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# pylint: disable-msg=W0611, W0612, W0511,R0201
"""Tests suite for MaskedArray & subclassing.
:author: Pierre Gerard-Marchant & Matt Knox
:contact: pierregm_at_uga_dot_edu & mattknox_ca_at_hotmail_dot_com
:version: $Id: test_filters.py 2819 2007-03-03 23:00:20Z pierregm $
"""
__author__ = "Pierre GF Gerard-Marchant & Matt Knox ($Author: pierregm $)"
__version__ = '1.0'
__revision__ = "$Revision: 2819 $"
__date__ = '$Date: 2007-03-03 18:00:20 -0500 (Sat, 03 Mar 2007) $'
import numpy as N
import numpy.core.numeric as numeric
from numpy.testing import NumpyTest, NumpyTestCase
import maskedarray.testutils
from maskedarray.testutils import *
import maskedarray as MA
import maskedarray.core as coremodule
from maskedarray.core import MaskedArray, masked
from maskedarray import mstats
import timeseries as TS
from timeseries import time_series, thisday
from timeseries.lib import moving_funcs as MF
class test_cmov_average(NumpyTestCase):
def __init__(self, *args, **kwds):
NumpyTestCase.__init__(self, *args, **kwds)
self.data = numeric.arange(25)
self.maskeddata = MaskedArray(self.data)
self.maskeddata[10] = masked
#
def test_onregulararray(self):
data = self.data
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
assert_equal(ravg._mask, [1]*k+[0]*(len(data)-2*k)+[1]*k)
#
def test_onmaskedarray(self):
data = self.maskeddata
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
m = N.zeros(len(data), N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
#
def test_ontimeseries(self):
data = time_series(self.maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_equal(ravg, data)
m = N.zeros(len(data), N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
#
def tests_onmultitimeseries(self):
maskeddata = MaskedArray(N.random.random(75).reshape(25,3))
maskeddata[10] = masked
data = time_series(maskeddata, start_date=thisday('D'))
for width in [3,5,7]:
k = (width-1)/2
ravg = MF.cmov_average(data,width)
assert(isinstance(ravg, MaskedArray))
assert_almost_equal(ravg[18].squeeze(), data[18-k:18+k+1].mean(0))
m = N.zeros(data.shape, N.bool_)
m[:k] = m[-k:] = m[10-k:10+k+1] = True
assert_equal(ravg._mask, m)
assert_equal(ravg._dates, data._dates)
class test_mov_funcs(NumpyTestCase):
def __init__(self, *args, **kwds):
NumpyTestCase.__init__(self, *args, **kwds)
self.data = numeric.arange(25)
self.maskeddata = MaskedArray(self.data)
self.maskeddata[10] = masked
self.func_pairs = [
(MF.mov_average, MA.mean),
(MF.mov_median, mstats.mmedian),
((lambda x, span : MF.mov_stddev(x, span, bias=True)), MA.std)]
#
def test_onregulararray(self):
data = self.data
for Mfunc, Nfunc in self.func_pairs:
for k in [3,4,5]:
result = Mfunc(data, k)
assert(isinstance(result, MaskedArray))
for x in range(len(data)-k+1):
assert_almost_equal(result[x+k-1], Nfunc(data[x:x+k]))
assert_equal(result._mask, [1]*(k-1)+[0]*(len(data)-k+1))
#
def test_onmaskedarray(self):
data = self.maskeddata
for Mfunc, Nfunc in self.func_pairs:
for k in [3,4,5]:
result = Mfunc(data, k)
assert(isinstance(result, MaskedArray))
for x in range(len(data)-k+1):
if result[x+k-1] is not MA.masked:
assert_almost_equal(result[x+k-1], Nfunc(data[x:x+k]))
result_mask = N.array([1]*(k-1)+[0]*(len(data)-k+1))
result_mask[10:10+k] = 1
assert_equal(result._mask, result_mask)
#
def test_ontimeseries(self):
data = time_series(self.maskeddata, start_date=thisday('D'))
for Mfunc, Nfunc in self.func_pairs:
for k in [3,4,5]:
result = Mfunc(data, k)
assert(isinstance(result, MaskedArray))
for x in range(len(data)-k+1):
if result[x+k-1] is not TS.tsmasked:
assert_almost_equal(
N.asarray(result[x+k-1]),
N.asarray(Nfunc(data[x:x+k])))
result_mask = N.array([1]*(k-1)+[0]*(len(data)-k+1))
result_mask[10:10+k] = 1
assert_equal(result._mask, result_mask)
assert_equal(result._dates, data._dates)
#------------------------------------------------------------------------------
if __name__ == "__main__":
NumpyTest().run()
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