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klein panic
2024-09-29 01:46:07 -04:00
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from datetime import datetime
import numpy as np
import pytest
from pandas import (
DataFrame,
Series,
)
# The various methods we support
downsample_methods = [
"min",
"max",
"first",
"last",
"sum",
"mean",
"sem",
"median",
"prod",
"var",
"std",
"ohlc",
"quantile",
]
upsample_methods = ["count", "size"]
series_methods = ["nunique"]
resample_methods = downsample_methods + upsample_methods + series_methods
@pytest.fixture(params=downsample_methods)
def downsample_method(request):
"""Fixture for parametrization of Grouper downsample methods."""
return request.param
@pytest.fixture(params=resample_methods)
def resample_method(request):
"""Fixture for parametrization of Grouper resample methods."""
return request.param
@pytest.fixture
def _index_start():
"""Fixture for parametrization of index, series and frame."""
return datetime(2005, 1, 1)
@pytest.fixture
def _index_end():
"""Fixture for parametrization of index, series and frame."""
return datetime(2005, 1, 10)
@pytest.fixture
def _index_freq():
"""Fixture for parametrization of index, series and frame."""
return "D"
@pytest.fixture
def _index_name():
"""Fixture for parametrization of index, series and frame."""
return None
@pytest.fixture
def index(_index_factory, _index_start, _index_end, _index_freq, _index_name):
"""
Fixture for parametrization of date_range, period_range and
timedelta_range indexes
"""
return _index_factory(_index_start, _index_end, freq=_index_freq, name=_index_name)
@pytest.fixture
def _static_values(index):
"""
Fixture for parametrization of values used in parametrization of
Series and DataFrames with date_range, period_range and
timedelta_range indexes
"""
return np.arange(len(index))
@pytest.fixture
def _series_name():
"""
Fixture for parametrization of Series name for Series used with
date_range, period_range and timedelta_range indexes
"""
return None
@pytest.fixture
def series(index, _series_name, _static_values):
"""
Fixture for parametrization of Series with date_range, period_range and
timedelta_range indexes
"""
return Series(_static_values, index=index, name=_series_name)
@pytest.fixture
def empty_series_dti(series):
"""
Fixture for parametrization of empty Series with date_range,
period_range and timedelta_range indexes
"""
return series[:0]
@pytest.fixture
def frame(index, _series_name, _static_values):
"""
Fixture for parametrization of DataFrame with date_range, period_range
and timedelta_range indexes
"""
# _series_name is intentionally unused
return DataFrame({"value": _static_values}, index=index)
@pytest.fixture
def empty_frame_dti(series):
"""
Fixture for parametrization of empty DataFrame with date_range,
period_range and timedelta_range indexes
"""
index = series.index[:0]
return DataFrame(index=index)
@pytest.fixture
def series_and_frame(frame_or_series, series, frame):
"""
Fixture for parametrization of Series and DataFrame with date_range,
period_range and timedelta_range indexes
"""
if frame_or_series == Series:
return series
if frame_or_series == DataFrame:
return frame

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from datetime import datetime
import numpy as np
import pytest
from pandas.core.dtypes.common import is_extension_array_dtype
import pandas as pd
from pandas import (
DataFrame,
DatetimeIndex,
Index,
MultiIndex,
NaT,
PeriodIndex,
Series,
TimedeltaIndex,
)
import pandas._testing as tm
from pandas.core.groupby.groupby import DataError
from pandas.core.groupby.grouper import Grouper
from pandas.core.indexes.datetimes import date_range
from pandas.core.indexes.period import period_range
from pandas.core.indexes.timedeltas import timedelta_range
from pandas.core.resample import _asfreq_compat
# a fixture value can be overridden by the test parameter value. Note that the
# value of the fixture can be overridden this way even if the test doesn't use
# it directly (doesn't mention it in the function prototype).
# see https://docs.pytest.org/en/latest/fixture.html#override-a-fixture-with-direct-test-parametrization # noqa: E501
# in this module we override the fixture values defined in conftest.py
# tuples of '_index_factory,_series_name,_index_start,_index_end'
DATE_RANGE = (date_range, "dti", datetime(2005, 1, 1), datetime(2005, 1, 10))
PERIOD_RANGE = (period_range, "pi", datetime(2005, 1, 1), datetime(2005, 1, 10))
TIMEDELTA_RANGE = (timedelta_range, "tdi", "1 day", "10 day")
all_ts = pytest.mark.parametrize(
"_index_factory,_series_name,_index_start,_index_end",
[DATE_RANGE, PERIOD_RANGE, TIMEDELTA_RANGE],
)
@pytest.fixture
def create_index(_index_factory):
def _create_index(*args, **kwargs):
"""return the _index_factory created using the args, kwargs"""
return _index_factory(*args, **kwargs)
return _create_index
@pytest.mark.parametrize("freq", ["2D", "1h"])
@pytest.mark.parametrize(
"_index_factory,_series_name,_index_start,_index_end", [DATE_RANGE, TIMEDELTA_RANGE]
)
def test_asfreq(series_and_frame, freq, create_index):
obj = series_and_frame
result = obj.resample(freq).asfreq()
new_index = create_index(obj.index[0], obj.index[-1], freq=freq)
expected = obj.reindex(new_index)
tm.assert_almost_equal(result, expected)
@pytest.mark.parametrize(
"_index_factory,_series_name,_index_start,_index_end", [DATE_RANGE, TIMEDELTA_RANGE]
)
def test_asfreq_fill_value(series, create_index):
# test for fill value during resampling, issue 3715
ser = series
result = ser.resample("1h").asfreq()
new_index = create_index(ser.index[0], ser.index[-1], freq="1h")
expected = ser.reindex(new_index)
tm.assert_series_equal(result, expected)
# Explicit cast to float to avoid implicit cast when setting None
frame = ser.astype("float").to_frame("value")
frame.iloc[1] = None
result = frame.resample("1h").asfreq(fill_value=4.0)
new_index = create_index(frame.index[0], frame.index[-1], freq="1h")
expected = frame.reindex(new_index, fill_value=4.0)
tm.assert_frame_equal(result, expected)
@all_ts
def test_resample_interpolate(frame):
# GH#12925
df = frame
warn = None
if isinstance(df.index, PeriodIndex):
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(warn, match=msg):
result = df.resample("1min").asfreq().interpolate()
expected = df.resample("1min").interpolate()
tm.assert_frame_equal(result, expected)
def test_raises_on_non_datetimelike_index():
# this is a non datetimelike index
xp = DataFrame()
msg = (
"Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, "
"but got an instance of 'RangeIndex'"
)
with pytest.raises(TypeError, match=msg):
xp.resample("YE")
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
def test_resample_empty_series(freq, empty_series_dti, resample_method):
# GH12771 & GH12868
ser = empty_series_dti
if freq == "ME" and isinstance(ser.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
ser.resample(freq)
return
elif freq == "ME" and isinstance(ser.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
warn = None
if isinstance(ser.index, PeriodIndex):
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(warn, match=msg):
rs = ser.resample(freq)
result = getattr(rs, resample_method)()
if resample_method == "ohlc":
expected = DataFrame(
[], index=ser.index[:0].copy(), columns=["open", "high", "low", "close"]
)
expected.index = _asfreq_compat(ser.index, freq)
tm.assert_frame_equal(result, expected, check_dtype=False)
else:
expected = ser.copy()
expected.index = _asfreq_compat(ser.index, freq)
tm.assert_series_equal(result, expected, check_dtype=False)
tm.assert_index_equal(result.index, expected.index)
assert result.index.freq == expected.index.freq
@all_ts
@pytest.mark.parametrize(
"freq",
[
pytest.param("ME", marks=pytest.mark.xfail(reason="Don't know why this fails")),
"D",
"h",
],
)
def test_resample_nat_index_series(freq, series, resample_method):
# GH39227
ser = series.copy()
ser.index = PeriodIndex([NaT] * len(ser), freq=freq)
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(FutureWarning, match=msg):
rs = ser.resample(freq)
result = getattr(rs, resample_method)()
if resample_method == "ohlc":
expected = DataFrame(
[], index=ser.index[:0].copy(), columns=["open", "high", "low", "close"]
)
tm.assert_frame_equal(result, expected, check_dtype=False)
else:
expected = ser[:0].copy()
tm.assert_series_equal(result, expected, check_dtype=False)
tm.assert_index_equal(result.index, expected.index)
assert result.index.freq == expected.index.freq
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
@pytest.mark.parametrize("resample_method", ["count", "size"])
def test_resample_count_empty_series(freq, empty_series_dti, resample_method):
# GH28427
ser = empty_series_dti
if freq == "ME" and isinstance(ser.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
ser.resample(freq)
return
elif freq == "ME" and isinstance(ser.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
warn = None
if isinstance(ser.index, PeriodIndex):
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(warn, match=msg):
rs = ser.resample(freq)
result = getattr(rs, resample_method)()
index = _asfreq_compat(ser.index, freq)
expected = Series([], dtype="int64", index=index, name=ser.name)
tm.assert_series_equal(result, expected)
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
def test_resample_empty_dataframe(empty_frame_dti, freq, resample_method):
# GH13212
df = empty_frame_dti
# count retains dimensions too
if freq == "ME" and isinstance(df.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
df.resample(freq, group_keys=False)
return
elif freq == "ME" and isinstance(df.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
warn = None
if isinstance(df.index, PeriodIndex):
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(warn, match=msg):
rs = df.resample(freq, group_keys=False)
result = getattr(rs, resample_method)()
if resample_method == "ohlc":
# TODO: no tests with len(df.columns) > 0
mi = MultiIndex.from_product([df.columns, ["open", "high", "low", "close"]])
expected = DataFrame(
[], index=df.index[:0].copy(), columns=mi, dtype=np.float64
)
expected.index = _asfreq_compat(df.index, freq)
elif resample_method != "size":
expected = df.copy()
else:
# GH14962
expected = Series([], dtype=np.int64)
expected.index = _asfreq_compat(df.index, freq)
tm.assert_index_equal(result.index, expected.index)
assert result.index.freq == expected.index.freq
tm.assert_almost_equal(result, expected)
# test size for GH13212 (currently stays as df)
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
def test_resample_count_empty_dataframe(freq, empty_frame_dti):
# GH28427
empty_frame_dti["a"] = []
if freq == "ME" and isinstance(empty_frame_dti.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
empty_frame_dti.resample(freq)
return
elif freq == "ME" and isinstance(empty_frame_dti.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
warn = None
if isinstance(empty_frame_dti.index, PeriodIndex):
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
with tm.assert_produces_warning(warn, match=msg):
rs = empty_frame_dti.resample(freq)
result = rs.count()
index = _asfreq_compat(empty_frame_dti.index, freq)
expected = DataFrame(dtype="int64", index=index, columns=Index(["a"], dtype=object))
tm.assert_frame_equal(result, expected)
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
def test_resample_size_empty_dataframe(freq, empty_frame_dti):
# GH28427
empty_frame_dti["a"] = []
if freq == "ME" and isinstance(empty_frame_dti.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
empty_frame_dti.resample(freq)
return
elif freq == "ME" and isinstance(empty_frame_dti.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
msg = "Resampling with a PeriodIndex"
warn = None
if isinstance(empty_frame_dti.index, PeriodIndex):
warn = FutureWarning
with tm.assert_produces_warning(warn, match=msg):
rs = empty_frame_dti.resample(freq)
result = rs.size()
index = _asfreq_compat(empty_frame_dti.index, freq)
expected = Series([], dtype="int64", index=index)
tm.assert_series_equal(result, expected)
@pytest.mark.parametrize(
"index",
[
PeriodIndex([], freq="M", name="a"),
DatetimeIndex([], name="a"),
TimedeltaIndex([], name="a"),
],
)
@pytest.mark.parametrize("dtype", [float, int, object, "datetime64[ns]"])
@pytest.mark.filterwarnings(r"ignore:PeriodDtype\[B\] is deprecated:FutureWarning")
def test_resample_empty_dtypes(index, dtype, resample_method):
# Empty series were sometimes causing a segfault (for the functions
# with Cython bounds-checking disabled) or an IndexError. We just run
# them to ensure they no longer do. (GH #10228)
warn = None
if isinstance(index, PeriodIndex):
# GH#53511
index = PeriodIndex([], freq="B", name=index.name)
warn = FutureWarning
msg = "Resampling with a PeriodIndex is deprecated"
empty_series_dti = Series([], index, dtype)
with tm.assert_produces_warning(warn, match=msg):
rs = empty_series_dti.resample("d", group_keys=False)
try:
getattr(rs, resample_method)()
except DataError:
# Ignore these since some combinations are invalid
# (ex: doing mean with dtype of np.object_)
pass
@all_ts
@pytest.mark.parametrize("freq", ["ME", "D", "h"])
def test_apply_to_empty_series(empty_series_dti, freq):
# GH 14313
ser = empty_series_dti
if freq == "ME" and isinstance(empty_series_dti.index, TimedeltaIndex):
msg = (
"Resampling on a TimedeltaIndex requires fixed-duration `freq`, "
"e.g. '24h' or '3D', not <MonthEnd>"
)
with pytest.raises(ValueError, match=msg):
empty_series_dti.resample(freq)
return
elif freq == "ME" and isinstance(empty_series_dti.index, PeriodIndex):
# index is PeriodIndex, so convert to corresponding Period freq
freq = "M"
msg = "Resampling with a PeriodIndex"
warn = None
if isinstance(empty_series_dti.index, PeriodIndex):
warn = FutureWarning
with tm.assert_produces_warning(warn, match=msg):
rs = ser.resample(freq, group_keys=False)
result = rs.apply(lambda x: 1)
with tm.assert_produces_warning(warn, match=msg):
expected = ser.resample(freq).apply("sum")
tm.assert_series_equal(result, expected, check_dtype=False)
@all_ts
def test_resampler_is_iterable(series):
# GH 15314
freq = "h"
tg = Grouper(freq=freq, convention="start")
msg = "Resampling with a PeriodIndex"
warn = None
if isinstance(series.index, PeriodIndex):
warn = FutureWarning
with tm.assert_produces_warning(warn, match=msg):
grouped = series.groupby(tg)
with tm.assert_produces_warning(warn, match=msg):
resampled = series.resample(freq)
for (rk, rv), (gk, gv) in zip(resampled, grouped):
assert rk == gk
tm.assert_series_equal(rv, gv)
@all_ts
def test_resample_quantile(series):
# GH 15023
ser = series
q = 0.75
freq = "h"
msg = "Resampling with a PeriodIndex"
warn = None
if isinstance(series.index, PeriodIndex):
warn = FutureWarning
with tm.assert_produces_warning(warn, match=msg):
result = ser.resample(freq).quantile(q)
expected = ser.resample(freq).agg(lambda x: x.quantile(q)).rename(ser.name)
tm.assert_series_equal(result, expected)
@pytest.mark.parametrize("how", ["first", "last"])
def test_first_last_skipna(any_real_nullable_dtype, skipna, how):
# GH#57019
if is_extension_array_dtype(any_real_nullable_dtype):
na_value = Series(dtype=any_real_nullable_dtype).dtype.na_value
else:
na_value = np.nan
df = DataFrame(
{
"a": [2, 1, 1, 2],
"b": [na_value, 3.0, na_value, 4.0],
"c": [na_value, 3.0, na_value, 4.0],
},
index=date_range("2020-01-01", periods=4, freq="D"),
dtype=any_real_nullable_dtype,
)
rs = df.resample("ME")
method = getattr(rs, how)
result = method(skipna=skipna)
gb = df.groupby(df.shape[0] * [pd.to_datetime("2020-01-31")])
expected = getattr(gb, how)(skipna=skipna)
expected.index.freq = "ME"
tm.assert_frame_equal(result, expected)

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from textwrap import dedent
import numpy as np
import pytest
from pandas.compat import is_platform_windows
import pandas as pd
from pandas import (
DataFrame,
Index,
Series,
TimedeltaIndex,
Timestamp,
)
import pandas._testing as tm
from pandas.core.indexes.datetimes import date_range
@pytest.fixture
def test_frame():
return DataFrame(
{"A": [1] * 20 + [2] * 12 + [3] * 8, "B": np.arange(40)},
index=date_range("1/1/2000", freq="s", periods=40),
)
def test_tab_complete_ipython6_warning(ip):
from IPython.core.completer import provisionalcompleter
code = dedent(
"""\
import numpy as np
from pandas import Series, date_range
data = np.arange(10, dtype=np.float64)
index = date_range("2020-01-01", periods=len(data))
s = Series(data, index=index)
rs = s.resample("D")
"""
)
ip.run_cell(code)
# GH 31324 newer jedi version raises Deprecation warning;
# appears resolved 2021-02-02
with tm.assert_produces_warning(None, raise_on_extra_warnings=False):
with provisionalcompleter("ignore"):
list(ip.Completer.completions("rs.", 1))
def test_deferred_with_groupby():
# GH 12486
# support deferred resample ops with groupby
data = [
["2010-01-01", "A", 2],
["2010-01-02", "A", 3],
["2010-01-05", "A", 8],
["2010-01-10", "A", 7],
["2010-01-13", "A", 3],
["2010-01-01", "B", 5],
["2010-01-03", "B", 2],
["2010-01-04", "B", 1],
["2010-01-11", "B", 7],
["2010-01-14", "B", 3],
]
df = DataFrame(data, columns=["date", "id", "score"])
df.date = pd.to_datetime(df.date)
def f_0(x):
return x.set_index("date").resample("D").asfreq()
msg = "DataFrameGroupBy.apply operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
expected = df.groupby("id").apply(f_0)
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.set_index("date").groupby("id").resample("D").asfreq()
tm.assert_frame_equal(result, expected)
df = DataFrame(
{
"date": date_range(start="2016-01-01", periods=4, freq="W"),
"group": [1, 1, 2, 2],
"val": [5, 6, 7, 8],
}
).set_index("date")
def f_1(x):
return x.resample("1D").ffill()
msg = "DataFrameGroupBy.apply operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
expected = df.groupby("group").apply(f_1)
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby("group").resample("1D").ffill()
tm.assert_frame_equal(result, expected)
def test_getitem(test_frame):
g = test_frame.groupby("A")
expected = g.B.apply(lambda x: x.resample("2s").mean())
result = g.resample("2s").B.mean()
tm.assert_series_equal(result, expected)
result = g.B.resample("2s").mean()
tm.assert_series_equal(result, expected)
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = g.resample("2s").mean().B
tm.assert_series_equal(result, expected)
def test_getitem_multiple():
# GH 13174
# multiple calls after selection causing an issue with aliasing
data = [{"id": 1, "buyer": "A"}, {"id": 2, "buyer": "B"}]
df = DataFrame(data, index=date_range("2016-01-01", periods=2))
r = df.groupby("id").resample("1D")
result = r["buyer"].count()
exp_mi = pd.MultiIndex.from_arrays([[1, 2], df.index], names=("id", None))
expected = Series(
[1, 1],
index=exp_mi,
name="buyer",
)
tm.assert_series_equal(result, expected)
result = r["buyer"].count()
tm.assert_series_equal(result, expected)
def test_groupby_resample_on_api_with_getitem():
# GH 17813
df = DataFrame(
{"id": list("aabbb"), "date": date_range("1-1-2016", periods=5), "data": 1}
)
exp = df.set_index("date").groupby("id").resample("2D")["data"].sum()
result = df.groupby("id").resample("2D", on="date")["data"].sum()
tm.assert_series_equal(result, exp)
def test_groupby_with_origin():
# GH 31809
freq = "1399min" # prime number that is smaller than 24h
start, end = "1/1/2000 00:00:00", "1/31/2000 00:00"
middle = "1/15/2000 00:00:00"
rng = date_range(start, end, freq="1231min") # prime number
ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng)
ts2 = ts[middle:end]
# proves that grouper without a fixed origin does not work
# when dealing with unusual frequencies
simple_grouper = pd.Grouper(freq=freq)
count_ts = ts.groupby(simple_grouper).agg("count")
count_ts = count_ts[middle:end]
count_ts2 = ts2.groupby(simple_grouper).agg("count")
with pytest.raises(AssertionError, match="Index are different"):
tm.assert_index_equal(count_ts.index, count_ts2.index)
# test origin on 1970-01-01 00:00:00
origin = Timestamp(0)
adjusted_grouper = pd.Grouper(freq=freq, origin=origin)
adjusted_count_ts = ts.groupby(adjusted_grouper).agg("count")
adjusted_count_ts = adjusted_count_ts[middle:end]
adjusted_count_ts2 = ts2.groupby(adjusted_grouper).agg("count")
tm.assert_series_equal(adjusted_count_ts, adjusted_count_ts2)
# test origin on 2049-10-18 20:00:00
origin_future = Timestamp(0) + pd.Timedelta("1399min") * 30_000
adjusted_grouper2 = pd.Grouper(freq=freq, origin=origin_future)
adjusted2_count_ts = ts.groupby(adjusted_grouper2).agg("count")
adjusted2_count_ts = adjusted2_count_ts[middle:end]
adjusted2_count_ts2 = ts2.groupby(adjusted_grouper2).agg("count")
tm.assert_series_equal(adjusted2_count_ts, adjusted2_count_ts2)
# both grouper use an adjusted timestamp that is a multiple of 1399 min
# they should be equals even if the adjusted_timestamp is in the future
tm.assert_series_equal(adjusted_count_ts, adjusted2_count_ts2)
def test_nearest():
# GH 17496
# Resample nearest
index = date_range("1/1/2000", periods=3, freq="min")
result = Series(range(3), index=index).resample("20s").nearest()
expected = Series(
[0, 0, 1, 1, 1, 2, 2],
index=pd.DatetimeIndex(
[
"2000-01-01 00:00:00",
"2000-01-01 00:00:20",
"2000-01-01 00:00:40",
"2000-01-01 00:01:00",
"2000-01-01 00:01:20",
"2000-01-01 00:01:40",
"2000-01-01 00:02:00",
],
dtype="datetime64[ns]",
freq="20s",
),
)
tm.assert_series_equal(result, expected)
@pytest.mark.parametrize(
"f",
[
"first",
"last",
"median",
"sem",
"sum",
"mean",
"min",
"max",
"size",
"count",
"nearest",
"bfill",
"ffill",
"asfreq",
"ohlc",
],
)
def test_methods(f, test_frame):
g = test_frame.groupby("A")
r = g.resample("2s")
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = getattr(r, f)()
msg = "DataFrameGroupBy.apply operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
expected = g.apply(lambda x: getattr(x.resample("2s"), f)())
tm.assert_equal(result, expected)
def test_methods_nunique(test_frame):
# series only
g = test_frame.groupby("A")
r = g.resample("2s")
result = r.B.nunique()
expected = g.B.apply(lambda x: x.resample("2s").nunique())
tm.assert_series_equal(result, expected)
@pytest.mark.parametrize("f", ["std", "var"])
def test_methods_std_var(f, test_frame):
g = test_frame.groupby("A")
r = g.resample("2s")
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = getattr(r, f)(ddof=1)
msg = "DataFrameGroupBy.apply operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
expected = g.apply(lambda x: getattr(x.resample("2s"), f)(ddof=1))
tm.assert_frame_equal(result, expected)
def test_apply(test_frame):
g = test_frame.groupby("A")
r = g.resample("2s")
# reduction
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
expected = g.resample("2s").sum()
def f_0(x):
return x.resample("2s").sum()
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = r.apply(f_0)
tm.assert_frame_equal(result, expected)
def f_1(x):
return x.resample("2s").apply(lambda y: y.sum())
msg = "DataFrameGroupBy.apply operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = g.apply(f_1)
# y.sum() results in int64 instead of int32 on 32-bit architectures
expected = expected.astype("int64")
tm.assert_frame_equal(result, expected)
def test_apply_with_mutated_index():
# GH 15169
index = date_range("1-1-2015", "12-31-15", freq="D")
df = DataFrame(
data={"col1": np.random.default_rng(2).random(len(index))}, index=index
)
def f(x):
s = Series([1, 2], index=["a", "b"])
return s
expected = df.groupby(pd.Grouper(freq="ME")).apply(f)
result = df.resample("ME").apply(f)
tm.assert_frame_equal(result, expected)
# A case for series
expected = df["col1"].groupby(pd.Grouper(freq="ME"), group_keys=False).apply(f)
result = df["col1"].resample("ME").apply(f)
tm.assert_series_equal(result, expected)
def test_apply_columns_multilevel():
# GH 16231
cols = pd.MultiIndex.from_tuples([("A", "a", "", "one"), ("B", "b", "i", "two")])
ind = date_range(start="2017-01-01", freq="15Min", periods=8)
df = DataFrame(np.array([0] * 16).reshape(8, 2), index=ind, columns=cols)
agg_dict = {col: (np.sum if col[3] == "one" else np.mean) for col in df.columns}
result = df.resample("h").apply(lambda x: agg_dict[x.name](x))
expected = DataFrame(
2 * [[0, 0.0]],
index=date_range(start="2017-01-01", freq="1h", periods=2),
columns=pd.MultiIndex.from_tuples(
[("A", "a", "", "one"), ("B", "b", "i", "two")]
),
)
tm.assert_frame_equal(result, expected)
def test_apply_non_naive_index():
def weighted_quantile(series, weights, q):
series = series.sort_values()
cumsum = weights.reindex(series.index).fillna(0).cumsum()
cutoff = cumsum.iloc[-1] * q
return series[cumsum >= cutoff].iloc[0]
times = date_range("2017-6-23 18:00", periods=8, freq="15min", tz="UTC")
data = Series([1.0, 1, 1, 1, 1, 2, 2, 0], index=times)
weights = Series([160.0, 91, 65, 43, 24, 10, 1, 0], index=times)
result = data.resample("D").apply(weighted_quantile, weights=weights, q=0.5)
ind = date_range(
"2017-06-23 00:00:00+00:00", "2017-06-23 00:00:00+00:00", freq="D", tz="UTC"
)
expected = Series([1.0], index=ind)
tm.assert_series_equal(result, expected)
def test_resample_groupby_with_label(unit):
# GH 13235
index = date_range("2000-01-01", freq="2D", periods=5, unit=unit)
df = DataFrame(index=index, data={"col0": [0, 0, 1, 1, 2], "col1": [1, 1, 1, 1, 1]})
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby("col0").resample("1W", label="left").sum()
mi = [
np.array([0, 0, 1, 2], dtype=np.int64),
np.array(
["1999-12-26", "2000-01-02", "2000-01-02", "2000-01-02"],
dtype=f"M8[{unit}]",
),
]
mindex = pd.MultiIndex.from_arrays(mi, names=["col0", None])
expected = DataFrame(
data={"col0": [0, 0, 2, 2], "col1": [1, 1, 2, 1]}, index=mindex
)
tm.assert_frame_equal(result, expected)
def test_consistency_with_window(test_frame):
# consistent return values with window
df = test_frame
expected = Index([1, 2, 3], name="A")
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby("A").resample("2s").mean()
assert result.index.nlevels == 2
tm.assert_index_equal(result.index.levels[0], expected)
result = df.groupby("A").rolling(20).mean()
assert result.index.nlevels == 2
tm.assert_index_equal(result.index.levels[0], expected)
def test_median_duplicate_columns():
# GH 14233
df = DataFrame(
np.random.default_rng(2).standard_normal((20, 3)),
columns=list("aaa"),
index=date_range("2012-01-01", periods=20, freq="s"),
)
df2 = df.copy()
df2.columns = ["a", "b", "c"]
expected = df2.resample("5s").median()
result = df.resample("5s").median()
expected.columns = result.columns
tm.assert_frame_equal(result, expected)
def test_apply_to_one_column_of_df():
# GH: 36951
df = DataFrame(
{"col": range(10), "col1": range(10, 20)},
index=date_range("2012-01-01", periods=10, freq="20min"),
)
# access "col" via getattr -> make sure we handle AttributeError
result = df.resample("h").apply(lambda group: group.col.sum())
expected = Series(
[3, 12, 21, 9], index=date_range("2012-01-01", periods=4, freq="h")
)
tm.assert_series_equal(result, expected)
# access "col" via _getitem__ -> make sure we handle KeyErrpr
result = df.resample("h").apply(lambda group: group["col"].sum())
tm.assert_series_equal(result, expected)
def test_resample_groupby_agg():
# GH: 33548
df = DataFrame(
{
"cat": [
"cat_1",
"cat_1",
"cat_2",
"cat_1",
"cat_2",
"cat_1",
"cat_2",
"cat_1",
],
"num": [5, 20, 22, 3, 4, 30, 10, 50],
"date": [
"2019-2-1",
"2018-02-03",
"2020-3-11",
"2019-2-2",
"2019-2-2",
"2018-12-4",
"2020-3-11",
"2020-12-12",
],
}
)
df["date"] = pd.to_datetime(df["date"])
resampled = df.groupby("cat").resample("YE", on="date")
expected = resampled[["num"]].sum()
result = resampled.agg({"num": "sum"})
tm.assert_frame_equal(result, expected)
def test_resample_groupby_agg_listlike():
# GH 42905
ts = Timestamp("2021-02-28 00:00:00")
df = DataFrame({"class": ["beta"], "value": [69]}, index=Index([ts], name="date"))
resampled = df.groupby("class").resample("ME")["value"]
result = resampled.agg(["sum", "size"])
expected = DataFrame(
[[69, 1]],
index=pd.MultiIndex.from_tuples([("beta", ts)], names=["class", "date"]),
columns=["sum", "size"],
)
tm.assert_frame_equal(result, expected)
@pytest.mark.parametrize("keys", [["a"], ["a", "b"]])
def test_empty(keys):
# GH 26411
df = DataFrame([], columns=["a", "b"], index=TimedeltaIndex([]))
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby(keys).resample(rule=pd.to_timedelta("00:00:01")).mean()
expected = (
DataFrame(columns=["a", "b"])
.set_index(keys, drop=False)
.set_index(TimedeltaIndex([]), append=True)
)
if len(keys) == 1:
expected.index.name = keys[0]
tm.assert_frame_equal(result, expected)
@pytest.mark.parametrize("consolidate", [True, False])
def test_resample_groupby_agg_object_dtype_all_nan(consolidate):
# https://github.com/pandas-dev/pandas/issues/39329
dates = date_range("2020-01-01", periods=15, freq="D")
df1 = DataFrame({"key": "A", "date": dates, "col1": range(15), "col_object": "val"})
df2 = DataFrame({"key": "B", "date": dates, "col1": range(15)})
df = pd.concat([df1, df2], ignore_index=True)
if consolidate:
df = df._consolidate()
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby(["key"]).resample("W", on="date").min()
idx = pd.MultiIndex.from_arrays(
[
["A"] * 3 + ["B"] * 3,
pd.to_datetime(["2020-01-05", "2020-01-12", "2020-01-19"] * 2).as_unit(
"ns"
),
],
names=["key", "date"],
)
expected = DataFrame(
{
"key": ["A"] * 3 + ["B"] * 3,
"col1": [0, 5, 12] * 2,
"col_object": ["val"] * 3 + [np.nan] * 3,
},
index=idx,
)
tm.assert_frame_equal(result, expected)
def test_groupby_resample_with_list_of_keys():
# GH 47362
df = DataFrame(
data={
"date": date_range(start="2016-01-01", periods=8),
"group": [0, 0, 0, 0, 1, 1, 1, 1],
"val": [1, 7, 5, 2, 3, 10, 5, 1],
}
)
result = df.groupby("group").resample("2D", on="date")[["val"]].mean()
mi_exp = pd.MultiIndex.from_arrays(
[[0, 0, 1, 1], df["date"]._values[::2]], names=["group", "date"]
)
expected = DataFrame(
data={
"val": [4.0, 3.5, 6.5, 3.0],
},
index=mi_exp,
)
tm.assert_frame_equal(result, expected)
@pytest.mark.parametrize("keys", [["a"], ["a", "b"]])
def test_resample_no_index(keys):
# GH 47705
df = DataFrame([], columns=["a", "b", "date"])
df["date"] = pd.to_datetime(df["date"])
df = df.set_index("date")
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby(keys).resample(rule=pd.to_timedelta("00:00:01")).mean()
expected = DataFrame(columns=["a", "b", "date"]).set_index(keys, drop=False)
expected["date"] = pd.to_datetime(expected["date"])
expected = expected.set_index("date", append=True, drop=True)
if len(keys) == 1:
expected.index.name = keys[0]
tm.assert_frame_equal(result, expected)
def test_resample_no_columns():
# GH#52484
df = DataFrame(
index=Index(
pd.to_datetime(
["2018-01-01 00:00:00", "2018-01-01 12:00:00", "2018-01-02 00:00:00"]
),
name="date",
)
)
result = df.groupby([0, 0, 1]).resample(rule=pd.to_timedelta("06:00:00")).mean()
index = pd.to_datetime(
[
"2018-01-01 00:00:00",
"2018-01-01 06:00:00",
"2018-01-01 12:00:00",
"2018-01-02 00:00:00",
]
)
expected = DataFrame(
index=pd.MultiIndex(
levels=[np.array([0, 1], dtype=np.intp), index],
codes=[[0, 0, 0, 1], [0, 1, 2, 3]],
names=[None, "date"],
)
)
# GH#52710 - Index comes out as 32-bit on 64-bit Windows
tm.assert_frame_equal(result, expected, check_index_type=not is_platform_windows())
def test_groupby_resample_size_all_index_same():
# GH 46826
df = DataFrame(
{"A": [1] * 3 + [2] * 3 + [1] * 3 + [2] * 3, "B": np.arange(12)},
index=date_range("31/12/2000 18:00", freq="h", periods=12),
)
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = df.groupby("A").resample("D").size()
mi_exp = pd.MultiIndex.from_arrays(
[
[1, 1, 2, 2],
pd.DatetimeIndex(["2000-12-31", "2001-01-01"] * 2, dtype="M8[ns]"),
],
names=["A", None],
)
expected = Series(
3,
index=mi_exp,
)
tm.assert_series_equal(result, expected)
def test_groupby_resample_on_index_with_list_of_keys():
# GH 50840
df = DataFrame(
data={
"group": [0, 0, 0, 0, 1, 1, 1, 1],
"val": [3, 1, 4, 1, 5, 9, 2, 6],
},
index=date_range(start="2016-01-01", periods=8, name="date"),
)
result = df.groupby("group").resample("2D")[["val"]].mean()
mi_exp = pd.MultiIndex.from_arrays(
[[0, 0, 1, 1], df.index[::2]], names=["group", "date"]
)
expected = DataFrame(
data={
"val": [2.0, 2.5, 7.0, 4.0],
},
index=mi_exp,
)
tm.assert_frame_equal(result, expected)
def test_groupby_resample_on_index_with_list_of_keys_multi_columns():
# GH 50876
df = DataFrame(
data={
"group": [0, 0, 0, 0, 1, 1, 1, 1],
"first_val": [3, 1, 4, 1, 5, 9, 2, 6],
"second_val": [2, 7, 1, 8, 2, 8, 1, 8],
"third_val": [1, 4, 1, 4, 2, 1, 3, 5],
},
index=date_range(start="2016-01-01", periods=8, name="date"),
)
result = df.groupby("group").resample("2D")[["first_val", "second_val"]].mean()
mi_exp = pd.MultiIndex.from_arrays(
[[0, 0, 1, 1], df.index[::2]], names=["group", "date"]
)
expected = DataFrame(
data={
"first_val": [2.0, 2.5, 7.0, 4.0],
"second_val": [4.5, 4.5, 5.0, 4.5],
},
index=mi_exp,
)
tm.assert_frame_equal(result, expected)
def test_groupby_resample_on_index_with_list_of_keys_missing_column():
# GH 50876
df = DataFrame(
data={
"group": [0, 0, 0, 0, 1, 1, 1, 1],
"val": [3, 1, 4, 1, 5, 9, 2, 6],
},
index=Series(
date_range(start="2016-01-01", periods=8),
name="date",
),
)
gb = df.groupby("group")
rs = gb.resample("2D")
with pytest.raises(KeyError, match="Columns not found"):
rs[["val_not_in_dataframe"]]
@pytest.mark.parametrize("kind", ["datetime", "period"])
def test_groupby_resample_kind(kind):
# GH 24103
df = DataFrame(
{
"datetime": pd.to_datetime(
["20181101 1100", "20181101 1200", "20181102 1300", "20181102 1400"]
),
"group": ["A", "B", "A", "B"],
"value": [1, 2, 3, 4],
}
)
df = df.set_index("datetime")
result = df.groupby("group")["value"].resample("D", kind=kind).last()
dt_level = pd.DatetimeIndex(["2018-11-01", "2018-11-02"])
if kind == "period":
dt_level = dt_level.to_period(freq="D")
expected_index = pd.MultiIndex.from_product(
[["A", "B"], dt_level],
names=["group", "datetime"],
)
expected = Series([1, 3, 2, 4], index=expected_index, name="value")
tm.assert_series_equal(result, expected)

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@@ -0,0 +1,390 @@
from datetime import datetime
from operator import methodcaller
import numpy as np
import pytest
import pandas as pd
from pandas import (
DataFrame,
Index,
Series,
Timestamp,
)
import pandas._testing as tm
from pandas.core.groupby.grouper import Grouper
from pandas.core.indexes.datetimes import date_range
@pytest.fixture
def test_series():
return Series(
np.random.default_rng(2).standard_normal(1000),
index=date_range("1/1/2000", periods=1000),
)
def test_apply(test_series):
grouper = Grouper(freq="YE", label="right", closed="right")
grouped = test_series.groupby(grouper)
def f(x):
return x.sort_values()[-3:]
applied = grouped.apply(f)
expected = test_series.groupby(lambda x: x.year).apply(f)
applied.index = applied.index.droplevel(0)
expected.index = expected.index.droplevel(0)
tm.assert_series_equal(applied, expected)
def test_count(test_series):
test_series[::3] = np.nan
expected = test_series.groupby(lambda x: x.year).count()
grouper = Grouper(freq="YE", label="right", closed="right")
result = test_series.groupby(grouper).count()
expected.index = result.index
tm.assert_series_equal(result, expected)
result = test_series.resample("YE").count()
expected.index = result.index
tm.assert_series_equal(result, expected)
def test_numpy_reduction(test_series):
result = test_series.resample("YE", closed="right").prod()
msg = "using SeriesGroupBy.prod"
with tm.assert_produces_warning(FutureWarning, match=msg):
expected = test_series.groupby(lambda x: x.year).agg(np.prod)
expected.index = result.index
tm.assert_series_equal(result, expected)
def test_apply_iteration():
# #2300
N = 1000
ind = date_range(start="2000-01-01", freq="D", periods=N)
df = DataFrame({"open": 1, "close": 2}, index=ind)
tg = Grouper(freq="ME")
grouper, _ = tg._get_grouper(df)
# Errors
grouped = df.groupby(grouper, group_keys=False)
def f(df):
return df["close"] / df["open"]
# it works!
result = grouped.apply(f)
tm.assert_index_equal(result.index, df.index)
@pytest.mark.parametrize(
"index",
[
Index([1, 2]),
Index(["a", "b"]),
Index([1.1, 2.2]),
pd.MultiIndex.from_arrays([[1, 2], ["a", "b"]]),
],
)
def test_fails_on_no_datetime_index(index):
name = type(index).__name__
df = DataFrame({"a": range(len(index))}, index=index)
msg = (
"Only valid with DatetimeIndex, TimedeltaIndex "
f"or PeriodIndex, but got an instance of '{name}'"
)
with pytest.raises(TypeError, match=msg):
df.groupby(Grouper(freq="D"))
def test_aaa_group_order():
# GH 12840
# check TimeGrouper perform stable sorts
n = 20
data = np.random.default_rng(2).standard_normal((n, 4))
df = DataFrame(data, columns=["A", "B", "C", "D"])
df["key"] = [
datetime(2013, 1, 1),
datetime(2013, 1, 2),
datetime(2013, 1, 3),
datetime(2013, 1, 4),
datetime(2013, 1, 5),
] * 4
grouped = df.groupby(Grouper(key="key", freq="D"))
tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 1)), df[::5])
tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 2)), df[1::5])
tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 3)), df[2::5])
tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 4)), df[3::5])
tm.assert_frame_equal(grouped.get_group(datetime(2013, 1, 5)), df[4::5])
def test_aggregate_normal(resample_method):
"""Check TimeGrouper's aggregation is identical as normal groupby."""
data = np.random.default_rng(2).standard_normal((20, 4))
normal_df = DataFrame(data, columns=["A", "B", "C", "D"])
normal_df["key"] = [1, 2, 3, 4, 5] * 4
dt_df = DataFrame(data, columns=["A", "B", "C", "D"])
dt_df["key"] = Index(
[
datetime(2013, 1, 1),
datetime(2013, 1, 2),
datetime(2013, 1, 3),
datetime(2013, 1, 4),
datetime(2013, 1, 5),
]
* 4,
dtype="M8[ns]",
)
normal_grouped = normal_df.groupby("key")
dt_grouped = dt_df.groupby(Grouper(key="key", freq="D"))
expected = getattr(normal_grouped, resample_method)()
dt_result = getattr(dt_grouped, resample_method)()
expected.index = date_range(start="2013-01-01", freq="D", periods=5, name="key")
tm.assert_equal(expected, dt_result)
@pytest.mark.xfail(reason="if TimeGrouper is used included, 'nth' doesn't work yet")
def test_aggregate_nth():
"""Check TimeGrouper's aggregation is identical as normal groupby."""
data = np.random.default_rng(2).standard_normal((20, 4))
normal_df = DataFrame(data, columns=["A", "B", "C", "D"])
normal_df["key"] = [1, 2, 3, 4, 5] * 4
dt_df = DataFrame(data, columns=["A", "B", "C", "D"])
dt_df["key"] = [
datetime(2013, 1, 1),
datetime(2013, 1, 2),
datetime(2013, 1, 3),
datetime(2013, 1, 4),
datetime(2013, 1, 5),
] * 4
normal_grouped = normal_df.groupby("key")
dt_grouped = dt_df.groupby(Grouper(key="key", freq="D"))
expected = normal_grouped.nth(3)
expected.index = date_range(start="2013-01-01", freq="D", periods=5, name="key")
dt_result = dt_grouped.nth(3)
tm.assert_frame_equal(expected, dt_result)
@pytest.mark.parametrize(
"method, method_args, unit",
[
("sum", {}, 0),
("sum", {"min_count": 0}, 0),
("sum", {"min_count": 1}, np.nan),
("prod", {}, 1),
("prod", {"min_count": 0}, 1),
("prod", {"min_count": 1}, np.nan),
],
)
def test_resample_entirely_nat_window(method, method_args, unit):
ser = Series([0] * 2 + [np.nan] * 2, index=date_range("2017", periods=4))
result = methodcaller(method, **method_args)(ser.resample("2d"))
exp_dti = pd.DatetimeIndex(["2017-01-01", "2017-01-03"], dtype="M8[ns]", freq="2D")
expected = Series([0.0, unit], index=exp_dti)
tm.assert_series_equal(result, expected)
@pytest.mark.parametrize(
"func, fill_value",
[("min", np.nan), ("max", np.nan), ("sum", 0), ("prod", 1), ("count", 0)],
)
def test_aggregate_with_nat(func, fill_value):
# check TimeGrouper's aggregation is identical as normal groupby
# if NaT is included, 'var', 'std', 'mean', 'first','last'
# and 'nth' doesn't work yet
n = 20
data = np.random.default_rng(2).standard_normal((n, 4)).astype("int64")
normal_df = DataFrame(data, columns=["A", "B", "C", "D"])
normal_df["key"] = [1, 2, np.nan, 4, 5] * 4
dt_df = DataFrame(data, columns=["A", "B", "C", "D"])
dt_df["key"] = Index(
[
datetime(2013, 1, 1),
datetime(2013, 1, 2),
pd.NaT,
datetime(2013, 1, 4),
datetime(2013, 1, 5),
]
* 4,
dtype="M8[ns]",
)
normal_grouped = normal_df.groupby("key")
dt_grouped = dt_df.groupby(Grouper(key="key", freq="D"))
normal_result = getattr(normal_grouped, func)()
dt_result = getattr(dt_grouped, func)()
pad = DataFrame([[fill_value] * 4], index=[3], columns=["A", "B", "C", "D"])
expected = pd.concat([normal_result, pad])
expected = expected.sort_index()
dti = date_range(
start="2013-01-01",
freq="D",
periods=5,
name="key",
unit=dt_df["key"]._values.unit,
)
expected.index = dti._with_freq(None) # TODO: is this desired?
tm.assert_frame_equal(expected, dt_result)
assert dt_result.index.name == "key"
def test_aggregate_with_nat_size():
# GH 9925
n = 20
data = np.random.default_rng(2).standard_normal((n, 4)).astype("int64")
normal_df = DataFrame(data, columns=["A", "B", "C", "D"])
normal_df["key"] = [1, 2, np.nan, 4, 5] * 4
dt_df = DataFrame(data, columns=["A", "B", "C", "D"])
dt_df["key"] = Index(
[
datetime(2013, 1, 1),
datetime(2013, 1, 2),
pd.NaT,
datetime(2013, 1, 4),
datetime(2013, 1, 5),
]
* 4,
dtype="M8[ns]",
)
normal_grouped = normal_df.groupby("key")
dt_grouped = dt_df.groupby(Grouper(key="key", freq="D"))
normal_result = normal_grouped.size()
dt_result = dt_grouped.size()
pad = Series([0], index=[3])
expected = pd.concat([normal_result, pad])
expected = expected.sort_index()
expected.index = date_range(
start="2013-01-01",
freq="D",
periods=5,
name="key",
unit=dt_df["key"]._values.unit,
)._with_freq(None)
tm.assert_series_equal(expected, dt_result)
assert dt_result.index.name == "key"
def test_repr():
# GH18203
result = repr(Grouper(key="A", freq="h"))
expected = (
"TimeGrouper(key='A', freq=<Hour>, axis=0, sort=True, dropna=True, "
"closed='left', label='left', how='mean', "
"convention='e', origin='start_day')"
)
assert result == expected
result = repr(Grouper(key="A", freq="h", origin="2000-01-01"))
expected = (
"TimeGrouper(key='A', freq=<Hour>, axis=0, sort=True, dropna=True, "
"closed='left', label='left', how='mean', "
"convention='e', origin=Timestamp('2000-01-01 00:00:00'))"
)
assert result == expected
@pytest.mark.parametrize(
"method, method_args, expected_values",
[
("sum", {}, [1, 0, 1]),
("sum", {"min_count": 0}, [1, 0, 1]),
("sum", {"min_count": 1}, [1, np.nan, 1]),
("sum", {"min_count": 2}, [np.nan, np.nan, np.nan]),
("prod", {}, [1, 1, 1]),
("prod", {"min_count": 0}, [1, 1, 1]),
("prod", {"min_count": 1}, [1, np.nan, 1]),
("prod", {"min_count": 2}, [np.nan, np.nan, np.nan]),
],
)
def test_upsample_sum(method, method_args, expected_values):
ser = Series(1, index=date_range("2017", periods=2, freq="h"))
resampled = ser.resample("30min")
index = pd.DatetimeIndex(
["2017-01-01T00:00:00", "2017-01-01T00:30:00", "2017-01-01T01:00:00"],
dtype="M8[ns]",
freq="30min",
)
result = methodcaller(method, **method_args)(resampled)
expected = Series(expected_values, index=index)
tm.assert_series_equal(result, expected)
def test_groupby_resample_interpolate():
# GH 35325
d = {"price": [10, 11, 9], "volume": [50, 60, 50]}
df = DataFrame(d)
df["week_starting"] = date_range("01/01/2018", periods=3, freq="W")
msg = "DataFrameGroupBy.resample operated on the grouping columns"
with tm.assert_produces_warning(DeprecationWarning, match=msg):
result = (
df.set_index("week_starting")
.groupby("volume")
.resample("1D")
.interpolate(method="linear")
)
volume = [50] * 15 + [60]
week_starting = list(date_range("2018-01-07", "2018-01-21")) + [
Timestamp("2018-01-14")
]
expected_ind = pd.MultiIndex.from_arrays(
[volume, week_starting],
names=["volume", "week_starting"],
)
expected = DataFrame(
data={
"price": [
10.0,
9.928571428571429,
9.857142857142858,
9.785714285714286,
9.714285714285714,
9.642857142857142,
9.571428571428571,
9.5,
9.428571428571429,
9.357142857142858,
9.285714285714286,
9.214285714285714,
9.142857142857142,
9.071428571428571,
9.0,
11.0,
],
"volume": [50.0] * 15 + [60],
},
index=expected_ind,
)
tm.assert_frame_equal(result, expected)

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from datetime import timedelta
import numpy as np
import pytest
import pandas.util._test_decorators as td
import pandas as pd
from pandas import (
DataFrame,
Series,
)
import pandas._testing as tm
from pandas.core.indexes.timedeltas import timedelta_range
def test_asfreq_bug():
df = DataFrame(data=[1, 3], index=[timedelta(), timedelta(minutes=3)])
result = df.resample("1min").asfreq()
expected = DataFrame(
data=[1, np.nan, np.nan, 3],
index=timedelta_range("0 day", periods=4, freq="1min"),
)
tm.assert_frame_equal(result, expected)
def test_resample_with_nat():
# GH 13223
index = pd.to_timedelta(["0s", pd.NaT, "2s"])
result = DataFrame({"value": [2, 3, 5]}, index).resample("1s").mean()
expected = DataFrame(
{"value": [2.5, np.nan, 5.0]},
index=timedelta_range("0 day", periods=3, freq="1s"),
)
tm.assert_frame_equal(result, expected)
def test_resample_as_freq_with_subperiod():
# GH 13022
index = timedelta_range("00:00:00", "00:10:00", freq="5min")
df = DataFrame(data={"value": [1, 5, 10]}, index=index)
result = df.resample("2min").asfreq()
expected_data = {"value": [1, np.nan, np.nan, np.nan, np.nan, 10]}
expected = DataFrame(
data=expected_data, index=timedelta_range("00:00:00", "00:10:00", freq="2min")
)
tm.assert_frame_equal(result, expected)
def test_resample_with_timedeltas():
expected = DataFrame({"A": np.arange(1480)})
expected = expected.groupby(expected.index // 30).sum()
expected.index = timedelta_range("0 days", freq="30min", periods=50)
df = DataFrame(
{"A": np.arange(1480)}, index=pd.to_timedelta(np.arange(1480), unit="min")
)
result = df.resample("30min").sum()
tm.assert_frame_equal(result, expected)
s = df["A"]
result = s.resample("30min").sum()
tm.assert_series_equal(result, expected["A"])
def test_resample_single_period_timedelta():
s = Series(list(range(5)), index=timedelta_range("1 day", freq="s", periods=5))
result = s.resample("2s").sum()
expected = Series([1, 5, 4], index=timedelta_range("1 day", freq="2s", periods=3))
tm.assert_series_equal(result, expected)
def test_resample_timedelta_idempotency():
# GH 12072
index = timedelta_range("0", periods=9, freq="10ms")
series = Series(range(9), index=index)
result = series.resample("10ms").mean()
expected = series.astype(float)
tm.assert_series_equal(result, expected)
def test_resample_offset_with_timedeltaindex():
# GH 10530 & 31809
rng = timedelta_range(start="0s", periods=25, freq="s")
ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng)
with_base = ts.resample("2s", offset="5s").mean()
without_base = ts.resample("2s").mean()
exp_without_base = timedelta_range(start="0s", end="25s", freq="2s")
exp_with_base = timedelta_range(start="5s", end="29s", freq="2s")
tm.assert_index_equal(without_base.index, exp_without_base)
tm.assert_index_equal(with_base.index, exp_with_base)
def test_resample_categorical_data_with_timedeltaindex():
# GH #12169
df = DataFrame({"Group_obj": "A"}, index=pd.to_timedelta(list(range(20)), unit="s"))
df["Group"] = df["Group_obj"].astype("category")
result = df.resample("10s").agg(lambda x: (x.value_counts().index[0]))
exp_tdi = pd.TimedeltaIndex(np.array([0, 10], dtype="m8[s]"), freq="10s").as_unit(
"ns"
)
expected = DataFrame(
{"Group_obj": ["A", "A"], "Group": ["A", "A"]},
index=exp_tdi,
)
expected = expected.reindex(["Group_obj", "Group"], axis=1)
expected["Group"] = expected["Group_obj"].astype("category")
tm.assert_frame_equal(result, expected)
def test_resample_timedelta_values():
# GH 13119
# check that timedelta dtype is preserved when NaT values are
# introduced by the resampling
times = timedelta_range("1 day", "6 day", freq="4D")
df = DataFrame({"time": times}, index=times)
times2 = timedelta_range("1 day", "6 day", freq="2D")
exp = Series(times2, index=times2, name="time")
exp.iloc[1] = pd.NaT
res = df.resample("2D").first()["time"]
tm.assert_series_equal(res, exp)
res = df["time"].resample("2D").first()
tm.assert_series_equal(res, exp)
@pytest.mark.parametrize(
"start, end, freq, resample_freq",
[
("8h", "21h59min50s", "10s", "3h"), # GH 30353 example
("3h", "22h", "1h", "5h"),
("527D", "5006D", "3D", "10D"),
("1D", "10D", "1D", "2D"), # GH 13022 example
# tests that worked before GH 33498:
("8h", "21h59min50s", "10s", "2h"),
("0h", "21h59min50s", "10s", "3h"),
("10D", "85D", "D", "2D"),
],
)
def test_resample_timedelta_edge_case(start, end, freq, resample_freq):
# GH 33498
# check that the timedelta bins does not contains an extra bin
idx = timedelta_range(start=start, end=end, freq=freq)
s = Series(np.arange(len(idx)), index=idx)
result = s.resample(resample_freq).min()
expected_index = timedelta_range(freq=resample_freq, start=start, end=end)
tm.assert_index_equal(result.index, expected_index)
assert result.index.freq == expected_index.freq
assert not np.isnan(result.iloc[-1])
@pytest.mark.parametrize("duplicates", [True, False])
def test_resample_with_timedelta_yields_no_empty_groups(duplicates):
# GH 10603
df = DataFrame(
np.random.default_rng(2).normal(size=(10000, 4)),
index=timedelta_range(start="0s", periods=10000, freq="3906250ns"),
)
if duplicates:
# case with non-unique columns
df.columns = ["A", "B", "A", "C"]
result = df.loc["1s":, :].resample("3s").apply(lambda x: len(x))
expected = DataFrame(
[[768] * 4] * 12 + [[528] * 4],
index=timedelta_range(start="1s", periods=13, freq="3s"),
)
expected.columns = df.columns
tm.assert_frame_equal(result, expected)
@pytest.mark.parametrize("unit", ["s", "ms", "us", "ns"])
def test_resample_quantile_timedelta(unit):
# GH: 29485
dtype = np.dtype(f"m8[{unit}]")
df = DataFrame(
{"value": pd.to_timedelta(np.arange(4), unit="s").astype(dtype)},
index=pd.date_range("20200101", periods=4, tz="UTC"),
)
result = df.resample("2D").quantile(0.99)
expected = DataFrame(
{
"value": [
pd.Timedelta("0 days 00:00:00.990000"),
pd.Timedelta("0 days 00:00:02.990000"),
]
},
index=pd.date_range("20200101", periods=2, tz="UTC", freq="2D"),
).astype(dtype)
tm.assert_frame_equal(result, expected)
def test_resample_closed_right():
# GH#45414
idx = pd.Index([pd.Timedelta(seconds=120 + i * 30) for i in range(10)])
ser = Series(range(10), index=idx)
result = ser.resample("min", closed="right", label="right").sum()
expected = Series(
[0, 3, 7, 11, 15, 9],
index=pd.TimedeltaIndex(
[pd.Timedelta(seconds=120 + i * 60) for i in range(6)], freq="min"
),
)
tm.assert_series_equal(result, expected)
@td.skip_if_no("pyarrow")
def test_arrow_duration_resample():
# GH 56371
idx = pd.Index(timedelta_range("1 day", periods=5), dtype="duration[ns][pyarrow]")
expected = Series(np.arange(5, dtype=np.float64), index=idx)
result = expected.resample("1D").mean()
tm.assert_series_equal(result, expected)