_resulting_multiindex2c              	   C   s   t tdddgd ddddgd d}|jddd	}|d
d }tjddddddddgd
d dgd}t	j
|j|dd d S )Nr   r   r   rQ   r   r   r   T)appendr   )r   r   r   )r   r   r   )r   rQ   r   )r   rz   r   )r   r   r   )r   r   rQ   )r   rt   r   )r   r   rQ   r{   equiv)exact)r   r#   r$   r   r0   r7   r8   r   r   r>   r  r]   r  r   r   r   *test_groupby_rolling_resulting_multiindex3   s     *
z6TestRolling.test_groupby_rolling_resulting_multiindex3c                 C   s`   |j ddd}|dd j}|jdd}|dd j}t|| |jrPt|jjr\td S )	Nr   FrO   c                 S   s   |  d S rT   r7   rJ   r9   r   r   r   r;     r<   zUTestRolling.test_groupby_rolling_object_doesnt_affect_groupby_apply.<locals>.<lambda>rQ   rR   c                 S   s   |  d S rT   r  r9   r   r   r   r;     r<   )	r0   r=   r]   r7   r>   r  r,   r1   Zgrouper)r2   r%   r4   rA   _rB   r   r   r   7test_groupby_rolling_object_doesnt_affect_groupby_apply  s    
zCTestRolling.test_groupby_rolling_object_doesnt_affect_groupby_apply)rS   rE   r   rA   r   r   rightr   c                 C   s   t ddddddddg}|ddddddddgj|||d	d
}t tj|ddtddgd
dddddddggd
d
d
d
ddddgd
dddddddggdd}t|| d S )Nr   r   r   rQ   rt   rz   r   r    )rS   rE   r   r   r   r   )levelscodesr   )	r   r0   r7   rc   r#   r   r   r>   r^   )r2   rS   rE   r   rA   r   rB   Zexpected_resultr   r   r   test_groupby_rolling_var  s"    
  &z$TestRolling.test_groupby_rolling_varr~   )r    )r   r   r   r   c                 C   s|   t ddggd ddggd  ddggd  |d}|d	}|jjd
d}|d}| }d	|jksjtt	|j| d S )Nr   r   r   r   r   r   r    r   r   T)deeprQ   )
r   r0   objr   r7   rJ   r~   r1   r>   r^   )r2   r~   r   r4   Zoriginal_objrG   rB   r   r   r   test_by_column_not_in_values7  s    2

z(TestRolling.test_by_column_not_in_valuesc                 C   s   ddddgddddgg}t j|dd}tddd	d
dgi|d}|jddd d }ttjdtjdgt j	ddddgdddgddd}t
|| d S )NFalconParrotCaptiveWild)AnimalTyper{   z	Max Speedg     `x@g     u@g      >@g      4@r   r   rx   r   g      @g      I@)r'  r'  r)  )r'  r'  r*  )r(  r(  r)  )r(  r(  r*  r+  r,  r   )r   r[   r   r0   r7   rJ   r   r#   r   r   r>   r?   r  r   r   r   test_groupby_levelD  s&    

	zTestRolling.test_groupby_levelzby, expected_datar   num      Y@     b@      i@
2018-01-01
2018-01-02     @o@)r   r.  c                    s   dddgdddgdddgdddgg}t |d	d
dgd t d
  d
<  d
g  fdd|D } j|ddjddd }d	ddddgi}|| t | jd}t	|| d S )Nr   r2  r/  r3  r1  r   r0  r4  r   r   r.  r   c                    s   g | ]}t  |qS r   )rV   )r   attrr   r   r   r   z  s     z3TestRolling.test_as_index_false.<locals>.<listcomp>F)Zas_indexr   r   r   r   )
r   r   r   r0   r7   r8   updater]   r>   r^   )r2   r+   r   r   Zgp_byrB   rA   r   r   r   test_as_index_false\  s$    
zTestRolling.test_as_index_falsec                 C   s   d}t d|}d|d< d}t ||}t j|d< d|d< t||dd}|dd jd	dd
 }t|dt	j
dgd dg dgd dg gddgdd}t|| d S )N  r   r   g52DE)r]   adl2r]   r:  rs   r   i  r{   r   )r#   repeatr   r   r   r0   r7   r8   r   r   r[   r>   r?   )r2   sizeidxvalZarrr   rB   rA   r   r   r   test_nan_and_zero_endpoints  s0    
 z'TestRolling.test_nan_and_zero_endpointsc              	      sX   ddddg}d t  fdd|D }tjtdd	 |d
jddd W 5 Q R X d S )Nr   r   r   r   r8  c                    s(   g | ] }t d |   |d ddqS )r   r   *   )tr:   r   r   r   secr   r   r     s     zBTestRolling.test_groupby_rolling_non_monotonic.<locals>.<listcomp>z.* must be monotonicr'   r   rA  Z3s)r   rS   )r   r-   r.   r
  r0   r7   )r2   Zshuffledr   r   rC  r   "test_groupby_rolling_non_monotonic  s    z.TestRolling.test_groupby_rolling_non_monotonicc                 C   s   dddgdddgdddgdddgd	d
dgd	ddgd	ddgdddgdddgdddgg
}t |dddgd}t|d |d< |d}|dddd }|djdddd  }t	|| d S )NZDavidz1/1/2015d   z1/5/2015i  z	5/30/20152   z	7/25/2015ZRyanz1/4/2014z	1/19/2015z	3/31/2016ZJoez7/1/2015z9/9/2015z
10/15/2015r   r   amount)r   r~   c                 S   s   |  dd  S )N180DrH  r  r9   r   r   r   r;     r<   z4TestRolling.test_groupby_monotonic.<locals>.<lambda>rI  r   )
r   r   Zsort_valuesr   r0   r=   r7   rJ   r>   r?   )r2   r   r   rA   rB   r   r   r   test_groupby_monotonic  s,    	

z"TestRolling.test_groupby_monotonicc                 C   s   t dddd}tdgd dgd  dgd	  t||ftd
d}|dddd }|djdddj	
 }t|| d S )Nz2016-01-01 09:30:00r   r  )r   r  freqr   r   r   r   r    r!   r   r   r   c                 S   s   |  dd  S )N4sr   r6   r9   r   r   r   r;     r<   zJTestRolling.test_datelike_on_monotonic_within_each_group.<locals>.<lambda>rL  r   )r   r   r#   Zconcatenater$   r   r0   r=   r7   r   r8   r>   r?   )r2   datesr   rA   rB   r   r   r   ,test_datelike_on_monotonic_within_each_group  s    	z8TestRolling.test_datelike_on_monotonic_within_each_groupc              	   C   sd   t dgd dgd  dd dD d tdd}tjtd	d
 |djddd W 5 Q R X d S )Nr   r   r   c                 S   s   g | ]}t |d d qS )r   rB  )r   yearr   r   r   r     s     zPTestRolling.test_datelike_on_not_monotonic_within_each_group.<locals>.<listcomp>)i  i  r   rz   r   z&Each group within B must be monotonic.r'   r   Z365Dr   r   )r   r\   r-   r.   r
  r0   r7   )r2   r   r   r   r   0test_datelike_on_not_monotonic_within_each_group  s    z<TestRolling.test_datelike_on_not_monotonic_within_each_group)5r   r   r   r5   rC   rH   r-   markparametrizeparamfilterwarningsra   re   ro   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r  r  r  r  r  r  r  r  r  r"  r   r   r&  r-  r   r7  r?  rE  rJ  rN  rP  r   r   r   r   r&   0   s   


 



&
 
A#

 
 


	
 



!r&   c                
   @   s   e Zd Zdd Zejddddddd	d
gdd Zejdddgdd Zejddddddgdd Z	ejdddgdd Z
dd ZdS ) TestExpandingc                 C   s4   t dgd dgd  dgd  tdd| _d S r   )r   r#   r$   frame)r2   r   r   r   setup_method  s    zTestExpanding.setup_methodrI   rJ   r8   rK   rL   rF   rM   rN   c                    sr   | j jddd}| }t|  }| fdd}|jddd}t| j d tdg}||_	t
|| d S )	Nr   FrO   c                    s   t |    S r   rV   r  r9   rW   r   r   r;     r<   z.TestExpanding.test_expanding.<locals>.<lambda>r   rX   r!   rV  r0   r  rV   r=   rZ   r   r[   r\   r]   r>   r^   r2   rI   r4   rG   rB   rA   r`   r   rW   r   test_expanding  s    zTestExpanding.test_expandingrb   rc   c                    sv   | j jddd}| }t| dd}| fdd}|jddd	}t| j d td
g}||_	t
|| d S )Nr   FrO   r   rd   c                    s   t |   ddS )Nr   rd   rX  r9   rW   r   r   r;   
  r<   z3TestExpanding.test_expanding_ddof.<locals>.<lambda>r   rX   r!   rY  rZ  r   rW   r   test_expanding_ddof  s    z!TestExpanding.test_expanding_ddofrf   rg   rh   ri   rj   rk   c                    st   | j jddd}| }|jd d}| fdd}|jddd	}t| j d td
g}||_	t
|| d S )Nr   FrO   rl   rm   c                    s   |   jd dS )Nrl   rm   )r  rn   r9   rm   r   r   r;     r<   z7TestExpanding.test_expanding_quantile.<locals>.<lambda>r   rX   r!   )rV  r0   r  rn   r=   rZ   r   r[   r\   r]   r>   r^   )r2   rf   r4   rG   rB   rA   r`   r   rm   r   test_expanding_quantile  s    
z%TestExpanding.test_expanding_quantilerp   rq   c                    s   j d}| }t| j } fdd}||}ttddttdd }tj|j	|df< tj|d< t
|| t|j d	d
} fdd}||}t
|| d S )Nr   c                    s   t |   jS r   )rV   r  rV  r9   rI   r2   r   r   r   +  s    z3TestExpanding.test_expanding_corr_cov.<locals>.funcr   =   H   q   r   Tr   c                    s   t | j  ddS )NTr   )rV   r   r  r9   rW   r   r   r   :  s    )rV  r0   r  rV   r=   r   r\   r#   r   Zilocr>   r^   r   r?   )r2   rI   r4   rG   rB   r   rA   Znull_idxr   r^  r   test_expanding_corr_cov$  s    


z%TestExpanding.test_expanding_corr_covc                    sx   | j jddd}| }|jdd  d}| fdd}|jddd	}t| j d td
g}||_t	
|| d S )Nr   FrO   c                 S   s   |   S r   r   r9   r   r   r   r;   E  r<   z4TestExpanding.test_expanding_apply.<locals>.<lambda>r   c                    s   |   jdd  dS )Nc                 S   s   |   S r   r   r   r   r   r   r;   F  r<   zFTestExpanding.test_expanding_apply.<locals>.<lambda>.<locals>.<lambda>r   )r  r=   r9   r   r   r   r;   F  r<   r   rX   r!   )rV  r0   r  r=   rZ   r   r[   r\   r]   r>   r^   )r2   r   r4   rG   rB   rA   r`   r   r   r   test_expanding_apply@  s    z"TestExpanding.test_expanding_applyN)r   r   r   rW  r-   rQ  rR  r[  r\  r]  rb  rc  r   r   r   r   rU    s     

 

rU  c                
   @   s   e Zd Zejddddddggdejdd	d
ggdejdddgggdd Zejddejdddggdejdddgggdd Z	dd Z
dd Zdd Zdd  Zd!S )"TestEWMzmethod, expected_datar8   r   gUUUUUU?gm۶m?g""""""@rb   g۞?g?gt ?rc   rr   gn۶m۶?g++?c              	      s   t dgd tdd}t|djdd  }t d|itjdd	d
dgdd gdd}t|| tj	t
dd" |jddd fdd}W 5 Q R X t|| d S )Nr   rQ   r"   r   r   comr   r   r   r   r   r{   r   nuisancer'   TrO   c                    s   t | jdd  S Nr   re  rV   ewmr9   methodr   r   r;   m  r<   z&TestEWM.test_methods.<locals>.<lambda>)r   r\   rV   r0   rj  r   r   r>   r^   assert_produces_warningFutureWarningr=   r2   rl  r   r   rB   rA   r   rk  r   test_methodsP  s&    

zTestEWM.test_methodsrp   r   r   rq   grڶ?g߿yq+?c                    s   t dgd tdd}t|djdd  }t d|itjdd	d
dgdd d gdd}t|| |d	 fdd}t|| d S )Nr   rQ   r"   r   r   re  r   )r   r   r   )r   r   r   )r   r   r   )r   r   r   r{   r   c                    s   t | jdd  S rh  ri  r9   rk  r   r   r;     r<   z/TestEWM.test_pairwise_methods.<locals>.<lambda>)
r   r\   rV   r0   rj  r   r   r>   r^   r=   ro  r   rk  r   test_pairwise_methodsq  s     zTestEWM.test_pairwise_methodsc                 C   s   d}t jtdd |dj|dd }W 5 Q R X tddd	d
dddddddg
itjddddddddddg
dd gdd}t 	|| d S )N23 daysrg  r'   r   r   halflifetimesr   r   gCus=?g;pGR?gZkB?g>(?g8Kr?gҧU?gA9w?r   r   )r   rz   )r   r   )r   r   r  r   )r   r   )r   rt   )r   r    r{   r   )
r>   rm  rn  r0   rj  r8   r   r   r   r^   )r2   r   rt  rB   rA   r   r   r   
test_times  sB    "zTestEWM.test_timesc              	      sb   d t jtdd: |dj dd }|jddd fd	d
}W 5 Q R X t || d S )Nrr  rg  r'   r   r   rs  TrO   c                    s   | j  dd S )Nr   rs  )rj  r8   r9   rt  r   r   r;     r<   z-TestEWM.test_times_vs_apply.<locals>.<lambda>)r>   rm  rn  r0   rj  r8   r=   r^   )r2   r   rB   rA   r   rw  r   test_times_vs_apply  s    
zTestEWM.test_times_vs_applyc              	   C   sb   d}| d}tjtdd0 |j|dd }|j||d jd }W 5 Q R X t|| d S )Nrr  r   rg  r'   r   rs  )r0   r>   rm  rn  rj  r8   valuesr^   )r2   r   rt  r   rB   rA   r   r   r   test_times_array  s    
"zTestEWM.test_times_arrayc              	   C   s   t dddddgtddddtdd}|djd	d
d}| }t tdddddgd dtjdddddgttdgdd gdd}t	
|| |d  }tdgd tjdddddgtddddgdd
gddd}t	|| | }t	
|| d S )Nr   r   z2021-9-1rt   r   )r  rK  )r   	timestampr   r   Z1Hr{  r   r   )r{  r   r{   r   r   r   )r   r   r\   r0   r7   rF   r   r[   r   r>   r^   r   r?   )r2   r   grprB   Zexpected_dfZexpected_seriesr   r   r   "test_dont_mutate_obj_after_slicing  s@     	z*TestEWM.test_dont_mutate_obj_after_slicingN)r   r   r   r-   rQ  rR  r#   r   rp  rq  rv  rx  rz  r}  r   r   r   r   rd  O  s"   
"
'
rd  )Znumpyr#   r-   Zpandasr   r   r   r   r   r   r   Zpandas._testingZ_testingr>   Zpandas.api.indexersr	   Zpandas.core.groupby.groupbyr
   Zfixturer   r%   r&   rU  rd  r   r   r   r   <module>   s&   $	

       G_