Make sepdf more like DataFrame (#1080)

tests/misc/test_sepdf.py

@@ -0,0 +1,54 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+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))
+        # self.assertEqual(self.to_str(data.tail()), self.to_str(res))
+
+
+if __name__ == "__main__":
+    unittest.main()