Python pandas.TimeGrouper() Examples
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Example #1
Source File: test_resample.py From vnpy_crypto with MIT License | 7 votes |
def test_apply_iteration(self): # #2300 N = 1000 ind = pd.date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({'open': 1, 'close': 2}, index=ind) tg = TimeGrouper('M') _, grouper, _ = tg._get_grouper(df) # Errors grouped = df.groupby(grouper, group_keys=False) f = lambda df: df['close'] / df['open'] # it works! result = grouped.apply(f) tm.assert_index_equal(result.index, df.index)
Example #2
Source File: test_time_grouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_apply(): with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): grouper = pd.TimeGrouper(freq='A', 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) assert_series_equal(applied, expected)
Example #3
Source File: test_timegrouper.py From twitter-stock-recommendation with MIT License | 6 votes |
def test_timegrouper_apply_return_type_series(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_series(x): return pd.Series([x['value'].sum()], ('sum',)) expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_series) result = (df_dt.groupby(pd.Grouper(freq='M', key='date')) .apply(sumfunc_series)) assert_frame_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #4
Source File: test_timegrouper.py From recruit with Apache License 2.0 | 6 votes |
def test_timegrouper_apply_return_type_value(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_value(x): return x.value.sum() expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_value) with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): result = (df_dt.groupby(pd.TimeGrouper(freq='M', key='date')) .apply(sumfunc_value)) assert_series_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #5
Source File: test_time_grouper.py From recruit with Apache License 2.0 | 6 votes |
def test_panel_aggregation(): ind = pd.date_range('1/1/2000', periods=100) data = np.random.randn(2, len(ind), 4) wp = Panel(data, items=['Item1', 'Item2'], major_axis=ind, minor_axis=['A', 'B', 'C', 'D']) tg = TimeGrouper('M', axis=1) _, grouper, _ = tg._get_grouper(wp) bingrouped = wp.groupby(grouper) binagg = bingrouped.mean() def f(x): assert (isinstance(x, Panel)) return x.mean(1) result = bingrouped.agg(f) tm.assert_panel_equal(result, binagg)
Example #6
Source File: test_time_grouper.py From recruit with Apache License 2.0 | 6 votes |
def test_aaa_group_order(): # GH 12840 # check TimeGrouper perform stable sorts n = 20 data = np.random.randn(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(TimeGrouper(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])
Example #7
Source File: test_time_grouper.py From recruit with Apache License 2.0 | 6 votes |
def test_aggregate_with_nat_size(): # GH 9925 n = 20 data = np.random.randn(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'] = [datetime(2013, 1, 1), datetime(2013, 1, 2), pd.NaT, datetime(2013, 1, 4), datetime(2013, 1, 5)] * 4 normal_grouped = normal_df.groupby('key') dt_grouped = dt_df.groupby(TimeGrouper(key='key', freq='D')) normal_result = normal_grouped.size() dt_result = dt_grouped.size() pad = Series([0], index=[3]) expected = normal_result.append(pad) expected = expected.sort_index() expected.index = date_range(start='2013-01-01', freq='D', periods=5, name='key') assert_series_equal(expected, dt_result) assert dt_result.index.name == 'key'
Example #8
Source File: test_resample.py From twitter-stock-recommendation with MIT License | 6 votes |
def test_apply_iteration(self): # #2300 N = 1000 ind = pd.date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({'open': 1, 'close': 2}, index=ind) tg = TimeGrouper('M') _, grouper, _ = tg._get_grouper(df) # Errors grouped = df.groupby(grouper, group_keys=False) f = lambda df: df['close'] / df['open'] # it works! result = grouped.apply(f) tm.assert_index_equal(result.index, df.index)
Example #9
Source File: test_resample.py From twitter-stock-recommendation with MIT License | 6 votes |
def test_aaa_group_order(self): # GH 12840 # check TimeGrouper perform stable sorts n = 20 data = np.random.randn(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(TimeGrouper(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])
Example #10
Source File: test_time_grouper.py From recruit with Apache License 2.0 | 6 votes |
def test_apply_iteration(): # #2300 N = 1000 ind = pd.date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({'open': 1, 'close': 2}, index=ind) tg = TimeGrouper('M') _, 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)
Example #11
Source File: test_resample.py From vnpy_crypto with MIT License | 6 votes |
def test_aggregate_with_nat_size(self): # GH 9925 n = 20 data = np.random.randn(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'] = [datetime(2013, 1, 1), datetime(2013, 1, 2), pd.NaT, datetime(2013, 1, 4), datetime(2013, 1, 5)] * 4 normal_grouped = normal_df.groupby('key') dt_grouped = dt_df.groupby(TimeGrouper(key='key', freq='D')) normal_result = normal_grouped.size() dt_result = dt_grouped.size() pad = Series([0], index=[3]) expected = normal_result.append(pad) expected = expected.sort_index() expected.index = date_range(start='2013-01-01', freq='D', periods=5, name='key') assert_series_equal(expected, dt_result) assert dt_result.index.name == 'key'
Example #12
Source File: test_resample.py From twitter-stock-recommendation with MIT License | 6 votes |
def test_resample_ohlc(self): s = self.series grouper = TimeGrouper(Minute(5)) expect = s.groupby(grouper).agg(lambda x: x[-1]) result = s.resample('5Min').ohlc() assert len(result) == len(expect) assert len(result.columns) == 4 xs = result.iloc[-2] assert xs['open'] == s[-6] assert xs['high'] == s[-6:-1].max() assert xs['low'] == s[-6:-1].min() assert xs['close'] == s[-2] xs = result.iloc[0] assert xs['open'] == s[0] assert xs['high'] == s[:5].max() assert xs['low'] == s[:5].min() assert xs['close'] == s[4]
Example #13
Source File: test_timegrouper.py From vnpy_crypto with MIT License | 6 votes |
def test_timegrouper_apply_return_type_series(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_series(x): return pd.Series([x['value'].sum()], ('sum',)) expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_series) result = (df_dt.groupby(pd.Grouper(freq='M', key='date')) .apply(sumfunc_series)) assert_frame_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #14
Source File: test_timegrouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_timegrouper_apply_return_type_series(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_series(x): return pd.Series([x['value'].sum()], ('sum',)) expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_series) result = (df_dt.groupby(pd.Grouper(freq='M', key='date')) .apply(sumfunc_series)) assert_frame_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #15
Source File: test_timegrouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_timegrouper_apply_return_type_value(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_value(x): return x.value.sum() expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_value) with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): result = (df_dt.groupby(pd.TimeGrouper(freq='M', key='date')) .apply(sumfunc_value)) assert_series_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #16
Source File: test_resample.py From twitter-stock-recommendation with MIT License | 6 votes |
def test_resample_frame_basic(self): df = tm.makeTimeDataFrame() b = TimeGrouper('M') g = df.groupby(b) # check all cython functions work funcs = ['add', 'mean', 'prod', 'min', 'max', 'var'] for f in funcs: g._cython_agg_general(f) result = df.resample('A').mean() assert_series_equal(result['A'], df['A'].resample('A').mean()) result = df.resample('M').mean() assert_series_equal(result['A'], df['A'].resample('M').mean()) df.resample('M', kind='period').mean() df.resample('W-WED', kind='period').mean()
Example #17
Source File: test_time_grouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_apply_iteration(): # #2300 N = 1000 ind = pd.date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({'open': 1, 'close': 2}, index=ind) tg = TimeGrouper('M') _, 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)
Example #18
Source File: test_time_grouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_panel_aggregation(): ind = pd.date_range('1/1/2000', periods=100) data = np.random.randn(2, len(ind), 4) wp = Panel(data, items=['Item1', 'Item2'], major_axis=ind, minor_axis=['A', 'B', 'C', 'D']) tg = TimeGrouper('M', axis=1) _, grouper, _ = tg._get_grouper(wp) bingrouped = wp.groupby(grouper) binagg = bingrouped.mean() def f(x): assert (isinstance(x, Panel)) return x.mean(1) result = bingrouped.agg(f) tm.assert_panel_equal(result, binagg)
Example #19
Source File: test_time_grouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_aaa_group_order(): # GH 12840 # check TimeGrouper perform stable sorts n = 20 data = np.random.randn(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(TimeGrouper(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])
Example #20
Source File: test_timegrouper.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_timegrouper_apply_return_type_value(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_value(x): return x.value.sum() expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_value) with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): result = (df_dt.groupby(pd.TimeGrouper(freq='M', key='date')) .apply(sumfunc_value)) assert_series_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #21
Source File: test_time_grouper.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 6 votes |
def test_aggregate_with_nat_size(): # GH 9925 n = 20 data = np.random.randn(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'] = [datetime(2013, 1, 1), datetime(2013, 1, 2), pd.NaT, datetime(2013, 1, 4), datetime(2013, 1, 5)] * 4 normal_grouped = normal_df.groupby('key') dt_grouped = dt_df.groupby(TimeGrouper(key='key', freq='D')) normal_result = normal_grouped.size() dt_result = dt_grouped.size() pad = Series([0], index=[3]) expected = normal_result.append(pad) expected = expected.sort_index() expected.index = date_range(start='2013-01-01', freq='D', periods=5, name='key') assert_series_equal(expected, dt_result) assert dt_result.index.name == 'key'
Example #22
Source File: test_timegrouper.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_timegrouper_apply_return_type_series(self): # Using `apply` with the `TimeGrouper` should give the # same return type as an `apply` with a `Grouper`. # Issue #11742 df = pd.DataFrame({'date': ['10/10/2000', '11/10/2000'], 'value': [10, 13]}) df_dt = df.copy() df_dt['date'] = pd.to_datetime(df_dt['date']) def sumfunc_series(x): return pd.Series([x['value'].sum()], ('sum',)) expected = df.groupby(pd.Grouper(key='date')).apply(sumfunc_series) result = (df_dt.groupby(pd.Grouper(freq='M', key='date')) .apply(sumfunc_series)) assert_frame_equal(result.reset_index(drop=True), expected.reset_index(drop=True))
Example #23
Source File: ret.py From tia with BSD 3-Clause "New" or "Revised" License | 6 votes |
def compute(self, txns): ltd = txns.pl.ltd_txn grouper = pd.TimeGrouper(self.reset_freq) period_rets = pd.Series(np.nan, index=ltd.index) aum = self.aum at = 0 cf = OrderedDict() for key, grp in ltd.groupby(grouper): if grp.empty: continue eod = aum + grp sod = eod.shift(1) sod.iloc[0] = aum period_rets.iloc[at:at + len(grp.index)] = eod / sod - 1. at += len(grp.index) # get aum back to fixed amount cf[key] = eod.iloc[-1] - aum self.external_cash_flows = pd.Series(cf) crets = CumulativeRets(period_rets) return Performance(crets)
Example #24
Source File: ret.py From tia with BSD 3-Clause "New" or "Revised" License | 6 votes |
def compute(self, txns): ltd = txns.pl.ltd_txn grouper = pd.TimeGrouper(self.freq) period_rets = pd.Series(np.nan, index=ltd.index) self.txn_aum = txn_aum = pd.Series(np.nan, index=ltd.index) sop = self.starting_aum at = 0 for key, grp in ltd.groupby(grouper): if grp.empty: continue eod = sop + grp sod = eod.shift(1) sod.iloc[0] = sop period_rets.iloc[at:at + len(grp.index)] = eod / sod - 1. txn_aum.iloc[at:at + len(grp.index)] = sod at += len(grp.index) sop = eod.iloc[-1] crets = CumulativeRets(period_rets) return Performance(crets)
Example #25
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_resample_basic(self): rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min', name='index') s = Series(np.random.randn(14), index=rng) result = s.resample('5min', closed='right', label='right').mean() exp_idx = date_range('1/1/2000', periods=4, freq='5min', name='index') expected = Series([s[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()], index=exp_idx) assert_series_equal(result, expected) assert result.index.name == 'index' result = s.resample('5min', closed='left', label='right').mean() exp_idx = date_range('1/1/2000 00:05', periods=3, freq='5min', name='index') expected = Series([s[:5].mean(), s[5:10].mean(), s[10:].mean()], index=exp_idx) assert_series_equal(result, expected) s = self.series result = s.resample('5Min').last() grouper = TimeGrouper(Minute(5), closed='left', label='left') expect = s.groupby(grouper).agg(lambda x: x[-1]) assert_series_equal(result, expect)
Example #26
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_resample_frame_basic(self): df = tm.makeTimeDataFrame() b = TimeGrouper('M') g = df.groupby(b) # check all cython functions work funcs = ['add', 'mean', 'prod', 'min', 'max', 'var'] for f in funcs: g._cython_agg_general(f) result = df.resample('A').mean() assert_series_equal(result['A'], df['A'].resample('A').mean()) result = df.resample('M').mean() assert_series_equal(result['A'], df['A'].resample('M').mean()) df.resample('M', kind='period').mean() df.resample('W-WED', kind='period').mean()
Example #27
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_resample_ohlc(self): s = self.series grouper = TimeGrouper(Minute(5)) expect = s.groupby(grouper).agg(lambda x: x[-1]) result = s.resample('5Min').ohlc() assert len(result) == len(expect) assert len(result.columns) == 4 xs = result.iloc[-2] assert xs['open'] == s[-6] assert xs['high'] == s[-6:-1].max() assert xs['low'] == s[-6:-1].min() assert xs['close'] == s[-2] xs = result.iloc[0] assert xs['open'] == s[0] assert xs['high'] == s[:5].max() assert xs['low'] == s[:5].min() assert xs['close'] == s[4]
Example #28
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_aaa_group_order(self): # GH 12840 # check TimeGrouper perform stable sorts n = 20 data = np.random.randn(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(TimeGrouper(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])
Example #29
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_apply_iteration(self): # #2300 N = 1000 ind = pd.date_range(start="2000-01-01", freq="D", periods=N) df = DataFrame({'open': 1, 'close': 2}, index=ind) tg = TimeGrouper('M') _, grouper, _ = tg._get_grouper(df) # Errors grouped = df.groupby(grouper, group_keys=False) f = lambda df: df['close'] / df['open'] # it works! result = grouped.apply(f) tm.assert_index_equal(result.index, df.index)
Example #30
Source File: test_resample.py From elasticintel with GNU General Public License v3.0 | 6 votes |
def test_panel_aggregation(self): ind = pd.date_range('1/1/2000', periods=100) data = np.random.randn(2, len(ind), 4) with catch_warnings(record=True): wp = Panel(data, items=['Item1', 'Item2'], major_axis=ind, minor_axis=['A', 'B', 'C', 'D']) tg = TimeGrouper('M', axis=1) _, grouper, _ = tg._get_grouper(wp) bingrouped = wp.groupby(grouper) binagg = bingrouped.mean() def f(x): assert (isinstance(x, Panel)) return x.mean(1) result = bingrouped.agg(f) tm.assert_panel_equal(result, binagg)