a
    PfY                     @   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   U/var/www/ai-form-bot/venv/lib/python3.9/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 s0    Y  tjt|d |ddd W d    n1 s0    Y  tjt|d |ddd W d    n1 s0    Y  d}tjt|d |dd W d    n1 sB0    Y  d}tjt|d |dd W d    n1 s0    Y  d}tjt|d |dd W d    n1 s0    Y  d}dD ]@}tjt|d ||d W d    n1 s0    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   s8    



**,***r0   c                  C   sP   d} t jt| d* ttdjtdd W d    n1 sB0    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   sV   d} t jt| d0 ttdjtddd W d    n1 sH0    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   sX   d} t jt| d2 ttdjdtddd W d    n1 sJ0    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   sJ   d}t jt|d$ ttdj| d W d    n1 s<0    Y  d S )NzKhalflife can only be a timedelta convertible argument if times is not None.r!   r   r   )r+   r,   r-   r   r*   r   )halflife_with_timesr/   r   r   r    test_ewma_halflife_without_timesP   s    r=   r2   
   zdatetime64[D]r6   2000DfreqZperiodsUTCmin_periodsr   c                 C   s`   | }t d}t j|d d d< td|i}|j|||d }|jd|d }t|| d S )N      $@r   Ar   rD   r2         ?)r   rD   )r   r3   r   r   r   r   tmassert_frame_equal)r<   r2   rD   r   datar   resultexpectedr   r   r   "test_ewma_with_times_equal_spacingV   s    

rN   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   rI   rJ   )	Ztz_aware_fixtureunittzr   r2   rK   r   rL   rM   r   r   r   %test_ewma_with_times_variable_spacingi   s    
rT   c                 C   sX   t td}tdg}tjtdd  |jd| |d W d    n1 sJ0    Y  d S )Nr   ZNaTz$Cannot convert NaT values to integerr!   皙?)r   r   r2   )r   r*   r   r+   r,   r-   r   )r<   serr2   r   r   r   test_ewm_with_nat_raisesx   s    
rW   c                 C   st   | }t d}t j|d d d< tdddd}t||d}|j||dd	  }|jd
dd	  }t|| d S )NrE   r   r?   r@   r>   rA   rF   r   r:   rF   rH   r   )	r   r3   r   r   r   r   r   rI   assert_series_equal)r<   r   rK   r2   r   rL   rM   r   r   r   test_ewm_with_times_getitem   s    
rZ   arg)r   r   r   r   c                    sr   | dd|d|i}t tdtddjf i |  fdd jD } d } fdd|jD }||ksnJ d S )	Nr   adjust	ignore_narX   c                    s   i | ]}|t  |qS r   getattr.0attrr   r   r   
<dictcomp>       z8test_ewm_getitem_attributes_retained.<locals>.<dictcomp>rF   c                    s   i | ]}|t  |qS r   r^   r`   rc   r   r   rd      re   )r   r*   r   _attributes)r[   r\   r]   kwargsrM   Z	ewm_slicerL   r   rc   r   $test_ewm_getitem_attributes_retained   s    "rh   c                	   C   sT   t jtdd2 ttdjddtddddd	 W d    n1 sF0    Y  d S )
Nz)times is not supported with adjust=False.r!   r   rU   Fr?   r@   rA   )r\   r2   )r+   r,   NotImplementedErrorr   r*   r   r   r   r   r   r   #test_ewma_times_adjust_false_raises   s    rj   zfunc, expectedr   r   r	   	   )gZP۶@rk   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\0    Y  t||  }t|| d S )Nr         r>      r   rl   rm   z1Support for axis=1 in DataFrame.ewm is deprecatedr!   r
   r   )r   Zaxis)r   r*   rI   Zassert_produces_warningFutureWarningr   r_   rJ   )funcrM   Zfloat_numpy_dtyper   r/   erL   r   r   r   test_float_dtype_ewma   s    ',rx   c                  C   s`   t tdtddddd} tjtdd  | jd	d
dd W d    n1 sR0    Y  d S )NrE   r?   r@   r>   rA   )rF   time_colztimes must be datetime64r!   z1 dayr   ry   rG   )r   r   r3   r   r+   r,   r-   r   r   r   r   r   test_times_string_col_raises   s
    rz   c                  C   sP   t tdjddd} tjtdd |   W d    n1 sB0    Y  d S )Nr   Fr   r\   z
sum is notr!   )r   r*   r   r+   r,   ri   sum)rK   r   r   r   (test_ewm_sum_adjust_false_notimplemented   s    r}   zexpected_data, ignore)rE         @g      @g     &@F)rE   r~   r~   g      )@Tc                 C   s<   t ddtjdg}|jd|d }t | }t|| d S )Nr>   r   r
   )r   r]   )r   r   r   r   r|   rI   rY   )Zexpected_dataignorerK   rL   rM   r   r   r   test_ewm_sum   s    r   c                  C   sF   t td} d| d< | jddd  }t|d dk sBJ d S )Ni  r   r   d   F)r   r\   g{Gz?)r   r   Zzerosr   r   r|   abs)valsrL   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)rH          @g      @g       @)rH   g?gʍ"k@gY;@)rH   gRTU?gS@g	@r   r   r\   r]   )r   r   r   rI   rY   )r\   r]   srM   rL   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 )NrH   r   r   r   r	   )r   r   r   r   r   rI   rY   len)r   rL   r   r   r   test_ewma_nan_handling  s    (r   zs, adjust, ignore_na, wrH   g     @Y@gVUUUUU?gUUUUUU?gqq?gj/?g      I@gqq?g|	%?c                 C   sh   |  | t|   }| jd||d }t|| |du rd| jd|d }t|| d S )Nr   r   Fr{   )multiplyZcumsumr   Zffillr   r   rI   rY   )r   r\   r]   wrM   rL   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   rt   (   gVR?r   gƷC?r   g_!@r   gXlWY?r   )r   randomdefault_rngstandard_normalr3   r   r   r   r   rI   rY   )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 sd0    Y  |j
d	d |j
d
d d}tjt	|d |j
dd W d    n1 s0    Y  tjt	|d |j
d	d W d    n1 s0    Y  tjt	|d |j
dd W d    n1 s00    Y  |j
dd |j
dd d}tjt	|d |j
dd W d    n1 s0    Y  tjt	|d |j
d	d W d    n1 s0    Y  |j
d
d d}tjt	|d |j
dd W d    n1 s0    Y  tjt	|d |j
d	d W d    n1 sL0    Y  |j
d
d |j
dd tjt	|d |j
dd W d    n1 s0    Y  d S )Nr   r   rt   r   r%   r!   gr   rP   rU   r'   r   g?rH   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  sB    
***,,,,,r   method)r   ro   rp   c                 C   s4   t g tjd}|d}t||  }t|| d S )Nrm   rO   )r   r   float64r   r_   rI   assert_almost_equal)r   r   r   rL   r   r   r   test_ew_empty_series  s    
r   r   name)r   rp   ro   c                 C   s  t jdd}t j|d d< t j|dd < t|}t|jddd| }|d d  	 sdJ |dd   
 r|J t|jd| d| }|dkr|d d  	 sJ |dd   
 rJ n0|d d  	 sJ |dd   
 rJ tttdjd| d| }t|td	d ttd
gjd| d| }|dkrdt|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   rD   rs   r   rm   r   rH   )rD   r   )r   r   r   r   r   r   r_   r   ZisnaallanyobjectrI   rY   r3   rn   r   )rD   r   r   r   rL   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
  sJ t
|jd
d   rJ d S )Nr   r   index0   r>   r   rt   r   r      )r   r   r   r   r   r*   r   ilocr_   r   isnanvaluesr   r   )r   rF   r   rL   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	  sJ t
|jd	d   rJ 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   rt   r   rs   rm   rH   )r   r   r   r   r   r*   r   r   r_   r   r   r   r   r   r   rI   rY   )r   rD   rF   r   rL   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6 t
|jddd	| tjdd W d    n1 sz0    Y  d S )
Nr   r   r   r>   z#other must be a DataFrame or Seriesr!   rt   r   r   )r   r   r   r   r   r*   r   r+   r,   r-   r_   r   )r   rF   r/   r   r   r   *test_different_input_array_raise_exception8  s    r   )rp   ro   r   c                 C   s&   t | jdd| }t|ts"J d S Nr>   r   )r_   r   
isinstancer   )seriesr   Zseries_resultr   r   r   test_ewma_seriesE  s    r   c                 C   s&   t | jdd| }t|ts"J d S r   )r_   r   r   r   )framer   Zframe_resultr   r   r   test_ewma_frameK  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 sb0    Y  d}tjt|d |     W d    n1 s0    Y  d S )	N      #@r   rt   r   r    r!   r   1Must pass one of comass, span, halflife, or alphar   r   rI   r   r+   r,   r-   r   rF   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 sb0    Y  tjt|d | j d
dd W d    n1 s0    Y  tjt|d  | j d
ddd W d    n1 s0    Y  d}tjt|d |    W d    n1 s0    Y  d S )NgH+@r   rE   r   r    r!   rt   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 s40    Y  d}t jt|d |jddd W d    n1 st0    Y  t jt|d |jddd W d    n1 s0    Y  t jt|d |jddd W d    n1 s0    Y  d S )	Nr   r!   r    rE   r
   r#   )r   r   r   )r+   r,   r-   r   )r   r   r/   r   r   r   test_ewm_alpha_argn  s    &,,r   rv   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   rD   r   F)Zcheck_names)r_   r   locslicer   Z	droplevelrI   rY   )rv   r   rL   rM   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r||d}|r`dd	gng d}|| |gjd
dt}t|j	|ksJ t
|| d S )Nr   r   rO   r   r   r.   r.   r   numeric_onlyr   r   TZdrop)r   r8   r   r   r_   aggreset_indexfloatlistcolumnsrI   rJ   )	arithmetic_win_operatorsr   kernelr   r   oprL   r   rM   r   r   r   test_numeric_only_frame  s    
r   r   use_argc                 C   s   t g dddd}|d t|d< |r0|fnd}|jddd}t|| }||d	|i}|rfd
dgng d}|| t}	|r|	fnd}
|	jddd}t|| }||
d	|i}t|| d S )Nr   r   rO   r   rO   r   r.   r   r   r   r   r   r   )r   r8   r   r   r_   r   rI   rJ   )r   r   r   r   r[   r   r   rL   r   Zdf2arg2ewm2op2rM   r   r   r    test_numeric_only_corr_cov_frame  s    

r   rn   c           
      C   s   | }t dg|d}|jddd}t||d }|d u r>td |r|tu rd| d}tjt|d ||d	 W d    q1 s0    Y  n0||d	}||gj	d
d
t}	t||	 d S )Nr   rm   r   r   zNo op to testExponentialMovingWindow.  does not implement numeric_onlyr!   r   Tr   )r   r   r_   r+   skipr   r,   ri   r   r   r8   r   rI   rY   )
r   r   rn   r   rV   r   r   r/   rL   rM   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|| }|r|tu rd|  d}tjt|d	 ||d
|i W d    q1 s0    Y  nX||d
|i}	|t}
|r|
fnd}|
jddd}t|| }||d
|i}t	
|	| d S )Nr   rm   r   r   r   r   r   r   r!   r   )r   r   r_   r   r+   r,   ri   r8   r   rI   rY   )r   r   r   rn   rV   r[   r   r   r/   rL   Zser2r   r   r   rM   r   r   r   !test_numeric_only_corr_cov_series  s    
.

r   ):numpyr   r+   Zpandasr   r   r   r   Zpandas._testingZ_testingrI   r   r0   r5   r9   r;   r=   markZparametrizer3   r8   rQ   rN   rT   rW   rZ   rh   rj   r*   r   r   rx   rz   r}   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  +





$
	
	








 	
)
)





