mirror of
https://github.com/wassname/catalyst.git
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Eddie Hebert
9f60524e14
From pep-0008: ``` Always use a def statement instead of an assignment statement that binds a lambda expression directly to an identifier. Yes: def f(x): return 2*x No: f = lambda x: 2*x The first form means that the name of the resulting function object is specifically 'f' instead of the generic '<lambda>'. This is more useful for tracebacks and string representations in general. The use of the assignment statement eliminates the sole benefit a lambda expression can offer over an explicit def statement (i.e. that it can be embedded inside a larger expression) ```
83 lines
3.3 KiB
Python
83 lines
3.3 KiB
Python
"""
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Tests for zipline/utils/pandas_utils.py
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"""
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import pandas as pd
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from zipline.testing import parameter_space, ZiplineTestCase
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from zipline.utils.pandas_utils import nearest_unequal_elements
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class TestNearestUnequalElements(ZiplineTestCase):
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@parameter_space(tz=['UTC', 'US/Eastern'], __fail_fast=True)
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def test_nearest_unequal_elements(self, tz):
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dts = pd.to_datetime(
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['2014-01-01', '2014-01-05', '2014-01-06', '2014-01-09'],
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).tz_localize(tz)
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def t(s):
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return None if s is None else pd.Timestamp(s, tz=tz)
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for dt, before, after in (('2013-12-30', None, '2014-01-01'),
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('2013-12-31', None, '2014-01-01'),
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('2014-01-01', None, '2014-01-05'),
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('2014-01-02', '2014-01-01', '2014-01-05'),
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('2014-01-03', '2014-01-01', '2014-01-05'),
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('2014-01-04', '2014-01-01', '2014-01-05'),
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('2014-01-05', '2014-01-01', '2014-01-06'),
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('2014-01-06', '2014-01-05', '2014-01-09'),
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('2014-01-07', '2014-01-06', '2014-01-09'),
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('2014-01-08', '2014-01-06', '2014-01-09'),
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('2014-01-09', '2014-01-06', None),
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('2014-01-10', '2014-01-09', None),
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('2014-01-11', '2014-01-09', None)):
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computed = nearest_unequal_elements(dts, t(dt))
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expected = (t(before), t(after))
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self.assertEqual(computed, expected)
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@parameter_space(tz=['UTC', 'US/Eastern'], __fail_fast=True)
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def test_nearest_unequal_elements_short_dts(self, tz):
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# Length 1.
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dts = pd.to_datetime(['2014-01-01']).tz_localize(tz)
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def t(s):
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return None if s is None else pd.Timestamp(s, tz=tz)
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for dt, before, after in (('2013-12-31', None, '2014-01-01'),
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('2014-01-01', None, None),
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('2014-01-02', '2014-01-01', None)):
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computed = nearest_unequal_elements(dts, t(dt))
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expected = (t(before), t(after))
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self.assertEqual(computed, expected)
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# Length 0
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dts = pd.to_datetime([]).tz_localize(tz)
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for dt, before, after in (('2013-12-31', None, None),
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('2014-01-01', None, None),
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('2014-01-02', None, None)):
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computed = nearest_unequal_elements(dts, t(dt))
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expected = (t(before), t(after))
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self.assertEqual(computed, expected)
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def test_nearest_unequal_bad_input(self):
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with self.assertRaises(ValueError) as e:
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nearest_unequal_elements(
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pd.to_datetime(['2014', '2014']),
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pd.Timestamp('2014'),
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)
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self.assertEqual(str(e.exception), 'dts must be unique')
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with self.assertRaises(ValueError) as e:
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nearest_unequal_elements(
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pd.to_datetime(['2014', '2013']),
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pd.Timestamp('2014'),
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)
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self.assertEqual(
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str(e.exception),
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'dts must be sorted in increasing order',
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)
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