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Update index_data.py for datatype conversion and alignment (#1813)

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* Update index_data.py for data convertion and alignment

* Update qlib/utils/index_data.py

* Update qlib/utils/index_data.py

* fix linting

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
cyncyw
2024-06-24 03:34:48 -04:00
committed by GitHub
parent a339fc11d1
commit cde80206e4
2 changed files with 30 additions and 1 deletions
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18
tests/misc/test_index_data.py
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@@ -94,6 +94,24 @@ class IndexDataTest(unittest.TestCase):
print(sd)
self.assertTrue(sd.iloc[0] == 2)
# test different precisions of time data
timeindex = [
np.datetime64("2024-06-22T00:00:00.000000000"),
np.datetime64("2024-06-21T00:00:00.000000000"),
np.datetime64("2024-06-20T00:00:00.000000000"),
]
sd = idd.SingleData([1, 2, 3], index=timeindex)
self.assertTrue(
sd.index.index(np.datetime64("2024-06-21T00:00:00.000000000"))
== sd.index.index(np.datetime64("2024-06-21T00:00:00"))
)
self.assertTrue(sd.index.index(pd.Timestamp("2024-06-21 00:00")) == 1)
# Bad case: the input is not aligned
timeindex[1] = (np.datetime64("2024-06-21T00:00:00.00"),)
with self.assertRaises(TypeError):
sd = idd.SingleData([1, 2, 3], index=timeindex)
def test_ops(self):
sd1 = idd.SingleData([1, 2, 3, 4], index=["foo", "bar", "f", "g"])
sd2 = idd.SingleData([1, 2, 3, 4], index=["foo", "bar", "f", "g"])