test_window.py 文件源码

def test_flex_binary_frame(self):
        def _check(method):
            series = self.frame[1]

            res = getattr(series.rolling(window=10), method)(self.frame)
            res2 = getattr(self.frame.rolling(window=10), method)(series)
            exp = self.frame.apply(lambda x: getattr(
                series.rolling(window=10), method)(x))

            tm.assert_frame_equal(res, exp)
            tm.assert_frame_equal(res2, exp)

            frame2 = self.frame.copy()
            frame2.values[:] = np.random.randn(*frame2.shape)

            res3 = getattr(self.frame.rolling(window=10), method)(frame2)
            exp = DataFrame(dict((k, getattr(self.frame[k].rolling(
                window=10), method)(frame2[k])) for k in self.frame))
            tm.assert_frame_equal(res3, exp)

        methods = ['corr', 'cov']
        for meth in methods:
            _check(meth)