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be4646b4b7
* Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import
61 lines
1.8 KiB
Python
61 lines
1.8 KiB
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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import unittest
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import numpy as np
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import pandas as pd
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from qlib.contrib.data.utils.sepdf import SepDataFrame
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class SepDF(unittest.TestCase):
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def to_str(self, obj):
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return "".join(str(obj).split())
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def test_index_data(self):
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np.random.seed(42)
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index = [
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np.array(["bar", "bar", "baz", "baz", "foo", "foo", "qux", "qux"]),
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np.array(["one", "two", "one", "two", "one", "two", "one", "two"]),
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]
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cols = [
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np.repeat(np.array(["g1", "g2"]), 2),
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np.arange(4),
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]
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df = pd.DataFrame(np.random.randn(8, 4), index=index, columns=cols)
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sdf = SepDataFrame(df_dict={"g2": df["g2"]}, join=None)
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sdf[("g2", 4)] = 3
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sdf["g1"] = df["g1"]
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exp = """
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{'g2': 2 3 4
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bar one 0.647689 1.523030 3
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two 1.579213 0.767435 3
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baz one -0.463418 -0.465730 3
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two -1.724918 -0.562288 3
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foo one -0.908024 -1.412304 3
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two 0.067528 -1.424748 3
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qux one -1.150994 0.375698 3
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two -0.601707 1.852278 3, 'g1': 0 1
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bar one 0.496714 -0.138264
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two -0.234153 -0.234137
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baz one -0.469474 0.542560
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two 0.241962 -1.913280
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foo one -1.012831 0.314247
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two 1.465649 -0.225776
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qux one -0.544383 0.110923
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two -0.600639 -0.291694}
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"""
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self.assertEqual(self.to_str(sdf._df_dict), self.to_str(exp))
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del df["g1"]
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del df["g2"]
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# it will not raise error, and df will be an empty dataframe
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del sdf["g1"]
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del sdf["g2"]
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# sdf should support deleting all the columns
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if __name__ == "__main__":
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unittest.main()
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