from datetime import datetime from functools import partial import numpy as np import pytest import pytz from pandas._libs import lib from pandas._typing import DatetimeNaTType from pandas.compat import is_platform_windows import pandas.util._test_decorators as td import pandas as pd from pandas import ( DataFrame, Index, Series, Timedelta, Timestamp, isna, notna, ) import pandas._testing as tm from pandas.core.groupby.grouper import Grouper from pandas.core.indexes.datetimes import date_range from pandas.core.indexes.period import ( Period, period_range, ) from pandas.core.resample import ( DatetimeIndex, _get_timestamp_range_edges, ) from pandas.tseries import offsets from pandas.tseries.offsets import Minute @pytest.fixture() def _index_factory(): return date_range @pytest.fixture def _index_freq(): return "Min" @pytest.fixture def _static_values(index): return np.random.default_rng(2).random(len(index)) @pytest.fixture(params=["s", "ms", "us", "ns"]) def unit(request): return request.param @pytest.fixture def simple_date_range_series(): """ Series with date range index and random data for test purposes. """ def _simple_date_range_series(start, end, freq="D"): rng = date_range(start, end, freq=freq) return Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) return _simple_date_range_series def test_custom_grouper(index, unit): dti = index.as_unit(unit) s = Series(np.array([1] * len(dti)), index=dti, dtype="int64") b = Grouper(freq=Minute(5)) g = s.groupby(b) # check all cython functions work g.ohlc() # doesn't use _cython_agg_general funcs = ["sum", "mean", "prod", "min", "max", "var"] for f in funcs: g._cython_agg_general(f, alt=None, numeric_only=True) b = Grouper(freq=Minute(5), closed="right", label="right") g = s.groupby(b) # check all cython functions work g.ohlc() # doesn't use _cython_agg_general funcs = ["sum", "mean", "prod", "min", "max", "var"] for f in funcs: g._cython_agg_general(f, alt=None, numeric_only=True) assert g.ngroups == 2593 assert notna(g.mean()).all() # construct expected val arr = [1] + [5] * 2592 idx = dti[0:-1:5] idx = idx.append(dti[-1:]) idx = DatetimeIndex(idx, freq="5min").as_unit(unit) expect = Series(arr, index=idx) # GH2763 - return input dtype if we can result = g.agg("sum") tm.assert_series_equal(result, expect) def test_custom_grouper_df(index, unit): b = Grouper(freq=Minute(5), closed="right", label="right") dti = index.as_unit(unit) df = DataFrame( np.random.default_rng(2).random((len(dti), 10)), index=dti, dtype="float64" ) r = df.groupby(b).agg("sum") assert len(r.columns) == 10 assert len(r.index) == 2593 @pytest.mark.parametrize( "_index_start,_index_end,_index_name", [("1/1/2000 00:00:00", "1/1/2000 00:13:00", "index")], ) @pytest.mark.parametrize( "closed, expected", [ ( "right", lambda s: Series( [s.iloc[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()], index=date_range("1/1/2000", periods=4, freq="5min", name="index"), ), ), ( "left", lambda s: Series( [s[:5].mean(), s[5:10].mean(), s[10:].mean()], index=date_range( "1/1/2000 00:05", periods=3, freq="5min", name="index" ), ), ), ], ) def test_resample_basic(series, closed, expected, unit): s = series s.index = s.index.as_unit(unit) expected = expected(s) expected.index = expected.index.as_unit(unit) result = s.resample("5min", closed=closed, label="right").mean() tm.assert_series_equal(result, expected) def test_resample_integerarray(unit): # GH 25580, resample on IntegerArray ts = Series( range(9), index=date_range("1/1/2000", periods=9, freq="min").as_unit(unit), dtype="Int64", ) result = ts.resample("3min").sum() expected = Series( [3, 12, 21], index=date_range("1/1/2000", periods=3, freq="3min").as_unit(unit), dtype="Int64", ) tm.assert_series_equal(result, expected) result = ts.resample("3min").mean() expected = Series( [1, 4, 7], index=date_range("1/1/2000", periods=3, freq="3min").as_unit(unit), dtype="Float64", ) tm.assert_series_equal(result, expected) def test_resample_basic_grouper(series, unit): s = series s.index = s.index.as_unit(unit) result = s.resample("5Min").last() grouper = Grouper(freq=Minute(5), closed="left", label="left") expected = s.groupby(grouper).agg(lambda x: x.iloc[-1]) tm.assert_series_equal(result, expected) @pytest.mark.filterwarnings( "ignore:The 'convention' keyword in Series.resample:FutureWarning" ) @pytest.mark.parametrize( "_index_start,_index_end,_index_name", [("1/1/2000 00:00:00", "1/1/2000 00:13:00", "index")], ) @pytest.mark.parametrize( "keyword,value", [("label", "righttt"), ("closed", "righttt"), ("convention", "starttt")], ) def test_resample_string_kwargs(series, keyword, value, unit): # see gh-19303 # Check that wrong keyword argument strings raise an error series.index = series.index.as_unit(unit) msg = f"Unsupported value {value} for `{keyword}`" with pytest.raises(ValueError, match=msg): series.resample("5min", **({keyword: value})) @pytest.mark.parametrize( "_index_start,_index_end,_index_name", [("1/1/2000 00:00:00", "1/1/2000 00:13:00", "index")], ) def test_resample_how(series, downsample_method, unit): if downsample_method == "ohlc": pytest.skip("covered by test_resample_how_ohlc") s = series s.index = s.index.as_unit(unit) grouplist = np.ones_like(s) grouplist[0] = 0 grouplist[1:6] = 1 grouplist[6:11] = 2 grouplist[11:] = 3 expected = s.groupby(grouplist).agg(downsample_method) expected.index = date_range( "1/1/2000", periods=4, freq="5min", name="index" ).as_unit(unit) result = getattr( s.resample("5min", closed="right", label="right"), downsample_method )() tm.assert_series_equal(result, expected) @pytest.mark.parametrize( "_index_start,_index_end,_index_name", [("1/1/2000 00:00:00", "1/1/2000 00:13:00", "index")], ) def test_resample_how_ohlc(series, unit): s = series s.index = s.index.as_unit(unit) grouplist = np.ones_like(s) grouplist[0] = 0 grouplist[1:6] = 1 grouplist[6:11] = 2 grouplist[11:] = 3 def _ohlc(group): if isna(group).all(): return np.repeat(np.nan, 4) return [group.iloc[0], group.max(), group.min(), group.iloc[-1]] expected = DataFrame( s.groupby(grouplist).agg(_ohlc).values.tolist(), index=date_range("1/1/2000", periods=4, freq="5min", name="index").as_unit( unit ), columns=["open", "high", "low", "close"], ) result = s.resample("5min", closed="right", label="right").ohlc() tm.assert_frame_equal(result, expected) def test_resample_how_callables(unit): # GH#7929 data = np.arange(5, dtype=np.int64) ind = date_range(start="2014-01-01", periods=len(data), freq="d").as_unit(unit) df = DataFrame({"A": data, "B": data}, index=ind) def fn(x, a=1): return str(type(x)) class FnClass: def __call__(self, x): return str(type(x)) df_standard = df.resample("ME").apply(fn) df_lambda = df.resample("ME").apply(lambda x: str(type(x))) df_partial = df.resample("ME").apply(partial(fn)) df_partial2 = df.resample("ME").apply(partial(fn, a=2)) df_class = df.resample("ME").apply(FnClass()) tm.assert_frame_equal(df_standard, df_lambda) tm.assert_frame_equal(df_standard, df_partial) tm.assert_frame_equal(df_standard, df_partial2) tm.assert_frame_equal(df_standard, df_class) def test_resample_rounding(unit): # GH 8371 # odd results when rounding is needed ts = [ "2014-11-08 00:00:01", "2014-11-08 00:00:02", "2014-11-08 00:00:02", "2014-11-08 00:00:03", "2014-11-08 00:00:07", "2014-11-08 00:00:07", "2014-11-08 00:00:08", "2014-11-08 00:00:08", "2014-11-08 00:00:08", "2014-11-08 00:00:09", "2014-11-08 00:00:10", "2014-11-08 00:00:11", "2014-11-08 00:00:11", "2014-11-08 00:00:13", "2014-11-08 00:00:14", "2014-11-08 00:00:15", "2014-11-08 00:00:17", "2014-11-08 00:00:20", "2014-11-08 00:00:21", ] df = DataFrame({"value": [1] * 19}, index=pd.to_datetime(ts)) df.index = df.index.as_unit(unit) result = df.resample("6s").sum() expected = DataFrame( {"value": [4, 9, 4, 2]}, index=date_range("2014-11-08", freq="6s", periods=4).as_unit(unit), ) tm.assert_frame_equal(result, expected) result = df.resample("7s").sum() expected = DataFrame( {"value": [4, 10, 4, 1]}, index=date_range("2014-11-08", freq="7s", periods=4).as_unit(unit), ) tm.assert_frame_equal(result, expected) result = df.resample("11s").sum() expected = DataFrame( {"value": [11, 8]}, index=date_range("2014-11-08", freq="11s", periods=2).as_unit(unit), ) tm.assert_frame_equal(result, expected) result = df.resample("13s").sum() expected = DataFrame( {"value": [13, 6]}, index=date_range("2014-11-08", freq="13s", periods=2).as_unit(unit), ) tm.assert_frame_equal(result, expected) result = df.resample("17s").sum() expected = DataFrame( {"value": [16, 3]}, index=date_range("2014-11-08", freq="17s", periods=2).as_unit(unit), ) tm.assert_frame_equal(result, expected) def test_resample_basic_from_daily(unit): # from daily dti = date_range( start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq="D", name="index" ).as_unit(unit) s = Series(np.random.default_rng(2).random(len(dti)), dti) # to weekly result = s.resample("w-sun").last() assert len(result) == 3 assert (result.index.dayofweek == [6, 6, 6]).all() assert result.iloc[0] == s["1/2/2005"] assert result.iloc[1] == s["1/9/2005"] assert result.iloc[2] == s.iloc[-1] result = s.resample("W-MON").last() assert len(result) == 2 assert (result.index.dayofweek == [0, 0]).all() assert result.iloc[0] == s["1/3/2005"] assert result.iloc[1] == s["1/10/2005"] result = s.resample("W-TUE").last() assert len(result) == 2 assert (result.index.dayofweek == [1, 1]).all() assert result.iloc[0] == s["1/4/2005"] assert result.iloc[1] == s["1/10/2005"] result = s.resample("W-WED").last() assert len(result) == 2 assert (result.index.dayofweek == [2, 2]).all() assert result.iloc[0] == s["1/5/2005"] assert result.iloc[1] == s["1/10/2005"] result = s.resample("W-THU").last() assert len(result) == 2 assert (result.index.dayofweek == [3, 3]).all() assert result.iloc[0] == s["1/6/2005"] assert result.iloc[1] == s["1/10/2005"] result = s.resample("W-FRI").last() assert len(result) == 2 assert (result.index.dayofweek == [4, 4]).all() assert result.iloc[0] == s["1/7/2005"] assert result.iloc[1] == s["1/10/2005"] # to biz day result = s.resample("B").last() assert len(result) == 7 assert (result.index.dayofweek == [4, 0, 1, 2, 3, 4, 0]).all() assert result.iloc[0] == s["1/2/2005"] assert result.iloc[1] == s["1/3/2005"] assert result.iloc[5] == s["1/9/2005"] assert result.index.name == "index" def test_resample_upsampling_picked_but_not_correct(unit): # Test for issue #3020 dates = date_range("01-Jan-2014", "05-Jan-2014", freq="D").as_unit(unit) series = Series(1, index=dates) result = series.resample("D").mean() assert result.index[0] == dates[0] # GH 5955 # incorrect deciding to upsample when the axis frequency matches the # resample frequency s = Series( np.arange(1.0, 6), index=[datetime(1975, 1, i, 12, 0) for i in range(1, 6)] ) s.index = s.index.as_unit(unit) expected = Series( np.arange(1.0, 6), index=date_range("19750101", periods=5, freq="D").as_unit(unit), ) result = s.resample("D").count() tm.assert_series_equal(result, Series(1, index=expected.index)) result1 = s.resample("D").sum() result2 = s.resample("D").mean() tm.assert_series_equal(result1, expected) tm.assert_series_equal(result2, expected) @pytest.mark.parametrize("f", ["sum", "mean", "prod", "min", "max", "var"]) def test_resample_frame_basic_cy_funcs(f, unit): df = DataFrame( np.random.default_rng(2).standard_normal((50, 4)), columns=Index(list("ABCD"), dtype=object), index=date_range("2000-01-01", periods=50, freq="B"), ) df.index = df.index.as_unit(unit) b = Grouper(freq="ME") g = df.groupby(b) # check all cython functions work g._cython_agg_general(f, alt=None, numeric_only=True) @pytest.mark.parametrize("freq", ["YE", "ME"]) def test_resample_frame_basic_M_A(freq, unit): df = DataFrame( np.random.default_rng(2).standard_normal((50, 4)), columns=Index(list("ABCD"), dtype=object), index=date_range("2000-01-01", periods=50, freq="B"), ) df.index = df.index.as_unit(unit) result = df.resample(freq).mean() tm.assert_series_equal(result["A"], df["A"].resample(freq).mean()) @pytest.mark.parametrize("freq", ["W-WED", "ME"]) def test_resample_frame_basic_kind(freq, unit): df = DataFrame( np.random.default_rng(2).standard_normal((10, 4)), columns=Index(list("ABCD"), dtype=object), index=date_range("2000-01-01", periods=10, freq="B"), ) df.index = df.index.as_unit(unit) msg = "The 'kind' keyword in DataFrame.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): df.resample(freq, kind="period").mean() def test_resample_upsample(unit): # from daily dti = date_range( start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq="D", name="index" ).as_unit(unit) s = Series(np.random.default_rng(2).random(len(dti)), dti) # to minutely, by padding result = s.resample("Min").ffill() assert len(result) == 12961 assert result.iloc[0] == s.iloc[0] assert result.iloc[-1] == s.iloc[-1] assert result.index.name == "index" def test_resample_how_method(unit): # GH9915 s = Series( [11, 22], index=[ Timestamp("2015-03-31 21:48:52.672000"), Timestamp("2015-03-31 21:49:52.739000"), ], ) s.index = s.index.as_unit(unit) expected = Series( [11, np.nan, np.nan, np.nan, np.nan, np.nan, 22], index=DatetimeIndex( [ Timestamp("2015-03-31 21:48:50"), Timestamp("2015-03-31 21:49:00"), Timestamp("2015-03-31 21:49:10"), Timestamp("2015-03-31 21:49:20"), Timestamp("2015-03-31 21:49:30"), Timestamp("2015-03-31 21:49:40"), Timestamp("2015-03-31 21:49:50"), ], freq="10s", ), ) expected.index = expected.index.as_unit(unit) tm.assert_series_equal(s.resample("10s").mean(), expected) def test_resample_extra_index_point(unit): # GH#9756 index = date_range(start="20150101", end="20150331", freq="BME").as_unit(unit) expected = DataFrame({"A": Series([21, 41, 63], index=index)}) index = date_range(start="20150101", end="20150331", freq="B").as_unit(unit) df = DataFrame({"A": Series(range(len(index)), index=index)}, dtype="int64") result = df.resample("BME").last() tm.assert_frame_equal(result, expected) def test_upsample_with_limit(unit): rng = date_range("1/1/2000", periods=3, freq="5min").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), rng) result = ts.resample("min").ffill(limit=2) expected = ts.reindex(result.index, method="ffill", limit=2) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("freq", ["1D", "10h", "5Min", "10s"]) @pytest.mark.parametrize("rule", ["YE", "3ME", "15D", "30h", "15Min", "30s"]) def test_nearest_upsample_with_limit(tz_aware_fixture, freq, rule, unit): # GH 33939 rng = date_range("1/1/2000", periods=3, freq=freq, tz=tz_aware_fixture).as_unit( unit ) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), rng) result = ts.resample(rule).nearest(limit=2) expected = ts.reindex(result.index, method="nearest", limit=2) tm.assert_series_equal(result, expected) def test_resample_ohlc(series, unit): s = series s.index = s.index.as_unit(unit) grouper = Grouper(freq=Minute(5)) expect = s.groupby(grouper).agg(lambda x: x.iloc[-1]) result = s.resample("5Min").ohlc() assert len(result) == len(expect) assert len(result.columns) == 4 xs = result.iloc[-2] assert xs["open"] == s.iloc[-6] assert xs["high"] == s[-6:-1].max() assert xs["low"] == s[-6:-1].min() assert xs["close"] == s.iloc[-2] xs = result.iloc[0] assert xs["open"] == s.iloc[0] assert xs["high"] == s[:5].max() assert xs["low"] == s[:5].min() assert xs["close"] == s.iloc[4] def test_resample_ohlc_result(unit): # GH 12332 index = date_range("1-1-2000", "2-15-2000", freq="h").as_unit(unit) index = index.union(date_range("4-15-2000", "5-15-2000", freq="h").as_unit(unit)) s = Series(range(len(index)), index=index) a = s.loc[:"4-15-2000"].resample("30min").ohlc() assert isinstance(a, DataFrame) b = s.loc[:"4-14-2000"].resample("30min").ohlc() assert isinstance(b, DataFrame) def test_resample_ohlc_result_odd_period(unit): # GH12348 # raising on odd period rng = date_range("2013-12-30", "2014-01-07").as_unit(unit) index = rng.drop( [ Timestamp("2014-01-01"), Timestamp("2013-12-31"), Timestamp("2014-01-04"), Timestamp("2014-01-05"), ] ) df = DataFrame(data=np.arange(len(index)), index=index) result = df.resample("B").mean() expected = df.reindex(index=date_range(rng[0], rng[-1], freq="B").as_unit(unit)) tm.assert_frame_equal(result, expected) def test_resample_ohlc_dataframe(unit): df = ( DataFrame( { "PRICE": { Timestamp("2011-01-06 10:59:05", tz=None): 24990, Timestamp("2011-01-06 12:43:33", tz=None): 25499, Timestamp("2011-01-06 12:54:09", tz=None): 25499, }, "VOLUME": { Timestamp("2011-01-06 10:59:05", tz=None): 1500000000, Timestamp("2011-01-06 12:43:33", tz=None): 5000000000, Timestamp("2011-01-06 12:54:09", tz=None): 100000000, }, } ) ).reindex(["VOLUME", "PRICE"], axis=1) df.index = df.index.as_unit(unit) df.columns.name = "Cols" res = df.resample("h").ohlc() exp = pd.concat( [df["VOLUME"].resample("h").ohlc(), df["PRICE"].resample("h").ohlc()], axis=1, keys=df.columns, ) assert exp.columns.names[0] == "Cols" tm.assert_frame_equal(exp, res) df.columns = [["a", "b"], ["c", "d"]] res = df.resample("h").ohlc() exp.columns = pd.MultiIndex.from_tuples( [ ("a", "c", "open"), ("a", "c", "high"), ("a", "c", "low"), ("a", "c", "close"), ("b", "d", "open"), ("b", "d", "high"), ("b", "d", "low"), ("b", "d", "close"), ] ) tm.assert_frame_equal(exp, res) # dupe columns fail atm # df.columns = ['PRICE', 'PRICE'] def test_resample_dup_index(): # GH 4812 # dup columns with resample raising df = DataFrame( np.random.default_rng(2).standard_normal((4, 12)), index=[2000, 2000, 2000, 2000], columns=[Period(year=2000, month=i + 1, freq="M") for i in range(12)], ) df.iloc[3, :] = np.nan warning_msg = "DataFrame.resample with axis=1 is deprecated." with tm.assert_produces_warning(FutureWarning, match=warning_msg): result = df.resample("QE", axis=1).mean() msg = "DataFrame.groupby with axis=1 is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): expected = df.groupby(lambda x: int((x.month - 1) / 3), axis=1).mean() expected.columns = [Period(year=2000, quarter=i + 1, freq="Q") for i in range(4)] tm.assert_frame_equal(result, expected) def test_resample_reresample(unit): dti = date_range( start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq="D" ).as_unit(unit) s = Series(np.random.default_rng(2).random(len(dti)), dti) bs = s.resample("B", closed="right", label="right").mean() result = bs.resample("8h").mean() assert len(result) == 25 assert isinstance(result.index.freq, offsets.DateOffset) assert result.index.freq == offsets.Hour(8) @pytest.mark.parametrize( "freq, expected_kwargs", [ ["YE-DEC", {"start": "1990", "end": "2000", "freq": "Y-DEC"}], ["YE-JUN", {"start": "1990", "end": "2000", "freq": "Y-JUN"}], ["ME", {"start": "1990-01", "end": "2000-01", "freq": "M"}], ], ) def test_resample_timestamp_to_period( simple_date_range_series, freq, expected_kwargs, unit ): ts = simple_date_range_series("1/1/1990", "1/1/2000") ts.index = ts.index.as_unit(unit) msg = "The 'kind' keyword in Series.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): result = ts.resample(freq, kind="period").mean() expected = ts.resample(freq).mean() expected.index = period_range(**expected_kwargs) tm.assert_series_equal(result, expected) def test_ohlc_5min(unit): def _ohlc(group): if isna(group).all(): return np.repeat(np.nan, 4) return [group.iloc[0], group.max(), group.min(), group.iloc[-1]] rng = date_range("1/1/2000 00:00:00", "1/1/2000 5:59:50", freq="10s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) resampled = ts.resample("5min", closed="right", label="right").ohlc() assert (resampled.loc["1/1/2000 00:00"] == ts.iloc[0]).all() exp = _ohlc(ts[1:31]) assert (resampled.loc["1/1/2000 00:05"] == exp).all() exp = _ohlc(ts["1/1/2000 5:55:01":]) assert (resampled.loc["1/1/2000 6:00:00"] == exp).all() def test_downsample_non_unique(unit): rng = date_range("1/1/2000", "2/29/2000").as_unit(unit) rng2 = rng.repeat(5).values ts = Series(np.random.default_rng(2).standard_normal(len(rng2)), index=rng2) result = ts.resample("ME").mean() expected = ts.groupby(lambda x: x.month).mean() assert len(result) == 2 tm.assert_almost_equal(result.iloc[0], expected[1]) tm.assert_almost_equal(result.iloc[1], expected[2]) def test_asfreq_non_unique(unit): # GH #1077 rng = date_range("1/1/2000", "2/29/2000").as_unit(unit) rng2 = rng.repeat(2).values ts = Series(np.random.default_rng(2).standard_normal(len(rng2)), index=rng2) msg = "cannot reindex on an axis with duplicate labels" with pytest.raises(ValueError, match=msg): ts.asfreq("B") def test_resample_axis1(unit): rng = date_range("1/1/2000", "2/29/2000").as_unit(unit) df = DataFrame( np.random.default_rng(2).standard_normal((3, len(rng))), columns=rng, index=["a", "b", "c"], ) warning_msg = "DataFrame.resample with axis=1 is deprecated." with tm.assert_produces_warning(FutureWarning, match=warning_msg): result = df.resample("ME", axis=1).mean() expected = df.T.resample("ME").mean().T tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("freq", ["min", "5min", "15min", "30min", "4h", "12h"]) def test_resample_anchored_ticks(freq, unit): # If a fixed delta (5 minute, 4 hour) evenly divides a day, we should # "anchor" the origin at midnight so we get regular intervals rather # than starting from the first timestamp which might start in the # middle of a desired interval rng = date_range("1/1/2000 04:00:00", periods=86400, freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) ts[:2] = np.nan # so results are the same result = ts[2:].resample(freq, closed="left", label="left").mean() expected = ts.resample(freq, closed="left", label="left").mean() tm.assert_series_equal(result, expected) @pytest.mark.parametrize("end", [1, 2]) def test_resample_single_group(end, unit): mysum = lambda x: x.sum() rng = date_range("2000-1-1", f"2000-{end}-10", freq="D").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) tm.assert_series_equal(ts.resample("ME").sum(), ts.resample("ME").apply(mysum)) def test_resample_single_group_std(unit): # GH 3849 s = Series( [30.1, 31.6], index=[Timestamp("20070915 15:30:00"), Timestamp("20070915 15:40:00")], ) s.index = s.index.as_unit(unit) expected = Series( [0.75], index=DatetimeIndex([Timestamp("20070915")], freq="D").as_unit(unit) ) result = s.resample("D").apply(lambda x: np.std(x)) tm.assert_series_equal(result, expected) def test_resample_offset(unit): # GH 31809 rng = date_range("1/1/2000 00:00:00", "1/1/2000 02:00", freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) resampled = ts.resample("5min", offset="2min").mean() exp_rng = date_range("12/31/1999 23:57:00", "1/1/2000 01:57", freq="5min").as_unit( unit ) tm.assert_index_equal(resampled.index, exp_rng) @pytest.mark.parametrize( "kwargs", [ {"origin": "1999-12-31 23:57:00"}, {"origin": Timestamp("1970-01-01 00:02:00")}, {"origin": "epoch", "offset": "2m"}, # origin of '1999-31-12 12:02:00' should be equivalent for this case {"origin": "1999-12-31 12:02:00"}, {"offset": "-3m"}, ], ) def test_resample_origin(kwargs, unit): # GH 31809 rng = date_range("2000-01-01 00:00:00", "2000-01-01 02:00", freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) exp_rng = date_range( "1999-12-31 23:57:00", "2000-01-01 01:57", freq="5min" ).as_unit(unit) resampled = ts.resample("5min", **kwargs).mean() tm.assert_index_equal(resampled.index, exp_rng) @pytest.mark.parametrize( "origin", ["invalid_value", "epch", "startday", "startt", "2000-30-30", object()] ) def test_resample_bad_origin(origin, unit): rng = date_range("2000-01-01 00:00:00", "2000-01-01 02:00", freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) msg = ( "'origin' should be equal to 'epoch', 'start', 'start_day', " "'end', 'end_day' or should be a Timestamp convertible type. Got " f"'{origin}' instead." ) with pytest.raises(ValueError, match=msg): ts.resample("5min", origin=origin) @pytest.mark.parametrize("offset", ["invalid_value", "12dayys", "2000-30-30", object()]) def test_resample_bad_offset(offset, unit): rng = date_range("2000-01-01 00:00:00", "2000-01-01 02:00", freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) msg = f"'offset' should be a Timedelta convertible type. Got '{offset}' instead." with pytest.raises(ValueError, match=msg): ts.resample("5min", offset=offset) def test_resample_origin_prime_freq(unit): # GH 31809 start, end = "2000-10-01 23:30:00", "2000-10-02 00:30:00" rng = date_range(start, end, freq="7min").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) exp_rng = date_range( "2000-10-01 23:14:00", "2000-10-02 00:22:00", freq="17min" ).as_unit(unit) resampled = ts.resample("17min").mean() tm.assert_index_equal(resampled.index, exp_rng) resampled = ts.resample("17min", origin="start_day").mean() tm.assert_index_equal(resampled.index, exp_rng) exp_rng = date_range( "2000-10-01 23:30:00", "2000-10-02 00:21:00", freq="17min" ).as_unit(unit) resampled = ts.resample("17min", origin="start").mean() tm.assert_index_equal(resampled.index, exp_rng) resampled = ts.resample("17min", offset="23h30min").mean() tm.assert_index_equal(resampled.index, exp_rng) resampled = ts.resample("17min", origin="start_day", offset="23h30min").mean() tm.assert_index_equal(resampled.index, exp_rng) exp_rng = date_range( "2000-10-01 23:18:00", "2000-10-02 00:26:00", freq="17min" ).as_unit(unit) resampled = ts.resample("17min", origin="epoch").mean() tm.assert_index_equal(resampled.index, exp_rng) exp_rng = date_range( "2000-10-01 23:24:00", "2000-10-02 00:15:00", freq="17min" ).as_unit(unit) resampled = ts.resample("17min", origin="2000-01-01").mean() tm.assert_index_equal(resampled.index, exp_rng) def test_resample_origin_with_tz(unit): # GH 31809 msg = "The origin must have the same timezone as the index." tz = "Europe/Paris" rng = date_range( "2000-01-01 00:00:00", "2000-01-01 02:00", freq="s", tz=tz ).as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) exp_rng = date_range( "1999-12-31 23:57:00", "2000-01-01 01:57", freq="5min", tz=tz ).as_unit(unit) resampled = ts.resample("5min", origin="1999-12-31 23:57:00+00:00").mean() tm.assert_index_equal(resampled.index, exp_rng) # origin of '1999-31-12 12:02:00+03:00' should be equivalent for this case resampled = ts.resample("5min", origin="1999-12-31 12:02:00+03:00").mean() tm.assert_index_equal(resampled.index, exp_rng) resampled = ts.resample("5min", origin="epoch", offset="2m").mean() tm.assert_index_equal(resampled.index, exp_rng) with pytest.raises(ValueError, match=msg): ts.resample("5min", origin="12/31/1999 23:57:00").mean() # if the series is not tz aware, origin should not be tz aware rng = date_range("2000-01-01 00:00:00", "2000-01-01 02:00", freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) with pytest.raises(ValueError, match=msg): ts.resample("5min", origin="12/31/1999 23:57:00+03:00").mean() def test_resample_origin_epoch_with_tz_day_vs_24h(unit): # GH 34474 start, end = "2000-10-01 23:30:00+0500", "2000-12-02 00:30:00+0500" rng = date_range(start, end, freq="7min").as_unit(unit) random_values = np.random.default_rng(2).standard_normal(len(rng)) ts_1 = Series(random_values, index=rng) result_1 = ts_1.resample("D", origin="epoch").mean() result_2 = ts_1.resample("24h", origin="epoch").mean() tm.assert_series_equal(result_1, result_2) # check that we have the same behavior with epoch even if we are not timezone aware ts_no_tz = ts_1.tz_localize(None) result_3 = ts_no_tz.resample("D", origin="epoch").mean() result_4 = ts_no_tz.resample("24h", origin="epoch").mean() tm.assert_series_equal(result_1, result_3.tz_localize(rng.tz), check_freq=False) tm.assert_series_equal(result_1, result_4.tz_localize(rng.tz), check_freq=False) # check that we have the similar results with two different timezones (+2H and +5H) start, end = "2000-10-01 23:30:00+0200", "2000-12-02 00:30:00+0200" rng = date_range(start, end, freq="7min").as_unit(unit) ts_2 = Series(random_values, index=rng) result_5 = ts_2.resample("D", origin="epoch").mean() result_6 = ts_2.resample("24h", origin="epoch").mean() tm.assert_series_equal(result_1.tz_localize(None), result_5.tz_localize(None)) tm.assert_series_equal(result_1.tz_localize(None), result_6.tz_localize(None)) def test_resample_origin_with_day_freq_on_dst(unit): # GH 31809 tz = "America/Chicago" def _create_series(values, timestamps, freq="D"): return Series( values, index=DatetimeIndex( [Timestamp(t, tz=tz) for t in timestamps], freq=freq, ambiguous=True ).as_unit(unit), ) # test classical behavior of origin in a DST context start = Timestamp("2013-11-02", tz=tz) end = Timestamp("2013-11-03 23:59", tz=tz) rng = date_range(start, end, freq="1h").as_unit(unit) ts = Series(np.ones(len(rng)), index=rng) expected = _create_series([24.0, 25.0], ["2013-11-02", "2013-11-03"]) for origin in ["epoch", "start", "start_day", start, None]: result = ts.resample("D", origin=origin).sum() tm.assert_series_equal(result, expected) # test complex behavior of origin/offset in a DST context start = Timestamp("2013-11-03", tz=tz) end = Timestamp("2013-11-03 23:59", tz=tz) rng = date_range(start, end, freq="1h").as_unit(unit) ts = Series(np.ones(len(rng)), index=rng) expected_ts = ["2013-11-02 22:00-05:00", "2013-11-03 22:00-06:00"] expected = _create_series([23.0, 2.0], expected_ts) result = ts.resample("D", origin="start", offset="-2h").sum() tm.assert_series_equal(result, expected) expected_ts = ["2013-11-02 22:00-05:00", "2013-11-03 21:00-06:00"] expected = _create_series([22.0, 3.0], expected_ts, freq="24h") result = ts.resample("24h", origin="start", offset="-2h").sum() tm.assert_series_equal(result, expected) expected_ts = ["2013-11-02 02:00-05:00", "2013-11-03 02:00-06:00"] expected = _create_series([3.0, 22.0], expected_ts) result = ts.resample("D", origin="start", offset="2h").sum() tm.assert_series_equal(result, expected) expected_ts = ["2013-11-02 23:00-05:00", "2013-11-03 23:00-06:00"] expected = _create_series([24.0, 1.0], expected_ts) result = ts.resample("D", origin="start", offset="-1h").sum() tm.assert_series_equal(result, expected) expected_ts = ["2013-11-02 01:00-05:00", "2013-11-03 01:00:00-0500"] expected = _create_series([1.0, 24.0], expected_ts) result = ts.resample("D", origin="start", offset="1h").sum() tm.assert_series_equal(result, expected) def test_resample_daily_anchored(unit): rng = date_range("1/1/2000 0:00:00", periods=10000, freq="min").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) ts[:2] = np.nan # so results are the same result = ts[2:].resample("D", closed="left", label="left").mean() expected = ts.resample("D", closed="left", label="left").mean() tm.assert_series_equal(result, expected) def test_resample_to_period_monthly_buglet(unit): # GH #1259 rng = date_range("1/1/2000", "12/31/2000").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) msg = "The 'kind' keyword in Series.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): result = ts.resample("ME", kind="period").mean() exp_index = period_range("Jan-2000", "Dec-2000", freq="M") tm.assert_index_equal(result.index, exp_index) def test_period_with_agg(): # aggregate a period resampler with a lambda s2 = Series( np.random.default_rng(2).integers(0, 5, 50), index=period_range("2012-01-01", freq="h", periods=50), dtype="float64", ) expected = s2.to_timestamp().resample("D").mean().to_period() msg = "Resampling with a PeriodIndex is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): rs = s2.resample("D") result = rs.agg(lambda x: x.mean()) tm.assert_series_equal(result, expected) def test_resample_segfault(unit): # GH 8573 # segfaulting in older versions all_wins_and_wagers = [ (1, datetime(2013, 10, 1, 16, 20), 1, 0), (2, datetime(2013, 10, 1, 16, 10), 1, 0), (2, datetime(2013, 10, 1, 18, 15), 1, 0), (2, datetime(2013, 10, 1, 16, 10, 31), 1, 0), ] df = DataFrame.from_records( all_wins_and_wagers, columns=("ID", "timestamp", "A", "B") ).set_index("timestamp") df.index = df.index.as_unit(unit) msg = "DataFrameGroupBy.resample operated on the grouping columns" with tm.assert_produces_warning(DeprecationWarning, match=msg): result = df.groupby("ID").resample("5min").sum() msg = "DataFrameGroupBy.apply operated on the grouping columns" with tm.assert_produces_warning(DeprecationWarning, match=msg): expected = df.groupby("ID").apply(lambda x: x.resample("5min").sum()) tm.assert_frame_equal(result, expected) def test_resample_dtype_preservation(unit): # GH 12202 # validation tests for dtype preservation df = DataFrame( { "date": date_range(start="2016-01-01", periods=4, freq="W").as_unit(unit), "group": [1, 1, 2, 2], "val": Series([5, 6, 7, 8], dtype="int32"), } ).set_index("date") result = df.resample("1D").ffill() assert result.val.dtype == np.int32 msg = "DataFrameGroupBy.resample operated on the grouping columns" with tm.assert_produces_warning(DeprecationWarning, match=msg): result = df.groupby("group").resample("1D").ffill() assert result.val.dtype == np.int32 def test_resample_dtype_coercion(unit): pytest.importorskip("scipy.interpolate") # GH 16361 df = {"a": [1, 3, 1, 4]} df = DataFrame(df, index=date_range("2017-01-01", "2017-01-04").as_unit(unit)) expected = df.astype("float64").resample("h").mean()["a"].interpolate("cubic") result = df.resample("h")["a"].mean().interpolate("cubic") tm.assert_series_equal(result, expected) result = df.resample("h").mean()["a"].interpolate("cubic") tm.assert_series_equal(result, expected) def test_weekly_resample_buglet(unit): # #1327 rng = date_range("1/1/2000", freq="B", periods=20).as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) resampled = ts.resample("W").mean() expected = ts.resample("W-SUN").mean() tm.assert_series_equal(resampled, expected) def test_monthly_resample_error(unit): # #1451 dates = date_range("4/16/2012 20:00", periods=5000, freq="h").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(dates)), index=dates) # it works! ts.resample("ME") def test_nanosecond_resample_error(): # GH 12307 - Values falls after last bin when # Resampling using pd.tseries.offsets.Nano as period start = 1443707890427 exp_start = 1443707890400 indx = date_range(start=pd.to_datetime(start), periods=10, freq="100ns") ts = Series(range(len(indx)), index=indx) r = ts.resample(pd.tseries.offsets.Nano(100)) result = r.agg("mean") exp_indx = date_range(start=pd.to_datetime(exp_start), periods=10, freq="100ns") exp = Series(range(len(exp_indx)), index=exp_indx, dtype=float) tm.assert_series_equal(result, exp) def test_resample_anchored_intraday(unit): # #1471, #1458 rng = date_range("1/1/2012", "4/1/2012", freq="100min").as_unit(unit) df = DataFrame(rng.month, index=rng) result = df.resample("ME").mean() msg = "The 'kind' keyword in DataFrame.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): expected = df.resample("ME", kind="period").mean().to_timestamp(how="end") expected.index += Timedelta(1, "ns") - Timedelta(1, "D") expected.index = expected.index.as_unit(unit)._with_freq("infer") assert expected.index.freq == "ME" tm.assert_frame_equal(result, expected) result = df.resample("ME", closed="left").mean() msg = "The 'kind' keyword in DataFrame.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): exp = df.shift(1, freq="D").resample("ME", kind="period").mean() exp = exp.to_timestamp(how="end") exp.index = exp.index + Timedelta(1, "ns") - Timedelta(1, "D") exp.index = exp.index.as_unit(unit)._with_freq("infer") assert exp.index.freq == "ME" tm.assert_frame_equal(result, exp) def test_resample_anchored_intraday2(unit): rng = date_range("1/1/2012", "4/1/2012", freq="100min").as_unit(unit) df = DataFrame(rng.month, index=rng) result = df.resample("QE").mean() msg = "The 'kind' keyword in DataFrame.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): expected = df.resample("QE", kind="period").mean().to_timestamp(how="end") expected.index += Timedelta(1, "ns") - Timedelta(1, "D") expected.index._data.freq = "QE" expected.index._freq = lib.no_default expected.index = expected.index.as_unit(unit) tm.assert_frame_equal(result, expected) result = df.resample("QE", closed="left").mean() msg = "The 'kind' keyword in DataFrame.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): expected = ( df.shift(1, freq="D").resample("QE", kind="period", closed="left").mean() ) expected = expected.to_timestamp(how="end") expected.index += Timedelta(1, "ns") - Timedelta(1, "D") expected.index._data.freq = "QE" expected.index._freq = lib.no_default expected.index = expected.index.as_unit(unit) tm.assert_frame_equal(result, expected) def test_resample_anchored_intraday3(simple_date_range_series, unit): ts = simple_date_range_series("2012-04-29 23:00", "2012-04-30 5:00", freq="h") ts.index = ts.index.as_unit(unit) resampled = ts.resample("ME").mean() assert len(resampled) == 1 @pytest.mark.parametrize("freq", ["MS", "BMS", "QS-MAR", "YS-DEC", "YS-JUN"]) def test_resample_anchored_monthstart(simple_date_range_series, freq, unit): ts = simple_date_range_series("1/1/2000", "12/31/2002") ts.index = ts.index.as_unit(unit) ts.resample(freq).mean() @pytest.mark.parametrize("label, sec", [[None, 2.0], ["right", "4.2"]]) def test_resample_anchored_multiday(label, sec): # When resampling a range spanning multiple days, ensure that the # start date gets used to determine the offset. Fixes issue where # a one day period is not a multiple of the frequency. # # See: https://github.com/pandas-dev/pandas/issues/8683 index1 = date_range("2014-10-14 23:06:23.206", periods=3, freq="400ms") index2 = date_range("2014-10-15 23:00:00", periods=2, freq="2200ms") index = index1.union(index2) s = Series(np.random.default_rng(2).standard_normal(5), index=index) # Ensure left closing works result = s.resample("2200ms", label=label).mean() assert result.index[-1] == Timestamp(f"2014-10-15 23:00:{sec}00") def test_corner_cases(unit): # miscellaneous test coverage rng = date_range("1/1/2000", periods=12, freq="min").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) result = ts.resample("5min", closed="right", label="left").mean() ex_index = date_range("1999-12-31 23:55", periods=4, freq="5min").as_unit(unit) tm.assert_index_equal(result.index, ex_index) def test_corner_cases_date(simple_date_range_series, unit): # resample to periods ts = simple_date_range_series("2000-04-28", "2000-04-30 11:00", freq="h") ts.index = ts.index.as_unit(unit) msg = "The 'kind' keyword in Series.resample is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): result = ts.resample("ME", kind="period").mean() assert len(result) == 1 assert result.index[0] == Period("2000-04", freq="M") def test_anchored_lowercase_buglet(unit): dates = date_range("4/16/2012 20:00", periods=50000, freq="s").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(dates)), index=dates) # it works! ts.resample("d").mean() def test_upsample_apply_functions(unit): # #1596 rng = date_range("2012-06-12", periods=4, freq="h").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) result = ts.resample("20min").aggregate(["mean", "sum"]) assert isinstance(result, DataFrame) def test_resample_not_monotonic(unit): rng = date_range("2012-06-12", periods=200, freq="h").as_unit(unit) ts = Series(np.random.default_rng(2).standard_normal(len(rng)), index=rng) ts = ts.take(np.random.default_rng(2).permutation(len(ts))) result = ts.resample("D").sum() exp = ts.sort_index().resample("D").sum() tm.assert_series_equal(result, exp) @pytest.mark.parametrize( "dtype", [ "int64", "int32", "float64", pytest.param( "float32", marks=pytest.mark.xfail( reason="Empty groups cause x.mean() to return float64" ), ), ], ) def test_resample_median_bug_1688(dtype, unit): # GH#55958 dti = DatetimeIndex( [datetime(2012, 1, 1, 0, 0, 0), datetime(2012, 1, 1, 0, 5, 0)] ).as_unit(unit) df = DataFrame( [1, 2], index=dti, dtype=dtype, ) result = df.resample("min").apply(lambda x: x.mean()) exp = df.asfreq("min") tm.assert_frame_equal(result, exp) result = df.resample("min").median() exp = df.asfreq("min") tm.assert_frame_equal(result, exp) def test_how_lambda_functions(simple_date_range_series, unit): ts = simple_date_range_series("1/1/2000", "4/1/2000") ts.index = ts.index.as_unit(unit) result = ts.resample("ME").apply(lambda x: x.mean()) exp = ts.resample("ME").mean() tm.assert_series_equal(result, exp) foo_exp = ts.resample("ME").mean() foo_exp.name = "foo" bar_exp = ts.resample("ME").std() bar_exp.name = "bar" result = ts.resample("ME").apply([lambda x: x.mean(), lambda x: x.std(ddof=1)]) result.columns = ["foo", "bar"] tm.assert_series_equal(result["foo"], foo_exp) tm.assert_series_equal(result["bar"], bar_exp) # this is a MI Series, so comparing the names of the results # doesn't make sense result = ts.resample("ME").aggregate( {"foo": lambda x: x.mean(), "bar": lambda x: x.std(ddof=1)} ) tm.assert_series_equal(result["foo"], foo_exp, check_names=False) tm.assert_series_equal(result["bar"], bar_exp, check_names=False) def test_resample_unequal_times(unit): # #1772 start = datetime(1999, 3, 1, 5) # end hour is less than start end = datetime(2012, 7, 31, 4) bad_ind = date_range(start, end, freq="30min").as_unit(unit) df = DataFrame({"close": 1}, index=bad_ind) # it works! df.resample("YS").sum() def test_resample_consistency(unit): # GH 6418 # resample with bfill / limit / reindex consistency i30 = date_range("2002-02-02", periods=4, freq="30min").as_unit(unit) s = Series(np.arange(4.0), index=i30) s.iloc[2] = np.nan # Upsample by factor 3 with reindex() and resample() methods: i10 = date_range(i30[0], i30[-1], freq="10min").as_unit(unit) s10 = s.reindex(index=i10, method="bfill") s10_2 = s.reindex(index=i10, method="bfill", limit=2) rl = s.reindex_like(s10, method="bfill", limit=2) r10_2 = s.resample("10Min").bfill(limit=2) r10 = s.resample("10Min").bfill() # s10_2, r10, r10_2, rl should all be equal tm.assert_series_equal(s10_2, r10) tm.assert_series_equal(s10_2, r10_2) tm.assert_series_equal(s10_2, rl) dates1: list[DatetimeNaTType] = [ datetime(2014, 10, 1), datetime(2014, 9, 3), datetime(2014, 11, 5), datetime(2014, 9, 5), datetime(2014, 10, 8), datetime(2014, 7, 15), ] dates2: list[DatetimeNaTType] = ( dates1[:2] + [pd.NaT] + dates1[2:4] + [pd.NaT] + dates1[4:] ) dates3 = [pd.NaT] + dates1 + [pd.NaT] @pytest.mark.parametrize("dates", [dates1, dates2, dates3]) def test_resample_timegrouper(dates, unit): # GH 7227 dates = DatetimeIndex(dates).as_unit(unit) df = DataFrame({"A": dates, "B": np.arange(len(dates))}) result = df.set_index("A").resample("ME").count() exp_idx = DatetimeIndex( ["2014-07-31", "2014-08-31", "2014-09-30", "2014-10-31", "2014-11-30"], freq="ME", name="A", ).as_unit(unit) expected = DataFrame({"B": [1, 0, 2, 2, 1]}, index=exp_idx) if df["A"].isna().any(): expected.index = expected.index._with_freq(None) tm.assert_frame_equal(result, expected) result = df.groupby(Grouper(freq="ME", key="A")).count() tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("dates", [dates1, dates2, dates3]) def test_resample_timegrouper2(dates, unit): dates = DatetimeIndex(dates).as_unit(unit) df = DataFrame({"A": dates, "B": np.arange(len(dates)), "C": np.arange(len(dates))}) result = df.set_index("A").resample("ME").count() exp_idx = DatetimeIndex( ["2014-07-31", "2014-08-31", "2014-09-30", "2014-10-31", "2014-11-30"], freq="ME", name="A", ).as_unit(unit) expected = DataFrame( {"B": [1, 0, 2, 2, 1], "C": [1, 0, 2, 2, 1]}, index=exp_idx, columns=["B", "C"], ) if df["A"].isna().any(): expected.index = expected.index._with_freq(None) tm.assert_frame_equal(result, expected) result = df.groupby(Grouper(freq="ME", key="A")).count() tm.assert_frame_equal(result, expected) def test_resample_nunique(unit): # GH 12352 df = DataFrame( { "ID": { Timestamp("2015-06-05 00:00:00"): "0010100903", Timestamp("2015-06-08 00:00:00"): "0010150847", }, "DATE": { Timestamp("2015-06-05 00:00:00"): "2015-06-05", Timestamp("2015-06-08 00:00:00"): "2015-06-08", }, } ) df.index = df.index.as_unit(unit) r = df.resample("D") g = df.groupby(Grouper(freq="D")) expected = df.groupby(Grouper(freq="D")).ID.apply(lambda x: x.nunique()) assert expected.name == "ID" for t in [r, g]: result = t.ID.nunique() tm.assert_series_equal(result, expected) result = df.ID.resample("D").nunique() tm.assert_series_equal(result, expected) result = df.ID.groupby(Grouper(freq="D")).nunique() tm.assert_series_equal(result, expected) def test_resample_nunique_preserves_column_level_names(unit): # see gh-23222 df = DataFrame( np.random.default_rng(2).standard_normal((5, 4)), columns=Index(list("ABCD"), dtype=object), index=date_range("2000-01-01", periods=5, freq="D"), ).abs() df.index = df.index.as_unit(unit) df.columns = pd.MultiIndex.from_arrays( [df.columns.tolist()] * 2, names=["lev0", "lev1"] ) result = df.resample("1h").nunique() tm.assert_index_equal(df.columns, result.columns) @pytest.mark.parametrize( "func", [ lambda x: x.nunique(), lambda x: x.agg(Series.nunique), lambda x: x.agg("nunique"), ], ids=["nunique", "series_nunique", "nunique_str"], ) def test_resample_nunique_with_date_gap(func, unit): # GH 13453 # Since all elements are unique, these should all be the same index = date_range("1-1-2000", "2-15-2000", freq="h").as_unit(unit) index2 = date_range("4-15-2000", "5-15-2000", freq="h").as_unit(unit) index3 = index.append(index2) s = Series(range(len(index3)), index=index3, dtype="int64") r = s.resample("ME") result = r.count() expected = func(r) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("n", [10000, 100000]) @pytest.mark.parametrize("k", [10, 100, 1000]) def test_resample_group_info(n, k, unit): # GH10914 # use a fixed seed to always have the same uniques prng = np.random.default_rng(2) dr = date_range(start="2015-08-27", periods=n // 10, freq="min").as_unit(unit) ts = Series(prng.integers(0, n // k, n).astype("int64"), index=prng.choice(dr, n)) left = ts.resample("30min").nunique() ix = date_range(start=ts.index.min(), end=ts.index.max(), freq="30min").as_unit( unit ) vals = ts.values bins = np.searchsorted(ix.values, ts.index, side="right") sorter = np.lexsort((vals, bins)) vals, bins = vals[sorter], bins[sorter] mask = np.r_[True, vals[1:] != vals[:-1]] mask |= np.r_[True, bins[1:] != bins[:-1]] arr = np.bincount(bins[mask] - 1, minlength=len(ix)).astype("int64", copy=False) right = Series(arr, index=ix) tm.assert_series_equal(left, right) def test_resample_size(unit): n = 10000 dr = date_range("2015-09-19", periods=n, freq="min").as_unit(unit) ts = Series( np.random.default_rng(2).standard_normal(n), index=np.random.default_rng(2).choice(dr, n), ) left = ts.resample("7min").size() ix = date_range(start=left.index.min(), end=ts.index.max(), freq="7min").as_unit( unit ) bins = np.searchsorted(ix.values, ts.index.values, side="right") val = np.bincount(bins, minlength=len(ix) + 1)[1:].astype("int64", copy=False) right = Series(val, index=ix) tm.assert_series_equal(left, right) def test_resample_across_dst(): # The test resamples a DatetimeIndex with values before and after a # DST change # Issue: 14682 # The DatetimeIndex we will start with # (note that DST happens at 03:00+02:00 -> 02:00+01:00) # 2016-10-30 02:23:00+02:00, 2016-10-30 02:23:00+01:00 df1 = DataFrame([1477786980, 1477790580], columns=["ts"]) dti1 = DatetimeIndex( pd.to_datetime(df1.ts, unit="s") .dt.tz_localize("UTC") .dt.tz_convert("Europe/Madrid") ) # The expected DatetimeIndex after resampling. # 2016-10-30 02:00:00+02:00, 2016-10-30 02:00:00+01:00 df2 = DataFrame([1477785600, 1477789200], columns=["ts"]) dti2 = DatetimeIndex( pd.to_datetime(df2.ts, unit="s") .dt.tz_localize("UTC") .dt.tz_convert("Europe/Madrid"), freq="h", ) df = DataFrame([5, 5], index=dti1) result = df.resample(rule="h").sum() expected = DataFrame([5, 5], index=dti2) tm.assert_frame_equal(result, expected) def test_groupby_with_dst_time_change(unit): # GH 24972 index = ( DatetimeIndex([1478064900001000000, 1480037118776792000], tz="UTC") .tz_convert("America/Chicago") .as_unit(unit) ) df = DataFrame([1, 2], index=index) result = df.groupby(Grouper(freq="1d")).last() expected_index_values = date_range( "2016-11-02", "2016-11-24", freq="d", tz="America/Chicago" ).as_unit(unit) index = DatetimeIndex(expected_index_values) expected = DataFrame([1.0] + ([np.nan] * 21) + [2.0], index=index) tm.assert_frame_equal(result, expected) def test_resample_dst_anchor(unit): # 5172 dti = DatetimeIndex([datetime(2012, 11, 4, 23)], tz="US/Eastern").as_unit(unit) df = DataFrame([5], index=dti) dti = DatetimeIndex(df.index.normalize(), freq="D").as_unit(unit) expected = DataFrame([5], index=dti) tm.assert_frame_equal(df.resample(rule="D").sum(), expected) df.resample(rule="MS").sum() tm.assert_frame_equal( df.resample(rule="MS").sum(), DataFrame( [5], index=DatetimeIndex( [datetime(2012, 11, 1)], tz="US/Eastern", freq="MS" ).as_unit(unit), ), ) def test_resample_dst_anchor2(unit): dti = date_range( "2013-09-30", "2013-11-02", freq="30Min", tz="Europe/Paris" ).as_unit(unit) values = range(dti.size) df = DataFrame({"a": values, "b": values, "c": values}, index=dti, dtype="int64") how = {"a": "min", "b": "max", "c": "count"} rs = df.resample("W-MON") result = rs.agg(how)[["a", "b", "c"]] expected = DataFrame( { "a": [0, 48, 384, 720, 1056, 1394], "b": [47, 383, 719, 1055, 1393, 1586], "c": [48, 336, 336, 336, 338, 193], }, index=date_range( "9/30/2013", "11/4/2013", freq="W-MON", tz="Europe/Paris" ).as_unit(unit), ) tm.assert_frame_equal( result, expected, "W-MON Frequency", ) rs2 = df.resample("2W-MON") result2 = rs2.agg(how)[["a", "b", "c"]] expected2 = DataFrame( { "a": [0, 48, 720, 1394], "b": [47, 719, 1393, 1586], "c": [48, 672, 674, 193], }, index=date_range( "9/30/2013", "11/11/2013", freq="2W-MON", tz="Europe/Paris" ).as_unit(unit), ) tm.assert_frame_equal( result2, expected2, "2W-MON Frequency", ) rs3 = df.resample("MS") result3 = rs3.agg(how)[["a", "b", "c"]] expected3 = DataFrame( {"a": [0, 48, 1538], "b": [47, 1537, 1586], "c": [48, 1490, 49]}, index=date_range("9/1/2013", "11/1/2013", freq="MS", tz="Europe/Paris").as_unit( unit ), ) tm.assert_frame_equal( result3, expected3, "MS Frequency", ) rs4 = df.resample("2MS") result4 = rs4.agg(how)[["a", "b", "c"]] expected4 = DataFrame( {"a": [0, 1538], "b": [1537, 1586], "c": [1538, 49]}, index=date_range( "9/1/2013", "11/1/2013", freq="2MS", tz="Europe/Paris" ).as_unit(unit), ) tm.assert_frame_equal( result4, expected4, "2MS Frequency", ) df_daily = df["10/26/2013":"10/29/2013"] rs_d = df_daily.resample("D") result_d = rs_d.agg({"a": "min", "b": "max", "c": "count"})[["a", "b", "c"]] expected_d = DataFrame( { "a": [1248, 1296, 1346, 1394], "b": [1295, 1345, 1393, 1441], "c": [48, 50, 48, 48], }, index=date_range( "10/26/2013", "10/29/2013", freq="D", tz="Europe/Paris" ).as_unit(unit), ) tm.assert_frame_equal( result_d, expected_d, "D Frequency", ) def test_downsample_across_dst(unit): # GH 8531 tz = pytz.timezone("Europe/Berlin") dt = datetime(2014, 10, 26) dates = date_range(tz.localize(dt), periods=4, freq="2h").as_unit(unit) result = Series(5, index=dates).resample("h").mean() expected = Series( [5.0, np.nan] * 3 + [5.0], index=date_range(tz.localize(dt), periods=7, freq="h").as_unit(unit), ) tm.assert_series_equal(result, expected) def test_downsample_across_dst_weekly(unit): # GH 9119, GH 21459 df = DataFrame( index=DatetimeIndex( ["2017-03-25", "2017-03-26", "2017-03-27", "2017-03-28", "2017-03-29"], tz="Europe/Amsterdam", ).as_unit(unit), data=[11, 12, 13, 14, 15], ) result = df.resample("1W").sum() expected = DataFrame( [23, 42], index=DatetimeIndex( ["2017-03-26", "2017-04-02"], tz="Europe/Amsterdam", freq="W" ).as_unit(unit), ) tm.assert_frame_equal(result, expected) def test_downsample_across_dst_weekly_2(unit): # GH 9119, GH 21459 idx = date_range("2013-04-01", "2013-05-01", tz="Europe/London", freq="h").as_unit( unit ) s = Series(index=idx, dtype=np.float64) result = s.resample("W").mean() expected = Series( index=date_range("2013-04-07", freq="W", periods=5, tz="Europe/London").as_unit( unit ), dtype=np.float64, ) tm.assert_series_equal(result, expected) def test_downsample_dst_at_midnight(unit): # GH 25758 start = datetime(2018, 11, 3, 12) end = datetime(2018, 11, 5, 12) index = date_range(start, end, freq="1h").as_unit(unit) index = index.tz_localize("UTC").tz_convert("America/Havana") data = list(range(len(index))) dataframe = DataFrame(data, index=index) result = dataframe.groupby(Grouper(freq="1D")).mean() dti = date_range("2018-11-03", periods=3).tz_localize( "America/Havana", ambiguous=True ) dti = DatetimeIndex(dti, freq="D").as_unit(unit) expected = DataFrame([7.5, 28.0, 44.5], index=dti) tm.assert_frame_equal(result, expected) def test_resample_with_nat(unit): # GH 13020 index = DatetimeIndex( [ pd.NaT, "1970-01-01 00:00:00", pd.NaT, "1970-01-01 00:00:01", "1970-01-01 00:00:02", ] ).as_unit(unit) frame = DataFrame([2, 3, 5, 7, 11], index=index) index_1s = DatetimeIndex( ["1970-01-01 00:00:00", "1970-01-01 00:00:01", "1970-01-01 00:00:02"] ).as_unit(unit) frame_1s = DataFrame([3.0, 7.0, 11.0], index=index_1s) tm.assert_frame_equal(frame.resample("1s").mean(), frame_1s) index_2s = DatetimeIndex(["1970-01-01 00:00:00", "1970-01-01 00:00:02"]).as_unit( unit ) frame_2s = DataFrame([5.0, 11.0], index=index_2s) tm.assert_frame_equal(frame.resample("2s").mean(), frame_2s) index_3s = DatetimeIndex(["1970-01-01 00:00:00"]).as_unit(unit) frame_3s = DataFrame([7.0], index=index_3s) tm.assert_frame_equal(frame.resample("3s").mean(), frame_3s) tm.assert_frame_equal(frame.resample("60s").mean(), frame_3s) def test_resample_datetime_values(unit): # GH 13119 # check that datetime dtype is preserved when NaT values are # introduced by the resampling dates = [datetime(2016, 1, 15), datetime(2016, 1, 19)] df = DataFrame({"timestamp": dates}, index=dates) df.index = df.index.as_unit(unit) exp = Series( [datetime(2016, 1, 15), pd.NaT, datetime(2016, 1, 19)], index=date_range("2016-01-15", periods=3, freq="2D").as_unit(unit), name="timestamp", ) res = df.resample("2D").first()["timestamp"] tm.assert_series_equal(res, exp) res = df["timestamp"].resample("2D").first() tm.assert_series_equal(res, exp) def test_resample_apply_with_additional_args(series, unit): # GH 14615 def f(data, add_arg): return np.mean(data) * add_arg series.index = series.index.as_unit(unit) multiplier = 10 result = series.resample("D").apply(f, multiplier) expected = series.resample("D").mean().multiply(multiplier) tm.assert_series_equal(result, expected) # Testing as kwarg result = series.resample("D").apply(f, add_arg=multiplier) expected = series.resample("D").mean().multiply(multiplier) tm.assert_series_equal(result, expected) def test_resample_apply_with_additional_args2(): # Testing dataframe def f(data, add_arg): return np.mean(data) * add_arg multiplier = 10 df = DataFrame({"A": 1, "B": 2}, index=date_range("2017", periods=10)) msg = "DataFrameGroupBy.resample operated on the grouping columns" with tm.assert_produces_warning(DeprecationWarning, match=msg): result = df.groupby("A").resample("D").agg(f, multiplier).astype(float) msg = "DataFrameGroupBy.resample operated on the grouping columns" with tm.assert_produces_warning(DeprecationWarning, match=msg): expected = df.groupby("A").resample("D").mean().multiply(multiplier) tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("k", [1, 2, 3]) @pytest.mark.parametrize( "n1, freq1, n2, freq2", [ (30, "s", 0.5, "Min"), (60, "s", 1, "Min"), (3600, "s", 1, "h"), (60, "Min", 1, "h"), (21600, "s", 0.25, "D"), (86400, "s", 1, "D"), (43200, "s", 0.5, "D"), (1440, "Min", 1, "D"), (12, "h", 0.5, "D"), (24, "h", 1, "D"), ], ) def test_resample_equivalent_offsets(n1, freq1, n2, freq2, k, unit): # GH 24127 n1_ = n1 * k n2_ = n2 * k dti = date_range("1991-09-05", "1991-09-12", freq=freq1).as_unit(unit) ser = Series(range(len(dti)), index=dti) result1 = ser.resample(str(n1_) + freq1).mean() result2 = ser.resample(str(n2_) + freq2).mean() tm.assert_series_equal(result1, result2) @pytest.mark.parametrize( "first,last,freq,exp_first,exp_last", [ ("19910905", "19920406", "D", "19910905", "19920407"), ("19910905 00:00", "19920406 06:00", "D", "19910905", "19920407"), ("19910905 06:00", "19920406 06:00", "h", "19910905 06:00", "19920406 07:00"), ("19910906", "19920406", "ME", "19910831", "19920430"), ("19910831", "19920430", "ME", "19910831", "19920531"), ("1991-08", "1992-04", "ME", "19910831", "19920531"), ], ) def test_get_timestamp_range_edges(first, last, freq, exp_first, exp_last, unit): first = Period(first) first = first.to_timestamp(first.freq).as_unit(unit) last = Period(last) last = last.to_timestamp(last.freq).as_unit(unit) exp_first = Timestamp(exp_first) exp_last = Timestamp(exp_last) freq = pd.tseries.frequencies.to_offset(freq) result = _get_timestamp_range_edges(first, last, freq, unit="ns") expected = (exp_first, exp_last) assert result == expected @pytest.mark.parametrize("duplicates", [True, False]) def test_resample_apply_product(duplicates, unit): # GH 5586 index = date_range(start="2012-01-31", freq="ME", periods=12).as_unit(unit) ts = Series(range(12), index=index) df = DataFrame({"A": ts, "B": ts + 2}) if duplicates: df.columns = ["A", "A"] msg = "using DatetimeIndexResampler.prod" with tm.assert_produces_warning(FutureWarning, match=msg): result = df.resample("QE").apply(np.prod) expected = DataFrame( np.array([[0, 24], [60, 210], [336, 720], [990, 1716]], dtype=np.int64), index=DatetimeIndex( ["2012-03-31", "2012-06-30", "2012-09-30", "2012-12-31"], freq="QE-DEC" ).as_unit(unit), columns=df.columns, ) tm.assert_frame_equal(result, expected) @pytest.mark.parametrize( "first,last,freq_in,freq_out,exp_last", [ ( "2020-03-28", "2020-03-31", "D", "24h", "2020-03-30 01:00", ), # includes transition into DST ( "2020-03-28", "2020-10-27", "D", "24h", "2020-10-27 00:00", ), # includes transition into and out of DST ( "2020-10-25", "2020-10-27", "D", "24h", "2020-10-26 23:00", ), # includes transition out of DST ( "2020-03-28", "2020-03-31", "24h", "D", "2020-03-30 00:00", ), # same as above, but from 24H to D ("2020-03-28", "2020-10-27", "24h", "D", "2020-10-27 00:00"), ("2020-10-25", "2020-10-27", "24h", "D", "2020-10-26 00:00"), ], ) def test_resample_calendar_day_with_dst( first: str, last: str, freq_in: str, freq_out: str, exp_last: str, unit ): # GH 35219 ts = Series( 1.0, date_range(first, last, freq=freq_in, tz="Europe/Amsterdam").as_unit(unit) ) result = ts.resample(freq_out).ffill() expected = Series( 1.0, date_range(first, exp_last, freq=freq_out, tz="Europe/Amsterdam").as_unit(unit), ) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("func", ["min", "max", "first", "last"]) def test_resample_aggregate_functions_min_count(func, unit): # GH#37768 index = date_range(start="2020", freq="ME", periods=3).as_unit(unit) ser = Series([1, np.nan, np.nan], index) result = getattr(ser.resample("QE"), func)(min_count=2) expected = Series( [np.nan], index=DatetimeIndex(["2020-03-31"], freq="QE-DEC").as_unit(unit), ) tm.assert_series_equal(result, expected) def test_resample_unsigned_int(any_unsigned_int_numpy_dtype, unit): # gh-43329 df = DataFrame( index=date_range(start="2000-01-01", end="2000-01-03 23", freq="12h").as_unit( unit ), columns=["x"], data=[0, 1, 0] * 2, dtype=any_unsigned_int_numpy_dtype, ) df = df.loc[(df.index < "2000-01-02") | (df.index > "2000-01-03"), :] result = df.resample("D").max() expected = DataFrame( [1, np.nan, 0], columns=["x"], index=date_range(start="2000-01-01", end="2000-01-03 23", freq="D").as_unit( unit ), ) tm.assert_frame_equal(result, expected) def test_long_rule_non_nano(): # https://github.com/pandas-dev/pandas/issues/51024 idx = date_range("0300-01-01", "2000-01-01", unit="s", freq="100YE") ser = Series([1, 4, 2, 8, 5, 7, 1, 4, 2, 8, 5, 7, 1, 4, 2, 8, 5], index=idx) result = ser.resample("200YE").mean() expected_idx = DatetimeIndex( np.array( [ "0300-12-31", "0500-12-31", "0700-12-31", "0900-12-31", "1100-12-31", "1300-12-31", "1500-12-31", "1700-12-31", "1900-12-31", ] ).astype("datetime64[s]"), freq="200YE-DEC", ) expected = Series([1.0, 3.0, 6.5, 4.0, 3.0, 6.5, 4.0, 3.0, 6.5], index=expected_idx) tm.assert_series_equal(result, expected) def test_resample_empty_series_with_tz(): # GH#53664 df = DataFrame({"ts": [], "values": []}).astype( {"ts": "datetime64[ns, Atlantic/Faroe]"} ) result = df.resample("2MS", on="ts", closed="left", label="left", origin="start")[ "values" ].sum() expected_idx = DatetimeIndex( [], freq="2MS", name="ts", dtype="datetime64[ns, Atlantic/Faroe]" ) expected = Series([], index=expected_idx, name="values", dtype="float64") tm.assert_series_equal(result, expected) @pytest.mark.parametrize( "freq, freq_depr", [ ("2ME", "2M"), ("2QE", "2Q"), ("2QE-SEP", "2Q-SEP"), ("1YE", "1Y"), ("2YE-MAR", "2Y-MAR"), ("1YE", "1A"), ("2YE-MAR", "2A-MAR"), ], ) def test_resample_M_Q_Y_A_deprecated(freq, freq_depr): # GH#9586 depr_msg = f"'{freq_depr[1:]}' is deprecated and will be removed " f"in a future version, please use '{freq[1:]}' instead." s = Series(range(10), index=date_range("20130101", freq="d", periods=10)) expected = s.resample(freq).mean() with tm.assert_produces_warning(FutureWarning, match=depr_msg): result = s.resample(freq_depr).mean() tm.assert_series_equal(result, expected) @pytest.mark.parametrize( "freq, freq_depr", [ ("2BME", "2BM"), ("2BQE", "2BQ"), ("2BQE-MAR", "2BQ-MAR"), ], ) def test_resample_BM_BQ_deprecated(freq, freq_depr): # GH#52064 depr_msg = f"'{freq_depr[1:]}' is deprecated and will be removed " f"in a future version, please use '{freq[1:]}' instead." s = Series(range(10), index=date_range("20130101", freq="d", periods=10)) expected = s.resample(freq).mean() with tm.assert_produces_warning(FutureWarning, match=depr_msg): result = s.resample(freq_depr).mean() tm.assert_series_equal(result, expected) def test_resample_ms_closed_right(unit): # https://github.com/pandas-dev/pandas/issues/55271 dti = date_range(start="2020-01-31", freq="1min", periods=6000, unit=unit) df = DataFrame({"ts": dti}, index=dti) grouped = df.resample("MS", closed="right") result = grouped.last() exp_dti = DatetimeIndex( [datetime(2020, 1, 1), datetime(2020, 2, 1)], freq="MS" ).as_unit(unit) expected = DataFrame( {"ts": [datetime(2020, 2, 1), datetime(2020, 2, 4, 3, 59)]}, index=exp_dti, ).astype(f"M8[{unit}]") tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("freq", ["B", "C"]) def test_resample_c_b_closed_right(freq: str, unit): # https://github.com/pandas-dev/pandas/issues/55281 dti = date_range(start="2020-01-31", freq="1min", periods=6000, unit=unit) df = DataFrame({"ts": dti}, index=dti) grouped = df.resample(freq, closed="right") result = grouped.last() exp_dti = DatetimeIndex( [ datetime(2020, 1, 30), datetime(2020, 1, 31), datetime(2020, 2, 3), datetime(2020, 2, 4), ], freq=freq, ).as_unit(unit) expected = DataFrame( { "ts": [ datetime(2020, 1, 31), datetime(2020, 2, 3), datetime(2020, 2, 4), datetime(2020, 2, 4, 3, 59), ] }, index=exp_dti, ).astype(f"M8[{unit}]") tm.assert_frame_equal(result, expected) def test_resample_b_55282(unit): # https://github.com/pandas-dev/pandas/issues/55282 dti = date_range("2023-09-26", periods=6, freq="12h", unit=unit) ser = Series([1, 2, 3, 4, 5, 6], index=dti) result = ser.resample("B", closed="right", label="right").mean() exp_dti = DatetimeIndex( [ datetime(2023, 9, 26), datetime(2023, 9, 27), datetime(2023, 9, 28), datetime(2023, 9, 29), ], freq="B", ).as_unit(unit) expected = Series( [1.0, 2.5, 4.5, 6.0], index=exp_dti, ) tm.assert_series_equal(result, expected) @td.skip_if_no("pyarrow") @pytest.mark.parametrize( "tz", [ None, pytest.param( "UTC", marks=pytest.mark.xfail( condition=is_platform_windows(), reason="TODO: Set ARROW_TIMEZONE_DATABASE env var in CI", ), ), ], ) def test_arrow_timestamp_resample(tz): # GH 56371 idx = Series(date_range("2020-01-01", periods=5), dtype="timestamp[ns][pyarrow]") if tz is not None: idx = idx.dt.tz_localize(tz) expected = Series(np.arange(5, dtype=np.float64), index=idx) result = expected.resample("1D").mean() tm.assert_series_equal(result, expected)