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Fix the aggregation function of IndexData

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Young
2021-10-22 15:20:45 +08:00
parent a58bc03a8e
commit 64130d9407
3 changed files with 27 additions and 4 deletions
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14
tests/misc/test_index_data.py
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@@ -1,6 +1,5 @@
import numpy as np
import pandas as pd
import qlib.utils.index_data as idd
import unittest
@@ -115,6 +114,19 @@ class IndexDataTest(unittest.TestCase):
# sd2 = idd.SingleData([1, 2, 3, 4], index=["foo", "bar", "f", "g"])
# 2 * sd2
def test_squeeze(self):
sd1 = idd.SingleData([1, 2, 3, 4], index=["foo", "bar", "f", "g"])
# automatically squeezing
self.assertTrue(not isinstance(np.nansum(sd1), idd.IndexData))
self.assertTrue(not isinstance(np.sum(sd1), idd.IndexData))
self.assertTrue(not isinstance(sd1.sum(), idd.IndexData))
self.assertEqual(np.nansum(sd1), 10)
self.assertEqual(np.sum(sd1), 10)
self.assertEqual(sd1.sum(), 10)
self.assertEqual(np.nanmean(sd1), 2.5)
self.assertEqual(np.mean(sd1), 2.5)
self.assertEqual(sd1.mean(), 2.5)
if __name__ == "__main__":
unittest.main()