Old engine for Continuous Time Bayesian Networks. Superseded by reCTBN. 🐍
https://github.com/madlabunimib/PyCTBN
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310 lines
7.2 KiB
310 lines
7.2 KiB
from datetime import datetime, timedelta
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import numpy as np
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from numpy.random import randn
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import pytest
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import pandas.util._test_decorators as td
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from pandas import DataFrame, Series, bdate_range, notna
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@pytest.fixture(params=[True, False])
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def raw(request):
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return request.param
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@pytest.fixture(
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params=[
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"triang",
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"blackman",
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"hamming",
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"bartlett",
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"bohman",
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"blackmanharris",
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"nuttall",
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"barthann",
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]
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)
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def win_types(request):
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return request.param
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@pytest.fixture(params=["kaiser", "gaussian", "general_gaussian", "exponential"])
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def win_types_special(request):
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return request.param
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@pytest.fixture(
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params=["sum", "mean", "median", "max", "min", "var", "std", "kurt", "skew"]
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)
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def arithmetic_win_operators(request):
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return request.param
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@pytest.fixture(params=["right", "left", "both", "neither"])
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def closed(request):
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return request.param
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@pytest.fixture(params=[True, False])
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def center(request):
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return request.param
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@pytest.fixture(params=[None, 1])
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def min_periods(request):
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return request.param
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@pytest.fixture(params=[True, False])
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def parallel(request):
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"""parallel keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def nogil(request):
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"""nogil keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(params=[True, False])
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def nopython(request):
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"""nopython keyword argument for numba.jit"""
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return request.param
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@pytest.fixture(
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params=[pytest.param("numba", marks=td.skip_if_no("numba", "0.46.0")), "cython"]
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)
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def engine(request):
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"""engine keyword argument for rolling.apply"""
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return request.param
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@pytest.fixture(
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params=[
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pytest.param(("numba", True), marks=td.skip_if_no("numba", "0.46.0")),
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("cython", True),
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("cython", False),
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]
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)
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def engine_and_raw(request):
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"""engine and raw keyword arguments for rolling.apply"""
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return request.param
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# create the data only once as we are not setting it
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def _create_consistency_data():
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def create_series():
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return [
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Series(dtype=object),
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Series([np.nan]),
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Series([np.nan, np.nan]),
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Series([3.0]),
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Series([np.nan, 3.0]),
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Series([3.0, np.nan]),
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Series([1.0, 3.0]),
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Series([2.0, 2.0]),
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Series([3.0, 1.0]),
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Series(
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[5.0, 5.0, 5.0, 5.0, np.nan, np.nan, np.nan, 5.0, 5.0, np.nan, np.nan]
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),
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Series(
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[
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np.nan,
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5.0,
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5.0,
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5.0,
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np.nan,
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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]
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),
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Series(
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[
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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np.nan,
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5.0,
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5.0,
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np.nan,
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np.nan,
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]
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),
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Series(
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[
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np.nan,
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3.0,
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np.nan,
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3.0,
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4.0,
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5.0,
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6.0,
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np.nan,
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np.nan,
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7.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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np.nan,
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5.0,
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np.nan,
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2.0,
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4.0,
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0.0,
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9.0,
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np.nan,
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np.nan,
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3.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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2.0,
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3.0,
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np.nan,
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3.0,
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4.0,
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5.0,
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6.0,
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np.nan,
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np.nan,
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7.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(
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[
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2.0,
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5.0,
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np.nan,
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2.0,
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4.0,
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0.0,
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9.0,
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np.nan,
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np.nan,
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3.0,
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12.0,
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13.0,
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14.0,
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15.0,
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]
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),
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Series(range(10)),
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Series(range(20, 0, -2)),
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]
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def create_dataframes():
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return [
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DataFrame(),
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DataFrame(columns=["a"]),
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DataFrame(columns=["a", "a"]),
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DataFrame(columns=["a", "b"]),
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DataFrame(np.arange(10).reshape((5, 2))),
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DataFrame(np.arange(25).reshape((5, 5))),
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DataFrame(np.arange(25).reshape((5, 5)), columns=["a", "b", 99, "d", "d"]),
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] + [DataFrame(s) for s in create_series()]
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def is_constant(x):
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values = x.values.ravel("K")
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return len(set(values[notna(values)])) == 1
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def no_nans(x):
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return x.notna().all().all()
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# data is a tuple(object, is_constant, no_nans)
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data = create_series() + create_dataframes()
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return [(x, is_constant(x), no_nans(x)) for x in data]
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@pytest.fixture(params=_create_consistency_data())
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def consistency_data(request):
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"""Create consistency data"""
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return request.param
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def _create_arr():
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"""Internal function to mock an array."""
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arr = randn(100)
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locs = np.arange(20, 40)
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arr[locs] = np.NaN
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return arr
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def _create_rng():
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"""Internal function to mock date range."""
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rng = bdate_range(datetime(2009, 1, 1), periods=100)
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return rng
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def _create_series():
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"""Internal function to mock Series."""
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arr = _create_arr()
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series = Series(arr.copy(), index=_create_rng())
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return series
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def _create_frame():
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"""Internal function to mock DataFrame."""
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rng = _create_rng()
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return DataFrame(randn(100, 10), index=rng, columns=np.arange(10))
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@pytest.fixture
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def nan_locs():
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"""Make a range as loc fixture."""
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return np.arange(20, 40)
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@pytest.fixture
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def arr():
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"""Make an array as fixture."""
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return _create_arr()
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@pytest.fixture
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def frame():
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"""Make mocked frame as fixture."""
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return _create_frame()
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@pytest.fixture
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def series():
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"""Make mocked series as fixture."""
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return _create_series()
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@pytest.fixture(params=[_create_series(), _create_frame()])
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def which(request):
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"""Turn parametrized which as fixture for series and frame"""
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return request.param
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@pytest.fixture(params=["1 day", timedelta(days=1)])
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def halflife_with_times(request):
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"""Halflife argument for EWM when times is specified."""
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return request.param
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