# # 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)