test_window.py 文件源码

def test_expanding_cov_pairwise_diff_length(self):
        # GH 7512
        df1 = DataFrame([[1, 5], [3, 2], [3, 9]], columns=['A', 'B'])
        df1a = DataFrame([[1, 5], [3, 9]], index=[0, 2], columns=['A', 'B'])
        df2 = DataFrame([[5, 6], [None, None], [2, 1]], columns=['X', 'Y'])
        df2a = DataFrame([[5, 6], [2, 1]], index=[0, 2], columns=['X', 'Y'])
        result1 = df1.expanding().cov(df2a, pairwise=True)[2]
        result2 = df1.expanding().cov(df2a, pairwise=True)[2]
        result3 = df1a.expanding().cov(df2, pairwise=True)[2]
        result4 = df1a.expanding().cov(df2a, pairwise=True)[2]
        expected = DataFrame([[-3., -5.], [-6., -10.]], index=['A', 'B'],
                             columns=['X', 'Y'])
        assert_frame_equal(result1, expected)
        assert_frame_equal(result2, expected)
        assert_frame_equal(result3, expected)
        assert_frame_equal(result4, expected)