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CustomDateFeatureSet returns summed array from dates

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This commit is contained in:
Dr. Kashif Rasul
2020-06-16 18:38:53 +02:00
parent 9ac375a89d
commit e063a64ccc
3 changed files with 82 additions and 48 deletions
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test/feature/test_holiday.py
+31 -14
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@@ -43,7 +43,7 @@ from pts.feature.holiday import (
squared_exponential_kernel,
exponential_kernel,
CustomDateFeatureSet,
CustomHolidayFeatureSet
CustomHolidayFeatureSet,
)
test_dates = {
@@ -105,7 +105,13 @@ test_dates = {
CHRISTMAS_EVE: ["2016-12-24", "2017-12-24", "2018-12-24", "2019-12-24"],
CHRISTMAS_DAY: ["2016-12-25", "2017-12-25", "2018-12-25", "2019-12-25"],
NEW_YEARS_EVE: ["2016-12-31", "2017-12-31", "2018-12-31", "2019-12-31"],
BLACK_FRIDAY: ["2016-11-25", "2017-11-24", "2018-11-23", "2019-11-29", "2020-11-27"],
BLACK_FRIDAY: [
"2016-11-25",
"2017-11-24",
"2018-11-23",
"2019-11-29",
"2020-11-27",
],
CYBER_MONDAY: ["2016-11-28", "2017-11-27", "2018-11-26", "2019-12-2", "2020-11-30"],
}
@@ -258,10 +264,14 @@ def test_special_date_feature_set_daily_squared_exponential():
sfs = SpecialDateFeatureSet([CHRISTMAS_EVE, CHRISTMAS_DAY], squared_exp_kernel)
computed_features = sfs(date_indices)
np.testing.assert_almost_equal(computed_features, reference_features, decimal=6)
def test_custom_date_feature_set():
ref_dates = [pd.to_datetime('20191129', format='%Y%m%d'), pd.to_datetime('20200101', format='%Y%m%d')]
ref_dates = [
pd.to_datetime("20191129", format="%Y%m%d"),
pd.to_datetime("20200101", format="%Y%m%d"),
]
kernel = exponential_kernel(alpha=1.0)
@@ -269,16 +279,22 @@ def test_custom_date_feature_set():
sfs = SpecialDateFeatureSet([BLACK_FRIDAY, NEW_YEARS_DAY], kernel)
date_indices = pd.date_range(
start=pd.to_datetime('20191101', format='%Y%m%d'),
end=pd.to_datetime('20200131', format='%Y%m%d'),
freq='D')
start=pd.to_datetime("20191101", format="%Y%m%d"),
end=pd.to_datetime("20200131", format="%Y%m%d"),
freq="D",
)
assert (
np.sum(cfs(date_indices) - sfs(date_indices).sum(0, keepdims=True)) == 0
), "Features don't match"
assert(np.sum(cfs(date_indices) - sfs(date_indices)) == 0), "Features don't match"
def test_custom_holiday_feature_set():
custom_holidays = [Holiday("New Years Day", month=1, day=1), Holiday("Christmas Day", month=12, day=25)]
custom_holidays = [
Holiday("New Years Day", month=1, day=1),
Holiday("Christmas Day", month=12, day=25),
]
kernel = exponential_kernel(alpha=1.0)
@@ -286,8 +302,9 @@ def test_custom_holiday_feature_set():
sfs = SpecialDateFeatureSet([NEW_YEARS_DAY, CHRISTMAS_DAY], kernel)
date_indices = pd.date_range(
start=pd.to_datetime('20191101', format='%Y%m%d'),
end=pd.to_datetime('20200131', format='%Y%m%d'),
freq='D')
start=pd.to_datetime("20191101", format="%Y%m%d"),
end=pd.to_datetime("20200131", format="%Y%m%d"),
freq="D",
)
assert(np.sum(cfs(date_indices) - sfs(date_indices)) == 0), "Features don't match"
assert np.sum(cfs(date_indices) - sfs(date_indices)) == 0, "Features don't match"