test_window.py 文件源码

python
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项目:PyDataLondon29-EmbarrassinglyParallelDAWithAWSLambda 作者: SignalMedia 项目源码 文件源码
def test_rolling_kurt_edge_cases(self):

        all_nan = Series([np.NaN] * 5)

        # yields all NaN (0 variance)
        d = Series([1] * 5)
        x = d.rolling(window=5).kurt()
        assert_series_equal(all_nan, x)

        # yields all NaN (window too small)
        d = Series(np.random.randn(5))
        x = d.rolling(window=3).kurt()
        assert_series_equal(all_nan, x)

        # yields [NaN, NaN, NaN, 1.224307, 2.671499]
        d = Series([-1.50837035, -0.1297039, 0.19501095, 1.73508164, 0.41941401
                    ])
        expected = Series([np.NaN, np.NaN, np.NaN, 1.224307, 2.671499])
        x = d.rolling(window=4).kurt()
        assert_series_equal(expected, x)
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