1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
|
import pandas as pd
import numpy as np
from .pandas_vb_common import setup # noqa
class Methods(object):
sample_time = 0.2
params = (['DataFrame', 'Series'],
[10, 1000],
['int', 'float'],
['median', 'mean', 'max', 'min', 'std', 'count', 'skew', 'kurt',
'sum'])
param_names = ['contructor', 'window', 'dtype', 'method']
def setup(self, constructor, window, dtype, method):
N = 10**5
arr = (100 * np.random.random(N)).astype(dtype)
self.roll = getattr(pd, constructor)(arr).rolling(window)
def time_rolling(self, constructor, window, dtype, method):
getattr(self.roll, method)()
class VariableWindowMethods(Methods):
sample_time = 0.2
params = (['DataFrame', 'Series'],
['50s', '1h', '1d'],
['int', 'float'],
['median', 'mean', 'max', 'min', 'std', 'count', 'skew', 'kurt',
'sum'])
param_names = ['contructor', 'window', 'dtype', 'method']
def setup(self, constructor, window, dtype, method):
N = 10**5
arr = (100 * np.random.random(N)).astype(dtype)
index = pd.date_range('2017-01-01', periods=N, freq='5s')
self.roll = getattr(pd, constructor)(arr, index=index).rolling(window)
class Pairwise(object):
sample_time = 0.2
params = ([10, 1000, None],
['corr', 'cov'],
[True, False])
param_names = ['window', 'method', 'pairwise']
def setup(self, window, method, pairwise):
N = 10**4
arr = np.random.random(N)
self.df = pd.DataFrame(arr)
def time_pairwise(self, window, method, pairwise):
if window is None:
r = self.df.expanding()
else:
r = self.df.rolling(window=window)
getattr(r, method)(self.df, pairwise=pairwise)
class Quantile(object):
sample_time = 0.2
params = (['DataFrame', 'Series'],
[10, 1000],
['int', 'float'],
[0, 0.5, 1],
['linear', 'nearest', 'lower', 'higher', 'midpoint'])
param_names = ['constructor', 'window', 'dtype', 'percentile']
def setup(self, constructor, window, dtype, percentile, interpolation):
N = 10 ** 5
arr = np.random.random(N).astype(dtype)
self.roll = getattr(pd, constructor)(arr).rolling(window)
def time_quantile(self, constructor, window, dtype, percentile,
interpolation):
self.roll.quantile(percentile, interpolation=interpolation)
|
