""" Tests for zipline/utils/pandas_utils.py """ import pandas as pd from zipline.testing import parameter_space, ZiplineTestCase from zipline.utils.pandas_utils import nearest_unequal_elements class TestNearestUnequalElements(ZiplineTestCase): @parameter_space(tz=['UTC', 'US/Eastern'], __fail_fast=True) def test_nearest_unequal_elements(self, tz): dts = pd.to_datetime( ['2014-01-01', '2014-01-05', '2014-01-06', '2014-01-09'], ).tz_localize(tz) t = lambda s: None if s is None else pd.Timestamp(s, tz=tz) for dt, before, after in (('2013-12-30', None, '2014-01-01'), ('2013-12-31', None, '2014-01-01'), ('2014-01-01', None, '2014-01-05'), ('2014-01-02', '2014-01-01', '2014-01-05'), ('2014-01-03', '2014-01-01', '2014-01-05'), ('2014-01-04', '2014-01-01', '2014-01-05'), ('2014-01-05', '2014-01-01', '2014-01-06'), ('2014-01-06', '2014-01-05', '2014-01-09'), ('2014-01-07', '2014-01-06', '2014-01-09'), ('2014-01-08', '2014-01-06', '2014-01-09'), ('2014-01-09', '2014-01-06', None), ('2014-01-10', '2014-01-09', None), ('2014-01-11', '2014-01-09', None)): computed = nearest_unequal_elements(dts, t(dt)) expected = (t(before), t(after)) self.assertEqual(computed, expected) @parameter_space(tz=['UTC', 'US/Eastern'], __fail_fast=True) def test_nearest_unequal_elements_short_dts(self, tz): # Length 1. dts = pd.to_datetime(['2014-01-01']).tz_localize(tz) t = lambda s: None if s is None else pd.Timestamp(s, tz=tz) for dt, before, after in (('2013-12-31', None, '2014-01-01'), ('2014-01-01', None, None), ('2014-01-02', '2014-01-01', None)): computed = nearest_unequal_elements(dts, t(dt)) expected = (t(before), t(after)) self.assertEqual(computed, expected) # Length 0 dts = pd.to_datetime([]).tz_localize(tz) for dt, before, after in (('2013-12-31', None, None), ('2014-01-01', None, None), ('2014-01-02', None, None)): computed = nearest_unequal_elements(dts, t(dt)) expected = (t(before), t(after)) self.assertEqual(computed, expected) def test_nearest_unequal_bad_input(self): with self.assertRaises(ValueError) as e: nearest_unequal_elements( pd.to_datetime(['2014', '2014']), pd.Timestamp('2014'), ) self.assertEqual(str(e.exception), 'dts must be unique') with self.assertRaises(ValueError) as e: nearest_unequal_elements( pd.to_datetime(['2014', '2013']), pd.Timestamp('2014'), ) self.assertEqual( str(e.exception), 'dts must be sorted in increasing order', )