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TST: expand tests

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DOC: add comment to workaround line
This commit is contained in:
Maya Tydykov
2016-06-17 15:20:49 -04:00
parent 9395a469f0
commit 321e6f719f
2 changed files with 38 additions and 21 deletions
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tests/pipeline/test_events.py
+31 -17
View File
@@ -6,6 +6,7 @@ import itertools
from itertools import product
import blaze as bz
from nose_parameterized import parameterized
import numpy as np
import pandas as pd
from pandas.util.testing import assert_series_equal
@@ -462,31 +463,44 @@ class BlazeEventsLoaderTestCase(EventsLoaderTestCase):
class EventLoaderUtilsTestCase(ZiplineTestCase):
dates = [pd.Timestamp('2013-01-04 3:00:00'), pd.Timestamp('2013-01-24'),
pd.Timestamp('2013-04-04'), pd.Timestamp('2013-04-21')]
combos = list(itertools.permutations(dates))
def test_normalize_to_query_time(self):
# Order matters in pandas 18.0.2. Prior to that, using tz_convert on
# a DatetimeIndex with DST/EST timestamps mixed resulted in some of
# them being an hour off (1 hour past midnight).
expected = pd.Series(
[pd.Timestamp('2013-01-04'),
dates = [pd.Timestamp('2013-01-04 3:00:00'),
pd.Timestamp('2013-01-24'),
pd.Timestamp('2013-01-31 20:00:00'),
pd.Timestamp('2013-04-04'),
pd.Timestamp('2013-04-21')]
).reset_index(drop=True)
combos = list(itertools.permutations(dates))
expected_us = pd.Series(
[pd.Timestamp('2013-01-04'),
pd.Timestamp('2013-01-24'),
pd.Timestamp('2013-02-01'),
pd.Timestamp('2013-04-04'),
pd.Timestamp('2013-04-21')]
)
# Russia's TZ offset is +3
expected_russia = pd.Series(
[pd.Timestamp('2013-01-04'),
pd.Timestamp('2013-01-24'),
pd.Timestamp('2013-01-31'),
pd.Timestamp('2013-04-04'),
pd.Timestamp('2013-04-21')]
)
# Test with timezones on either side of the meridian
@parameterized.expand([(expected_us, 'US/Eastern', time(8, 45)),
(expected_russia, 'Europe/Moscow', time(16, 45))])
def test_normalize_to_query_time(self, expected, tz, query_time):
# Order matters in pandas 0.18.2. Prior to that, using tz_convert on
# a DatetimeIndex with DST/EST timestamps mixed resulted in some of
# them being an hour off (1 hour past midnight).
for combo in self.combos:
df = pd.DataFrame({"timestamp": combo})
tz = 'US/Eastern'
query_time = time(8, 45)
result = normalize_timestamp_to_query_time(df,
query_time,
tz,
inplace=False,
ts_field='timestamp')
result = result.sort("timestamp").reset_index(drop=True)
assert_series_equal(result['timestamp'], expected)
assert_series_equal(result['timestamp'], expected,
check_names=False)
zipline/pipeline/loaders/utils.py
+7 -4
View File
@@ -237,12 +237,15 @@ def normalize_timestamp_to_query_time(df,
_midnight,
include_end=False,
)
# for all of the times that are greater than our query time add 1
# day and truncate to the date
# For all of the times that are greater than our query time add 1
# day and truncate to the date.
# We normalize twice here because of a bug in pandas 0.16.1 that causes
# tz_localize() to shift some timestamps by an hour if they are not grouped
# together by DST/EST.
df.loc[to_roll_forward, ts_field] = (
dtidx_local_time[to_roll_forward] + datetime.timedelta(days=1)
).normalize().tz_localize(None).tz_localize('utc').normalize() # cast
# back to utc
).normalize().tz_localize(None).tz_localize('utc').normalize()
df.loc[~to_roll_forward, ts_field] = dtidx[~to_roll_forward].normalize()
return df