o
    EhY                     @   s  d dl Zd dlZd dlmZmZmZmZ d dlm	Z
 dd Zdd Zdd Zd	d
 Zdd Zdd Zejdedddeddddedddddgejdd dgdd Zdd Zdd Zdd  Zejd!g d"d#d$ Zd%d& Zejd'd(eed)ed*d+g d,d-ed.gd/eejgd) d0gd) g d1d-gd2eejgd) d3gd) g d4d-ggd5d6 Zd7d8 Z d9d: Z!ejd;g d<d=gg d>d?ggd@dA Z"dBdC Z#dDdE Z$dFdG Z%ejdHeejdIdJgd?d=ejdKdIgfeejdIdJgd?d?ejdKdIgfeejdIdJgd=d=ejdKdLgfeejdIdJgd=d?ejdKdLgfedIejdJgd?d=dMejdIgfedIejdJgd?d?dKejdIgfedIejdJgd=d=dMejdLgfedIejdJgd=d?dKejdLgfeejdIejejdJejgd?d=ejdNejejdIejgfeejdIejejdJejgd?d?ejdKejejdIejgfeejdIejejdJejgd=d=ejdNejejdLejgfeejdIejejdJejgd=d?ejdKejejdLejgfedIejdJdOgd?d=dNejdKdIgfedIejdJdOgd?d?dMejdKdIgfedIejdJdOgd=d=dNejdPdQgfedIejdJdOgd=d?dMejdPdLgfgdRdS Z&dTdU Z'dVdW Z(ejdXg dYdZd[ Z)ejdd d\gejd]g d^d_d` Z*ejd]dadbgdcdd Z+ejdg d-ejd]dadbgdedf Z,ejd]dadbgdgdh Z-ejd]g didjdk Z.ejd]g didldm Z/dndo Z0dpdq Z1drds Z2ejdtdadbgdudv Z3dwdx Z4ejdydbdagejdzd?d=gd{d| Z5ejd}e6e7gd~d Z8ejdydbdagejdzd?d=gejd}e6e7gdd Z9dS )    N)	DataFrameDatetimeIndexSeries
date_rangec                  C   s0   t ddddtjdgi} |  | jdd  d S )NBr                  ?com)r   npnanewmmeandf r   <lib/python3.10/site-packages/pandas/tests/window/test_ewm.pytest_doc_string   s   r   c              	   C   s
  | t dj}|dd |dd |dd |dd |dd d	 |dd d
 |dd d d}tjt|d |ddd W d    n1 sGw   Y  tjt|d |ddd W d    n1 sdw   Y  tjt|d |ddd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}dD ]}tjt|d ||d W d    n1 sw   Y  qd S )N   r
   r         ?spanalphag      ?halflifer   r   )r   r   r   r   8comass, span, halflife, and alpha are mutually exclusivematchr   r   r   r   )r   r    comass must satisfy: comass >= 0      span must satisfy: span >= 1#halflife must satisfy: halflife > 0r   "alpha must satisfy: 0 < alpha <= 1)r&   r   )ranger   pytestraises
ValueError)Zframe_or_seriescmsgr   r   r   r   test_constructor   sJ   



r0   c                  C   sR   d} t jt| d ttdjtdd W d    d S 1 s"w   Y  d S )Nztimes must be datetime64 dtype.r!   r   times)r+   r,   r-   r   r*   r   r   aranger/   r   r   r   !test_ewma_times_not_datetime_type>   s   "r5   c                  C   sX   d} t jt| d ttdjtddd W d    d S 1 s%w   Y  d S )Nz,times must be the same length as the object.r!   r   r	   datetime64[ns]r1   	r+   r,   r-   r   r*   r   r   r3   astyper4   r   r   r   test_ewma_times_not_same_lengthD   s   ""r9   c                  C   sZ   d} t jt| d ttdjdtddd W d    d S 1 s&w   Y  d S )Nz/halflife must be a timedelta convertible objectr!   r   r   r6   r   r2   r7   r4   r   r   r   #test_ewma_halflife_not_correct_typeJ   s   $"r;   c                 C   sL   d}t jt|d ttdj| d W d    d S 1 sw   Y  d S )NzKhalflife can only be a timedelta convertible argument if times is not None.r!   r   r   )r+   r,   r-   r   r*   r   )halflife_with_timesr/   r   r   r    test_ewma_halflife_without_timesP   s   "r=   r2   
   zdatetime64[D]r6   2000DZfreqZperiodsZUTCmin_periodsr   c                 C   s`   | }t d}t j|d d d< td|i}|j|||d }|jd|d }t|| d S )N      $@r   Ar   rB   r2         ?)r   rB   )r   r3   r   r   r   r   tmassert_frame_equal)r<   r2   rB   r   datar   resultexpectedr   r   r   "test_ewma_with_times_equal_spacingV   s   

rL   c           	      C   s`   | }d}t g d||}td}t|}|j||d }tg d}t	|| d S )Nz23 days)z
2020-01-01z2020-01-10T00:04:05z2020-02-23T05:00:23   r:   )        gE(?g*M?)
r   tz_localizeZas_unitr   r3   r   r   r   rG   rH   )	Ztz_aware_fixtureZunitZtzr   r2   rI   r   rJ   rK   r   r   r   %test_ewma_with_times_variable_spacingi   s   

rP   c                 C   sZ   t td}tdg}tjtdd |jd| |d W d    d S 1 s&w   Y  d S )Nr   ZNaTz$Cannot convert NaT values to integerr!   皙?)r   r   r2   )r   r*   r   r+   r,   r-   r   )r<   serr2   r   r   r   test_ewm_with_nat_raisesx   s
   
"rS   c                 C   st   | }t d}t j|d d d< tdddd}t||d}|j||dd	  }|jd
dd	  }t|| d S )NrC   r   r?   r@   r>   rA   rD   r   r:   rD   rF   r   )	r   r3   r   r   r   r   r   rG   assert_series_equal)r<   r   rI   r2   r   rJ   rK   r   r   r   test_ewm_with_times_getitem   s   
rV   arg)r   r   r   r   c                    sr   | dd|d|i}t tdtddjd	i |  fdd jD } d } fdd|jD }||ks7J d S )
Nr   adjust	ignore_narT   c                       i | ]}|t  |qS r   getattr.0attrr   r   r   
<dictcomp>       z8test_ewm_getitem_attributes_retained.<locals>.<dictcomp>rD   c                    rZ   r   r[   r]   r`   r   r   ra      rb   r   )r   r*   r   _attributes)rW   rX   rY   kwargsrK   Z	ewm_slicerJ   r   r`   r   $test_ewm_getitem_attributes_retained   s   "re   c                	   C   sV   t jtdd ttdjddtddddd	 W d    d S 1 s$w   Y  d S )
Nz)times is not supported with adjust=False.r!   r   rQ   Fr?   r@   rA   )rX   r2   )r+   r,   NotImplementedErrorr   r*   r   r   r   r   r   r   #test_ewma_times_adjust_false_raises   s   "rg   zfunc, expectedr   r   r	   	   )gZP۶@rh   gW$%@gd~$I(@g7m+@r   r   r   dtypestdgɬv@)gW2@g.@g> @g@gG@varg      2@)g=Զm5@   gˁj۶@@g@m[D@ggܶmH@c                 C   s   t tdtddtdddd|d}d	}tjt|d
 |jddd}W d    n1 s.w   Y  t||  }t|| d S )Nr         r>      r   ri   rj   z1Support for axis=1 in DataFrame.ewm is deprecatedr!   r
   r   )r   Zaxis)r   r*   rG   Zassert_produces_warningFutureWarningr   r\   rH   )funcrK   Zfloat_numpy_dtyper   r/   erJ   r   r   r   test_float_dtype_ewma   s   'ru   c                  C   sb   t tdtddddd} tjtdd | jd	d
dd W d    d S 1 s*w   Y  d S )NrC   r?   r@   r>   rA   )rD   time_colztimes must be datetime64r!   z1 dayr   rv   rE   )r   r   r3   r   r+   r,   r-   r   r   r   r   r   test_times_string_col_raises   s   "rw   c                  C   sR   t tdjddd} tjtdd |   W d    d S 1 s"w   Y  d S )Nr   Fr   rX   z
sum is notr!   )r   r*   r   r+   r,   rf   sum)rI   r   r   r   (test_ewm_sum_adjust_false_notimplemented   s   
"rz   zexpected_data, ignore)rC         @g      @g     &@F)rC   r{   r{   g      )@Tc                 C   s<   t ddtjdg}|jd|d }t | }t|| d S )Nr>   r   r
   )r   rY   )r   r   r   r   ry   rG   rU   )Zexpected_dataignorerI   rJ   rK   r   r   r   test_ewm_sum   s   r}   c                  C   sF   t td} d| d< | jddd  }t|d dk s!J d S )Ni  r   r   d   F)r   rX   g{Gz?)r   r   Zzerosr   r   ry   abs)valsrJ   r   r   r   test_ewma_adjust   s   r   c                 C   sN   t g d}| rt g d}nt g d}|jd| |d }t|| d S )N)rF          @g      @g       @)rF   g?gʍ"k@gY;@)rF   gRTU?gS@g	@r   r   rX   rY   )r   r   r   rG   rU   )rX   rY   srK   rJ   r   r   r   test_ewma_cases   s   r   c                  C   s   t dgtjgd  dg } | jdd }t|t dgt|   t tjgd dg tjgd  dg } | jdd }t|t tjgd dgd   d S )NrF   r   r   r   r	   )r   r   r   r   r   rG   rU   len)r   rJ   r   r   r   test_ewma_nan_handling  s   (&r   zs, adjust, ignore_na, wrF   g     @Y@gVUUUUU?gUUUUUU?gqq?gj/?g      I@gqq?g|	%?c                 C   sl   |  | t|   }| jd||d }t|| |du r4| jd|d }t|| d S d S )Nr   r   Frx   )ZmultiplyZcumsumr   Zffillr   r   rG   rU   )r   rX   rY   wrK   rJ   r   r   r   test_ewma_nan_handling_cases  s    r   c                  C   s   t jdd} t dd}t j| |< t| }|jdd }|jdd }|jd	d
 }|jdd }t	
|| t	
|| t	
|| d S )Nr   r~   rq   (   gVR?r   gƷC?r   g_!@r   gXlWY?r   )r   randomdefault_rngstandard_normalr3   r   r   r   r   rG   rU   )arrlocsr   abr.   dr   r   r   test_ewm_alpha  s   
r   c                  C   s  t jdd} t dd}t j| |< t| }d}tjt	|d |j
dd W d    n1 s2w   Y  |j
d	d |j
d
d d}tjt	|d |j
dd W d    n1 s]w   Y  tjt	|d |j
d	d W d    n1 szw   Y  tjt	|d |j
dd W d    n1 sw   Y  |j
dd |j
dd d}tjt	|d |j
dd W d    n1 sw   Y  tjt	|d |j
d	d W d    n1 sw   Y  |j
d
d d}tjt	|d |j
dd W d    n	1 sw   Y  tjt	|d |j
d	d W d    n	1 s#w   Y  |j
d
d |j
dd tjt	|d |j
dd W d    d S 1 sNw   Y  d S )Nr   r~   rq   r   r%   r!   gr   rN   rQ   r'   r   g?rF   g?r(   r   r)   r   )r   r   r   r   r3   r   r   r+   r,   r-   r   )r   r   r   r/   r   r   r   test_ewm_domain_checks  sT   
$r   method)r   rl   rm   c                 C   s4   t g tjd}|d}t||  }t|| d S )Nrj   rM   )r   r   float64r   r\   rG   assert_almost_equal)r   r   r   rJ   r   r   r   test_ew_empty_series  s   
r   r   name)r   rm   rl   c                 C   s  t jdd}t j|d d< t j|dd < t|}t|jddd| }|d d  	 s2J |dd   
 r>J t|jd| d| }|dkrf|d d  	 sYJ |dd   
 reJ n|d d  	 srJ |dd   
 r~J tttdjd| d| }t|td	d ttd
gjd| d| }|dkrt|td
g n
t|tt jg ttt djdd| }|jt jksJ d S )Nr   2   r>   r   rB   rp   r   rj   r   rF   )rB   r   )r   r   r   r   r   r   r\   r   ZisnaallanyobjectrG   rU   r3   rk   r   )rB   r   r   r   rJ   Zresult2r   r   r   test_ew_min_periods  s*   r   ZcovZcorrc                 C   s   t tjddtdd}|dd  tjdd }tj|d d< tj|jdd < t|j	ddd	| |}t
|jd d
  sGJ t
|jd
d   rUJ d S )Nr   r   index0   r>   r   rq   r   r      )r   r   r   r   r   r*   r   ilocr\   r   isnanvaluesr   r   )r   rD   r   rJ   r   r   r   test_ewm_corr_cov  s    r   c                 C   s  t tjddtdd}|dd  tjdd }tj|d d< tj|jdd < t|j	d|d| |}t
|jd d	  sGJ t
|jd	d   rUJ t g tjd
}t|j	d|d| |}t|| tt dgj	d|d| t dg}t|t tjg d S )Nr   r   r   r   r>   r   rq   r   rp   rj   rF   )r   r   r   r   r   r*   r   r   r\   r   r   r   r   r   r   rG   rU   )r   rB   rD   r   rJ   emptyr   r   r   test_ewm_corr_cov_min_periods  s   r   c                 C   s   t tjddtdd}tj|d d< d}tjt	|d t
|jddd	| tjdd W d    d S 1 s>w   Y  d S )
Nr   r   r   r>   z#other must be a DataFrame or Seriesr!   rq   r   r   )r   r   r   r   r   r*   r   r+   r,   r-   r\   r   )r   rD   r/   r   r   r   *test_different_input_array_raise_exception8  s   "r   )rm   rl   r   c                 C   &   t | jdd| }t|tsJ d S Nr>   r   )r\   r   
isinstancer   )seriesr   Zseries_resultr   r   r   test_ewma_seriesE     r   c                 C   r   r   )r\   r   r   r   )framer   Zframe_resultr   r   r   test_ewma_frameK  r   r   c                 C   s   | j dd }| j dd }t|| d}tjt|d | j ddd W d    n1 s1w   Y  d}tjt|d |     W d    d S 1 sQw   Y  d S )	N      #@r   rq   r   r    r!   r   1Must pass one of comass, span, halflife, or alphar   r   rG   r   r+   r,   r-   r   rD   r   r/   r   r   r   test_ewma_span_com_argsQ  s   "r   c                 C   s&  | j dd }| j dd }t|| d}tjt|d | j ddd	 W d    n1 s1w   Y  tjt|d | j d
dd W d    n1 sOw   Y  tjt|d | j d
ddd W d    n1 snw   Y  d}tjt|d |    W d    d S 1 sw   Y  d S )NgH+@r   rC   r   r    r!   rq   r   r$   r   )r   r   )r   r   r   r   r   r   r   r   r   test_ewma_halflife_arg^  s"   
"r   c                 C   s   | }d}t jt|d |  W d    n1 sw   Y  d}t jt|d |jddd W d    n1 s:w   Y  t jt|d |jddd W d    n1 sXw   Y  t jt|d |jddd W d    d S 1 sww   Y  d S )	Nr   r!   r    rC   r
   r#   )r   r   r   )r+   r,   r-   r   )r   r   r/   r   r   r   test_ewm_alpha_argn  s   
"r   rs   c                 C   sn   t |jddd|  }|jtd dfdf }|jd|_t |d jddd| |d }tj||dd d S )Nr>   r   r   rB   r   F)Zcheck_names)r\   r   locslicer   Z	droplevelrG   rU   )rs   r   rJ   rK   r   r   r   test_ewm_pairwise_cov_corr~  s
    r   c           	      C   s   | }t dgddd}|d t|d< |jddd}t||d }|d urT||d}|r0dd	gng d}|| |gjd
dt}t|j	|ksLJ t
|| d S d S )Nr   r   rM   r   r   r.   r.   r   numeric_onlyr   r   TZdrop)r   r8   r   r   r\   aggreset_indexfloatlistcolumnsrG   rH   )	arithmetic_win_operatorsr   kernelr   r   oprJ   r   rK   r   r   r   test_numeric_only_frame  s   
r   r   use_argc                 C   s   t g dddd}|d t|d< |r|fnd}|jddd}t|| }||d	|i}|r3d
dgng d}|| t}	|rC|	fnd}
|	jddd}t|| }||
d	|i}t|| d S )Nr   r   rM   r   rM   r   r.   r   r   r   r   r   r   )r   r8   r   r   r\   r   rG   rH   )r   r   r   r   rW   r   r   rJ   r   Zdf2arg2ewm2op2rK   r   r   r    test_numeric_only_corr_cov_frame  s   

r   rk   c           
      C   s   | }t dg|d}|jddd}t||d }|d u rtd |rJ|tu rJd| d}tjt|d ||d	 W d    d S 1 sCw   Y  d S ||d	}||gj	d
d
t}	t||	 d S )Nr   rj   r   r   zNo op to testExponentialMovingWindow.  does not implement numeric_onlyr!   r   Tr   )r   r   r\   r+   skipr   r,   rf   r   r   r8   r   rG   rU   )
r   r   rk   r   rR   r   r   r/   rJ   rK   r   r   r   test_numeric_only_series  s   
"
r   c                 C   s   t g d|d}|r|fnd}|jddd}t|| }|rH|tu rHd|  d}tjt|d	 ||d
|i W d    d S 1 sAw   Y  d S ||d
|i}	|t}
|rY|
fnd}|
jddd}t|| }||d
|i}t	
|	| d S )Nr   rj   r   r   r   r   r   r   r!   r   )r   r   r\   r   r+   r,   rf   r8   r   rG   rU   )r   r   r   rk   rR   rW   r   r   r/   rJ   Zser2r   r   r   rK   r   r   r   !test_numeric_only_corr_cov_series  s    
"

r   ):Znumpyr   r+   Zpandasr   r   r   r   Zpandas._testingZ_testingrG   r   r0   r5   r9   r;   r=   ZmarkZparametrizer3   r8   rO   rL   rP   rS   rV   re   rg   r*   r   r   ru   rw   rz   r}   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   intr   r   r   r   r   r   r   <module>   s   +






$	
	








 
	)
)





