MAINT: Remove unused module.

Remove module, last usage was removed during lazy access pattern
rewrite.
This commit is contained in:
Eddie Hebert
2016-06-21 09:50:00 -04:00
parent 9f02f147b0
commit 87843e22fe
2 changed files with 0 additions and 138 deletions
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#
# Copyright 2015 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import random
import pandas as pd
import numpy as np
from numpy.testing import assert_almost_equal
from unittest import TestCase
from zipline.utils.munge import bfill, ffill
class MungeTests(TestCase):
def test_bfill(self):
# test ndim=1
N = 100
s = pd.Series(np.random.randn(N))
mask = random.sample(range(N), 10)
s.iloc[mask] = np.nan
correct = s.bfill().values
test = bfill(s.values)
assert_almost_equal(correct, test)
# test ndim=2
df = pd.DataFrame(np.random.randn(N, N))
df.iloc[mask] = np.nan
correct = df.bfill().values
test = bfill(df.values)
assert_almost_equal(correct, test)
def test_ffill(self):
# test ndim=1
N = 100
s = pd.Series(np.random.randn(N))
mask = random.sample(range(N), 10)
s.iloc[mask] = np.nan
correct = s.ffill().values
test = ffill(s.values)
assert_almost_equal(correct, test)
# test ndim=2
df = pd.DataFrame(np.random.randn(N, N))
df.iloc[mask] = np.nan
correct = df.ffill().values
test = ffill(df.values)
assert_almost_equal(correct, test)
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#
# Copyright 2015 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from pandas.core.common import mask_missing
try:
from pandas.core.common import backfill_2d, pad_2d
except ImportError:
# In 0.17, pad_2d and backfill_2d werw moved from pandas.core.common to
# pandas.core.missing
from pandas.core.missing import backfill_2d, pad_2d
def _interpolate(values, method, axis=None):
if values.ndim == 1:
axis = 0
elif values.ndim == 2:
axis = 1
else:
raise Exception("Cannot interpolate array with more than 2 dims")
values = values.copy()
values = interpolate_2d(values, method, axis=axis)
return values
def interpolate_2d(values, method='pad', axis=0, limit=None, fill_value=None):
"""
Copied from the 0.15.2. This did not exist in 0.12.0.
Differences:
- Don't depend on pad_2d and backfill_2d to return values
- Removed dtype kwarg. 0.12.0 did not have this option.
"""
transf = (lambda x: x) if axis == 0 else (lambda x: x.T)
# reshape a 1 dim if needed
ndim = values.ndim
if values.ndim == 1:
if axis != 0: # pragma: no cover
raise AssertionError("cannot interpolate on a ndim == 1 with "
"axis != 0")
values = values.reshape(tuple((1,) + values.shape))
if fill_value is None:
mask = None
else: # todo create faster fill func without masking
mask = mask_missing(transf(values), fill_value)
# Note: pad_2d and backfill_2d work inplace in 0.12.0 and 0.15.2
# in 0.15.2 they also return a reference to values
if method == 'pad':
pad_2d(transf(values), limit=limit, mask=mask)
else:
backfill_2d(transf(values), limit=limit, mask=mask)
# reshape back
if ndim == 1:
values = values[0]
return values
def ffill(values, axis=None):
return _interpolate(values, 'pad', axis=axis)
def bfill(values, axis=None):
return _interpolate(values, 'bfill', axis=axis)