Python pandas.tseries.offsets.MonthEnd() Examples

The following are 30 code examples of pandas.tseries.offsets.MonthEnd(). You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may also want to check out all available functions/classes of the module pandas.tseries.offsets , or try the search function .
Example #1
Source File: test_libfrequencies.py    From vnpy_crypto with MIT License 7 votes vote down vote up
def test_is_superperiod_subperiod():

    # input validation
    assert not (is_superperiod(offsets.YearEnd(), None))
    assert not (is_subperiod(offsets.MonthEnd(), None))
    assert not (is_superperiod(None, offsets.YearEnd()))
    assert not (is_subperiod(None, offsets.MonthEnd()))
    assert not (is_superperiod(None, None))
    assert not (is_subperiod(None, None))

    assert (is_superperiod(offsets.YearEnd(), offsets.MonthEnd()))
    assert (is_subperiod(offsets.MonthEnd(), offsets.YearEnd()))

    assert (is_superperiod(offsets.Hour(), offsets.Minute()))
    assert (is_subperiod(offsets.Minute(), offsets.Hour()))

    assert (is_superperiod(offsets.Second(), offsets.Milli()))
    assert (is_subperiod(offsets.Milli(), offsets.Second()))

    assert (is_superperiod(offsets.Milli(), offsets.Micro()))
    assert (is_subperiod(offsets.Micro(), offsets.Milli()))

    assert (is_superperiod(offsets.Micro(), offsets.Nano()))
    assert (is_subperiod(offsets.Nano(), offsets.Micro())) 
Example #2
Source File: test_setops.py    From recruit with Apache License 2.0 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #3
Source File: test_libfrequencies.py    From twitter-stock-recommendation with MIT License 6 votes vote down vote up
def test_is_superperiod_subperiod():

    # input validation
    assert not (is_superperiod(offsets.YearEnd(), None))
    assert not (is_subperiod(offsets.MonthEnd(), None))
    assert not (is_superperiod(None, offsets.YearEnd()))
    assert not (is_subperiod(None, offsets.MonthEnd()))
    assert not (is_superperiod(None, None))
    assert not (is_subperiod(None, None))

    assert (is_superperiod(offsets.YearEnd(), offsets.MonthEnd()))
    assert (is_subperiod(offsets.MonthEnd(), offsets.YearEnd()))

    assert (is_superperiod(offsets.Hour(), offsets.Minute()))
    assert (is_subperiod(offsets.Minute(), offsets.Hour()))

    assert (is_superperiod(offsets.Second(), offsets.Milli()))
    assert (is_subperiod(offsets.Milli(), offsets.Second()))

    assert (is_superperiod(offsets.Milli(), offsets.Micro()))
    assert (is_subperiod(offsets.Micro(), offsets.Milli()))

    assert (is_superperiod(offsets.Micro(), offsets.Nano()))
    assert (is_subperiod(offsets.Nano(), offsets.Micro())) 
Example #4
Source File: test_setops.py    From twitter-stock-recommendation with MIT License 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #5
Source File: test_setops.py    From twitter-stock-recommendation with MIT License 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #6
Source File: test_setops.py    From coffeegrindsize with MIT License 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #7
Source File: test_setops.py    From coffeegrindsize with MIT License 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #8
Source File: test_frequencies.py    From elasticintel with GNU General Public License v3.0 6 votes vote down vote up
def test_is_superperiod_subperiod():

    # input validation
    assert not (frequencies.is_superperiod(offsets.YearEnd(), None))
    assert not (frequencies.is_subperiod(offsets.MonthEnd(), None))
    assert not (frequencies.is_superperiod(None, offsets.YearEnd()))
    assert not (frequencies.is_subperiod(None, offsets.MonthEnd()))
    assert not (frequencies.is_superperiod(None, None))
    assert not (frequencies.is_subperiod(None, None))

    assert (frequencies.is_superperiod(offsets.YearEnd(), offsets.MonthEnd()))
    assert (frequencies.is_subperiod(offsets.MonthEnd(), offsets.YearEnd()))

    assert (frequencies.is_superperiod(offsets.Hour(), offsets.Minute()))
    assert (frequencies.is_subperiod(offsets.Minute(), offsets.Hour()))

    assert (frequencies.is_superperiod(offsets.Second(), offsets.Milli()))
    assert (frequencies.is_subperiod(offsets.Milli(), offsets.Second()))

    assert (frequencies.is_superperiod(offsets.Milli(), offsets.Micro()))
    assert (frequencies.is_subperiod(offsets.Micro(), offsets.Milli()))

    assert (frequencies.is_superperiod(offsets.Micro(), offsets.Nano()))
    assert (frequencies.is_subperiod(offsets.Nano(), offsets.Micro())) 
Example #9
Source File: test_setops.py    From elasticintel with GNU General Public License v3.0 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        tm._skip_if_windows_python_3()

        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #10
Source File: test_setops.py    From elasticintel with GNU General Public License v3.0 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #11
Source File: test_setops.py    From predictive-maintenance-using-machine-learning with Apache License 2.0 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #12
Source File: test_setops.py    From predictive-maintenance-using-machine-learning with Apache License 2.0 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #13
Source File: test_setops.py    From recruit with Apache License 2.0 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #14
Source File: test_setops.py    From vnpy_crypto with MIT License 6 votes vote down vote up
def test_month_range_union_tz_dateutil(self):
        from pandas._libs.tslibs.timezones import dateutil_gettz
        tz = dateutil_gettz('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #15
Source File: test_setops.py    From vnpy_crypto with MIT License 6 votes vote down vote up
def test_month_range_union_tz_pytz(self):
        from pytz import timezone
        tz = timezone('US/Eastern')

        early_start = datetime(2011, 1, 1)
        early_end = datetime(2011, 3, 1)

        late_start = datetime(2011, 3, 1)
        late_end = datetime(2011, 5, 1)

        early_dr = date_range(start=early_start, end=early_end, tz=tz,
                              freq=MonthEnd())
        late_dr = date_range(start=late_start, end=late_end, tz=tz,
                             freq=MonthEnd())

        early_dr.union(late_dr) 
Example #16
Source File: daycounts.py    From FinanceHub with MIT License 5 votes vote down vote up
def eom(d, offset=0):
        """Unmodified end-of-month. Returns the last date of month for the
        same month and year as input d

        The offset parameter represents the number of months that will be
        added (if offset > 0) or subtracted (if offset < 0) to input date d.
        This is especially useful for offset = -1, which gives you the EOM
        of previous month, for example.
        """
        d = to_datetime(d)
        # Adding straight up the MonthEnd works as expected for MonthEnd(0),
        # but it gives weird results if using MonthEnd(1) and the input is
        # the last date of month. We leave the offset to a different function
        return d + DateOffset(months=offset) + MonthEnd(0) 
Example #17
Source File: test_panel.py    From recruit with Apache License 2.0 5 votes vote down vote up
def test_setitem_ndarray(self):
        timeidx = date_range(start=datetime(2009, 1, 1),
                             end=datetime(2009, 12, 31),
                             freq=MonthEnd())
        lons_coarse = np.linspace(-177.5, 177.5, 72)
        lats_coarse = np.linspace(-87.5, 87.5, 36)
        P = Panel(items=timeidx, major_axis=lons_coarse,
                  minor_axis=lats_coarse)
        data = np.random.randn(72 * 36).reshape((72, 36))
        key = datetime(2009, 2, 28)
        P[key] = data

        assert_almost_equal(P[key].values, data) 
Example #18
Source File: test_panel.py    From twitter-stock-recommendation with MIT License 5 votes vote down vote up
def test_setitem_ndarray(self):
        with catch_warnings(record=True):
            timeidx = date_range(start=datetime(2009, 1, 1),
                                 end=datetime(2009, 12, 31),
                                 freq=MonthEnd())
            lons_coarse = np.linspace(-177.5, 177.5, 72)
            lats_coarse = np.linspace(-87.5, 87.5, 36)
            P = Panel(items=timeidx, major_axis=lons_coarse,
                      minor_axis=lats_coarse)
            data = np.random.randn(72 * 36).reshape((72, 36))
            key = datetime(2009, 2, 28)
            P[key] = data

            assert_almost_equal(P[key].values, data) 
Example #19
Source File: test_pickle.py    From recruit with Apache License 2.0 5 votes vote down vote up
def compare_index_period(result, expected, typ, version):
    tm.assert_index_equal(result, expected)
    assert isinstance(result.freq, MonthEnd)
    assert result.freq == MonthEnd()
    assert result.freqstr == 'M'
    tm.assert_index_equal(result.shift(2), expected.shift(2)) 
Example #20
Source File: test_panel.py    From vnpy_crypto with MIT License 5 votes vote down vote up
def test_setitem_ndarray(self):
        with catch_warnings(record=True):
            timeidx = date_range(start=datetime(2009, 1, 1),
                                 end=datetime(2009, 12, 31),
                                 freq=MonthEnd())
            lons_coarse = np.linspace(-177.5, 177.5, 72)
            lats_coarse = np.linspace(-87.5, 87.5, 36)
            P = Panel(items=timeidx, major_axis=lons_coarse,
                      minor_axis=lats_coarse)
            data = np.random.randn(72 * 36).reshape((72, 36))
            key = datetime(2009, 2, 28)
            P[key] = data

            assert_almost_equal(P[key].values, data) 
Example #21
Source File: test_panel.py    From coffeegrindsize with MIT License 5 votes vote down vote up
def test_setitem_ndarray(self):
        timeidx = date_range(start=datetime(2009, 1, 1),
                             end=datetime(2009, 12, 31),
                             freq=MonthEnd())
        lons_coarse = np.linspace(-177.5, 177.5, 72)
        lats_coarse = np.linspace(-87.5, 87.5, 36)
        P = Panel(items=timeidx, major_axis=lons_coarse,
                  minor_axis=lats_coarse)
        data = np.random.randn(72 * 36).reshape((72, 36))
        key = datetime(2009, 2, 28)
        P[key] = data

        assert_almost_equal(P[key].values, data) 
Example #22
Source File: test_panel.py    From predictive-maintenance-using-machine-learning with Apache License 2.0 5 votes vote down vote up
def test_setitem_ndarray(self):
        timeidx = date_range(start=datetime(2009, 1, 1),
                             end=datetime(2009, 12, 31),
                             freq=MonthEnd())
        lons_coarse = np.linspace(-177.5, 177.5, 72)
        lats_coarse = np.linspace(-87.5, 87.5, 36)
        P = Panel(items=timeidx, major_axis=lons_coarse,
                  minor_axis=lats_coarse)
        data = np.random.randn(72 * 36).reshape((72, 36))
        key = datetime(2009, 2, 28)
        P[key] = data

        assert_almost_equal(P[key].values, data) 
Example #23
Source File: test_panel.py    From elasticintel with GNU General Public License v3.0 5 votes vote down vote up
def test_setitem_ndarray(self):
        with catch_warnings(record=True):
            timeidx = date_range(start=datetime(2009, 1, 1),
                                 end=datetime(2009, 12, 31),
                                 freq=MonthEnd())
            lons_coarse = np.linspace(-177.5, 177.5, 72)
            lats_coarse = np.linspace(-87.5, 87.5, 36)
            P = Panel(items=timeidx, major_axis=lons_coarse,
                      minor_axis=lats_coarse)
            data = np.random.randn(72 * 36).reshape((72, 36))
            key = datetime(2009, 2, 28)
            P[key] = data

            assert_almost_equal(P[key].values, data) 
Example #24
Source File: test_pickle.py    From predictive-maintenance-using-machine-learning with Apache License 2.0 5 votes vote down vote up
def compare_index_period(result, expected, typ, version):
    tm.assert_index_equal(result, expected)
    assert isinstance(result.freq, MonthEnd)
    assert result.freq == MonthEnd()
    assert result.freqstr == 'M'
    tm.assert_index_equal(result.shift(2), expected.shift(2)) 
Example #25
Source File: test_frequencies.py    From Computable with MIT License 5 votes vote down vote up
def test_is_superperiod_subperiod():
    assert(fmod.is_superperiod(offsets.YearEnd(), offsets.MonthEnd()))
    assert(fmod.is_subperiod(offsets.MonthEnd(), offsets.YearEnd()))

    assert(fmod.is_superperiod(offsets.Hour(), offsets.Minute()))
    assert(fmod.is_subperiod(offsets.Minute(), offsets.Hour())) 
Example #26
Source File: test_frequencies.py    From elasticintel with GNU General Public License v3.0 4 votes vote down vote up
def test_get_freq_code(self):
        # frequency str
        assert (frequencies.get_freq_code('A') ==
                (frequencies.get_freq('A'), 1))
        assert (frequencies.get_freq_code('3D') ==
                (frequencies.get_freq('D'), 3))
        assert (frequencies.get_freq_code('-2M') ==
                (frequencies.get_freq('M'), -2))

        # tuple
        assert (frequencies.get_freq_code(('D', 1)) ==
                (frequencies.get_freq('D'), 1))
        assert (frequencies.get_freq_code(('A', 3)) ==
                (frequencies.get_freq('A'), 3))
        assert (frequencies.get_freq_code(('M', -2)) ==
                (frequencies.get_freq('M'), -2))

        # numeric tuple
        assert frequencies.get_freq_code((1000, 1)) == (1000, 1)

        # offsets
        assert (frequencies.get_freq_code(offsets.Day()) ==
                (frequencies.get_freq('D'), 1))
        assert (frequencies.get_freq_code(offsets.Day(3)) ==
                (frequencies.get_freq('D'), 3))
        assert (frequencies.get_freq_code(offsets.Day(-2)) ==
                (frequencies.get_freq('D'), -2))

        assert (frequencies.get_freq_code(offsets.MonthEnd()) ==
                (frequencies.get_freq('M'), 1))
        assert (frequencies.get_freq_code(offsets.MonthEnd(3)) ==
                (frequencies.get_freq('M'), 3))
        assert (frequencies.get_freq_code(offsets.MonthEnd(-2)) ==
                (frequencies.get_freq('M'), -2))

        assert (frequencies.get_freq_code(offsets.Week()) ==
                (frequencies.get_freq('W'), 1))
        assert (frequencies.get_freq_code(offsets.Week(3)) ==
                (frequencies.get_freq('W'), 3))
        assert (frequencies.get_freq_code(offsets.Week(-2)) ==
                (frequencies.get_freq('W'), -2))

        # Monday is weekday=0
        assert (frequencies.get_freq_code(offsets.Week(weekday=1)) ==
                (frequencies.get_freq('W-TUE'), 1))
        assert (frequencies.get_freq_code(offsets.Week(3, weekday=0)) ==
                (frequencies.get_freq('W-MON'), 3))
        assert (frequencies.get_freq_code(offsets.Week(-2, weekday=4)) ==
                (frequencies.get_freq('W-FRI'), -2)) 
Example #27
Source File: test_frequencies.py    From vnpy_crypto with MIT License 4 votes vote down vote up
def test_get_freq_code(self):
        # frequency str
        assert (frequencies.get_freq_code('A') ==
                (frequencies.get_freq('A'), 1))
        assert (frequencies.get_freq_code('3D') ==
                (frequencies.get_freq('D'), 3))
        assert (frequencies.get_freq_code('-2M') ==
                (frequencies.get_freq('M'), -2))

        # tuple
        assert (frequencies.get_freq_code(('D', 1)) ==
                (frequencies.get_freq('D'), 1))
        assert (frequencies.get_freq_code(('A', 3)) ==
                (frequencies.get_freq('A'), 3))
        assert (frequencies.get_freq_code(('M', -2)) ==
                (frequencies.get_freq('M'), -2))

        # numeric tuple
        assert frequencies.get_freq_code((1000, 1)) == (1000, 1)

        # offsets
        assert (frequencies.get_freq_code(offsets.Day()) ==
                (frequencies.get_freq('D'), 1))
        assert (frequencies.get_freq_code(offsets.Day(3)) ==
                (frequencies.get_freq('D'), 3))
        assert (frequencies.get_freq_code(offsets.Day(-2)) ==
                (frequencies.get_freq('D'), -2))

        assert (frequencies.get_freq_code(offsets.MonthEnd()) ==
                (frequencies.get_freq('M'), 1))
        assert (frequencies.get_freq_code(offsets.MonthEnd(3)) ==
                (frequencies.get_freq('M'), 3))
        assert (frequencies.get_freq_code(offsets.MonthEnd(-2)) ==
                (frequencies.get_freq('M'), -2))

        assert (frequencies.get_freq_code(offsets.Week()) ==
                (frequencies.get_freq('W'), 1))
        assert (frequencies.get_freq_code(offsets.Week(3)) ==
                (frequencies.get_freq('W'), 3))
        assert (frequencies.get_freq_code(offsets.Week(-2)) ==
                (frequencies.get_freq('W'), -2))

        # Monday is weekday=0
        assert (frequencies.get_freq_code(offsets.Week(weekday=1)) ==
                (frequencies.get_freq('W-TUE'), 1))
        assert (frequencies.get_freq_code(offsets.Week(3, weekday=0)) ==
                (frequencies.get_freq('W-MON'), 3))
        assert (frequencies.get_freq_code(offsets.Week(-2, weekday=4)) ==
                (frequencies.get_freq('W-FRI'), -2)) 
Example #28
Source File: datasets.py    From pyfinance with MIT License 4 votes vote down vote up
def load_shiller():
    """Load market & macroeconomic data from Robert Shiller's website.

    Returns
    -------
    iedata : pd.DataFrame
        Time series of S&P 500 and interest rate variables.

    Example
    -------
    >>> from pyfinance import datasets
    >>> shiller = datasets.load_shiller()
    >>> shiller.iloc[:7, :5]
                sp50p  sp50d  sp50e      cpi  real_rate
    date
    1871-01-31   4.44   0.26    0.4  12.4641     5.3200
    1871-02-28   4.50   0.26    0.4  12.8446     5.3233
    1871-03-31   4.61   0.26    0.4  13.0350     5.3267
    1871-04-30   4.74   0.26    0.4  12.5592     5.3300
    1871-05-31   4.86   0.26    0.4  12.2738     5.3333
    1871-06-30   4.82   0.26    0.4  12.0835     5.3367
    1871-07-31   4.73   0.26    0.4  12.0835     5.3400

    .. _ONLINE DATA ROBERT SHILLER:
        http://www.econ.yale.edu/~shiller/data.htm
    """

    xls = "http://www.econ.yale.edu/~shiller/data/ie_data.xls"
    cols = [
        "date",
        "sp50p",
        "sp50d",
        "sp50e",
        "cpi",
        "frac",
        "real_rate",
        "real_sp50p",
        "real_sp50d",
        "real_sp50e",
        "cape",
    ]
    iedata = pd.read_excel(
        xls, sheet_name="Data", skiprows=7, skip_footer=1, names=cols
    ).drop("frac", axis=1)
    dt = iedata["date"].astype(str).str.replace(".", "") + "01"
    iedata["date"] = pd.to_datetime(dt, format="%Y%m%d") + offsets.MonthEnd()
    return iedata.set_index("date") 
Example #29
Source File: test_frequencies.py    From coffeegrindsize with MIT License 4 votes vote down vote up
def test_get_freq_code(self):
        # frequency str
        assert (get_freq_code('A') ==
                (get_freq('A'), 1))
        assert (get_freq_code('3D') ==
                (get_freq('D'), 3))
        assert (get_freq_code('-2M') ==
                (get_freq('M'), -2))

        # tuple
        assert (get_freq_code(('D', 1)) ==
                (get_freq('D'), 1))
        assert (get_freq_code(('A', 3)) ==
                (get_freq('A'), 3))
        assert (get_freq_code(('M', -2)) ==
                (get_freq('M'), -2))

        # numeric tuple
        assert get_freq_code((1000, 1)) == (1000, 1)

        # offsets
        assert (get_freq_code(offsets.Day()) ==
                (get_freq('D'), 1))
        assert (get_freq_code(offsets.Day(3)) ==
                (get_freq('D'), 3))
        assert (get_freq_code(offsets.Day(-2)) ==
                (get_freq('D'), -2))

        assert (get_freq_code(offsets.MonthEnd()) ==
                (get_freq('M'), 1))
        assert (get_freq_code(offsets.MonthEnd(3)) ==
                (get_freq('M'), 3))
        assert (get_freq_code(offsets.MonthEnd(-2)) ==
                (get_freq('M'), -2))

        assert (get_freq_code(offsets.Week()) ==
                (get_freq('W'), 1))
        assert (get_freq_code(offsets.Week(3)) ==
                (get_freq('W'), 3))
        assert (get_freq_code(offsets.Week(-2)) ==
                (get_freq('W'), -2))

        # Monday is weekday=0
        assert (get_freq_code(offsets.Week(weekday=1)) ==
                (get_freq('W-TUE'), 1))
        assert (get_freq_code(offsets.Week(3, weekday=0)) ==
                (get_freq('W-MON'), 3))
        assert (get_freq_code(offsets.Week(-2, weekday=4)) ==
                (get_freq('W-FRI'), -2)) 
Example #30
Source File: test_frequencies.py    From recruit with Apache License 2.0 4 votes vote down vote up
def test_get_freq_code(self):
        # frequency str
        assert (get_freq_code('A') ==
                (get_freq('A'), 1))
        assert (get_freq_code('3D') ==
                (get_freq('D'), 3))
        assert (get_freq_code('-2M') ==
                (get_freq('M'), -2))

        # tuple
        assert (get_freq_code(('D', 1)) ==
                (get_freq('D'), 1))
        assert (get_freq_code(('A', 3)) ==
                (get_freq('A'), 3))
        assert (get_freq_code(('M', -2)) ==
                (get_freq('M'), -2))

        # numeric tuple
        assert get_freq_code((1000, 1)) == (1000, 1)

        # offsets
        assert (get_freq_code(offsets.Day()) ==
                (get_freq('D'), 1))
        assert (get_freq_code(offsets.Day(3)) ==
                (get_freq('D'), 3))
        assert (get_freq_code(offsets.Day(-2)) ==
                (get_freq('D'), -2))

        assert (get_freq_code(offsets.MonthEnd()) ==
                (get_freq('M'), 1))
        assert (get_freq_code(offsets.MonthEnd(3)) ==
                (get_freq('M'), 3))
        assert (get_freq_code(offsets.MonthEnd(-2)) ==
                (get_freq('M'), -2))

        assert (get_freq_code(offsets.Week()) ==
                (get_freq('W'), 1))
        assert (get_freq_code(offsets.Week(3)) ==
                (get_freq('W'), 3))
        assert (get_freq_code(offsets.Week(-2)) ==
                (get_freq('W'), -2))

        # Monday is weekday=0
        assert (get_freq_code(offsets.Week(weekday=1)) ==
                (get_freq('W-TUE'), 1))
        assert (get_freq_code(offsets.Week(3, weekday=0)) ==
                (get_freq('W-MON'), 3))
        assert (get_freq_code(offsets.Week(-2, weekday=4)) ==
                (get_freq('W-FRI'), -2))