diff --git a/.github/workflows/ci-on-pullreq.yaml b/.github/workflows/ci-on-pullreq.yaml index 88659e8..3096bda 100644 --- a/.github/workflows/ci-on-pullreq.yaml +++ b/.github/workflows/ci-on-pullreq.yaml @@ -9,7 +9,7 @@ jobs: fail-fast: true matrix: os: ["ubuntu-latest", "macos-latest", "windows-latest"] - python-version: ["3.9", "3.10", "3.11", "3.12"] + python-version: ["3.10", "3.11", "3.12"] steps: - name: Checkout source diff --git a/.readthedocs.yml b/.readthedocs.yml index d4e0ea0..fa67133 100644 --- a/.readthedocs.yml +++ b/.readthedocs.yml @@ -5,16 +5,16 @@ build: tools: python: "3.10" jobs: - post_create_environment: - # Install poetry - # https://python-poetry.org/docs/#installing-manually + + post_install: - pip install poetry # Tell poetry to not use a virtual environment - - poetry config virtualenvs.create false - post_install: # Install dependencies with 'docs' dependency group # https://python-poetry.org/docs/managing-dependencies/#dependency-groups - - poetry install --with docs + - poetry export -f requirements.txt --without-hashes --without-urls --with docs -o requirements.txt + - pip install -r requirements.txt + #- pip list + sphinx: configuration: docs/conf.py diff --git a/dev_scripts/checks.py b/dev_scripts/checks.py new file mode 100644 index 0000000..265a864 --- /dev/null +++ b/dev_scripts/checks.py @@ -0,0 +1,42 @@ +import pandas as pd +import portfolyo as pf +from portfolyo.core.shared import concat + + +def get_idx( + startdate: str, starttime: str, tz: str, freq: str, enddate: str +) -> pd.DatetimeIndex: + # Empty index. + if startdate is None: + return pd.DatetimeIndex([], freq=freq, tz=tz) + # Normal index. + ts_start = pd.Timestamp(f"{startdate} {starttime}", tz=tz) + ts_end = pd.Timestamp(f"{enddate} {starttime}", tz=tz) + return pd.date_range(ts_start, ts_end, freq=freq, inclusive="left") + + +index = pd.date_range("2020", "2024", freq="QS", inclusive="left") +# index2 = pd.date_range("2023", "2025", freq="QS", inclusive="left") +# pfl = pf.dev.get_flatpfline(index) +# pfl2 = pf.dev.get_flatpfline(index2) +# print(pfl) +# print(pfl2) + +# pfs = pf.dev.get_pfstate(index) + +# pfs2 = pf.dev.get_pfstate(index2) +# pfl3 = concat.general(pfl, pfl2) +# print(pfl3) + +# print(index) +# print(index2) + +whole_pfl = pf.dev.get_nestedpfline(index) +pfl_a = whole_pfl.slice[:"2021"] + +pfl_b = whole_pfl.slice["2021":"2022"] +pfl_c = whole_pfl.slice["2022":] +result = concat.concat_pflines(pfl_a, pfl_b, pfl_c) +result2 = concat.concat_pflines(pfl_b, pfl_c, pfl_a) +print(result) +print(result2) diff --git a/docs/core/pfline.rst b/docs/core/pfline.rst index 0bf29bb..2c907cc 100644 --- a/docs/core/pfline.rst +++ b/docs/core/pfline.rst @@ -269,6 +269,7 @@ Another slicing method is implemented with the ``.slice[]`` property. The improv # --- hide: stop --- + Concatenation ============= diff --git a/docs/savefig/fig_hedge.png b/docs/savefig/fig_hedge.png index a487121..2fea7c3 100644 Binary files a/docs/savefig/fig_hedge.png and b/docs/savefig/fig_hedge.png differ diff --git a/docs/savefig/fig_offtake.png b/docs/savefig/fig_offtake.png index 427e2c2..db42f87 100644 Binary files a/docs/savefig/fig_offtake.png and b/docs/savefig/fig_offtake.png differ diff --git a/docs/savefig/fig_plot_pfl.png b/docs/savefig/fig_plot_pfl.png index 03698fa..a379a06 100644 Binary files a/docs/savefig/fig_plot_pfl.png and b/docs/savefig/fig_plot_pfl.png differ diff --git a/docs/savefig/fig_plot_pfs.png b/docs/savefig/fig_plot_pfs.png index a00e5de..8ac43f3 100644 Binary files a/docs/savefig/fig_plot_pfs.png and b/docs/savefig/fig_plot_pfs.png differ diff --git a/poetry.lock b/poetry.lock index 582f065..75f72d5 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,25 +1,25 @@ -# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.7.0 and should not be changed by hand. 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"pytest-ignore-flaky", "pytest-mypy (>=0.9.1)", "pytest-ruff"] +docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] +testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "pytest (>=6)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy", "pytest-ruff (>=0.2.1)"] [metadata] lock-version = "2.0" -python-versions = "^3.9" -content-hash = "cc0cdc76ab8b5f234e70e625215e81e9936fdf1b69afc7403abd9436ace0f73a" +python-versions = ">=3.10" +content-hash = "9b3f92591fdf8db7b05f07db841b4055a7874c200a012dec326b021af6f5e95a" diff --git a/portfolyo/__init__.py b/portfolyo/__init__.py index 8add0e2..c47890d 100644 --- a/portfolyo/__init__.py +++ b/portfolyo/__init__.py @@ -1,10 +1,9 @@ """Package to analyse and manipulate timeseries related to power and gas offtake portfolios.""" - from . import _version, dev, tools from .core import extendpandas # extend functionalty of pandas from .core import suppresswarnings -from .core.mixins.plot import plot_pfstates +from .core.shared.plot import plot_pfstates from .core.pfline import Kind, PfLine, Structure, create from .core.pfstate import PfState from .prices.hedge import hedge @@ -15,6 +14,9 @@ from .tools.tzone import force_agnostic, force_aware from .tools.unit import Q_, ureg, Unit from .tools.wavg import general as wavg +from .core.shared.concat import general as concat + +# from .core.shared.concat import general as concat VOLUME = Kind.VOLUME diff --git a/portfolyo/core/pfline/classes.py b/portfolyo/core/pfline/classes.py index d750db3..740bea2 100644 --- a/portfolyo/core/pfline/classes.py +++ b/portfolyo/core/pfline/classes.py @@ -8,7 +8,7 @@ import pandas as pd from ... import tools -from ..mixins import ExcelClipboardOutput, PfLinePlot, PfLineText +from ..shared import ExcelClipboardOutput, PfLinePlot, PfLineText from ..ndframelike import NDFrameLike from . import ( create, @@ -286,7 +286,7 @@ class FlatPfLine(PfLine): hedge_with = prices.Flat.hedge_with # map_to_year => on child classes loc = flat_methods.loc - slice = flat_methods.slice # meh + slice = flat_methods.slice __getitem__ = flat_methods.__getitem__ # __bool__ => on child classes __eq__ = flat_methods.__eq__ diff --git a/portfolyo/core/pfline/flat_methods.py b/portfolyo/core/pfline/flat_methods.py index 155ff0f..5511f02 100644 --- a/portfolyo/core/pfline/flat_methods.py +++ b/portfolyo/core/pfline/flat_methods.py @@ -2,9 +2,10 @@ from typing import TYPE_CHECKING, Any +from portfolyo import tools + from ... import testing import pandas as pd -from datetime import timedelta if TYPE_CHECKING: from .classes import FlatPfLine @@ -46,6 +47,13 @@ def __init__(self, pfl: FlatPfLine): def __getitem__(self, arg) -> FlatPfLine: newdf = self.pfl.df.loc[arg] + try: + tools.standardize.assert_frame_standardized(newdf) + except AssertionError as e: + raise ValueError( + "Timeseries not in expected form. See ``portfolyo.standardize()`` for more information." + ) from e + return self.pfl.__class__(newdf) # use same (leaf) class @@ -57,11 +65,17 @@ def __init__(self, pfl: FlatPfLine): self.pfl = pfl def __getitem__(self, arg) -> FlatPfLine: - date_start = pd.to_datetime(arg.start) - date_end = pd.to_datetime(arg.stop) - + mask = pd.Index([True] * len(self.pfl.df)) + if arg.start is not None: + mask &= self.pfl.index >= arg.start if arg.stop is not None: - date_end = date_end - timedelta(seconds=1) - - newdf = self.pfl.df.loc[date_start:date_end] + mask &= self.pfl.index < arg.stop + + newdf = self.pfl.df.loc[mask] + try: + tools.standardize.assert_frame_standardized(newdf) + except AssertionError as e: + raise ValueError( + "Timeseries not in expected form. See ``portfolyo.standardize()`` for more information." + ) from e return self.pfl.__class__(newdf) # use same (leaf) class diff --git a/portfolyo/core/pfstate/pfstate.py b/portfolyo/core/pfstate/pfstate.py index ed127a4..cd634ac 100644 --- a/portfolyo/core/pfstate/pfstate.py +++ b/portfolyo/core/pfstate/pfstate.py @@ -12,7 +12,7 @@ import pandas as pd from ... import tools -from ..mixins import ExcelClipboardOutput, PfStatePlot, PfStateText +from ..shared import ExcelClipboardOutput, PfStatePlot, PfStateText from ..ndframelike import NDFrameLike from ..pfline import PfLine, create from . import pfstate_helper diff --git a/portfolyo/core/mixins/__init__.py b/portfolyo/core/shared/__init__.py similarity index 100% rename from portfolyo/core/mixins/__init__.py rename to portfolyo/core/shared/__init__.py diff --git a/portfolyo/core/shared/concat.py b/portfolyo/core/shared/concat.py new file mode 100644 index 0000000..5f105d2 --- /dev/null +++ b/portfolyo/core/shared/concat.py @@ -0,0 +1,149 @@ +# import pandas as pd +# import portfolyo as pf +from __future__ import annotations +from typing import Iterable +import pandas as pd +from portfolyo import tools + +from ..pfstate import PfState +from ..pfline.enums import Structure + +from ..pfline import PfLine, create +from .. import pfstate + + +def general(pfl_or_pfs: Iterable[PfLine | PfState]) -> None: + """ + Based on passed parameters calls either concat_pflines() or concat_pfstates(). + + Parameters + ---------- + pfl_or_pfs: Iterable[PfLine | PfState] + The input values. Can be either a list of Pflines or PfStates to concatenate. + + Returns + ------- + None + + Notes + ----- + Input portfolio lines must contain compatible information, i.e., same frequency, + timezone, start-of-day, and kind. Their indices must be gapless and without overlap. + + For nested pflines, the number and names of their children must match; concatenation + is done on a name-by-name basis. + + Concatenation returns the same result regardless of input order. + + """ + if all(isinstance(item, PfLine) for item in pfl_or_pfs): + return concat_pflines(pfl_or_pfs) + elif all(isinstance(item, PfState) for item in pfl_or_pfs): + return concat_pfstates(pfl_or_pfs) + else: + raise NotImplementedError( + "Concatenation is implemented only for PfState or PfLine." + ) + + +def concat_pflines(pfls: Iterable[PfLine]) -> PfLine: + """ + Concatenate porfolyo lines along their index. + + Parameters + ---------- + pfls: Iterable[PfLine] + The input values. + + Returns + ------- + PfLine + Concatenated version of PfLines. + + Notes + ----- + Input portfolio lines must contain compatible information, i.e., same frequency, + timezone, start-of-day, and kind. Their indices must be gapless and without overlap. + + For nested pflines, the number and names of their children must match; concatenation + is done on a name-by-name basis. + + Concatenation returns the same result regardless of input order. + """ + if len(pfls) < 2: + raise NotImplementedError( + "Cannot perform operation with less than 2 portfolio lines." + ) + if len({pfl.kind for pfl in pfls}) != 1: + raise TypeError("Not possible to concatenate PfLines of different kinds.") + if len({pfl.index.freq for pfl in pfls}) != 1: + raise TypeError("Not possible to concatenate PfLines of different frequencies.") + if len({pfl.index.tz for pfl in pfls}) != 1: + raise TypeError("Not possible to concatenate PfLines of different time zones.") + if len({tools.startofday.get(pfl.index, "str") for pfl in pfls}) != 1: + raise TypeError( + "Not possible to concatenate PfLines of different start_of_day." + ) + # we can concatenate only pflines of the same type: nested of flat + # with this test and check whether pfls are the same types and they have the same number of children + if len({pfl.structure for pfl in pfls}) != 1: + raise TypeError("Not possible to concatenate PfLines of different structures.") + if pfls[0].structure is Structure.NESTED: + child_names = pfls[0].children.keys() + for pfl in pfls: + diffs = set(child_names) ^ set(pfl.children.keys()) + if len(diffs) != 0: + raise TypeError( + "Not possible to concatenate PfLines with different children names." + ) + # If we reach here, all pfls have same kind, same number and names of children. + + # concat(a,b) and concat(b,a) should give the same result: + sorted_pfls = sorted(pfls, key=lambda pfl: pfl.index[0]) + if pfls[0].structure is Structure.FLAT: + # create flat dataframe of parent + dataframes_flat = [pfl.df for pfl in sorted_pfls] + # concatenate dataframes into one + concat_data = pd.concat(dataframes_flat, axis=0) + try: + # Call create.flatpfline() and catch any ValueError + return create.flatpfline(concat_data) + except ValueError as e: + # Handle the error + raise ValueError( + "Error by creating PfLine. PfLine is either not gapless or has overlaps" + ) from e + child_data = {} + child_names = pfls[0].children.keys() + for cname in child_names: + # for every name in children need to concatenate elements + child_values = [pfl.children[cname] for pfl in sorted_pfls] + child_data[cname] = concat_pflines(child_values) + + # create pfline from dataframes: -> + # call the constructor of pfl to check check gaplesnes and overplap + return create.nestedpfline(child_data) + + +def concat_pfstates(pfss: Iterable[PfState]) -> PfState: + """ + Concatenate porfolyo states along their index. + + Parameters + ---------- + pfss: Iterable[PfState] + The input values. + + Returns + ------- + PfState + Concatenated version of PfStates. + + """ + if len(pfss) < 2: + print("Concatenate needs at least two elements.") + return + offtakevolume = concat_pflines([pfs.offtakevolume for pfs in pfss]) + sourced = concat_pflines([pfs.sourced for pfs in pfss]) + unsourcedprice = concat_pflines([pfs.unsourcedprice for pfs in pfss]) + return pfstate.PfState(offtakevolume, unsourcedprice, sourced) diff --git a/portfolyo/core/mixins/excelclipboard.py b/portfolyo/core/shared/excelclipboard.py similarity index 100% rename from portfolyo/core/mixins/excelclipboard.py rename to portfolyo/core/shared/excelclipboard.py diff --git a/portfolyo/core/mixins/plot.py b/portfolyo/core/shared/plot.py similarity index 100% rename from portfolyo/core/mixins/plot.py rename to portfolyo/core/shared/plot.py diff --git a/portfolyo/core/mixins/text.py b/portfolyo/core/shared/text.py similarity index 100% rename from portfolyo/core/mixins/text.py rename to portfolyo/core/shared/text.py diff --git a/portfolyo/dev/develop.py b/portfolyo/dev/develop.py index ec032bb..edc7658 100644 --- a/portfolyo/dev/develop.py +++ b/portfolyo/dev/develop.py @@ -3,7 +3,7 @@ """ import datetime as dt -from typing import Dict, Union, Callable, Tuple +from typing import Callable, Dict, Tuple, Union import numpy as np import pandas as pd @@ -28,30 +28,42 @@ def get_index( _seed: int = None, ) -> pd.DatetimeIndex: """Get index.""" + # Prepare values. if _seed: np.random.seed(_seed) if not periods: standard_len = INDEX_LEN.get(freq, 10) periods = np.random.randint(standard_len // 2, standard_len * 2) - if tools.freq.up_or_down(freq, "H") <= 0 and tz is None: - # Shorten index to not include timestamp that do not exist in Europe/Berlin. - periods = min(periods, 4000) if not startdate: - a, m, d = 2020, 1, 1 - a += np.random.randint(-4, 4) if _seed else (periods % 20 - 10) + a, m, d = 2016, 1, 1 # earliest possible + a += np.random.randint(0, 8) if _seed else (periods % 8) if tools.freq.up_or_down(freq, "MS") <= 0: m += np.random.randint(0, 12) if _seed else (periods % 12) if tools.freq.up_or_down(freq, "D") <= 0: d += np.random.randint(0, 28) if _seed else (periods % 28) - if tools.freq.up_or_down(freq, "H") <= 0 and tz is None: - # Start index after DST-start to not include timestamps that do not exist in Europe/Berlin. - m, d = 4, 2 startdate = f"{a}-{m}-{d}" if not start_of_day: start_of_day = dt.time(hour=0, minute=0) - starttime = f"{start_of_day.hour:02}:{start_of_day.minute:02}:00" - start = f"{startdate} {starttime}" - return pd.date_range(start, freq=freq, periods=periods, tz=tz) + # Create index. + start = tools.stamp.create(startdate, tz, start_of_day) + i = pd.date_range(start, periods=periods, freq=freq) # tz included in start + # Some checks. + if tools.freq.up_or_down(freq, "H") <= 0: + i = _shorten_index_if_necessary(i, start_of_day) + return i + + +def _shorten_index_if_necessary(i, start_of_day) -> pd.DatetimeIndex: + """Shorten index with (quarter)hourly values if necessary to ensure that an integer + number of calendar days is included.""" + if (i[-1] - i[0]).total_seconds() < 23 * 3600: + raise ValueError("Index must contain at least one full day") + # Must ensure that index is integer number of days. + for _ in range(0, 100): # max 100 quarterhours in a day (@ end of DST) + if tools.right.stamp(i[-1], i.freq).time() == start_of_day: + return i + i = i[:-1] + raise ValueError("Can't find timestamp to end index on.") def get_value( diff --git a/portfolyo/tools/freq.py b/portfolyo/tools/freq.py index 61fa4f2..302f367 100644 --- a/portfolyo/tools/freq.py +++ b/portfolyo/tools/freq.py @@ -230,7 +230,7 @@ def set_to_index( Parameters ---------- i : pd.DatetimeIndex - wanted : str, optional + wanted : str, optional (default: None) Frequency to set. If none provided, try to infer. strict : bool, optional (default: False) If True, raise ValueError if a valid frequency is not found. @@ -293,6 +293,5 @@ def set_to_frame( "The data does not have a datetime index and can therefore not have a frequency." ) - fr = fr.copy() - fr.index = set_to_index(fr.index, wanted, strict) - return fr + i = set_to_index(fr.index, wanted, strict) + return fr.set_axis(i, axis=0) diff --git a/portfolyo/tools/standardize.py b/portfolyo/tools/standardize.py index 93f32db..24925f4 100644 --- a/portfolyo/tools/standardize.py +++ b/portfolyo/tools/standardize.py @@ -8,20 +8,18 @@ from pytz import AmbiguousTimeError, NonExistentTimeError from . import freq as tools_freq +from . import right as tools_right from . import righttoleft as tools_righttoleft from . import tzone as tools_tzone -# TODO: remove 'Europe/Berlin' as default for ``tz``, use None instead. def frame( fr: Union[pd.Series, pd.DataFrame], force: str = None, bound: str = "left", *, - tz: str = "Europe/Berlin", + tz: str = None, floating: bool = True, - index_col: str = None, - force_freq: str = None, ) -> Union[pd.Series, pd.DataFrame]: """Standardize a series or dataframe. @@ -29,23 +27,29 @@ def frame( ---------- fr : pd.Series or pd.DataFrame force : {'aware', 'agnostic'}, optional (default: None) - Force ``fr`` to be timezone aware or timezone agnostic. If None: keep index - as-is. + Force returned frame to be timezone aware or timezone agnostic. Timezone aware + means that the index has a timezone, like UTC or Europe/Berlin. Timezone agnostic + means that the index shows wall time with 24h days without DST. If None: keep + timezone as-is. bound : {'left', 'right'}, optional (default: 'left') - If 'left' ('right'), specifies that input timestamps are left-(right-)bound. + If 'right', specifies that input timestamps are right-bound, and will change to + left-bound. tz : str, optional (default: None) - The timezone in which to interpret non-localized values. If ``force`` == - 'aware': also the timezone to localize to. Ignored if ``force`` is None. + Timezone. Timezone to convert the values into and/or to interpret values in. + - If ``force`` is None, this argument is ignored. + - If the index is timezone agnostic and ``force`` is 'aware', the frame values + are interpreted as being in this timezone. E.g., if 'Europe/Berlin', the final + Sunday in March already has 23h; all that's needed is to set the timezone. + - If the index is timezone agnostic and ``force`` is 'agnostic', the same is + done, but followed with a conversion to timezone-agnostic frame. + - If the index is timezone aware and ``force`` is 'aware', the values are + converted to timezone ``tz``. See parameter ``floating``. + - If the index is timezone aware and ``force`` is 'agnostic', this argument is + ignored. floating : bool, optional (default: True) If ``force`` == 'aware': how to convert to ``tz`` if ``fr`` has other timezone. Keep local time (``floating`` == True) or keep universal time (``floating`` == False). Ignored if ``force`` == 'agnostic' or None. - index_col : str, optional - Column to create the timestamp from. Use existing index if none specified. - Ignored if ``fr`` is not a DataFrame. - force_freq : str, optional - If a frequency cannot be inferred from the data (e.g. due to gaps), it is - resampled at this frequency. Default: raise Exception. Returns ------- @@ -57,21 +61,16 @@ def frame( ----- It is assumed that we are dealing with "time-averable" data, such as values in [MW] or [Eur/MWh]. This is especially important when converting daily (and longer) values - between a tz-agnostic context and a tz-aware context with DST-transitions. + between a tz-agnostic context and a tz-aware context with DST-transitions. The value + on a 23-hour day is used as-is when convertintg to a 24-hour day. See also -------- ``portfolyo.force_aware`` ``portfolyo.force_agnostic`` """ - kwargs = {"tz": tz, "floating": floating, "force_freq": force_freq} - # Set index. - if index_col and isinstance(fr, pd.DataFrame): - fr = fr.set_index(index_col) - else: - fr = fr.copy() # don't change passed-in fr - fr.index = pd.DatetimeIndex(fr.index) # turn / try to turn into datetime + fr = fr.set_axis(pd.DatetimeIndex(fr.index)) # turn / try to turn into datetime # We want to cover 2 additional cases for convenience sake: # a. The user passes a frame that still needs to be localized (--> freq unknown) @@ -85,14 +84,7 @@ def frame( # The data may be right-bound. if bound == "right": # right -> left - for how in ["A", "B"]: - try: - fr_left = fr.set_axis(tools_righttoleft.index(fr.index, how)) - return frame(fr_left, force, "left", **kwargs) - except ValueError as e: - if how == "B": - raise ValueError("Cannot make this frame left-bound.") from e - pass + return _fix_rightbound(fr, force, tz, floating) # Now the data is left-bound. # If the frequency is not found, and it is tz-naive, the index may need to be localized. @@ -106,46 +98,23 @@ def frame( else: # Could be localized. Again remove localization if force == 'agnostic' or None. force_to = force or "agnostic" - return frame(fr_aware, force_to, "left", **kwargs) + return frame(fr_aware, force_to, "left", tz=tz, floating=floating) # All options to infer frequency have been exhausted. One may or may not have been found. # Does the user want to force a frequency? - if not freq_input and force_freq: - # No freq has been found, but user specifies which freq it should be. - fr_withfreq = fr.asfreq(force_freq) - return frame(fr_withfreq, force, "left", tz=tz, floating=floating) - - elif not freq_input and not force_freq: + if not freq_input: # No freq has been bound, and user specifies no freq either. raise ValueError( - "A frequency could not be inferred for this data. Force a frequency (by passing the" - " ``force_freq`` parameter), or localize the data in advance (with ``fr.tz_localize()``)." - ) - - elif freq_input and force_freq and force_freq != freq_input: - # Freq has been found, but user specifies it should be a different freq. - raise ValueError( - f"This data seems to have a frequency {freq_input}, which is different from the frequency" - f" the user wants to force on it {force_freq}. Note that the ``force_freq`` parameter is" - " for filling gaps in the input data. It should not be used for resampling! If the" - " data has e.g. daily values but you want monthly values, use ``force_freq='D'``, and" - " pass the return value to one of the functions in the ``portfolyo.tools.changefreq`` module." + "A frequency could not be inferred for this data. This can be because there are" + " gaps in the data (use ``fr.asfreq()`` to replace gaps with NaN), or because" + " the index must be localized (with ``fr.tz_localize()``)." ) - # Now the data has frequency set. It is tz-aware (possibly with wrong tz) or tz-agnostic. + # Now the data has frequency set. It is tz-aware (possibly with wrong tz) or tz-agnostic. # Fix timezone. - if force == "aware": - fr = tools_tzone.force_aware(fr, tz, floating=floating) - elif force == "agnostic" or force == "naive": - fr = tools_tzone.force_agnostic(fr) - elif force is None: # don't try to fix timezone. - pass - else: - raise ValueError( - f"Parameter ``force`` must be one of 'aware', 'agnostic'; got {force}." - ) + fr = _fix_timezone(fr, force, tz, floating) # Check if index is OK; otherwise raise error. try: @@ -154,9 +123,36 @@ def frame( raise ValueError("Could not standardize this frame") from e # Standardize index name. - fr.index.name = "ts_left" + fr = _standardize_index_name(fr) # After standardizing timezone, the frequency should have been set. - return tools_freq.set_to_frame(fr, freq_input, strict=force_freq) + return tools_freq.set_to_frame(fr, freq_input, strict=True) + + +def _fix_rightbound(fr, force, tz, floating): + for how in ["A", "B"]: + try: + i_left = tools_righttoleft.index(fr.index, how) + fr_left = fr.set_axis(i_left) + return frame(fr_left, force, "left", tz=tz, floating=floating) + except ValueError: + pass + raise ValueError("Cannot make this frame left-bound.") + + +def _fix_timezone(fr, force, tz, floating): + if force is None: + return fr + elif force == "aware": + return tools_tzone.force_aware(fr, tz, floating=floating) + elif force == "agnostic" or force == "naive": + return tools_tzone.force_agnostic(fr) + raise ValueError( + f"Parameter ``force`` must be None, 'aware' or 'agnostic'; got {force}." + ) + + +def _standardize_index_name(fr: Union[pd.Series, pd.DataFrame]): + return fr.rename_axis(index="ts_left") def assert_frame_standardized(fr: Union[pd.Series, pd.DataFrame]): @@ -189,7 +185,7 @@ def assert_index_standardized(i: pd.DatetimeIndex, __right: bool = False): if i[0].minute != startminute: err = ("right-bound", "15 min past the") if __right else ("", "at a full") raise AssertionError( - f"An index with {err[0]} quarterhourly values must start {err[1]} hour; found {i[0]}." + f"The first element in an index with {err[0]} quarterhourly values must be {err[1]} hour; found {i[0]}." ) if any(not_ok := [ts.minute not in (0, 15, 30, 45) for ts in i]): @@ -205,7 +201,20 @@ def assert_index_standardized(i: pd.DatetimeIndex, __right: bool = False): ) # Check time-of-day. - if tools_freq.up_or_down(freq, "D") >= 0: + if tools_freq.up_or_down(freq, "H") <= 0: # hour or shorter + if not __right: + start = i[0] + end = tools_right.stamp(i[-1], i.freq) + else: + start = tools_righttoleft.index(i)[0] + end = i[-1] + if start.time() != end.time(): + raise AssertionError( + "An index must contain full days. For hourly-or-shorter values, this means " + f"that the start time of the first period ({start}) must equal the end time of the " + f"last period ({end}), which is not the case." + ) + else: # days or longer if not len(times := set(i.time)) == 1: raise AssertionError( "In an index with daily-or-longer values, all timestamps (all periods) should" diff --git a/portfolyo/tools/startofday.py b/portfolyo/tools/startofday.py index 14c6af9..2cc3415 100644 --- a/portfolyo/tools/startofday.py +++ b/portfolyo/tools/startofday.py @@ -2,11 +2,13 @@ Tools to get/set start-of-day. """ +import datetime as dt +from typing import Union import pandas as pd + from . import freq as tools_freq -import datetime as dt -from typing import Union +from . import right as tools_right def get( @@ -25,7 +27,7 @@ def get( Returns ------- - Union[dt.time, str] + Union[dt.time, str, dt.timedelta] """ start_of_day = i[0].time() if returntype == "time": @@ -39,31 +41,51 @@ def get( ) -def set(i: pd.DatetimeIndex, start_of_day: dt.time = None) -> pd.DatetimeIndex: - """Set the start-of-day of an index by changing the time-part of the index elements. +def set(i: pd.DatetimeIndex, start_of_day: dt.time) -> pd.DatetimeIndex: + """Set the start-of-day of an index. Done by changing the time-part of the index + elements (if index has daily-or-longer frequency) or by trimming the index (if index + has hourly-or-shorter frequency). Parameters ---------- i : pd.DatetimeIndex - Index; must have a daily (or longer) frequency. - start_of_day : dt.time, optional (default: midnight) - The new time that replaces the time-part of index elements. + start_of_day : dt.time Returns ------- pd.DatetimeIndex - With adjusted time-part. Date-part is unchanged, so new timestamps are on same - calendar day as original timestamps. + With wanted start-of-day. """ - if tools_freq.up_or_down(i.freq, "D") < 0: - raise ValueError( - "Can only set the start-of-day of an index with daily (or longer) frequency." - ) - - if start_of_day is None: - start_of_day = dt.time(hour=0, minute=0, second=0) - elif start_of_day.second != 0 or start_of_day.minute % 15 != 0: + if start_of_day.second != 0 or start_of_day.minute % 15 != 0: raise ValueError("Start of day must coincide with a full quarterhour.") + if tools_freq.up_or_down(i.freq, "D") >= 0: + return _set_to_longfreq(i, start_of_day) + else: + return _set_to_shortfreq(i, start_of_day) + + +def _set_to_longfreq(i: pd.DatetimeIndex, start_of_day: dt.time) -> pd.DatetimeIndex: + """Set start-of-day of index with daily-or-longer frequency.""" tss = (ts.replace(hour=start_of_day.hour, minute=start_of_day.minute) for ts in i) return pd.DatetimeIndex(tss, freq=i.freq, tz=i.tz) + + +def _set_to_shortfreq(i: pd.DatetimeIndex, start_of_day: dt.time) -> pd.DatetimeIndex: + """Set start-of-day of index with hourly-or-shorter frequency. Destructive; values + at start and/or end of index are removed to get wanted start_of_day.""" + # Remove from start if necessary. + for _ in range(0, 100): # max 100 quarterhours in a day (@ end of DST) + if i[0].time() == start_of_day: + break + i = i[1:] + else: + raise ValueError("Did not find any timestamp with correct time at index start.") + # Remove from end if necessary. + for _ in range(0, 100): # max 100 quarterhours in a day (@ end of DST) + if tools_right.stamp(i[-1], i.freq).time() == start_of_day: + break + i = i[:-1] + else: + raise ValueError("Did not find any timestamp with correct time at index end.") + return i diff --git a/portfolyo/tools/trim.py b/portfolyo/tools/trim.py index bf34278..01f8ca9 100644 --- a/portfolyo/tools/trim.py +++ b/portfolyo/tools/trim.py @@ -9,8 +9,8 @@ from . import ceil as tools_ceil from . import floor as tools_floor from . import freq as tools_freq -from . import startofday as tools_startofday from . import right as tools_right +from . import startofday as tools_startofday def index(i: pd.DatetimeIndex, freq: str) -> pd.DatetimeIndex: diff --git a/pyproject.toml b/pyproject.toml index b3cd8a4..4be4e79 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,16 +1,17 @@ [tool.poetry] name = "portfolyo" -version = "0.5.8" +version = "0.5.10" description = "Analyse and manipulate timeseries related to power and gas offtake portfolios" authors = [ "Ruud Wijtvliet ", "Sakshi Singh ", + "Alina Voilova ", ] license = "BSD-3" readme = "README.rst" [tool.poetry.dependencies] -python = "^3.9" +python = ">=3.10" pandas = "~2.0" # pandas 2.1.0 doesn't play nice with pint-pandas. Update when new pint-pandas version is released (>0.5) matplotlib = "^3.7.2" pint = "0.19.2" @@ -35,11 +36,13 @@ sphinx-autobuild = "^2021.3.14" matplotlib = "^3.8.2" numpydoc = "^1.6.0" sphinx-copybutton = "^0.5.2" -sphinx-exec-code = "^0.10" +sphinx-exec-code = "^0.12" sphinx-rtd-theme = "^1.3.0" insegel = "^1.3.1" nbsphinx = "^0.9.3" pandoc = "^2.3" +IPython = "^8.23.0" + [tool.poetry.group.dev.dependencies] diff --git a/test-output.xml b/test-output.xml index e69de29..8667413 100644 --- a/test-output.xml +++ b/test-output.xml @@ -0,0 +1 @@ +/Users/alina.voilova/miniconda3/envs/env-portfolyo/lib/python3.9/site-packages/pytest/__main__.py -p vscode_pytest --collect-only teststests \ No newline at end of file diff --git a/tests/core/pfline/test_flat.py b/tests/core/pfline/test_flat.py index cad08f7..a2741a9 100644 --- a/tests/core/pfline/test_flat.py +++ b/tests/core/pfline/test_flat.py @@ -107,13 +107,13 @@ def test_flatpfline_asfreqcorrect1(freq_in: str, freq_out: str, columns: str): def test_flatpfline_asfreqcorrect2(freq, newfreq, columns, tz): """Test if changing frequency is done correctly (when it's possible).""" - # Includes at 2 full years + # Includes at least 2 full years a, m, d = np.array([2016, 1, 1]) + np.random.randint(0, 12, 3) # each + 0..11 start = f"{a}-{m}-{d}" a, (m, d) = a + 3, np.array([1, 1]) + np.random.randint(0, 12, 2) # each + 0..11 end = f"{a}-{m}-{d}" - i = pd.date_range(start, end, freq=freq, tz=tz) + i = pd.date_range(start, end, freq=freq, inclusive="left", tz=tz) df = dev.get_dataframe(i, columns) pfl1 = create.flatpfline(df) pfl2 = pfl1.asfreq(newfreq) @@ -143,8 +143,9 @@ def test_flatpfline_asfreqcorrect2(freq, newfreq, columns, tz): def test_flatpfline_asfreqimpossible(freq, newfreq, kind): """Test if changing frequency raises error if it's impossible.""" - periods = {"H": 200, "15T": 2000, "D": 20}[freq] - i = pd.date_range("2020-04-06", freq=freq, periods=periods, tz="Europe/Berlin") + i = pd.date_range( + "2020-04-06", "2020-04-16", freq=freq, inclusive="left", tz="Europe/Berlin" + ) pfl = dev.get_flatpfline(i, kind) with pytest.raises(ValueError): _ = pfl.asfreq(newfreq) diff --git a/tests/core/pfline/test_pfline_init.py b/tests/core/pfline/test_pfline_init.py index 76e1f63..a3b8d0d 100644 --- a/tests/core/pfline/test_pfline_init.py +++ b/tests/core/pfline/test_pfline_init.py @@ -253,3 +253,33 @@ def test_init_with_integers(col: str): pfl = pf.PfLine(s) for dtype in pfl.df.pint.dequantify().dtypes.values: assert not pd.api.types.is_integer_dtype(dtype) + + +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("freq", ["15T", "H"]) +def test_contain_whole_day(inclusive: str, freq: str): + """An index must contain full days. + For hourly-or-shorter values, this means that the start time of the first period () must equal the end time of the + last period (), which is not the case.""" + index = pd.date_range( + "2020-01-01", "2020-02-01", freq=freq, tz="Europe/Berlin", inclusive=inclusive + ) + if inclusive == "left": + # This should work without any error + pfl = dev.get_flatpfline(index) + assert isinstance(pfl, PfLine) + else: + # For "both" inclusive, it should raise an error + with pytest.raises(ValueError): + pfl = dev.get_flatpfline(index) + + +@pytest.mark.parametrize("freq", ["D", "MS", "QS", "AS"]) +def test_equal_sod(freq: str): + """In an index with daily-or-longer values, all timestamps (all periods) should start at the same time .""" + i = pd.date_range("2024-03-28", freq=freq, periods=10, tz="Europe/Berlin") + s = pd.Series(range(len(i)), i) + s = s.tz_convert(None) + s_pint = s.astype("pint[MW]") + with pytest.raises(ValueError): + pf.PfLine(s_pint) diff --git a/tests/core/pfline/test_pfline_text.py b/tests/core/pfline/test_pfline_text.py new file mode 100644 index 0000000..5f8c980 --- /dev/null +++ b/tests/core/pfline/test_pfline_text.py @@ -0,0 +1,13 @@ +"""Test if portfolio line can be printed.""" + +import pytest +import portfolyo as pf + + +@pytest.mark.parametrize("levels", [1, 2, 3]) +@pytest.mark.parametrize("kind", pf.Kind) +@pytest.mark.parametrize("flatten", [True, False]) +def test_pfline_print(levels: int, kind: pf.Kind, flatten: bool): + """Test if portfolio line can be printed.""" + pfl = pf.dev.get_pfline(kind=kind, nlevels=levels) + pfl.print(flatten) diff --git a/tests/core/pfline/test_slice.py b/tests/core/pfline/test_slice.py index d7b76e2..63447d2 100644 --- a/tests/core/pfline/test_slice.py +++ b/tests/core/pfline/test_slice.py @@ -5,15 +5,42 @@ from portfolyo import dev -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) -@pytest.mark.parametrize("slice_start", ["2021", "2022", "2022-01-02"]) -def test_flat_slice_start(slice_start, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +def get_idx( + startdate: str, + starttime: str, + enddate: str, + tz: str, + freq: str, + inclusive: str, +) -> pd.DatetimeIndex: + # Empty index. + if startdate is None: + return pd.DatetimeIndex([], freq=freq, tz=tz) + # Normal index. + ts_start = pd.Timestamp(f"{startdate} {starttime}", tz=tz) + ts_end = pd.Timestamp(f"{enddate} {starttime}", tz=tz) + return pd.date_range(ts_start, ts_end, freq=freq, inclusive=inclusive) + + +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) +@pytest.mark.parametrize( + "slice_start", ["2021", "2022", "2022-01-02", "2022-05-23 14:34"] +) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_flat_slice_start( + slice_start: str, freq: str, tz: str, sod: str, inclusive: str +): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_flatpfline(index) assert pfl1.slice[slice_start:] == pfl1.loc[slice_start:] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) @pytest.mark.parametrize( "slice_end", [ @@ -24,22 +51,31 @@ def test_flat_slice_start(slice_start, freq): ("2022-01-02", "2022-01-01"), ], ) -def test_flat_slice_end(slice_end, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_flat_slice_end(slice_end: str, freq: str, tz: str, sod: str, inclusive: str): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_flatpfline(index) assert pfl1.slice[: slice_end[0]] == pfl1.loc[: slice_end[1]] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) @pytest.mark.parametrize( "where", ["2022", "2022-03", "2022-04-21", "2022-05-23 14:34"], ) -def test_flat_slice_whole(where: str, freq: str): +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_flat_slice_whole(where: str, freq: str, tz: str, sod: str, inclusive: str): """Test that slicing splits the pfl in 2 non-overlapping pieces without gap (i.e., ensure that each original timestamp is in exactly one of the resulting pieces.) """ - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_flatpfline(index) left, right = pfl1.slice[:where], pfl1.slice[where:] # Test that each timestamp is present at least once. @@ -48,15 +84,31 @@ def test_flat_slice_whole(where: str, freq: str): assert len(left.index.intersection(right.index)) == 0 -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) -@pytest.mark.parametrize("slice_start", ["2021", "2022", "2022-01-02"]) -def test_nested_slice_start(slice_start, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) +@pytest.mark.parametrize( + "slice_start", + [ + "2021", + "2022", + "2022-01-02", + "2022-01-02 14:00", + ], +) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_nested_slice_start( + slice_start: str, freq: str, tz: str, sod: str, inclusive: str +): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_nestedpfline(index) assert pfl1.slice[slice_start:] == pfl1.loc[slice_start:] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) @pytest.mark.parametrize( "slice_end", [ @@ -67,25 +119,68 @@ def test_nested_slice_start(slice_start, freq): ("2022-01-02", "2022-01-01"), ], ) -def test_nested_slice_end(slice_end, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_nested_slice_end(slice_end: str, freq: str, tz: str, sod: str, inclusive: str): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_nestedpfline(index) assert pfl1.slice[: slice_end[0]] == pfl1.loc[: slice_end[1]] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) @pytest.mark.parametrize( "where", ["2022", "2022-03", "2022-04-21", "2022-05-23 14:34"], ) -def test_nested_slice_whole(where: str, freq: str): +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +def test_nested_slice_whole(where: str, freq: str, tz: str, sod: str, inclusive: str): """Test that slicing splits the pfl in 2 non-overlapping pieces without gap (i.e., ensure that each original timestamp is in exactly one of the resulting pieces.) """ - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfl1 = dev.get_nestedpfline(index) left, right = pfl1.slice[:where], pfl1.slice[where:] # Test that each timestamp is present at least once. pd.testing.assert_index_equal(left.index.union(right.index), index) # Test that no timestamp is present twice. assert len(left.index.intersection(right.index)) == 0 + + +@pytest.mark.parametrize("freq", ["H", "15T"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("startdate", ["2021", "2022", "2022-01-02"]) +def test__start_less_than_daily(startdate: str, freq: str, tz: str, sod: str): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive="left", tz=tz + ) + pfl1 = dev.get_flatpfline(index) + slice_start = f"{startdate} {sod}" + assert pfl1.slice[slice_start:] == pfl1.loc[slice_start:] + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize( + "enddate", + [ + # (, ) + ("2021", "2020-12-31"), + ("2022", "2021-12-31"), + ("2021-07", "2021-06-30"), + ("2022-01-02", "2022-01-01"), + ], +) +def test__end_less_than_daily(enddate: str, tz: str): + index = get_idx( + "2020", starttime="00:00", enddate="2024", freq="15T", inclusive="left", tz=tz + ) + pfl1 = dev.get_flatpfline(index) + slice_end = f"{enddate[0]} 00:00" + loc_end = f"{enddate[1]} 23:45" + assert pfl1.slice[:slice_end] == pfl1.loc[:loc_end] diff --git a/tests/core/pfstate/test_pfstate_init.py b/tests/core/pfstate/test_pfstate_init.py index 3f3b679..fa59ac5 100644 --- a/tests/core/pfstate/test_pfstate_init.py +++ b/tests/core/pfstate/test_pfstate_init.py @@ -18,7 +18,7 @@ s_less = dev.get_series(i_less, "") i_more = pd.date_range("2019-12-15", freq="D", periods=100) s_more = dev.get_series(i_more, "") -i_difffreq = pd.date_range("2020", freq="H", periods=80) +i_difffreq = pd.date_range("2020", freq="H", periods=24 * 5) s_difffreq = dev.get_series(i_difffreq, "") @@ -506,3 +506,22 @@ def test_pfstate_consistency_nosourcing(): pd.Series(1.0, i_ref, "pint[dimensionless]"), check_names=False, ) + + +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("freq", ["15T", "H"]) +def test_contain_whole_day(inclusive: str, freq: str): + """An index must contain full days. + For hourly-or-shorter values, this means that the start time of the first period () must equal the end time of the + last period (), which is not the case.""" + index = pd.date_range( + "2020-01-01", "2020-02-01", freq=freq, tz="Europe/Berlin", inclusive=inclusive + ) + if inclusive == "left": + # This should work without any error + pfs = dev.get_pfstate(index) + assert isinstance(pfs, PfState) + else: + # For "both" inclusive, it should raise an error + with pytest.raises(ValueError): + pfs = dev.get_pfstate(index) diff --git a/tests/core/pfstate/test_pfstate_text.py b/tests/core/pfstate/test_pfstate_text.py new file mode 100644 index 0000000..7a1f9e8 --- /dev/null +++ b/tests/core/pfstate/test_pfstate_text.py @@ -0,0 +1,9 @@ +"""Test if portfolio state can be printed.""" + +import portfolyo as pf + + +def test_pfstate_print(): + """Test if portfolio state can be printed.""" + pfs = pf.dev.get_pfstate() + pfs.print() diff --git a/tests/core/pfstate/test_slice_state.py b/tests/core/pfstate/test_slice_state.py index 6a5a960..7a472c3 100644 --- a/tests/core/pfstate/test_slice_state.py +++ b/tests/core/pfstate/test_slice_state.py @@ -5,7 +5,24 @@ from portfolyo import dev -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +def get_idx( + startdate: str, + starttime: str, + enddate: str, + tz: str, + freq: str, + inclusive: str, +) -> pd.DatetimeIndex: + # Empty index. + if startdate is None: + return pd.DatetimeIndex([], freq=freq, tz=tz) + # Normal index. + ts_start = pd.Timestamp(f"{startdate} {starttime}", tz=tz) + ts_end = pd.Timestamp(f"{enddate} {starttime}", tz=tz) + return pd.date_range(ts_start, ts_end, freq=freq, inclusive=inclusive) + + +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) @pytest.mark.parametrize("slice_start", ["2021", "2022", "2022-01-02"]) @pytest.mark.parametrize( "slice_end", @@ -16,8 +33,20 @@ ("2022-01-02", "2022-01-01"), ], ) -def test_slice_state(slice_start, slice_end, freq): - index = pd.date_range("2020", "2024", freq=freq) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +def test_slice_state( + slice_start: str, + slice_end: str, + freq: str, + sod: str, + inclusive: str, + tz: str, +): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfs = dev.get_pfstate(index) pfs_to_concat = [pfs.slice[: slice_end[0]], pfs.slice[slice_start:]] @@ -25,15 +54,34 @@ def test_slice_state(slice_start, slice_end, freq): assert pfs_to_concat == pfs_to_concat2 -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) -@pytest.mark.parametrize("slice_start", ["2021", "2022", "2022-01-02"]) -def test_state_slice_start(slice_start, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) +@pytest.mark.parametrize( + "slice_start", + [ + "2021", + "2022", + "2022-01-02", + "2022-01-02 14:00", + ], +) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +def test_state_slice_start( + slice_start: str, + freq: str, + sod: str, + inclusive: str, + tz: str, +): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfs = dev.get_pfstate(index) assert pfs.slice[slice_start:] == pfs.loc[slice_start:] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) @pytest.mark.parametrize( "slice_end", [ @@ -44,25 +92,70 @@ def test_state_slice_start(slice_start, freq): ("2022-01-02", "2022-01-01"), ], ) -def test_state_slice_end(slice_end, freq): - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +def test_state_slice_end(slice_end: str, freq: str, sod: str, inclusive: str, tz: str): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfs = dev.get_pfstate(index) assert pfs.slice[: slice_end[0]] == pfs.loc[: slice_end[1]] -@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D", "15T"]) +@pytest.mark.parametrize("freq", ["MS", "AS", "QS", "D"]) @pytest.mark.parametrize( "where", ["2022", "2022-03", "2022-04-21", "2022-05-23 14:34"], ) -def test_state_slice_whole(where: str, freq: str): +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("inclusive", ["left", "both"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +def test_state_slice_whole(where: str, freq: str, sod: str, inclusive: str, tz: str): """Test that slicing splits the pfl in 2 non-overlapping pieces without gap (i.e., ensure that each original timestamp is in exactly one of the resulting pieces.) """ - index = pd.date_range("2020", "2024", freq=freq, inclusive="left") + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive=inclusive, tz=tz + ) pfs = dev.get_pfstate(index) left, right = pfs.slice[:where], pfs.slice[where:] # Test that each timestamp is present at least once. pd.testing.assert_index_equal(left.index.union(right.index), index) # Test that no timestamp is present twice. assert len(left.index.intersection(right.index)) == 0 + + +@pytest.mark.parametrize("freq", ["H", "15T"]) +@pytest.mark.parametrize("sod", ["00:00", "06:00"]) +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize("startdate", ["2021", "2022", "2022-01-02"]) +def test__start_less_than_daily(startdate: str, freq: str, tz: str, sod: str): + index = get_idx( + "2020", starttime=sod, enddate="2024", freq=freq, inclusive="left", tz=tz + ) + pfl1 = dev.get_pfstate(index) + slice_start = f"{startdate} {sod}" + assert pfl1.slice[slice_start:] == pfl1.loc[slice_start:] + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin"]) +@pytest.mark.parametrize( + "enddate", + [ + # (, ) + ("2021", "2020-12-31"), + ("2022", "2021-12-31"), + ("2021-07", "2021-06-30"), + ("2022-01-02", "2022-01-01"), + ], +) +# @pytest.mark.parametrize("sod", ["00:00", "06:00"]) +def test__end_less_than_daily(enddate: str, tz: str): + index = get_idx( + "2020", starttime="00:00", enddate="2024", freq="15T", inclusive="left", tz=tz + ) + pfl1 = dev.get_pfstate(index) + slice_end = f"{enddate[0]} 00:00" + loc_end = f"{enddate[1]} 23:45" + assert pfl1.slice[:slice_end] == pfl1.loc[:loc_end] diff --git a/tests/core/shared/test_concat_error_cases.py b/tests/core/shared/test_concat_error_cases.py new file mode 100644 index 0000000..a5eb551 --- /dev/null +++ b/tests/core/shared/test_concat_error_cases.py @@ -0,0 +1,137 @@ +"""Test different error cases for concatenation of PfStates and PfLines.""" + +import pandas as pd +import pytest + + +from portfolyo import dev +from portfolyo.core.pfline.enums import Kind +from portfolyo.core.pfstate.pfstate import PfState +from portfolyo.core.shared import concat + + +def test_general(): + """Test if concatenating PfLine with PfState raises error.""" + index = pd.date_range("2020", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024", "2025", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfs = dev.get_pfstate(index2) + with pytest.raises(NotImplementedError): + _ = concat.general([pfl, pfs]) + + +def test_diff_freq(): + """Test if concatenating of two flat PfLines with different freq raises error.""" + index = pd.date_range("2020", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024", "2025", freq="AS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_flatpfline(index2) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_diff_sod(): + """Test if concatenating of two flat PfLines with different sod raises error.""" + index = pd.date_range("2020-01-01 00:00", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01 06:00", "2025", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_flatpfline(index2) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_slice_not_sod(): + """Test if concatenating of two flat PfLines with different sod raises error.""" + index = pd.date_range("2020-01-01 00:00", "2020-03-01", freq="H", inclusive="left") + index2 = pd.date_range( + "2020-02-01 06:00", "2020-04-01 06:00", freq="H", inclusive="left" + ) + pfl_a = dev.get_flatpfline(index) + pfl_b = dev.get_flatpfline(index2) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl_a, pfl_b]) + + +def test_diff_tz(): + """Test if concatenating of two flat PfLines with different tz raises error.""" + index = pd.date_range( + "2020-01-01", "2024", freq="QS", tz="Europe/Berlin", inclusive="left" + ) + index2 = pd.date_range("2024-01-01", "2025", freq="QS", tz=None, inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_flatpfline(index2) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_diff_kind(): + """Test if concatenating of two flat PfLines with different kind raises error.""" + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01", "2025", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index, kind=Kind.COMPLETE) + pfl2 = dev.get_flatpfline(index2, kind=Kind.VOLUME) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_app_lenght(): + """Test if concatenatination raises error if we pass only one parameter.""" + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + with pytest.raises(NotImplementedError): + _ = concat.concat_pflines([pfl]) + + +def test_concat_with_overlap(): + """Test if concatenatination raises error if there is overlap in indices of PfLines.""" + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2020-01-01", "2023", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_flatpfline(index2) + with pytest.raises(ValueError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_concat_with_gaps(): + """Test if concatenatination raises error if there is a gap in indices of PfLines.""" + index = pd.date_range("2020-01-01", "2023", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01", "2025", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_flatpfline(index2) + with pytest.raises(ValueError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_concat_children(): + """Test if concatenating of flat PfLine with nested PfLine raises error.""" + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01", "2025", freq="QS", inclusive="left") + pfl = dev.get_flatpfline(index) + pfl2 = dev.get_nestedpfline(index2) + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_concat_diff_children(): + """Test if concatenating of two nested PfLines with different children raises error.""" + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01", "2025", freq="QS", inclusive="left") + pfl = dev.get_nestedpfline(index) + pfl2 = dev.get_nestedpfline(index2).drop_child(name="a") + with pytest.raises(TypeError): + _ = concat.concat_pflines([pfl, pfl2]) + + +def test_concat_pfss(): + """Test if concatenating of Pfstate with "nested" PfState + (meaning that offtakevolume, sourced and unsourcedprice are nested Pflines) raises error. + """ + index = pd.date_range("2020-01-01", "2024", freq="QS", inclusive="left") + index2 = pd.date_range("2024-01-01", "2025", freq="QS", inclusive="left") + pfs1 = dev.get_pfstate(index) + offtakevolume = dev.get_nestedpfline(index2, kind=Kind.VOLUME) + sourced = dev.get_nestedpfline(index2, kind=Kind.COMPLETE) + unsourcedprice = dev.get_nestedpfline(index2, kind=Kind.PRICE) + pfs2 = PfState(offtakevolume, unsourcedprice, sourced) + with pytest.raises(TypeError): + _ = concat.concat_pfstates([pfs1, pfs2]) diff --git a/tests/core/shared/test_concat_pfline.py b/tests/core/shared/test_concat_pfline.py new file mode 100644 index 0000000..f066602 --- /dev/null +++ b/tests/core/shared/test_concat_pfline.py @@ -0,0 +1,151 @@ +"""Test if concatenation of PfLines works properly with different test cases.""" + +import pandas as pd +import pytest +from portfolyo import dev +from portfolyo.core.shared import concat + + +TESTCASES2 = [ # whole idx, freq, where + ( + ("2020-01-01", "2023-04-01"), + "QS", + "2022-04-01", + ), + (("2020", "2022"), "AS", "2021-01-01"), + ( + ("2020-05-01", "2023-04-01"), + "MS", + "2022-11-01", + ), + (("2022-03-20", "2022-07-28"), "D", "2022-05-28"), +] + +TESTCASES3 = [ # whole idx, freq, where + ( + ("2020-01-01", "2023-04-01"), + "QS", + ("2022-04-01", "2023-01-01"), + ), + (("2020", "2023"), "AS", ("2021-01-01", "2022-01-01")), + ( + ("2020-05-01", "2023-04-01"), + "MS", + ("2022-11-01", "2023-01-01"), + ), + (("2022-03-20", "2022-07-28"), "D", ("2022-04-28", "2022-05-15")), +] + + +def get_idx( + startdate: str, starttime: str, tz: str, freq: str, enddate: str +) -> pd.DatetimeIndex: + # Empty index. + if startdate is None: + return pd.DatetimeIndex([], freq=freq, tz=tz) + # Normal index. + ts_start = pd.Timestamp(f"{startdate} {starttime}", tz=tz) + ts_end = pd.Timestamp(f"{enddate} {starttime}", tz=tz) + return pd.date_range(ts_start, ts_end, freq=freq, inclusive="left") + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES2) +@pytest.mark.parametrize("test_fn", ["general", "concat_pflines"]) +def test_concat_flat_pflines( + whole_idx: str, starttime: str, tz: str, freq: str, where: str, test_fn: str +): + """Test that two flat pflines with the same attributes (i.e., same frequency, + timezone, start-of-day, and kind) get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfl = dev.get_flatpfline(idx) + pfl_a = whole_pfl.slice[:where] + pfl_b = whole_pfl.slice[where:] + fn = concat.general if test_fn == "general" else concat.concat_pflines + result = fn([pfl_a, pfl_b]) + result2 = fn([pfl_b, pfl_a]) + assert whole_pfl == result + assert whole_pfl == result2 + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES2) +@pytest.mark.parametrize("test_fn", ["general", "concat_pflines"]) +def test_concat_nested_pflines( + whole_idx: str, + starttime: str, + tz: str, + freq: str, + where: str, + test_fn: str, +): + """Test that two nested pflines with the same attributes (i.e., same frequency, + timezone, start-of-day, and kind) and the same number of children and children names + get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfl = dev.get_nestedpfline(idx) + pfl_a = whole_pfl.slice[:where] + pfl_b = whole_pfl.slice[where:] + fn = concat.general if test_fn == "general" else concat.concat_pflines + result = fn([pfl_a, pfl_b]) + result2 = fn([pfl_b, pfl_a]) + assert whole_pfl == result + assert whole_pfl == result2 + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES3) +@pytest.mark.parametrize("test_fn", ["general", "concat_pflines"]) +def test_concat_three_flatpflines( + whole_idx: str, + starttime: str, + tz: str, + freq: str, + where: str, + test_fn: str, +): + """Test that three flat pflines with the same attributes (i.e., same frequency, + timezone, start-of-day, and kind) get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfl = dev.get_flatpfline(idx) + split_one = where[0] + split_two = where[1] + pfl_a = whole_pfl.slice[:split_one] + pfl_b = whole_pfl.slice[split_one:split_two] + pfl_c = whole_pfl.slice[split_two:] + fn = concat.general if test_fn == "general" else concat.concat_pflines + result = fn([pfl_a, pfl_b, pfl_c]) + result2 = fn([pfl_b, pfl_c, pfl_a]) + assert whole_pfl == result + assert whole_pfl == result2 + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES3) +@pytest.mark.parametrize("test_fn", ["general", "concat_pflines"]) +def test_concat_three_nestedpflines( + whole_idx: str, + starttime: str, + tz: str, + freq: str, + where: str, + test_fn: str, +): + """Test that three nested pflines with the same attributes ( aka kind, freq, sod, etc.) + and the same number of children and children names get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfl = dev.get_nestedpfline(idx) + split_one = where[0] + split_two = where[1] + pfl_a = whole_pfl.slice[:split_one] + pfl_b = whole_pfl.slice[split_one:split_two] + pfl_c = whole_pfl.slice[split_two:] + fn = concat.general if test_fn == "general" else concat.concat_pflines + result = fn([pfl_a, pfl_b, pfl_c]) + result2 = fn([pfl_b, pfl_c, pfl_a]) + assert whole_pfl == result + assert whole_pfl == result2 diff --git a/tests/core/shared/test_concat_pfstate.py b/tests/core/shared/test_concat_pfstate.py new file mode 100644 index 0000000..3ce923e --- /dev/null +++ b/tests/core/shared/test_concat_pfstate.py @@ -0,0 +1,100 @@ +"""Test if concatenation of PfStates works properly with different test cases.""" + +import pandas as pd +import pytest +from portfolyo import dev +from portfolyo.core.shared import concat + + +TESTCASES2 = [ # whole idx, freq, where + ( + ("2020-01-01", "2023-04-01"), + "QS", + "2022-04-01", + ), + (("2020", "2022"), "AS", "2021-01-01"), + ( + ("2020-05-01", "2023-04-01"), + "MS", + "2022-11-01", + ), + (("2022-03-20", "2022-07-28"), "D", "2022-05-28"), +] + +TESTCASES3 = [ # whole idx, freq, where + ( + ("2020-01-01", "2023-04-01"), + "QS", + ("2022-04-01", "2023-01-01"), + ), + (("2020", "2023"), "AS", ("2021-01-01", "2022-01-01")), + ( + ("2020-05-01", "2023-04-01"), + "MS", + ("2022-11-01", "2023-01-01"), + ), + (("2022-03-20", "2022-07-28"), "D", ("2022-04-28", "2022-05-15")), +] + + +def get_idx( + startdate: str, starttime: str, tz: str, freq: str, enddate: str +) -> pd.DatetimeIndex: + # Empty index. + if startdate is None: + return pd.DatetimeIndex([], freq=freq, tz=tz) + # Normal index. + ts_start = pd.Timestamp(f"{startdate} {starttime}", tz=tz) + ts_end = pd.Timestamp(f"{enddate} {starttime}", tz=tz) + return pd.date_range(ts_start, ts_end, freq=freq, inclusive="left") + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES2) +@pytest.mark.parametrize("test_fn", ["general", "concat_pfstates"]) +def test_concat_pfstates( + whole_idx: str, + starttime: str, + tz: str, + freq: str, + where: str, + test_fn: str, +): + """Test that two PfStates get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfs = dev.get_pfstate(idx) + pfs_a = whole_pfs.slice[:where] + pfs_b = whole_pfs.slice[where:] + fn = concat.general if test_fn == "general" else concat.concat_pfstates + result = fn([pfs_a, pfs_b]) + result2 = fn([pfs_b, pfs_a]) + assert whole_pfs == result + assert whole_pfs == result2 + + +@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) +@pytest.mark.parametrize("starttime", ["00:00", "06:00"]) +@pytest.mark.parametrize(("whole_idx", "freq", "where"), TESTCASES3) +@pytest.mark.parametrize("test_fn", ["general", "concat_pfstates"]) +def test_concat_three_pfstates( + whole_idx: str, + starttime: str, + tz: str, + freq: str, + where: str, + test_fn: str, +): + """Test that three PfStates get concatenated properly.""" + idx = get_idx(whole_idx[0], starttime, tz, freq, whole_idx[1]) + whole_pfs = dev.get_pfstate(idx) + split_one = where[0] + split_two = where[1] + pfs_a = whole_pfs.slice[:split_one] + pfs_b = whole_pfs.slice[split_one:split_two] + pfs_c = whole_pfs.slice[split_two:] + fn = concat.general if test_fn == "general" else concat.concat_pfstates + result = fn([pfs_a, pfs_b, pfs_c]) + result2 = fn([pfs_b, pfs_c, pfs_a]) + assert whole_pfs == result + assert whole_pfs == result2 diff --git a/tests/core/test-output.xml b/tests/core/test-output.xml new file mode 100644 index 0000000..aeb9a15 --- /dev/null +++ b/tests/core/test-output.xml @@ -0,0 +1,1961 @@ +/Users/ruud.wijtvliet/.local/share/nvim/lazy/neotest-python/neotest.py --results-file /var/folders/4l/jxhd2x_x0x15bwll5w9f_5rr0000gq/T/nvim.ruud.wijtvliet/bxjGD4/9 --stream-file /var/folders/4l/jxhd2x_x0x15bwll5w9f_5rr0000gq/T/nvim.ruud.wijtvliet/bxjGD4/10 --runner pytest -- /Users/ruud.wijtvliet/python/portfolyo/tests/core/pfstate/test_slice_state.py/Users/ruud.wijtvliet/python/portfolyo/tests/core/pfstate/test_slice_state.py \ No newline at end of file diff --git a/tests/dev/test_develop.py b/tests/dev/test_develop.py index 2221b4e..8e1cd51 100644 --- a/tests/dev/test_develop.py +++ b/tests/dev/test_develop.py @@ -1,34 +1,32 @@ """Simply test if functions don't raise an error""" -import pandas as pd +import datetime as dt + import pytest from portfolyo import Kind, dev from portfolyo.core.pfline import classes -@pytest.mark.parametrize("as_str", [True, False]) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @pytest.mark.parametrize( - ("freq", "start"), + ("freq", "startdate", "start_of_day"), [ - (None, None), - ("H", "2020"), - ("D", "2020"), - ("MS", "2020"), - ("QS", "2020"), - ("AS", "2020"), - ("H", "2020-04-21 15:00"), - ("D", "2020-04-21"), - ("MS", "2020-04"), - ("QS", "2020-04"), + (None, None, None), + ("H", "2020", None), + ("D", "2020", None), + ("MS", "2020", None), + ("QS", "2020", None), + ("AS", "2020", None), + ("H", "2020-04-21", dt.time(hour=15)), + ("D", "2020-04-21", None), + ("MS", "2020-04", None), + ("QS", "2020-04", None), ], ) -def test_index(freq, tz, start, as_str): +def test_index(freq, tz, startdate, start_of_day): """Test index creation.""" - if not as_str: - start = pd.Timestamp(start) - _ = dev.get_index() if freq is None else dev.get_index(freq, tz, start) + _ = dev.get_index() if freq is None else dev.get_index(freq, tz, startdate) @pytest.mark.parametrize("request_unit", [True, False]) @@ -38,19 +36,23 @@ def test_index(freq, tz, start, as_str): ) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @pytest.mark.parametrize( - ("freq", "start"), + ("freq", "startdate", "start_of_day"), [ - (None, None), - ("H", "2020-04-21 15:00"), - ("D", "2020-04-21"), - ("MS", "2020-04"), - ("QS", "2020-04"), - ("AS", "2020"), + (None, None, None), + ("H", "2020-04-21", dt.time(hour=15)), + ("D", "2020-04-21", None), + ("MS", "2020-04", None), + ("QS", "2020-04", None), + ("AS", "2020", None), ], ) -def test_series(freq, tz, start, name, name_has_unit, request_unit): +def test_series(freq, tz, startdate, name, name_has_unit, request_unit, start_of_day): """Test series creation.""" - i = None if freq is None else dev.get_index(freq, tz, start) + i = ( + None + if freq is None + else dev.get_index(freq, tz, startdate, start_of_day=start_of_day) + ) s = dev.get_series(i, name, request_unit) if request_unit and name_has_unit: _ = s.pint.magnitude @@ -74,19 +76,25 @@ def test_series(freq, tz, start, name, name_has_unit, request_unit): ) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @pytest.mark.parametrize( - ("freq", "start"), + ("freq", "startdate", "start_of_day"), [ - (None, None), - ("H", "2020-04-21 15:00"), - ("D", "2020-04-21"), - ("MS", "2020-04"), - ("QS", "2020-04"), - ("AS", "2020"), + (None, None, None), + ("H", "2020-04-21", dt.time(hour=15)), + ("D", "2020-04-21", None), + ("MS", "2020-04", None), + ("QS", "2020-04", None), + ("AS", "2020", None), ], ) -def test_dataframe(freq, tz, start, cols, first_col_has_unit, request_unit): +def test_dataframe( + freq, tz, startdate, cols, first_col_has_unit, request_unit, start_of_day +): """Test dataframe creation.""" - i = None if freq is None else dev.get_index(freq, tz, start) + i = ( + None + if freq is None + else dev.get_index(freq, tz, startdate, start_of_day=start_of_day) + ) df = dev.get_dataframe(i, cols, request_unit) unit = df.pint.dequantify().columns.get_level_values("unit")[0] if request_unit and first_col_has_unit: @@ -98,19 +106,23 @@ def test_dataframe(freq, tz, start, cols, first_col_has_unit, request_unit): @pytest.mark.parametrize("kind", [Kind.COMPLETE, Kind.VOLUME, Kind.PRICE]) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @pytest.mark.parametrize( - ("freq", "start"), + ("freq", "startdate", "start_of_day"), [ - (None, None), - ("H", "2020-04-21 15:00"), - ("D", "2020-04-21"), - ("MS", "2020-04"), - ("QS", "2020-04"), - ("AS", "2020"), + (None, None, None), + ("H", "2020-04-21", dt.time(hour=15)), + ("D", "2020-04-21", None), + ("MS", "2020-04", None), + ("QS", "2020-04", None), + ("AS", "2020", None), ], ) -def test_flatnestedpfline(freq, tz, start, kind): +def test_flatnestedpfline(freq, tz, startdate, kind, start_of_day): """Test flatpfline and nestedpfline creation.""" - i = None if freq is None else dev.get_index(freq, tz, start) + i = ( + None + if freq is None + else dev.get_index(freq, tz, startdate, start_of_day=start_of_day) + ) _ = dev.get_flatpfline(i, kind) _ = dev.get_nestedpfline(i, kind) @@ -119,19 +131,23 @@ def test_flatnestedpfline(freq, tz, start, kind): @pytest.mark.parametrize("kind", [Kind.COMPLETE, Kind.VOLUME, Kind.PRICE]) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @pytest.mark.parametrize( - ("freq", "start"), + ("freq", "startdate", "start_of_day"), [ - (None, None), - ("H", "2020-04-21 15:00"), - ("D", "2020-04-21"), - ("MS", "2020-04"), - ("QS", "2020-04"), - ("AS", "2020"), + (None, None, None), + ("H", "2020-04-21", dt.time(hour=15)), + ("D", "2020-04-21", None), + ("MS", "2020-04", None), + ("QS", "2020-04", None), + ("AS", "2020", None), ], ) -def test_pfline(freq, tz, start, kind, max_nlevels): +def test_pfline(freq, tz, startdate, kind, max_nlevels, start_of_day): """Test that pfline can be created.""" - i = None if freq is None else dev.get_index(freq, tz, start) + i = ( + None + if freq is None + else dev.get_index(freq, tz, startdate, start_of_day=start_of_day) + ) pfl = dev.get_randompfline(i, kind, max_nlevels) if max_nlevels == 1: assert isinstance(pfl, classes.FlatPfLine) diff --git a/tests/tools/test_right.py b/tests/tools/test_right.py index 15271c2..b4db911 100644 --- a/tests/tools/test_right.py +++ b/tests/tools/test_right.py @@ -41,35 +41,35 @@ ("2020-04-21 06:00", "D", "2020-04-22 06:00"), ] -TESTCASES_DST = [ # ts, freq, expected_ts_right +TESTCASES_DST = [ # ts, freq, expected_ts_right, periods # Start of DST. - ("2020-03-29 01:00", "15T", "2020-03-29 01:15"), - ("2020-03-29 01:00", "H", "2020-03-29 03:00"), - ("2020-03-29 00:00", "D", "2020-03-30 00:00"), - ("2020-03-29 01:00", "D", "2020-03-30 01:00"), - ("2020-03-29 03:00", "D", "2020-03-30 03:00"), - ("2020-03-29 06:00", "D", "2020-03-30 06:00"), - ("2020-03-01 00:00", "MS", "2020-04-01 00:00"), - ("2020-03-01 06:00", "MS", "2020-04-01 06:00"), - ("2020-01-01 00:00", "QS", "2020-04-01 00:00"), - ("2020-01-01 06:00", "QS", "2020-04-01 06:00"), + ("2020-03-29 01:00", "15T", "2020-03-29 01:15", 92 + 9 * 96), + ("2020-03-29 01:00", "H", "2020-03-29 03:00", 23 + 9 * 24), + ("2020-03-29 00:00", "D", "2020-03-30 00:00", None), + ("2020-03-29 01:00", "D", "2020-03-30 01:00", None), + ("2020-03-29 03:00", "D", "2020-03-30 03:00", None), + ("2020-03-29 06:00", "D", "2020-03-30 06:00", None), + ("2020-03-01 00:00", "MS", "2020-04-01 00:00", None), + ("2020-03-01 06:00", "MS", "2020-04-01 06:00", None), + ("2020-01-01 00:00", "QS", "2020-04-01 00:00", None), + ("2020-01-01 06:00", "QS", "2020-04-01 06:00", None), # End of DST. - ("2020-10-25 01:00", "15T", "2020-10-25 01:15+0200"), - ("2020-10-25 02:00+0200", "15T", "2020-10-25 02:15+0200"), - ("2020-10-25 02:00+0100", "15T", "2020-10-25 02:15+0100"), - ("2020-10-25 03:00", "15T", "2020-10-25 03:15"), - ("2020-10-25 01:00", "H", "2020-10-25 02:00+0200"), - ("2020-10-25 02:00+0200", "H", "2020-10-25 02:00+0100"), - ("2020-10-25 02:00+0100", "H", "2020-10-25 03:00"), - ("2020-10-25 03:00", "H", "2020-10-25 04:00"), - ("2020-10-25 00:00", "D", "2020-10-26 00:00"), - ("2020-10-25 01:00", "D", "2020-10-26 01:00"), - ("2020-10-25 03:00", "D", "2020-10-26 03:00"), - ("2020-10-25 06:00", "D", "2020-10-26 06:00"), - ("2020-10-01 00:00", "MS", "2020-11-01 00:00"), - ("2020-10-01 06:00", "MS", "2020-11-01 06:00"), - ("2020-10-01 00:00", "QS", "2021-01-01 00:00"), - ("2020-10-01 06:00", "QS", "2021-01-01 06:00"), + ("2020-10-25 01:00", "15T", "2020-10-25 01:15+0200", 100 + 9 * 96), + ("2020-10-25 02:00+0200", "15T", "2020-10-25 02:15+0200", 100 + 9 * 96), + ("2020-10-25 02:00+0100", "15T", "2020-10-25 02:15+0100", 10 * 96), + ("2020-10-25 03:00", "15T", "2020-10-25 03:15", 10 * 96), + ("2020-10-25 01:00", "H", "2020-10-25 02:00+0200", 25 + 9 * 24), + ("2020-10-25 02:00+0200", "H", "2020-10-25 02:00+0100", 25 + 9 * 24), + ("2020-10-25 02:00+0100", "H", "2020-10-25 03:00", 10 * 24), + ("2020-10-25 03:00", "H", "2020-10-25 04:00", 10 * 24), + ("2020-10-25 00:00", "D", "2020-10-26 00:00", None), + ("2020-10-25 01:00", "D", "2020-10-26 01:00", None), + ("2020-10-25 03:00", "D", "2020-10-26 03:00", None), + ("2020-10-25 06:00", "D", "2020-10-26 06:00", None), + ("2020-10-01 00:00", "MS", "2020-11-01 00:00", None), + ("2020-10-01 06:00", "MS", "2020-11-01 06:00", None), + ("2020-10-01 00:00", "QS", "2021-01-01 00:00", None), + ("2020-10-01 06:00", "QS", "2021-01-01 06:00", None), ] TESTCASES_15T_STAMPONLY = [ # ts, expected_ts_right @@ -89,13 +89,14 @@ @pytest.mark.parametrize(("ts", "freq", "expected_ts_right"), TESTCASES) def test_right_index(ts: str, freq: str, tz: str, expected_ts_right: str): """Test if right timestamp is correctly calculated for index without dst-transition.""" - do_test_index(ts, freq, tz, expected_ts_right) + do_test_index(ts, freq, tz, expected_ts_right, 96) # always integer # of days -@pytest.mark.parametrize(("ts", "freq", "expected_ts_right"), TESTCASES_DST) -def test_right_index_dst(ts: str, freq: str, expected_ts_right: str): +@pytest.mark.parametrize(("ts", "freq", "expected_ts_right", "periods"), TESTCASES_DST) +def test_right_index_dst(ts: str, freq: str, expected_ts_right: str, periods: int): """Test if right timestamp is correctly calculated for index with dst-transition.""" - do_test_index(ts, freq, "Europe/Berlin", expected_ts_right) + periods = periods or 10 + do_test_index(ts, freq, "Europe/Berlin", expected_ts_right, periods) @pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) @@ -105,8 +106,8 @@ def test_right_stamp(ts: str, freq: str, tz: str, expected_ts_right: str): do_test_stamp(ts, freq, tz, expected_ts_right) -@pytest.mark.parametrize(("ts", "freq", "expected_ts_right"), TESTCASES_DST) -def test_right_stamp_dst(ts: str, freq: str, expected_ts_right: str): +@pytest.mark.parametrize(("ts", "freq", "expected_ts_right", "periods"), TESTCASES_DST) +def test_right_stamp_dst(ts: str, freq: str, expected_ts_right: str, periods: int): """Test if right timestamp is correctly calculated for timestamp with dst-transition.""" do_test_stamp(ts, freq, "Europe/Berlin", expected_ts_right) @@ -117,15 +118,15 @@ def test_right_stamp_15T(ts: str, expected_ts_right: str): do_test_stamp(ts, "15T", "Europe/Berlin", expected_ts_right) -def do_test_index(ts, freq, tz, expected_ts_right): +def do_test_index(ts, freq, tz, expected_ts_right, periods): # Must specify timezone in timestamp (instead of index) to avoid confusion at DST-changeover. - i = pd.date_range(pd.Timestamp(ts, tz=tz), freq=freq, periods=100) + i = pd.date_range(pd.Timestamp(ts, tz=tz), freq=freq, periods=periods) result = tools.right.index(i) expected = pd.date_range( - pd.Timestamp(expected_ts_right, tz=tz), freq=freq, periods=100, name="right" + pd.Timestamp(expected_ts_right, tz=tz), freq=freq, periods=periods, name="right" ) testing.assert_index_equal(result, expected) - tools.standardize.assert_index_standardized(result, True) + tools.standardize.assert_index_standardized(result, __right=True) def do_test_stamp(ts, freq, tz, expected_ts_right): diff --git a/tests/tools/test_standardize.py b/tests/tools/test_standardize.py index 8e606bb..66851fd 100644 --- a/tests/tools/test_standardize.py +++ b/tests/tools/test_standardize.py @@ -65,26 +65,25 @@ def test_standardize_DST( if bound == "right": td = pd.Timedelta(hours=24 if freq == "D" else 0.25) iin = pd.DatetimeIndex([*iin[1:], iin[-1] + td]) - kw = {"bound": bound, "floating": False, "tz": out_tz} + kw = {"floating": False, "tz": out_tz} # Do actual tests. if isinstance(expected, pd.Series): # 1: Using expected frame: should stay the same. - result = tools.standardize.frame(expected, force) + result = tools.standardize.frame(expected, force, **kw) pd.testing.assert_series_equal(result, expected) # 2: Series. - result = tools.standardize.frame(pd.Series(in_vals, iin), force, **kw) + result = tools.standardize.frame( + pd.Series(in_vals, iin), force, bound=bound, **kw + ) pd.testing.assert_series_equal(result, expected) else: # 1: Using expected frame: should stay the same. - result = tools.standardize.frame(expected, force) + result = tools.standardize.frame(expected, force, **kw) pd.testing.assert_frame_equal(result, expected) - # 2: Dataframe with index. - result = tools.standardize.frame(pd.DataFrame({"a": in_vals}, iin), force, **kw) - pd.testing.assert_frame_equal(result, expected) - # 3: Dataframe with column that must become index. + # 2: Dataframe. result = tools.standardize.frame( - pd.DataFrame({"a": in_vals, "t": iin}), force, index_col="t", **kw + pd.DataFrame({"a": in_vals}, iin), force, bound=bound, **kw ) pd.testing.assert_frame_equal(result, expected) @@ -139,7 +138,7 @@ def test_standardize_convert(freq, in_tz, floating, series_or_df, bound, out_tz) @pytest.mark.parametrize("in_tz", [None, "Europe/Berlin"]) @pytest.mark.parametrize("floating", [True, False]) @pytest.mark.parametrize("force", ["agnostic", "aware"]) -@pytest.mark.parametrize("freq", [*tools.freq.FREQUENCIES, "Q", "30T", "M", "AS-FEB"]) +@pytest.mark.parametrize("freq", [*tools.freq.FREQUENCIES, "Q", "M", "AS-FEB"]) def test_standardize_freq(freq, in_tz, floating, series_or_df, force): """Test raising errors when passing invalid frequencies.""" out_tz = "Europe/Berlin" @@ -147,14 +146,6 @@ def test_standardize_freq(freq, in_tz, floating, series_or_df, force): # Get index. i = dev.get_index(freq, in_tz, _seed=1) - # If no timezone specified and below-daily values, the created index will have too few/many datapoints. - # if ( - # in_tz is None - # and tools.freq.up_or_down(freq, "D") == -1 - # and tools.freq.up_or_down(force_freq, "D") == 1 - # ): - # pytest.skip("edge case: too few/too many datapoints.") # don't check edge case - # Add values. fr = dev.get_series(i) if series_or_df == "series" else dev.get_dataframe(i) @@ -169,13 +160,10 @@ def test_standardize_freq(freq, in_tz, floating, series_or_df, force): @pytest.mark.parametrize("series_or_df", ["series", "df"]) -@pytest.mark.parametrize("removefrom", ["nowhere", "end", "middle"]) +@pytest.mark.parametrize("remove", ["remove_some", "remove_none"]) @pytest.mark.parametrize("in_tz", [None, "Europe/Berlin"]) @pytest.mark.parametrize("freq", tools.freq.FREQUENCIES) -@pytest.mark.parametrize( - "force_freq", [*tools.freq.FREQUENCIES[::2], "30T", "M", "AS-FEB", None] -) -def test_standardize_gaps(freq, in_tz, removefrom, series_or_df, force_freq): +def test_standardize_gaps(freq, in_tz, remove, series_or_df): """Test raising errors on index with gaps. Don't test timezone-conversion.""" force = "agnostic" if in_tz is None else "aware" out_tz = in_tz @@ -183,14 +171,8 @@ def test_standardize_gaps(freq, in_tz, removefrom, series_or_df, force_freq): # Get index. i = dev.get_index(freq, in_tz, _seed=1) - # If no timezone specified and below-daily values, the created index will have too few/many datapoints. - if in_tz is None and tools.freq.up_or_down(freq, "D") == -1: - pytest.skip("edge case: too few/too many datapoints.") # don't check edge case - - # remove timestamp from index. - if removefrom == "start": # remove from end - i = i.delete(-1) - elif removefrom == "middle": # remove from middle + # remove timestamp from middle of index. + if remove == "remove_some": i = i.delete((len(i) - 2) // 2) # Add values. @@ -199,18 +181,13 @@ def test_standardize_gaps(freq, in_tz, removefrom, series_or_df, force_freq): # See if error is raised. if ( # fr has frequency, but it's a forbidden frequency - (removefrom != "middle" and freq not in tools.freq.FREQUENCIES) - # fr has frequency, but user wants to force a different frequency - or (removefrom != "middle" and freq != force_freq and force_freq is not None) - # fr does not have frequency, and user does not specify a forced frequency - or (removefrom == "middle" and not force_freq) - # user wants to force a frequency, but it's a forbidden frequency - or (force_freq is not None and force_freq not in tools.freq.FREQUENCIES) + (remove == "remove_none" and freq not in tools.freq.FREQUENCIES) + # fr does not have frequency + or (remove == "remove_some") ): with pytest.raises(ValueError): - _ = tools.standardize.frame(fr, force, tz=out_tz, force_freq=force_freq) + _ = tools.standardize.frame(fr, force, tz=out_tz) return - result = tools.standardize.frame(fr, force, tz=out_tz, force_freq=force_freq) - expected_freq = force_freq or freq - assert result.index.freq == expected_freq + result = tools.standardize.frame(fr, force, tz=out_tz) + assert result.index.freq == freq diff --git a/tests/tools/test_startofday.py b/tests/tools/test_startofday.py index b098883..f8460ad 100644 --- a/tests/tools/test_startofday.py +++ b/tests/tools/test_startofday.py @@ -1,9 +1,13 @@ -import pytest import datetime as dt -from portfolyo import tools, testing, dev +import pandas as pd +import pytest + +from portfolyo import testing, tools ERROR_SOD_DICT = {"hour": 6, "minute": 1} # error +SOD_STRS = ["00:00", "06:00", "15:30"] +SODS = [(0, 0), (6, 0), (15, 30)] SOD_DICTS = [ {"hour": 0, "minute": 0}, {"hour": 6, "minute": 0}, @@ -34,38 +38,390 @@ def create_start_of_day(hour, minute, returntype): return dt.timedelta(hours=hour, minutes=minute) -@pytest.mark.parametrize("startdate,freq", STARTDATE_AND_FREQ) -@pytest.mark.parametrize("sod_dict", SOD_DICTS) -@pytest.mark.parametrize("returntype", ["time", "str", "timedelta"]) -@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) -def test_get_startofday(startdate, freq, tz, sod_dict, returntype): +@pytest.mark.parametrize( + "i,hour,minute", + [ + # Midnight + # . No timezone + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="MS", inclusive="left", tz=None + ), + 0, + 0, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="D", inclusive="left", tz=None + ), + 0, + 0, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="H", inclusive="left", tz=None + ), + 0, + 0, + ), + # . Europe/Berlin + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + ), + # 06:00 + # . No timezone + ( + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="MS", + inclusive="left", + tz=None, + ), + 6, + 0, + ), + ( + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="D", + inclusive="left", + tz=None, + ), + 6, + 0, + ), + ( + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="H", + inclusive="left", + tz=None, + ), + 6, + 0, + ), + # . Europe/Berlin + ( + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 0, + ), + ( + pd.date_range( + "2020-01-01 06:30", + "2021-01-01 06:30", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 30, + ), + ( + pd.date_range( + "2020-01-01 06:30", + "2021-01-01 06:30", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 30, + ), + ], +) +@pytest.mark.parametrize("returntype", ["time", "timedelta", "str"]) +def test_get_startofday(i: pd.DatetimeIndex, hour: int, minute: int, returntype: str): """Test if start-of-day can be correctly gotten from index.""" - i = dev.get_index(freq, tz, startdate, 10, dt.time(**sod_dict), _seed=SEED) + expected = create_start_of_day(hour, minute, returntype) result = tools.startofday.get(i, returntype) - expected = create_start_of_day(**sod_dict, returntype=returntype) assert result == expected -@pytest.mark.parametrize("startdate,freq", STARTDATE_AND_FREQ) -@pytest.mark.parametrize("tz", [None, "Europe/Berlin", "Asia/Kolkata"]) -@pytest.mark.parametrize("sod_dict_in", SOD_DICTS) -@pytest.mark.parametrize("sod_dict_out", SOD_DICTS) -def test_set_startofday(startdate, freq, tz, sod_dict_in, sod_dict_out): - """Test if start of day can be correctly set to an index.""" - periods = {"H": 240, "D": 10, "MS": 3}[freq] - start_of_day_in = create_start_of_day(**sod_dict_in, returntype="time") - start_of_day_out = create_start_of_day(**sod_dict_out, returntype="time") - i = dev.get_index(freq, tz, startdate, periods, start_of_day_in, _seed=SEED) - if freq == "H" or sod_dict_out == ERROR_SOD_DICT: - with pytest.raises(ValueError): - _ = tools.startofday.set(i, start_of_day_out) - return - - result = tools.startofday.set(i, start_of_day_out) - if start_of_day_in == start_of_day_out: +@pytest.mark.parametrize( + "i,hour,minute,expected", + [ + # Midnight + # . No timezone + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="MS", inclusive="left", tz=None + ), + 0, + 0, + None, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="D", inclusive="left", tz=None + ), + 0, + 0, + None, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="H", inclusive="left", tz=None + ), + 0, + 0, + None, + ), + # . Europe/Berlin + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + None, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + None, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + 0, + 0, + None, + ), + # 06:00 + # . No timezone + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="MS", inclusive="left", tz=None + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="MS", + inclusive="left", + tz=None, + ), + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="D", inclusive="left", tz=None + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="D", + inclusive="left", + tz=None, + ), + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="H", inclusive="left", tz=None + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2020-12-31 06:00", + freq="H", + inclusive="left", + tz=None, + ), + ), + # . Europe/Berlin + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2021-01-01 06:00", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 0, + pd.date_range( + "2020-01-01 06:00", + "2020-12-31 06:00", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + ), + # 06:03 + # . No timezone + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="MS", inclusive="left", tz=None + ), + 6, + 3, + Exception, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="D", inclusive="left", tz=None + ), + 6, + 3, + Exception, + ), + ( + pd.date_range( + "2020-01-01", "2021-01-01", freq="H", inclusive="left", tz=None + ), + 6, + 3, + Exception, + ), + # . Europe/Berlin + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="MS", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 3, + Exception, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="D", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 3, + Exception, + ), + ( + pd.date_range( + "2020-01-01", + "2021-01-01", + freq="H", + inclusive="left", + tz="Europe/Berlin", + ), + 6, + 3, + Exception, + ), + ], +) +def test_set_startofday( + i: pd.DatetimeIndex, + hour: int, + minute: int, + expected: pd.DatetimeIndex, +): + """Test if start-of-day can be correctly set to index.""" + if expected is None: expected = i - else: - expected = dev.get_index( - freq, tz, startdate, periods, start_of_day_out, _seed=SEED - ) + sod = dt.time(hour=hour, minute=minute) + # Error case. + if isinstance(expected, type) and issubclass(expected, Exception): + with pytest.raises(expected): + _ = tools.startofday.set(i, sod) + return + # Normal case. + result = tools.startofday.set(i, sod) testing.assert_index_equal(result, expected)