import numpy as np import pytest from pandas import ( DataFrame, DatetimeIndex, Index, MultiIndex, Series, isna, notna, ) import pandas._testing as tm def test_doc_string(): df = DataFrame({"B": [0, 1, 2, np.nan, 4]}) df df.expanding(2).sum() def test_constructor(frame_or_series): # GH 12669 c = frame_or_series(range(5)).expanding # valid c(min_periods=1) @pytest.mark.parametrize("w", [2.0, "foo", np.array([2])]) def test_constructor_invalid(frame_or_series, w): # not valid c = frame_or_series(range(5)).expanding msg = "min_periods must be an integer" with pytest.raises(ValueError, match=msg): c(min_periods=w) @pytest.mark.parametrize( "expander", [ 1, pytest.param( "ls", marks=pytest.mark.xfail( reason="GH#16425 expanding with offset not supported" ), ), ], ) def test_empty_df_expanding(expander): # GH 15819 Verifies that datetime and integer expanding windows can be # applied to empty DataFrames expected = DataFrame() result = DataFrame().expanding(expander).sum() tm.assert_frame_equal(result, expected) # Verifies that datetime and integer expanding windows can be applied # to empty DataFrames with datetime index expected = DataFrame(index=DatetimeIndex([])) result = DataFrame(index=DatetimeIndex([])).expanding(expander).sum() tm.assert_frame_equal(result, expected) def test_missing_minp_zero(): # https://github.com/pandas-dev/pandas/pull/18921 # minp=0 x = Series([np.nan]) result = x.expanding(min_periods=0).sum() expected = Series([0.0]) tm.assert_series_equal(result, expected) # minp=1 result = x.expanding(min_periods=1).sum() expected = Series([np.nan]) tm.assert_series_equal(result, expected) def test_expanding_axis(axis_frame): # see gh-23372. df = DataFrame(np.ones((10, 20))) axis = df._get_axis_number(axis_frame) if axis == 0: msg = "The 'axis' keyword in DataFrame.expanding is deprecated" expected = DataFrame( {i: [np.nan] * 2 + [float(j) for j in range(3, 11)] for i in range(20)} ) else: # axis == 1 msg = "Support for axis=1 in DataFrame.expanding is deprecated" expected = DataFrame([[np.nan] * 2 + [float(i) for i in range(3, 21)]] * 10) with tm.assert_produces_warning(FutureWarning, match=msg): result = df.expanding(3, axis=axis_frame).sum() tm.assert_frame_equal(result, expected) def test_expanding_count_with_min_periods(frame_or_series): # GH 26996 result = frame_or_series(range(5)).expanding(min_periods=3).count() expected = frame_or_series([np.nan, np.nan, 3.0, 4.0, 5.0]) tm.assert_equal(result, expected) def test_expanding_count_default_min_periods_with_null_values(frame_or_series): # GH 26996 values = [1, 2, 3, np.nan, 4, 5, 6] expected_counts = [1.0, 2.0, 3.0, 3.0, 4.0, 5.0, 6.0] result = frame_or_series(values).expanding().count() expected = frame_or_series(expected_counts) tm.assert_equal(result, expected) def test_expanding_count_with_min_periods_exceeding_series_length(frame_or_series): # GH 25857 result = frame_or_series(range(5)).expanding(min_periods=6).count() expected = frame_or_series([np.nan, np.nan, np.nan, np.nan, np.nan]) tm.assert_equal(result, expected) @pytest.mark.parametrize( "df,expected,min_periods", [ ( DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), [ ({"A": [1], "B": [4]}, [0]), ({"A": [1, 2], "B": [4, 5]}, [0, 1]), ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), ], 3, ), ( DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), [ ({"A": [1], "B": [4]}, [0]), ({"A": [1, 2], "B": [4, 5]}, [0, 1]), ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), ], 2, ), ( DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}), [ ({"A": [1], "B": [4]}, [0]), ({"A": [1, 2], "B": [4, 5]}, [0, 1]), ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]), ], 1, ), (DataFrame({"A": [1], "B": [4]}), [], 2), (DataFrame(), [({}, [])], 1), ( DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), [ ({"A": [1.0], "B": [np.nan]}, [0]), ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), ], 3, ), ( DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), [ ({"A": [1.0], "B": [np.nan]}, [0]), ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), ], 2, ), ( DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}), [ ({"A": [1.0], "B": [np.nan]}, [0]), ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]), ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]), ], 1, ), ], ) def test_iter_expanding_dataframe(df, expected, min_periods): # GH 11704 expected = [DataFrame(values, index=index) for (values, index) in expected] for expected, actual in zip(expected, df.expanding(min_periods)): tm.assert_frame_equal(actual, expected) @pytest.mark.parametrize( "ser,expected,min_periods", [ (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 3), (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 2), (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 1), (Series([1, 2]), [([1], [0]), ([1, 2], [0, 1])], 2), (Series([np.nan, 2]), [([np.nan], [0]), ([np.nan, 2], [0, 1])], 2), (Series([], dtype="int64"), [], 2), ], ) def test_iter_expanding_series(ser, expected, min_periods): # GH 11704 expected = [Series(values, index=index) for (values, index) in expected] for expected, actual in zip(expected, ser.expanding(min_periods)): tm.assert_series_equal(actual, expected) def test_center_invalid(): # GH 20647 df = DataFrame() with pytest.raises(TypeError, match=".* got an unexpected keyword"): df.expanding(center=True) def test_expanding_sem(frame_or_series): # GH: 26476 obj = frame_or_series([0, 1, 2]) result = obj.expanding().sem() if isinstance(result, DataFrame): result = Series(result[0].values) expected = Series([np.nan] + [0.707107] * 2) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("method", ["skew", "kurt"]) def test_expanding_skew_kurt_numerical_stability(method): # GH: 6929 s = Series(np.random.default_rng(2).random(10)) expected = getattr(s.expanding(3), method)() s = s + 5000 result = getattr(s.expanding(3), method)() tm.assert_series_equal(result, expected) @pytest.mark.parametrize("window", [1, 3, 10, 20]) @pytest.mark.parametrize("method", ["min", "max", "average"]) @pytest.mark.parametrize("pct", [True, False]) @pytest.mark.parametrize("ascending", [True, False]) @pytest.mark.parametrize("test_data", ["default", "duplicates", "nans"]) def test_rank(window, method, pct, ascending, test_data): length = 20 if test_data == "default": ser = Series(data=np.random.default_rng(2).random(length)) elif test_data == "duplicates": ser = Series(data=np.random.default_rng(2).choice(3, length)) elif test_data == "nans": ser = Series( data=np.random.default_rng(2).choice( [1.0, 0.25, 0.75, np.nan, np.inf, -np.inf], length ) ) expected = ser.expanding(window).apply( lambda x: x.rank(method=method, pct=pct, ascending=ascending).iloc[-1] ) result = ser.expanding(window).rank(method=method, pct=pct, ascending=ascending) tm.assert_series_equal(result, expected) def test_expanding_corr(series): A = series.dropna() B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] result = A.expanding().corr(B) rolling_result = A.rolling(window=len(A), min_periods=1).corr(B) tm.assert_almost_equal(rolling_result, result) def test_expanding_count(series): result = series.expanding(min_periods=0).count() tm.assert_almost_equal( result, series.rolling(window=len(series), min_periods=0).count() ) def test_expanding_quantile(series): result = series.expanding().quantile(0.5) rolling_result = series.rolling(window=len(series), min_periods=1).quantile(0.5) tm.assert_almost_equal(result, rolling_result) def test_expanding_cov(series): A = series B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5] result = A.expanding().cov(B) rolling_result = A.rolling(window=len(A), min_periods=1).cov(B) tm.assert_almost_equal(rolling_result, result) def test_expanding_cov_pairwise(frame): result = frame.expanding().cov() rolling_result = frame.rolling(window=len(frame), min_periods=1).cov() tm.assert_frame_equal(result, rolling_result) def test_expanding_corr_pairwise(frame): result = frame.expanding().corr() rolling_result = frame.rolling(window=len(frame), min_periods=1).corr() tm.assert_frame_equal(result, rolling_result) @pytest.mark.parametrize( "func,static_comp", [ ("sum", np.sum), ("mean", lambda x: np.mean(x, axis=0)), ("max", lambda x: np.max(x, axis=0)), ("min", lambda x: np.min(x, axis=0)), ], ids=["sum", "mean", "max", "min"], ) def test_expanding_func(func, static_comp, frame_or_series): data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) msg = "The 'axis' keyword in (Series|DataFrame).expanding is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): obj = data.expanding(min_periods=1, axis=0) result = getattr(obj, func)() assert isinstance(result, frame_or_series) msg = "The behavior of DataFrame.sum with axis=None is deprecated" warn = None if frame_or_series is DataFrame and static_comp is np.sum: warn = FutureWarning with tm.assert_produces_warning(warn, match=msg, check_stacklevel=False): expected = static_comp(data[:11]) if frame_or_series is Series: tm.assert_almost_equal(result[10], expected) else: tm.assert_series_equal(result.iloc[10], expected, check_names=False) @pytest.mark.parametrize( "func,static_comp", [("sum", np.sum), ("mean", np.mean), ("max", np.max), ("min", np.min)], ids=["sum", "mean", "max", "min"], ) def test_expanding_min_periods(func, static_comp): ser = Series(np.random.default_rng(2).standard_normal(50)) msg = "The 'axis' keyword in Series.expanding is deprecated" with tm.assert_produces_warning(FutureWarning, match=msg): result = getattr(ser.expanding(min_periods=30, axis=0), func)() assert result[:29].isna().all() tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) # min_periods is working correctly with tm.assert_produces_warning(FutureWarning, match=msg): result = getattr(ser.expanding(min_periods=15, axis=0), func)() assert isna(result.iloc[13]) assert notna(result.iloc[14]) ser2 = Series(np.random.default_rng(2).standard_normal(20)) with tm.assert_produces_warning(FutureWarning, match=msg): result = getattr(ser2.expanding(min_periods=5, axis=0), func)() assert isna(result[3]) assert notna(result[4]) # min_periods=0 with tm.assert_produces_warning(FutureWarning, match=msg): result0 = getattr(ser.expanding(min_periods=0, axis=0), func)() with tm.assert_produces_warning(FutureWarning, match=msg): result1 = getattr(ser.expanding(min_periods=1, axis=0), func)() tm.assert_almost_equal(result0, result1) with tm.assert_produces_warning(FutureWarning, match=msg): result = getattr(ser.expanding(min_periods=1, axis=0), func)() tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50])) def test_expanding_apply(engine_and_raw, frame_or_series): engine, raw = engine_and_raw data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10)) result = data.expanding(min_periods=1).apply( lambda x: x.mean(), raw=raw, engine=engine ) assert isinstance(result, frame_or_series) if frame_or_series is Series: tm.assert_almost_equal(result[9], np.mean(data[:11], axis=0)) else: tm.assert_series_equal( result.iloc[9], np.mean(data[:11], axis=0), check_names=False ) def test_expanding_min_periods_apply(engine_and_raw): engine, raw = engine_and_raw ser = Series(np.random.default_rng(2).standard_normal(50)) result = ser.expanding(min_periods=30).apply( lambda x: x.mean(), raw=raw, engine=engine ) assert result[:29].isna().all() tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) # min_periods is working correctly result = ser.expanding(min_periods=15).apply( lambda x: x.mean(), raw=raw, engine=engine ) assert isna(result.iloc[13]) assert notna(result.iloc[14]) ser2 = Series(np.random.default_rng(2).standard_normal(20)) result = ser2.expanding(min_periods=5).apply( lambda x: x.mean(), raw=raw, engine=engine ) assert isna(result[3]) assert notna(result[4]) # min_periods=0 result0 = ser.expanding(min_periods=0).apply( lambda x: x.mean(), raw=raw, engine=engine ) result1 = ser.expanding(min_periods=1).apply( lambda x: x.mean(), raw=raw, engine=engine ) tm.assert_almost_equal(result0, result1) result = ser.expanding(min_periods=1).apply( lambda x: x.mean(), raw=raw, engine=engine ) tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50])) @pytest.mark.parametrize( "f", [ lambda x: (x.expanding(min_periods=5).cov(x, pairwise=True)), lambda x: (x.expanding(min_periods=5).corr(x, pairwise=True)), ], ) def test_moment_functions_zero_length_pairwise(f): df1 = DataFrame() df2 = DataFrame(columns=Index(["a"], name="foo"), index=Index([], name="bar")) df2["a"] = df2["a"].astype("float64") df1_expected = DataFrame(index=MultiIndex.from_product([df1.index, df1.columns])) df2_expected = DataFrame( index=MultiIndex.from_product([df2.index, df2.columns], names=["bar", "foo"]), columns=Index(["a"], name="foo"), dtype="float64", ) df1_result = f(df1) tm.assert_frame_equal(df1_result, df1_expected) df2_result = f(df2) tm.assert_frame_equal(df2_result, df2_expected) @pytest.mark.parametrize( "f", [ lambda x: x.expanding().count(), lambda x: x.expanding(min_periods=5).cov(x, pairwise=False), lambda x: x.expanding(min_periods=5).corr(x, pairwise=False), lambda x: x.expanding(min_periods=5).max(), lambda x: x.expanding(min_periods=5).min(), lambda x: x.expanding(min_periods=5).sum(), lambda x: x.expanding(min_periods=5).mean(), lambda x: x.expanding(min_periods=5).std(), lambda x: x.expanding(min_periods=5).var(), lambda x: x.expanding(min_periods=5).skew(), lambda x: x.expanding(min_periods=5).kurt(), lambda x: x.expanding(min_periods=5).quantile(0.5), lambda x: x.expanding(min_periods=5).median(), lambda x: x.expanding(min_periods=5).apply(sum, raw=False), lambda x: x.expanding(min_periods=5).apply(sum, raw=True), ], ) def test_moment_functions_zero_length(f): # GH 8056 s = Series(dtype=np.float64) s_expected = s df1 = DataFrame() df1_expected = df1 df2 = DataFrame(columns=["a"]) df2["a"] = df2["a"].astype("float64") df2_expected = df2 s_result = f(s) tm.assert_series_equal(s_result, s_expected) df1_result = f(df1) tm.assert_frame_equal(df1_result, df1_expected) df2_result = f(df2) tm.assert_frame_equal(df2_result, df2_expected) def test_expanding_apply_empty_series(engine_and_raw): engine, raw = engine_and_raw ser = Series([], dtype=np.float64) tm.assert_series_equal( ser, ser.expanding().apply(lambda x: x.mean(), raw=raw, engine=engine) ) def test_expanding_apply_min_periods_0(engine_and_raw): # GH 8080 engine, raw = engine_and_raw s = Series([None, None, None]) result = s.expanding(min_periods=0).apply(lambda x: len(x), raw=raw, engine=engine) expected = Series([1.0, 2.0, 3.0]) tm.assert_series_equal(result, expected) def test_expanding_cov_diff_index(): # GH 7512 s1 = Series([1, 2, 3], index=[0, 1, 2]) s2 = Series([1, 3], index=[0, 2]) result = s1.expanding().cov(s2) expected = Series([None, None, 2.0]) tm.assert_series_equal(result, expected) s2a = Series([1, None, 3], index=[0, 1, 2]) result = s1.expanding().cov(s2a) tm.assert_series_equal(result, expected) s1 = Series([7, 8, 10], index=[0, 1, 3]) s2 = Series([7, 9, 10], index=[0, 2, 3]) result = s1.expanding().cov(s2) expected = Series([None, None, None, 4.5]) tm.assert_series_equal(result, expected) def test_expanding_corr_diff_index(): # GH 7512 s1 = Series([1, 2, 3], index=[0, 1, 2]) s2 = Series([1, 3], index=[0, 2]) result = s1.expanding().corr(s2) expected = Series([None, None, 1.0]) tm.assert_series_equal(result, expected) s2a = Series([1, None, 3], index=[0, 1, 2]) result = s1.expanding().corr(s2a) tm.assert_series_equal(result, expected) s1 = Series([7, 8, 10], index=[0, 1, 3]) s2 = Series([7, 9, 10], index=[0, 2, 3]) result = s1.expanding().corr(s2) expected = Series([None, None, None, 1.0]) tm.assert_series_equal(result, expected) def test_expanding_cov_pairwise_diff_length(): # GH 7512 df1 = DataFrame([[1, 5], [3, 2], [3, 9]], columns=Index(["A", "B"], name="foo")) df1a = DataFrame( [[1, 5], [3, 9]], index=[0, 2], columns=Index(["A", "B"], name="foo") ) df2 = DataFrame( [[5, 6], [None, None], [2, 1]], columns=Index(["X", "Y"], name="foo") ) df2a = DataFrame( [[5, 6], [2, 1]], index=[0, 2], columns=Index(["X", "Y"], name="foo") ) # TODO: xref gh-15826 # .loc is not preserving the names result1 = df1.expanding().cov(df2, pairwise=True).loc[2] result2 = df1.expanding().cov(df2a, pairwise=True).loc[2] result3 = df1a.expanding().cov(df2, pairwise=True).loc[2] result4 = df1a.expanding().cov(df2a, pairwise=True).loc[2] expected = DataFrame( [[-3.0, -6.0], [-5.0, -10.0]], columns=Index(["A", "B"], name="foo"), index=Index(["X", "Y"], name="foo"), ) tm.assert_frame_equal(result1, expected) tm.assert_frame_equal(result2, expected) tm.assert_frame_equal(result3, expected) tm.assert_frame_equal(result4, expected) def test_expanding_corr_pairwise_diff_length(): # GH 7512 df1 = DataFrame( [[1, 2], [3, 2], [3, 4]], columns=["A", "B"], index=Index(range(3), name="bar") ) df1a = DataFrame( [[1, 2], [3, 4]], index=Index([0, 2], name="bar"), columns=["A", "B"] ) df2 = DataFrame( [[5, 6], [None, None], [2, 1]], columns=["X", "Y"], index=Index(range(3), name="bar"), ) df2a = DataFrame( [[5, 6], [2, 1]], index=Index([0, 2], name="bar"), columns=["X", "Y"] ) result1 = df1.expanding().corr(df2, pairwise=True).loc[2] result2 = df1.expanding().corr(df2a, pairwise=True).loc[2] result3 = df1a.expanding().corr(df2, pairwise=True).loc[2] result4 = df1a.expanding().corr(df2a, pairwise=True).loc[2] expected = DataFrame( [[-1.0, -1.0], [-1.0, -1.0]], columns=["A", "B"], index=Index(["X", "Y"]) ) tm.assert_frame_equal(result1, expected) tm.assert_frame_equal(result2, expected) tm.assert_frame_equal(result3, expected) tm.assert_frame_equal(result4, expected) def test_expanding_apply_args_kwargs(engine_and_raw): def mean_w_arg(x, const): return np.mean(x) + const engine, raw = engine_and_raw df = DataFrame(np.random.default_rng(2).random((20, 3))) expected = df.expanding().apply(np.mean, engine=engine, raw=raw) + 20.0 result = df.expanding().apply(mean_w_arg, engine=engine, raw=raw, args=(20,)) tm.assert_frame_equal(result, expected) result = df.expanding().apply(mean_w_arg, raw=raw, kwargs={"const": 20}) tm.assert_frame_equal(result, expected) def test_numeric_only_frame(arithmetic_win_operators, numeric_only): # GH#46560 kernel = arithmetic_win_operators df = DataFrame({"a": [1], "b": 2, "c": 3}) df["c"] = df["c"].astype(object) expanding = df.expanding() op = getattr(expanding, kernel, None) if op is not None: result = op(numeric_only=numeric_only) columns = ["a", "b"] if numeric_only else ["a", "b", "c"] expected = df[columns].agg([kernel]).reset_index(drop=True).astype(float) assert list(expected.columns) == columns tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("kernel", ["corr", "cov"]) @pytest.mark.parametrize("use_arg", [True, False]) def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg): # GH#46560 df = DataFrame({"a": [1, 2, 3], "b": 2, "c": 3}) df["c"] = df["c"].astype(object) arg = (df,) if use_arg else () expanding = df.expanding() op = getattr(expanding, kernel) result = op(*arg, numeric_only=numeric_only) # Compare result to op using float dtypes, dropping c when numeric_only is True columns = ["a", "b"] if numeric_only else ["a", "b", "c"] df2 = df[columns].astype(float) arg2 = (df2,) if use_arg else () expanding2 = df2.expanding() op2 = getattr(expanding2, kernel) expected = op2(*arg2, numeric_only=numeric_only) tm.assert_frame_equal(result, expected) @pytest.mark.parametrize("dtype", [int, object]) def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype): # GH#46560 kernel = arithmetic_win_operators ser = Series([1], dtype=dtype) expanding = ser.expanding() op = getattr(expanding, kernel) if numeric_only and dtype is object: msg = f"Expanding.{kernel} does not implement numeric_only" with pytest.raises(NotImplementedError, match=msg): op(numeric_only=numeric_only) else: result = op(numeric_only=numeric_only) expected = ser.agg([kernel]).reset_index(drop=True).astype(float) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("kernel", ["corr", "cov"]) @pytest.mark.parametrize("use_arg", [True, False]) @pytest.mark.parametrize("dtype", [int, object]) def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype): # GH#46560 ser = Series([1, 2, 3], dtype=dtype) arg = (ser,) if use_arg else () expanding = ser.expanding() op = getattr(expanding, kernel) if numeric_only and dtype is object: msg = f"Expanding.{kernel} does not implement numeric_only" with pytest.raises(NotImplementedError, match=msg): op(*arg, numeric_only=numeric_only) else: result = op(*arg, numeric_only=numeric_only) ser2 = ser.astype(float) arg2 = (ser2,) if use_arg else () expanding2 = ser2.expanding() op2 = getattr(expanding2, kernel) expected = op2(*arg2, numeric_only=numeric_only) tm.assert_series_equal(result, expected) def test_keyword_quantile_deprecated(): # GH #52550 ser = Series([1, 2, 3, 4]) with tm.assert_produces_warning(FutureWarning): ser.expanding().quantile(quantile=0.5)