test_window.py 文件源码

def test_rolling_functions_window_non_shrinkage(self):
        # GH 7764
        s = Series(range(4))
        s_expected = Series(np.nan, index=s.index)
        df = DataFrame([[1, 5], [3, 2], [3, 9], [-1, 0]], columns=['A', 'B'])
        df_expected = DataFrame(np.nan, index=df.index, columns=df.columns)
        df_expected_panel = Panel(items=df.index, major_axis=df.columns,
                                  minor_axis=df.columns)

        functions = [lambda x: (x.rolling(window=10, min_periods=5)
                                .cov(x, pairwise=False)),
                     lambda x: (x.rolling(window=10, min_periods=5)
                                .corr(x, pairwise=False)),
                     lambda x: x.rolling(window=10, min_periods=5).max(),
                     lambda x: x.rolling(window=10, min_periods=5).min(),
                     lambda x: x.rolling(window=10, min_periods=5).sum(),
                     lambda x: x.rolling(window=10, min_periods=5).mean(),
                     lambda x: x.rolling(window=10, min_periods=5).std(),
                     lambda x: x.rolling(window=10, min_periods=5).var(),
                     lambda x: x.rolling(window=10, min_periods=5).skew(),
                     lambda x: x.rolling(window=10, min_periods=5).kurt(),
                     lambda x: x.rolling(
                         window=10, min_periods=5).quantile(quantile=0.5),
                     lambda x: x.rolling(window=10, min_periods=5).median(),
                     lambda x: x.rolling(window=10, min_periods=5).apply(sum),
                     lambda x: x.rolling(win_type='boxcar',
                                         window=10, min_periods=5).mean()]
        for f in functions:
            try:
                s_result = f(s)
                assert_series_equal(s_result, s_expected)

                df_result = f(df)
                assert_frame_equal(df_result, df_expected)
            except (ImportError):

                # scipy needed for rolling_window
                continue

        functions = [lambda x: (x.rolling(window=10, min_periods=5)
                                .cov(x, pairwise=True)),
                     lambda x: (x.rolling(window=10, min_periods=5)
                                .corr(x, pairwise=True))]
        for f in functions:
            df_result_panel = f(df)
            assert_panel_equal(df_result_panel, df_expected_panel)