U
    sVcE                     @   s  d dl m Z  d dlZd dlZd dlm  mZ d dlm	Z	m
Z
mZmZmZmZ d dlmZ d dlm  mZ ejdejdi gejdi gejdd d	i ejd
dejdi gejdi gejdi gdd di gdd ddd igdd di gdd ddd igg
dd Zejdejdi gejdi gejdd d	i ejd
dejdi gejdi gejdi gdd di gdd ddd igdd di gdd ddd igg
dd Zejdejdi d gejdi d gd!d d	i d gejdi d gejdi d gejdi d gd"d di d gd#d ddd id gd$d di d gd%d ddd id gg
d&d' Z ejdejdi d gejdi d gd(d d	i d gejdi d gejdi d gejdi d gd)d di d gd*d ddd id gd+d di d gd,d ddd id gg
d-d. Z!ejdejdi gejdi gejdi gejdi gejdi gd/d di gd0d ddd igd1d di gd2d ddd igg	d3d4 Z"d5d6 Z#ejd7di gdi gdi gdi gdi gdi gddd igdi gddd igg	ejd8d d9d:gd;d< Z$d=d> Z%ejd?di d@gdi d@gd	i d gdi d@gdi d@gdi d@gdi d@gddd id@gdi d@gddd id@gg
dAdB Z&ejdCdi d dgdi d dgd	i d d gdi d dgdi d dgdi d dgdi d dgddd id dgdi d dgddd id dgg
dDdE Z'ejdCdi d dgdi d dgd	i d d gdi d dgdi d dgdi d dgdi d dgddd id dgdi d dgddd id dgg
dFdG Z(ejdHdId dJd dKd dLd dMd dNd dOd dPd dQd dRd dSd dTd dUd dVd ejdWd ej)dgdXdY Z*dZd[ Z+d\d] Z,d^d_ Z-d`da Z.dbdc Z/ejdddedf dgD dhdf diD  djdk Z0ejdHdld dmd dnd dod dpd dqd drd dsd dtd dud dvd dwd dxd dyd dzd ejd{d ej)dgd|d} Z1dS )~    datetimeN)	DataFrameDatetimeIndexSeriesconcatisnanotnazcompare_func, roll_func, kwargsmeansumc                 C   s   t | t S Nnpisfiniteastypefloatr   x r   N/tmp/pip-unpacked-wheel-xj8nt62q/pandas/tests/window/test_rolling_functions.py<lambda>       r   countz ignore:min_periods:FutureWarning)Zmarksmedianminmaxc                 C   s   t j| ddS N   ddofr   stdr   r   r   r   r   #   r   r!   c                 C   s   t j| ddS Nr   r   r    r   r   r   r   r   $   r   r   c                 C   s   t j| ddS r   r   varr   r   r   r   r   %   r   r$   c                 C   s   t j| ddS r"   r#   r   r   r   r   r   &   r   c                 C   sj   t | jd|d|f |}t|ts(ttdt| |p8dd d }t|j	d || |d |  d S )N2   stepr   r   )
getattrrolling
isinstancer   AssertionErrorrangelentmassert_almost_equaliloc)seriescompare_func	roll_funckwargsr'   resultendr   r   r   test_series   s    r8   c                 C   s   t | t S r   r   r   r   r   r   r   6   r   c                 C   s   t j| ddS r   r    r   r   r   r   r   >   r   c                 C   s   t j| ddS r"   r    r   r   r   r   r   ?   r   c                 C   s   t j| ddS r   r#   r   r   r   r   r   @   r   c                 C   s   t j| ddS r"   r#   r   r   r   r   r   A   r   c                 C   s   t |jd|d|f |}t|ts(ttdt||p8dd d }tj|j	dd d f |j	|d |d d f j
|d| ddd d S )	Nr%   r&   r   r   r(   )ZaxisrawFZcheck_names)r)   r*   r+   r   r,   r-   r.   r/   assert_series_equalr1   apply)r9   framer3   r4   r5   r'   r6   r7   r   r   r   
test_frame0   s    $r>   z%compare_func, roll_func, kwargs, minp
   c                 C   s   t | t S r   r   r   r   r   r   r   T   r   c                 C   s   t j| ddS r   r    r   r   r   r   r   X   r   c                 C   s   t j| ddS r"   r    r   r   r   r   r   Y   r   c                 C   s   t j| ddS r   r#   r   r   r   r   r   Z   r   c                 C   s   t j| ddS r"   r#   r   r   r   r   r   [   r   c                 C   s~   d}| d d d  d }t|j||d|f |}|jd }|dt   }	| d d d |	|}
t	|d ||
 d S )N      Bwindowmin_periodsr(      )
resampler
   r)   r*   indexoffsetsBDaytruncater/   r0   )r2   r3   r4   r5   minpwinZserZseries_result	last_date	prev_dateZtrunc_seriesr   r   r   test_time_rule_seriesO   s    
rP   c                 C   s   t | t S r   r   r   r   r   r   r   p   r   c                 C   s   t j| ddS r   r    r   r   r   r   r   t   r   c                 C   s   t j| ddS r"   r    r   r   r   r   r   u   r   c                 C   s   t j| ddS r   r#   r   r   r   r   r   v   r   c                 C   s   t j| ddS r"   r#   r   r   r   r   r   w   r   c                 C   s   d}|d d d  d }t|j||d|f |}|jd }	|	dt   }
|d d d |
|	}tj	|
|	|j|| ddd	 d S )
Nr@   rA   rB   rC   r(   rF   r9   Fr:   )rG   r
   r)   r*   rH   rI   rJ   rK   r/   r;   xsr<   )r9   r=   r3   r4   r5   rL   rM   frmZframe_resultrN   rO   Ztrunc_framer   r   r   test_time_rule_framek   s    
rT   c                 C   s   t j| ddS r   r    r   r   r   r   r      r   c                 C   s   t j| ddS r"   r    r   r   r   r   r      r   c                 C   s   t j| ddS r   r#   r   r   r   r   r      r   c                 C   s   t j| ddS r"   r#   r   r   r   r   r      r   c                 C   sf  t tjd}tj|d d< tj|dd < t|jddd|f |}t|j	d | |dd  t|jddd|f |}t
|j	d	 stt
|j	d
 rtt
|j	d rtt
|j	d stt tjd}t|jddd|f |}t
|j	d stt|j	d st|dkrbt|jddd|f |}t|jddd|f |}t|| d S )Nr%   r?      rE   r(            rF   i         r   r   r   )r   r   randomrandnNaNr)   r*   r/   r0   r1   r   r,   r	   )r3   r4   r5   objr6   obj2Zresult0Zresult1r   r   r   	test_nans   s$    
rd   c                  C   sl   t tjd} tj| d d< tj| dd < | jddd }t|j	d t
| dd t  d S )Nr%   r?   rU   rV   rW   r(   )r   r   r_   r`   ra   r*   r   r/   r0   r1   r   r   r   r   )rb   r6   r   r   r   test_nans_count   s     re   zroll_func, kwargsrL   c   d   c                 C   sz   t | jt| d ||d|f |}t | jt| ||d|f |}t|}t|t| | }t|| ||  d S )Nr   rE   r'   )r)   r*   r.   r   r/   r;   r0   )r2   rL   r4   r5   r'   r6   expectednan_maskr   r   r   test_min_periods   s       rk   c                 C   sj   | j t| d d|d }| j t| d|d }t|}t|t| | }t|| ||  d S )Nr   r   rh   )r*   r.   r   r   r/   r;   r0   )r2   r'   r6   ri   rj   r   r   r   test_min_periods_count   s    rl   zroll_func, kwargs, minprY   c                 C   s   t tjd}tj|d d< tj|dd < t|jd|dd| f |}tt|t tjgd gjd|d| f |jdd  j	dd	}t
|| d S )
Nr%   r?   rU   rX   T)rE   center	   rW   )Zdrop)r   r   r_   r`   ra   r)   r*   r   r1   Zreset_indexr/   r;   )r4   r5   rL   rb   r6   ri   r   r   r   test_center   s$      ro   z#roll_func, kwargs, minp, fill_valuec                 C   s   dd t dD }t| t| j| jd|d|f |d| j}t| jd|dd|f |}|d k	rx||}t	|| d S )	Nc                 S   s   g | ]}d |dqS r   dr   .0r   r   r   r   
<listcomp>  s     z.test_center_reindex_series.<locals>.<listcomp>   r@   rC   TrD   rE   rm   )
r-   r)   reindexlistrH   r*   shiftfillnar/   r;   )r2   r4   r5   rL   
fill_valuesZ	series_xpZ	series_rsr   r   r   test_center_reindex_series  s*     
r~   c                 C   s   dd t dD }t| t| j| jd|d|f |d| j}t| jd|dd|f |}|d k	rx||}t	|| d S )	Nc                 S   s   g | ]}d |dqS rp   r   rr   r   r   r   rt   :  s     z-test_center_reindex_frame.<locals>.<listcomp>ru   r@   rC   rv   Trw   )
r-   r)   rx   ry   rH   r*   rz   r{   r/   assert_frame_equal)r=   r4   r5   rL   r|   r}   Zframe_xpZframe_rsr   r   r   test_center_reindex_frame)  s*     
r   fc                 C   s   | j dddj| ddS Nr?   r\   rC   F)Zpairwiser*   Zcovr   r   r   r   r   O  r   c                 C   s   | j dddj| ddS r   r*   Zcorrr   r   r   r   r   P  r   c                 C   s   | j ddd S Nr?   r\   rC   r*   r   r   r   r   r   r   Q  r   c                 C   s   | j ddd S r   r*   r   r   r   r   r   r   R  r   c                 C   s   | j ddd S r   r*   r   r   r   r   r   r   S  r   c                 C   s   | j ddd S r   r*   r
   r   r   r   r   r   T  r   c                 C   s   | j ddd S r   r*   r!   r   r   r   r   r   U  r   c                 C   s   | j ddd S r   r*   r$   r   r   r   r   r   V  r   c                 C   s   | j ddd S r   r*   Zskewr   r   r   r   r   W  r   c                 C   s   | j ddd S r   r*   Zkurtr   r   r   r   r   X  r   c                 C   s   | j dddjddS )Nr?   r\   rC         ?)quantiler*   r   r   r   r   r   r   Y  r   c                 C   s   | j ddd S r   r*   r   r   r   r   r   r   Z  r   c                 C   s   | j dddjtddS Nr?   r\   rC   FrQ   r*   r<   r   r   r   r   r   r   [  r   c                 C   s   | j dddjtddS Nr?   r\   rC   TrQ   r   r   r   r   r   r   \  r   c                 C   s   | j dddd S NZboxcarr?   r\   )Zwin_typerD   rE   r   r   r   r   r   r   ^  r   c                 C   s   t td}t tj|jd}tddgddgddgdd	ggd
dgd}ttj|j|jd}| |}t|| | |}t	|| d S )Nr^   rH   r   r\   r]   rA   rn   r(   r   ArB   columns)rH   r   )
r   r-   r   nanrH   r   r   r/   r;   r   )r   r}   
s_expectedZdfZdf_expecteds_resultZ	df_resultr   r   r   +test_rolling_functions_window_non_shrinkageL  s    (r   c                 C   s   dd t ddD }|tddddd tt dd|d	}|d
d }| }tdddddgtdd t ddD ddd	dd|  }|d j	d| d }t
|| dS )z%Replicate result expected in GH #6297c                 S   s   g | ]}t d d|qS   r   r   rs   ir   r   r   rt   s  s     z+test_rolling_max_gh6297.<locals>.<listcomp>r      r   r]   r      r   c                 S   s   t | S r   r   r   r   r   r   r   x  r   z)test_rolling_max_gh6297.<locals>.<lambda>      ?       @g      @      @g      @c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   r   r   rt   ~  s     DfreqNrD   r'   )r-   appendr   r   map
sort_indexr   rG   r   r*   r/   r;   )r'   indicesr2   ri   r   r   r   r   test_rolling_max_gh6297q  s    r   c                 C   s  dd t ddD }|tdddd |tdddd ttt ddd	d
g |d}|dd }| }tdddddgtdd t ddD dddd d |  }|d	 j
d| d	 }t|| tdddddgtdd t ddD dddd d |  }|d j
d| d	 }t|| d}tdddd|gtdd t ddD dddd d |  }|d j
d| d	 }t|| d S )Nc                 S   s   g | ]}t d d|qS r   r   r   r   r   r   rt     s     z-test_rolling_max_resample.<locals>.<listcomp>r   r   r   r\   rA   r   r?   rX   r   c                 S   s   t | S r   r   r   r   r   r   r     r   z+test_rolling_max_resample.<locals>.<lambda>        r   r         @g      4@c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   rt     s     r   r   r   g      $@c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   rt     s     g&@c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   rt     s     )r-   r   r   r   ry   r   r   r   rG   r   r*   r/   r;   r   r
   )r'   r   r2   ri   r   vr   r   r   test_rolling_max_resample  s>    r   c                 C   s   dd t ddD }|tdddd |tdddd ttt ddd	d
g |d}|dd }| }tdddddgtdd t ddD dddd d |  }|d	 j
d| d}t||	  d S )Nc                 S   s   g | ]}t d d|qS r   r   r   r   r   r   rt     s     z-test_rolling_min_resample.<locals>.<listcomp>r   r   r   r\   rA   r   r?   rX   r   c                 S   s   t | S r   r   r   r   r   r   r     r   z+test_rolling_min_resample.<locals>.<lambda>r   r   r   r   r   c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   rt     s     r   r   r   )r-   r   r   r   ry   r   r   r   rG   r   r*   r/   r;   )r'   r   r2   ri   rr   r   r   test_rolling_min_resample  s    r   c                  C   s   dd t ddD } | tdddd | tdddd ttt ddd	d
g | d}|dd }| }tddddd	gtdd t ddD ddd}|d	 j
dd	 }t|| d S )Nc                 S   s   g | ]}t d d|qS r   r   r   r   r   r   rt     s     z0test_rolling_median_resample.<locals>.<listcomp>r   r   r   r\   rA   r   r?   rX   r   c                 S   s   t | S r   r   r   r   r   r   r     r   z.test_rolling_median_resample.<locals>.<lambda>r   r   r   r   c                 S   s   g | ]}t d d|dqS r   r   r   r   r   r   rt     s     r   r   rD   )r-   r   r   r   ry   r   r   r   rG   r   r*   r/   r;   )r   r2   ri   r   r   r   r   test_rolling_median_resample  s    r   c                  C   sD   d} t tj| jddd  t tj| jddd  d S )Ni N  rA   F)rD   rm   )r   r   r_   r`   r*   r   )nr   r   r    test_rolling_median_memory_error  s    r   	data_typec                 C   s   g | ]}t d | qS )r   r   dtype)rs   widthr   r   r   rt     s     rt   )r^      c                 C   s(   g | ] }d D ]}t | | qqS )uir   )rs   r   signr   r   r   rt     s       )r   rA   r^   r   c                 C   sp   t tjd| djdd }|jd tdks6tt tjd| djdd }|jd tdksltd S )NrX   r   r\   r   r   Zf8)	r   r   Zaranger*   r   Zdtypesr   r,   r   )r   r6   r   r   r   "test_rolling_min_max_numeric_types  s    r   c                 C   s   | j ddd S )Nr?   r   rC   )r*   r   r   r   r   r   r     r   c                 C   s   | j dddj| ddS r   r   r   r   r   r   r     r   c                 C   s   | j dddj| ddS r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j ddddS )Nr?   r\   rC   r   r   r   r   r   r   r     r   c                 C   s   | j ddd S r   r   r   r   r   r   r     r   c                 C   s   | j dddjtddS r   r   r   r   r   r   r     r   c                 C   s   | j dddjtddS r   r   r   r   r   r   r     r   c                 C   s   | j dddd S r   r   r   r   r   r   r     r   c           
      C   s|   t tjd}|}t }|}tdgd}|d d|d< |}| |}t|| | |}t|| | |}	t|	| d S )Nr   ar   float64)r   r   r   r   r   r/   r;   r   )
r   r}   r   Zdf1Zdf1_expectedZdf2Zdf2_expectedr   Z
df1_resultZ
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