mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 04:42:38 +08:00
Jonathan Kamens
60 lines
1.8 KiB
Python
60 lines
1.8 KiB
Python
#
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# Copyright 2015 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import random
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import pandas as pd
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import numpy as np
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from numpy.testing import assert_almost_equal
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from unittest import TestCase
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from zipline.utils.munge import bfill, ffill
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class MungeTests(TestCase):
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def test_bfill(self):
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# test ndim=1
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N = 100
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s = pd.Series(np.random.randn(N))
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mask = random.sample(range(N), 10)
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s.iloc[mask] = np.nan
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correct = s.bfill().values
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test = bfill(s.values)
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assert_almost_equal(correct, test)
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# test ndim=2
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df = pd.DataFrame(np.random.randn(N, N))
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df.iloc[mask] = np.nan
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correct = df.bfill().values
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test = bfill(df.values)
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assert_almost_equal(correct, test)
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def test_ffill(self):
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# test ndim=1
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N = 100
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s = pd.Series(np.random.randn(N))
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mask = random.sample(range(N), 10)
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s.iloc[mask] = np.nan
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correct = s.ffill().values
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test = ffill(s.values)
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assert_almost_equal(correct, test)
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# test ndim=2
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df = pd.DataFrame(np.random.randn(N, N))
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df.iloc[mask] = np.nan
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correct = df.ffill().values
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test = ffill(df.values)
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assert_almost_equal(correct, test)
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