# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # import numpy as np import pandas as pd import pyspark.pandas as ps from pyspark.testing.pandasutils import PandasOnSparkTestCase, TestUtils from pyspark.pandas.window import ExponentialMoving class EWMTestsMixin: def test_ewm_error(self): with self.assertRaisesRegex( TypeError, "psdf_or_psser must be a series or dataframe; however, got:.*int" ): ExponentialMoving(1, 2) psdf = ps.range(10) with self.assertRaisesRegex(ValueError, "min_periods must be >= 0"): psdf.ewm(min_periods=-1, alpha=0.5).mean() with self.assertRaisesRegex(ValueError, "com must be >= 0"): psdf.ewm(com=-0.1).mean() with self.assertRaisesRegex(ValueError, "span must be >= 1"): psdf.ewm(span=0.7).mean() with self.assertRaisesRegex(ValueError, "halflife must be > 0"): psdf.ewm(halflife=0).mean() with self.assertRaisesRegex(ValueError, "alpha must be in"): psdf.ewm(alpha=1.7).mean() with self.assertRaisesRegex(ValueError, "Must pass one of com, span, halflife, or alpha"): psdf.ewm().mean() with self.assertRaisesRegex( ValueError, "com, span, halflife, and alpha are mutually exclusive" ): psdf.ewm(com=0.5, alpha=0.7).mean() with self.assertRaisesRegex(ValueError, "min_periods must be >= 0"): psdf.groupby(psdf.id).ewm(min_periods=-1, alpha=0.5).mean() with self.assertRaisesRegex(ValueError, "com must be >= 0"): psdf.groupby(psdf.id).ewm(com=-0.1).mean() with self.assertRaisesRegex(ValueError, "span must be >= 1"): psdf.groupby(psdf.id).ewm(span=0.7).mean() with self.assertRaisesRegex(ValueError, "halflife must be > 0"): psdf.groupby(psdf.id).ewm(halflife=0).mean() with self.assertRaisesRegex(ValueError, "alpha must be in"): psdf.groupby(psdf.id).ewm(alpha=1.7).mean() with self.assertRaisesRegex(ValueError, "Must pass one of com, span, halflife, or alpha"): psdf.groupby(psdf.id).ewm().mean() with self.assertRaisesRegex( ValueError, "com, span, halflife, and alpha are mutually exclusive" ): psdf.groupby(psdf.id).ewm(com=0.5, alpha=0.7).mean() def _test_ewm_func(self, f): pser = pd.Series([1, 2, 3], index=np.random.rand(3), name="a") psser = ps.from_pandas(pser) self.assert_eq(getattr(psser.ewm(com=0.2), f)(), getattr(pser.ewm(com=0.2), f)()) self.assert_eq( getattr(psser.ewm(com=0.2), f)().sum(), getattr(pser.ewm(com=0.2), f)().sum() ) self.assert_eq(getattr(psser.ewm(span=1.7), f)(), getattr(pser.ewm(span=1.7), f)()) self.assert_eq( getattr(psser.ewm(span=1.7), f)().sum(), getattr(pser.ewm(span=1.7), f)().sum() ) self.assert_eq(getattr(psser.ewm(halflife=0.5), f)(), getattr(pser.ewm(halflife=0.5), f)()) self.assert_eq( getattr(psser.ewm(halflife=0.5), f)().sum(), getattr(pser.ewm(halflife=0.5), f)().sum() ) self.assert_eq(getattr(psser.ewm(alpha=0.7), f)(), getattr(pser.ewm(alpha=0.7), f)()) self.assert_eq( getattr(psser.ewm(alpha=0.7), f)().sum(), getattr(pser.ewm(alpha=0.7), f)().sum() ) self.assert_eq( getattr(psser.ewm(alpha=0.7, min_periods=2), f)(), getattr(pser.ewm(alpha=0.7, min_periods=2), f)(), ) self.assert_eq( getattr(psser.ewm(alpha=0.7, min_periods=2), f)().sum(), getattr(pser.ewm(alpha=0.7, min_periods=2), f)().sum(), ) pdf = pd.DataFrame( {"a": [1.0, 2.0, 3.0, 2.0], "b": [4.0, 2.0, 3.0, 1.0]}, index=np.random.rand(4) ) psdf = ps.from_pandas(pdf) self.assert_eq(getattr(psdf.ewm(com=0.2), f)(), getattr(pdf.ewm(com=0.2), f)()) self.assert_eq(getattr(psdf.ewm(com=0.2), f)().sum(), getattr(pdf.ewm(com=0.2), f)().sum()) self.assert_eq(getattr(psdf.ewm(span=1.7), f)(), getattr(pdf.ewm(span=1.7), f)()) self.assert_eq( getattr(psdf.ewm(span=1.7), f)().sum(), getattr(pdf.ewm(span=1.7), f)().sum() ) self.assert_eq(getattr(psdf.ewm(halflife=0.5), f)(), getattr(pdf.ewm(halflife=0.5), f)()) self.assert_eq( getattr(psdf.ewm(halflife=0.5), f)().sum(), getattr(pdf.ewm(halflife=0.5), f)().sum() ) self.assert_eq(getattr(psdf.ewm(alpha=0.7), f)(), getattr(pdf.ewm(alpha=0.7), f)()) self.assert_eq( getattr(psdf.ewm(alpha=0.7), f)().sum(), getattr(pdf.ewm(alpha=0.7), f)().sum() ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, min_periods=2), f)(), getattr(pdf.ewm(alpha=0.7, min_periods=2), f)(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, min_periods=2), f)().sum(), getattr(pdf.ewm(alpha=0.7, min_periods=2), f)().sum(), ) pdf = pd.DataFrame( { "s1": [None, 2, 3, 4], "s2": [1, None, 3, 4], "s3": [1, 3, 4, 5], "s4": [1, 0, 3, 4], "s5": [None, None, 1, None], "s6": [None, None, None, None], } ) psdf = ps.from_pandas(pdf) self.assert_eq( getattr(psdf.ewm(com=0.2, ignore_na=True), f)(), getattr(pdf.ewm(com=0.2, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.ewm(com=0.2, ignore_na=True), f)().sum(), getattr(pdf.ewm(com=0.2, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(com=0.2, ignore_na=False), f)(), getattr(pdf.ewm(com=0.2, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.ewm(com=0.2, ignore_na=False), f)().sum(), getattr(pdf.ewm(com=0.2, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(span=1.7, ignore_na=True), f)(), getattr(pdf.ewm(span=1.7, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.ewm(span=1.7, ignore_na=True), f)().sum(), getattr(pdf.ewm(span=1.7, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(span=1.7, ignore_na=False), f)(), getattr(pdf.ewm(span=1.7, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.ewm(span=1.7, ignore_na=False), f)().sum(), getattr(pdf.ewm(span=1.7, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(halflife=0.5, ignore_na=True), f)(), getattr(pdf.ewm(halflife=0.5, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.ewm(halflife=0.5, ignore_na=True), f)().sum(), getattr(pdf.ewm(halflife=0.5, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(halflife=0.5, ignore_na=False), f)(), getattr(pdf.ewm(halflife=0.5, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.ewm(halflife=0.5, ignore_na=False), f)().sum(), getattr(pdf.ewm(halflife=0.5, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=True), f)(), getattr(pdf.ewm(alpha=0.7, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=True), f)().sum(), getattr(pdf.ewm(alpha=0.7, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=False), f)(), getattr(pdf.ewm(alpha=0.7, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=False), f)().sum(), getattr(pdf.ewm(alpha=0.7, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=True, min_periods=2), f)(), getattr(pdf.ewm(alpha=0.7, ignore_na=True, min_periods=2), f)(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=True, min_periods=2), f)().sum(), getattr(pdf.ewm(alpha=0.7, ignore_na=True, min_periods=2), f)().sum(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=False, min_periods=2), f)(), getattr(pdf.ewm(alpha=0.7, ignore_na=False, min_periods=2), f)(), ) self.assert_eq( getattr(psdf.ewm(alpha=0.7, ignore_na=False, min_periods=2), f)().sum(), getattr(pdf.ewm(alpha=0.7, ignore_na=False, min_periods=2), f)().sum(), ) def test_ewm_mean(self): self._test_ewm_func("mean") def _test_groupby_ewm_func(self, f): pser = pd.Series([1, 2, 3, 2], index=np.random.rand(4), name="a") psser = ps.from_pandas(pser) self.assert_eq(getattr(psser.ewm(com=0.2), f)(), getattr(pser.ewm(com=0.2), f)()) self.assert_eq( getattr(psser.groupby(psser).ewm(com=0.2), f)().sum(), getattr(pser.groupby(pser).ewm(com=0.2), f)().sum(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(span=1.7), f)(), getattr(pser.groupby(pser).ewm(span=1.7), f)(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(span=1.7), f)().sum(), getattr(pser.groupby(pser).ewm(span=1.7), f)().sum(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(halflife=0.5), f)(), getattr(pser.groupby(pser).ewm(halflife=0.5), f)(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(halflife=0.5), f)().sum(), getattr(pser.groupby(pser).ewm(halflife=0.5), f)().sum(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(alpha=0.7), f)(), getattr(pser.groupby(pser).ewm(alpha=0.7), f)(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(alpha=0.7), f)().sum(), getattr(pser.groupby(pser).ewm(alpha=0.7), f)().sum(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(alpha=0.7, min_periods=2), f)(), getattr(pser.groupby(pser).ewm(alpha=0.7, min_periods=2), f)(), ) self.assert_eq( getattr(psser.groupby(psser).ewm(alpha=0.7, min_periods=2), f)().sum(), getattr(pser.groupby(pser).ewm(alpha=0.7, min_periods=2), f)().sum(), ) pdf = pd.DataFrame( {"a": [1.0, 2.0, 3.0, 2.0], "b": [4.0, 2.0, 3.0, 1.0]}, index=np.random.rand(4) ) psdf = ps.from_pandas(pdf) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(com=0.2), f)(), getattr(pdf.groupby(pdf.a).ewm(com=0.2), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(com=0.2), f)().sum(), getattr(pdf.groupby(pdf.a).ewm(com=0.2), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(span=1.7), f)(), getattr(pdf.groupby(pdf.a).ewm(span=1.7), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(span=1.7), f)().sum(), getattr(pdf.groupby(pdf.a).ewm(span=1.7), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(halflife=0.5), f)(), getattr(pdf.groupby(pdf.a).ewm(halflife=0.5), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(halflife=0.5), f)().sum(), getattr(pdf.groupby(pdf.a).ewm(halflife=0.5), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(alpha=0.7), f)(), getattr(pdf.groupby(pdf.a).ewm(alpha=0.7), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(alpha=0.7), f)().sum(), getattr(pdf.groupby(pdf.a).ewm(alpha=0.7), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(alpha=0.7, min_periods=2), f)(), getattr(pdf.groupby(pdf.a).ewm(alpha=0.7, min_periods=2), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.a).ewm(alpha=0.7, min_periods=2), f)().sum(), getattr(pdf.groupby(pdf.a).ewm(alpha=0.7, min_periods=2), f)().sum(), ) pdf = pd.DataFrame( { "s1": [None, 2, 3, 4], "s2": [1, None, 3, 4], "s3": [1, 3, 4, 5], "s4": [1, 0, 3, 4], "s5": [None, None, 1, None], "s6": [None, None, None, None], } ) psdf = ps.from_pandas(pdf) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(com=0.2, ignore_na=True), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(com=0.2, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(com=0.2, ignore_na=True), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(com=0.2, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(com=0.2, ignore_na=False), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(com=0.2, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(com=0.2, ignore_na=False), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(com=0.2, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(span=1.7, ignore_na=True), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(span=1.7, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(span=1.7, ignore_na=True), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(span=1.7, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(span=1.7, ignore_na=False), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(span=1.7, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(span=1.7, ignore_na=False), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(span=1.7, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(halflife=0.5, ignore_na=True), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(halflife=0.5, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(halflife=0.5, ignore_na=True), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(halflife=0.5, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(halflife=0.5, ignore_na=False), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(halflife=0.5, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(halflife=0.5, ignore_na=False), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(halflife=0.5, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=True), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=True), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=True), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=True), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=False), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=False), f)(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=False), f)().sum(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=False), f)().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=True, min_periods=2), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=True, min_periods=2), f)(), ) self.assert_eq( getattr( psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=True, min_periods=2), f )().sum(), getattr( pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=True, min_periods=2), f )().sum(), ) self.assert_eq( getattr(psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=False, min_periods=2), f)(), getattr(pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=False, min_periods=2), f)(), ) self.assert_eq( getattr( psdf.groupby(psdf.s1 + 1).ewm(alpha=0.7, ignore_na=False, min_periods=2), f )().sum(), getattr( pdf.groupby(pdf.s1 + 1).ewm(alpha=0.7, ignore_na=False, min_periods=2), f )().sum(), ) def test_groupby_ewm_func(self): self._test_groupby_ewm_func("mean") class EWMTests(EWMTestsMixin, PandasOnSparkTestCase, TestUtils): pass if __name__ == "__main__": import unittest from pyspark.pandas.tests.test_ewm import * # noqa: F401 try: import xmlrunner testRunner = xmlrunner.XMLTestRunner(output="target/test-reports", verbosity=2) except ImportError: testRunner = None unittest.main(testRunner=testRunner, verbosity=2)