Test nbviewer #notebook-project #inactive

binning and grouping.ipynb

intraday binning error.ipynb

{
 "metadata": {
  "name": "intraday binning error",
  "notebook_path": "https://gist.github.com/3344040/Untitled0.ipynb"
 },
 "nbformat": 3,
 "nbformat_minor": 0,
 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "import pandas as pd\n",
      "import pandas.util.testing as tm"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 1
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "start = datetime.datetime(1999, 3, 1, 5)\n",
      "end = datetime.datetime(2012, 7, 31, 4)\n",
      "bad_ind = pd.date_range(start, end, freq=\"30min\")\n",
      "df = pd.DataFrame({'close':1}, index=bad_ind)\n",
      "try:\n",
      "\tdf.resample('AS', 'sum')\n",
      "except ValueError as e:\n",
      "    print e"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "Values falls after last bin\n"
       ]
      }
     ],
     "prompt_number": 74
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "# These are the edges from come from _get_range_edges\n",
      "edge_start = datetime.datetime(1998, 1, 1, 5)\n",
      "edge_end = datetime.datetime(2013, 1, 1, 4)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 10
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "bad_ind = pd.DatetimeIndex(start=edge_start, end=edge_end, freq=\"AS\")\n",
      "bad_ind\n",
      "assert bad_ind[-1] < df.index[-1]"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 16
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "good_ind = pd.DatetimeIndex(start=edge_start, end=datetime.datetime(2013, 1, 1, 5, 5), freq=\"AS\")\n",
      "good_ind\n",
      "assert not good_ind[-1] < df.index[-1]"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 18
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "# Any value where the time() is less than the starting time will fail\n",
      "from pandas.tseries.resample import _get_range_edges\n",
      "bad_ends = pd.DatetimeIndex(start=start, freq=\"30min\", periods=10000)\n",
      "bad_ends = bad_ends[bad_ends.hour < start.hour]\n",
      "test = pd.DataFrame({'passed':np.nan, 'msg':''}, index=bad_ends)\n",
      "test['bin_start'] = None\n",
      "test['bin_end'] = None\n",
      "offset = pd.offsets.YearBegin(months=1)\n",
      "\n",
      "for end in bad_ends:\n",
      "    df = pd.DataFrame({'close':1}, index=pd.DatetimeIndex(start=start, end=end, freq=\"30min\"))\n",
      "    try:\n",
      "        df.resample('AS', 'sum')\n",
      "    except ValueError as e:\n",
      "        test.passed.ix[end] = -1\n",
      "        assert str(e) == 'Values falls after last bin'\n",
      "        test.msg.ix[end] = str(e)\n",
      "        b_start, b_end = _get_range_edges(df.index, offset=offset, closed=\"right\")\n",
      "        test.bin_start.ix[end] = b_start\n",
      "        test.bin_end.ix[end] = b_end\n",
      "    else:\n",
      "        assert False, \"None should pass\"\n",
      "        test.passed.ix[end] = 1"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 152
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "test.head().stack()"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "pyout",
       "prompt_number": 153,
       "text": [
        "1999-03-02 00:00:00  msg          Values falls after last bin\n",
        "                     passed                                -1\n",
        "                     bin_start            1999-01-01 05:00:00\n",
        "                     bin_end              2000-01-01 00:00:00\n",
        "1999-03-02 00:30:00  msg          Values falls after last bin\n",
        "                     passed                                -1\n",
        "                     bin_start            1999-01-01 05:00:00\n",
        "                     bin_end              2000-01-01 00:30:00\n",
        "1999-03-02 01:00:00  msg          Values falls after last bin\n",
        "                     passed                                -1\n",
        "                     bin_start            1999-01-01 05:00:00\n",
        "                     bin_end              2000-01-01 01:00:00\n",
        "1999-03-02 01:30:00  msg          Values falls after last bin\n",
        "                     passed                                -1\n",
        "                     bin_start            1999-01-01 05:00:00\n",
        "                     bin_end              2000-01-01 01:30:00\n",
        "1999-03-02 02:00:00  msg          Values falls after last bin\n",
        "                     passed                                -1\n",
        "                     bin_start            1999-01-01 05:00:00\n",
        "                     bin_end              2000-01-01 02:00:00"
       ]
      }
     ],
     "prompt_number": 153
    },
    {
     "cell_type": "markdown",
     "metadata": {},
     "source": [
      "Monthly \n",
      "========"
     ]
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "start = datetime.datetime(1999, 3, 1, 5)\n",
      "end = datetime.datetime(2012, 7, 31, 4)\n",
      "bad_ind = pd.date_range(start, end, freq=\"30min\")\n",
      "df = pd.DataFrame({'close':1}, index=bad_ind)\n",
      "try:\n",
      "\tdf.resample('MS', 'sum')\n",
      "except ValueError as e:\n",
      "    print e"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "Values falls after last bin\n"
       ]
      }
     ],
     "prompt_number": 155
    }
   ],
   "metadata": {}
  }
 ]
}