o
    _~#gY                     @   s  d dl Zd dlZd dlmZmZmZmZ d dlm	Z
 dd Zdd Zdd Zd	d
 Zdd Zdd Zejdedddeddddedddddgejdd dgdd Zdd Zdd Zdd  Zejd!g d"d#d$ Zd%d& Zejd'd(eed)ed*d+g d,d-ed.gd/eejgd) d0gd) g d1d-gd2eejgd) d3gd) g d4d-ggd5d6 Zd7d8 Z d9d: Z!ejd;g d<d=gg d>d?ggd@dA Z"dBdC Z#dDdE Z$dFdG Z%ejdHeejdIdJgd?d=ejdKdIgfeejdIdJgd?d?ejdKdIgfeejdIdJgd=d=ejdKdLgfeejdIdJgd=d?ejdKdLgfedIejdJgd?d=dMejdIgfedIejdJgd?d?dKejdIgfedIejdJgd=d=dMejdLgfedIejdJgd=d?dKejdLgfeejdIejejdJejgd?d=ejdNejejdIejgfeejdIejejdJejgd?d?ejdKejejdIejgfeejdIejejdJejgd=d=ejdNejejdLejgfeejdIejejdJejgd=d?ejdKejejdLejgfedIejdJdOgd?d=dNejdKdIgfedIejdJdOgd?d?dMejdKdIgfedIejdJdOgd=d=dNejdPdQgfedIejdJdOgd=d?dMejdPdLgfgdRdS Z&dTdU Z'dVdW Z(ejdXg dYdZd[ Z)ejdd d\gejd]g d^d_d` Z*ejd]dadbgdcdd Z+ejdg d-ejd]dadbgdedf Z,ejd]dadbgdgdh Z-ejd]g didjdk Z.ejd]g didldm Z/dndo Z0dpdq Z1drds Z2ejdtdadbgdudv Z3dwdx Z4ejdydbdagejdzd?d=gd{d| Z5ejd}e6e7gd~d Z8ejdydbdagejdzd?d=gejd}e6e7gdd Z9dS )    N)	DataFrameDatetimeIndexSeries
date_rangec                  C   s0   t ddddtjdgi} |  | jdd  d S )NBr                  ?com)r   npnanewmmeandf r   /var/www/static.ux5.de/https/Moving-Object-Detection-with-OpenCV/env/lib/python3.10/site-packages/pandas/tests/window/test_ewm.pytest_doc_string   s   r   c              	   C   s
  | t dj}|dd |dd |dd |dd |dd d	 |dd d
 |dd d d}tjt|d |ddd W d    n1 sGw   Y  tjt|d |ddd W d    n1 sdw   Y  tjt|d |ddd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}tjt|d |dd W d    n1 sw   Y  d}dD ]}tjt|d ||d W d    n1 sw   Y  qd S )N   r
   r         ?spanalphag      ?halflifer   r   )r   r   r   r   8comass, span, halflife, and alpha are mutually exclusivematchr   r   r   r   )r   r    comass must satisfy: comass >= 0      span must satisfy: span >= 1#halflife must satisfy: halflife > 0r   "alpha must satisfy: 0 < alpha <= 1)r&   r   )ranger   pytestraises
ValueError)frame_or_seriescmsgr   r   r   r   test_constructor   sJ   



r1   c                  C   sR   d} t jt| d ttdjtdd W d    d S 1 s"w   Y  d S )Nztimes must be datetime64 dtype.r!   r   times)r+   r,   r-   r   r*   r   r   aranger0   r   r   r   !test_ewma_times_not_datetime_type>   s   "r6   c                  C   sX   d} t jt| d ttdjtddd W d    d S 1 s%w   Y  d S )Nz,times must be the same length as the object.r!   r   r	   datetime64[ns]r2   	r+   r,   r-   r   r*   r   r   r4   astyper5   r   r   r   test_ewma_times_not_same_lengthD   s   ""r:   c                  C   sZ   d} t jt| d ttdjdtddd W d    d S 1 s&w   Y  d S )Nz/halflife must be a timedelta convertible objectr!   r   r   r7   r   r3   r8   r5   r   r   r   #test_ewma_halflife_not_correct_typeJ   s   $"r<   c                 C   sL   d}t jt|d ttdj| d W d    d S 1 sw   Y  d S )NzKhalflife can only be a timedelta convertible argument if times is not None.r!   r   r   )r+   r,   r-   r   r*   r   )halflife_with_timesr0   r   r   r    test_ewma_halflife_without_timesP   s   "r>   r3   
   zdatetime64[D]r7   2000DfreqperiodsUTCmin_periodsr   c                 C   s`   | }t d}t j|d d d< td|i}|j|||d }|jd|d }t|| d S )N      $@r   Ar   rF   r3         ?)r   rF   )r   r4   r   r   r   r   tmassert_frame_equal)r=   r3   rF   r   datar   resultexpectedr   r   r   "test_ewma_with_times_equal_spacingV   s   

rP   c           	      C   s`   | }d}t g d||}td}t|}|j||d }tg d}t	|| d S )Nz23 days)z
2020-01-01z2020-01-10T00:04:05z2020-02-23T05:00:23   r;   )        gE(?g*M?)
r   tz_localizeas_unitr   r4   r   r   r   rK   rL   )	tz_aware_fixtureunittzr   r3   rM   r   rN   rO   r   r   r   %test_ewma_with_times_variable_spacingi   s   

rX   c                 C   sZ   t td}tdg}tjtdd |jd| |d W d    d S 1 s&w   Y  d S )Nr   NaTz$Cannot convert NaT values to integerr!   皙?)r   r   r3   )r   r*   r   r+   r,   r-   r   )r=   serr3   r   r   r   test_ewm_with_nat_raisesx   s
   
"r\   c                 C   st   | }t d}t j|d d d< tdddd}t||d}|j||dd	  }|jd
dd	  }t|| d S )NrG   r   r@   rA   r?   rB   rH   r   r;   rH   rJ   r   )	r   r4   r   r   r   r   r   rK   assert_series_equal)r=   r   rM   r3   r   rN   rO   r   r   r   test_ewm_with_times_getitem   s   
r_   arg)r   r   r   r   c                    sr   | dd|d|i}t tdtddjd	i |  fdd jD } d } fdd|jD }||ks7J d S )
Nr   adjust	ignore_nar]   c                       i | ]}|t  |qS r   getattr.0attrr   r   r   
<dictcomp>       z8test_ewm_getitem_attributes_retained.<locals>.<dictcomp>rH   c                    rc   r   rd   rf   ri   r   r   rj      rk   r   )r   r*   r   _attributes)r`   ra   rb   kwargsrO   	ewm_slicerN   r   ri   r   $test_ewm_getitem_attributes_retained   s   "ro   c                	   C   sV   t jtdd ttdjddtddddd	 W d    d S 1 s$w   Y  d S )
Nz)times is not supported with adjust=False.r!   r   rZ   Fr@   rA   rB   )ra   r3   )r+   r,   NotImplementedErrorr   r*   r   r   r   r   r   r   #test_ewma_times_adjust_false_raises   s   "rq   zfunc, expectedr   r   r	   	   )gZP۶@rr   gW$%@gd~$I(@g7m+@r   r   r   dtypestdgɬv@)gW2@g.@g> @g@gG@varg      2@)g=Զm5@   gˁj۶@@g@m[D@ggܶmH@c                 C   s   t tdtddtdddd|d}d	}tjt|d
 |jddd}W d    n1 s.w   Y  t||  }t|| d S )Nr         r?      r   rs   rt   z1Support for axis=1 in DataFrame.ewm is deprecatedr!   r
   r   )r   axis)r   r*   rK   assert_produces_warningFutureWarningr   re   rL   )funcrO   float_numpy_dtyper   r0   erN   r   r   r   test_float_dtype_ewma   s   'r   c                  C   sb   t tdtddddd} tjtdd | jd	d
dd W d    d S 1 s*w   Y  d S )NrG   r@   rA   r?   rB   )rH   time_colztimes must be datetime64r!   z1 dayr   r   rI   )r   r   r4   r   r+   r,   r-   r   r   r   r   r   test_times_string_col_raises   s   "r   c                  C   sR   t tdjddd} tjtdd |   W d    d S 1 s"w   Y  d S )Nr   Fr   ra   z
sum is notr!   )r   r*   r   r+   r,   rp   sum)rM   r   r   r   (test_ewm_sum_adjust_false_notimplemented   s   
"r   zexpected_data, ignore)rG         @g      @g     &@F)rG   r   r   g      )@Tc                 C   s<   t ddtjdg}|jd|d }t | }t|| d S )Nr?   r   r
   )r   rb   )r   r   r   r   r   rK   r^   )expected_dataignorerM   rN   rO   r   r   r   test_ewm_sum   s   r   c                  C   sF   t td} d| d< | jddd  }t|d dk s!J d S )Ni  r   r   d   F)r   ra   g{Gz?)r   r   zerosr   r   r   abs)valsrN   r   r   r   test_ewma_adjust   s   r   c                 C   sN   t g d}| rt g d}nt g d}|jd| |d }t|| d S )N)rJ          @g      @g       @)rJ   g?gʍ"k@gY;@)rJ   gRTU?gS@g	@r   r   ra   rb   )r   r   r   rK   r^   )ra   rb   srO   rN   r   r   r   test_ewma_cases   s   r   c                  C   s   t dgtjgd  dg } | jdd }t|t dgt|   t tjgd dg tjgd  dg } | jdd }t|t tjgd dgd   d S )NrJ   r   r   r   r	   )r   r   r   r   r   rK   r^   len)r   rN   r   r   r   test_ewma_nan_handling  s   (&r   zs, adjust, ignore_na, wrJ   g     @Y@gVUUUUU?gUUUUUU?gqq?gj/?g      I@gqq?g|	%?c                 C   sl   |  | t|   }| jd||d }t|| |du r4| jd|d }t|| d S d S )Nr   r   Fr   )multiplycumsumr   ffillr   r   rK   r^   )r   ra   rb   wrO   rN   r   r   r   test_ewma_nan_handling_cases  s    r   c                  C   s   t jdd} t dd}t j| |< t| }|jdd }|jdd }|jd	d
 }|jdd }t	
|| t	
|| t	
|| d S )Nr   r   r{   (   gVR?r   gƷC?r   g_!@r   gXlWY?r   )r   randomdefault_rngstandard_normalr4   r   r   r   r   rK   r^   )arrlocsr   abr/   dr   r   r   test_ewm_alpha  s   
r   c                  C   s  t jdd} t dd}t j| |< t| }d}tjt	|d |j
dd W d    n1 s2w   Y  |j
d	d |j
d
d d}tjt	|d |j
dd W d    n1 s]w   Y  tjt	|d |j
d	d W d    n1 szw   Y  tjt	|d |j
dd W d    n1 sw   Y  |j
dd |j
dd d}tjt	|d |j
dd W d    n1 sw   Y  tjt	|d |j
d	d W d    n1 sw   Y  |j
d
d d}tjt	|d |j
dd W d    n	1 sw   Y  tjt	|d |j
d	d W d    n	1 s#w   Y  |j
d
d |j
dd tjt	|d |j
dd W d    d S 1 sNw   Y  d S )Nr   r   r{   r   r%   r!   gr   rR   rZ   r'   r   g?rJ   g?r(   r   r)   r   )r   r   r   r   r4   r   r   r+   r,   r-   r   )r   r   r   r0   r   r   r   test_ewm_domain_checks  sT   
$r   method)r   rv   rw   c                 C   s4   t g tjd}|d}t||  }t|| d S )Nrt   rQ   )r   r   float64r   re   rK   assert_almost_equal)r   r   r   rN   r   r   r   test_ew_empty_series  s   
r   r   name)r   rw   rv   c                 C   s  t jdd}t j|d d< t j|dd < t|}t|jddd| }|d d  	 s2J |dd   
 r>J t|jd| d| }|dkrf|d d  	 sYJ |dd   
 reJ n|d d  	 srJ |dd   
 r~J tttdjd| d| }t|td	d ttd
gjd| d| }|dkrt|td
g n
t|tt jg ttt djdd| }|jt jksJ d S )Nr   2   r?   r   rF   rz   r   rt   r   rJ   )rF   r   )r   r   r   r   r   r   re   r   isnaallanyobjectrK   r^   r4   ru   r   )rF   r   r   r   rN   result2r   r   r   test_ew_min_periods  s*   r   covcorrc                 C   s   t tjddtdd}|dd  tjdd }tj|d d< tj|jdd < t|j	ddd	| |}t
|jd d
  sGJ t
|jd
d   rUJ d S )Nr   r   index0   r?   r   r{   r   r      )r   r   r   r   r   r*   r   ilocre   r   isnanvaluesr   r   )r   rH   r   rN   r   r   r   test_ewm_corr_cov  s    r   c                 C   s  t tjddtdd}|dd  tjdd }tj|d d< tj|jdd < t|j	d|d| |}t
|jd d	  sGJ t
|jd	d   rUJ t g tjd
}t|j	d|d| |}t|| tt dgj	d|d| t dg}t|t tjg d S )Nr   r   r   r   r?   r   r{   r   rz   rt   rJ   )r   r   r   r   r   r*   r   r   re   r   r   r   r   r   r   rK   r^   )r   rF   rH   r   rN   emptyr   r   r   test_ewm_corr_cov_min_periods  s   r   c                 C   s   t tjddtdd}tj|d d< d}tjt	|d t
|jddd	| tjdd W d    d S 1 s>w   Y  d S )
Nr   r   r   r?   z#other must be a DataFrame or Seriesr!   r{   r   r   )r   r   r   r   r   r*   r   r+   r,   r-   re   r   )r   rH   r0   r   r   r   *test_different_input_array_raise_exception8  s   "r   )rw   rv   r   c                 C   &   t | jdd| }t|tsJ d S Nr?   r   )re   r   
isinstancer   )seriesr   series_resultr   r   r   test_ewma_seriesE     r   c                 C   r   r   )re   r   r   r   )framer   frame_resultr   r   r   test_ewma_frameK  r   r   c                 C   s   | j dd }| j dd }t|| d}tjt|d | j ddd W d    n1 s1w   Y  d}tjt|d |     W d    d S 1 sQw   Y  d S )	N      #@r   r{   r   r    r!   r   1Must pass one of comass, span, halflife, or alphar   r   rK   r   r+   r,   r-   r   rH   r   r0   r   r   r   test_ewma_span_com_argsQ  s   "r   c                 C   s&  | j dd }| j dd }t|| d}tjt|d | j ddd	 W d    n1 s1w   Y  tjt|d | j d
dd W d    n1 sOw   Y  tjt|d | j d
ddd W d    n1 snw   Y  d}tjt|d |    W d    d S 1 sw   Y  d S )NgH+@r   rG   r   r    r!   r{   r   r$   r   )r   r   )r   r   r   r   r   r   r   r   r   test_ewma_halflife_arg^  s"   
"r   c                 C   s   | }d}t jt|d |  W d    n1 sw   Y  d}t jt|d |jddd W d    n1 s:w   Y  t jt|d |jddd W d    n1 sXw   Y  t jt|d |jddd W d    d S 1 sww   Y  d S )	Nr   r!   r    rG   r
   r#   )r   r   r   )r+   r,   r-   r   )r   r   r0   r   r   r   test_ewm_alpha_argn  s   
"r   r   c                 C   sn   t |jddd|  }|jtd dfdf }|jd|_t |d jddd| |d }tj||dd d S )Nr?   r   r   rF   r   F)check_names)re   r   locslicer   	droplevelrK   r^   )r   r   rN   rO   r   r   r   test_ewm_pairwise_cov_corr~  s
    r   c           	      C   s   | }t dgddd}|d t|d< |jddd}t||d }|d urT||d}|r0dd	gng d}|| |gjd
dt}t|j	|ksLJ t
|| d S d S )Nr   r   rQ   r   r   r/   r/   r   numeric_onlyr   r   Tdrop)r   r9   r   r   re   aggreset_indexfloatlistcolumnsrK   rL   )	arithmetic_win_operatorsr   kernelr   r   oprN   r   rO   r   r   r   test_numeric_only_frame  s   
r   r   use_argc                 C   s   t g dddd}|d t|d< |r|fnd}|jddd}t|| }||d	|i}|r3d
dgng d}|| t}	|rC|	fnd}
|	jddd}t|| }||
d	|i}t|| d S )Nr   r   rQ   r   rQ   r   r/   r   r   r   r   r   r   )r   r9   r   r   re   r   rK   rL   )r   r   r   r   r`   r   r   rN   r   df2arg2ewm2op2rO   r   r   r    test_numeric_only_corr_cov_frame  s   

r   ru   c           
      C   s   | }t dg|d}|jddd}t||d }|d u rtd |rJ|tu rJd| d}tjt|d ||d	 W d    d S 1 sCw   Y  d S ||d	}||gj	d
d
t}	t||	 d S )Nr   rt   r   r   zNo op to testExponentialMovingWindow.  does not implement numeric_onlyr!   r   Tr   )r   r   re   r+   skipr   r,   rp   r   r   r9   r   rK   r^   )
r   r   ru   r   r[   r   r   r0   rN   rO   r   r   r   test_numeric_only_series  s   
"
r   c                 C   s   t g d|d}|r|fnd}|jddd}t|| }|rH|tu rHd|  d}tjt|d	 ||d
|i W d    d S 1 sAw   Y  d S ||d
|i}	|t}
|rY|
fnd}|
jddd}t|| }||d
|i}t	
|	| d S )Nr   rt   r   r   r   r   r   r   r!   r   )r   r   re   r   r+   r,   rp   r9   r   rK   r^   )r   r   r   ru   r[   r`   r   r   r0   rN   ser2r   r   r   rO   r   r   r   !test_numeric_only_corr_cov_series  s    
"

r   ):numpyr   r+   pandasr   r   r   r   pandas._testing_testingrK   r   r1   r6   r:   r<   r>   markparametrizer4   r9   rS   rP   rX   r\   r_   ro   rq   r*   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   intr   r   r   r   r   r   r   <module>   s   +






$	
	








 
	)
)





