| |
| |
| import unittest |
| import numpy as np |
| import pandas as pd |
| from qlib.contrib.data.utils.sepdf import SepDataFrame |
|
|
|
|
| class SepDF(unittest.TestCase): |
| def to_str(self, obj): |
| return "".join(str(obj).split()) |
|
|
| def test_index_data(self): |
| np.random.seed(42) |
|
|
| index = [ |
| np.array(["bar", "bar", "baz", "baz", "foo", "foo", "qux", "qux"]), |
| np.array(["one", "two", "one", "two", "one", "two", "one", "two"]), |
| ] |
|
|
| cols = [ |
| np.repeat(np.array(["g1", "g2"]), 2), |
| np.arange(4), |
| ] |
| df = pd.DataFrame(np.random.randn(8, 4), index=index, columns=cols) |
| sdf = SepDataFrame(df_dict={"g2": df["g2"]}, join=None) |
| sdf[("g2", 4)] = 3 |
| sdf["g1"] = df["g1"] |
| exp = """ |
| {'g2': 2 3 4 |
| bar one 0.647689 1.523030 3 |
| two 1.579213 0.767435 3 |
| baz one -0.463418 -0.465730 3 |
| two -1.724918 -0.562288 3 |
| foo one -0.908024 -1.412304 3 |
| two 0.067528 -1.424748 3 |
| qux one -1.150994 0.375698 3 |
| two -0.601707 1.852278 3, 'g1': 0 1 |
| bar one 0.496714 -0.138264 |
| two -0.234153 -0.234137 |
| baz one -0.469474 0.542560 |
| two 0.241962 -1.913280 |
| foo one -1.012831 0.314247 |
| two 1.465649 -0.225776 |
| qux one -0.544383 0.110923 |
| two -0.600639 -0.291694} |
| """ |
| self.assertEqual(self.to_str(sdf._df_dict), self.to_str(exp)) |
|
|
| del df["g1"] |
| del df["g2"] |
| |
|
|
| del sdf["g1"] |
| del sdf["g2"] |
| |
|
|
|
|
| if __name__ == "__main__": |
| unittest.main() |
|
|
