import numpy as np
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import pytest
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from pandas import (
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Series,
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date_range,
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)
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import pandas._testing as tm
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class TestSeriesPctChange:
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def test_pct_change(self, datetime_series):
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msg = (
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"The 'fill_method' keyword being not None and the 'limit' keyword in "
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"Series.pct_change are deprecated"
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)
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rs = datetime_series.pct_change(fill_method=None)
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tm.assert_series_equal(rs, datetime_series / datetime_series.shift(1) - 1)
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rs = datetime_series.pct_change(2)
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filled = datetime_series.ffill()
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tm.assert_series_equal(rs, filled / filled.shift(2) - 1)
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with tm.assert_produces_warning(FutureWarning, match=msg):
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rs = datetime_series.pct_change(fill_method="bfill", limit=1)
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filled = datetime_series.bfill(limit=1)
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tm.assert_series_equal(rs, filled / filled.shift(1) - 1)
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rs = datetime_series.pct_change(freq="5D")
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filled = datetime_series.ffill()
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tm.assert_series_equal(
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rs, (filled / filled.shift(freq="5D") - 1).reindex_like(filled)
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)
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def test_pct_change_with_duplicate_axis(self):
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# GH#28664
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common_idx = date_range("2019-11-14", periods=5, freq="D")
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result = Series(range(5), common_idx).pct_change(freq="B")
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# the reason that the expected should be like this is documented at PR 28681
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expected = Series([np.nan, np.inf, np.nan, np.nan, 3.0], common_idx)
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tm.assert_series_equal(result, expected)
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def test_pct_change_shift_over_nas(self):
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s = Series([1.0, 1.5, np.nan, 2.5, 3.0])
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msg = "The default fill_method='pad' in Series.pct_change is deprecated"
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with tm.assert_produces_warning(FutureWarning, match=msg):
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chg = s.pct_change()
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expected = Series([np.nan, 0.5, 0.0, 2.5 / 1.5 - 1, 0.2])
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tm.assert_series_equal(chg, expected)
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@pytest.mark.parametrize(
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"freq, periods, fill_method, limit",
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[
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("5B", 5, None, None),
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("3B", 3, None, None),
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("3B", 3, "bfill", None),
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("7B", 7, "pad", 1),
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("7B", 7, "bfill", 3),
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("14B", 14, None, None),
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],
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)
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def test_pct_change_periods_freq(
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self, freq, periods, fill_method, limit, datetime_series
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):
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msg = (
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"The 'fill_method' keyword being not None and the 'limit' keyword in "
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"Series.pct_change are deprecated"
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)
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# GH#7292
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with tm.assert_produces_warning(FutureWarning, match=msg):
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rs_freq = datetime_series.pct_change(
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freq=freq, fill_method=fill_method, limit=limit
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)
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with tm.assert_produces_warning(FutureWarning, match=msg):
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rs_periods = datetime_series.pct_change(
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periods, fill_method=fill_method, limit=limit
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)
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tm.assert_series_equal(rs_freq, rs_periods)
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empty_ts = Series(index=datetime_series.index, dtype=object)
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with tm.assert_produces_warning(FutureWarning, match=msg):
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rs_freq = empty_ts.pct_change(
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freq=freq, fill_method=fill_method, limit=limit
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)
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with tm.assert_produces_warning(FutureWarning, match=msg):
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rs_periods = empty_ts.pct_change(
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periods, fill_method=fill_method, limit=limit
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)
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tm.assert_series_equal(rs_freq, rs_periods)
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@pytest.mark.parametrize("fill_method", ["pad", "ffill", None])
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def test_pct_change_with_duplicated_indices(fill_method):
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# GH30463
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s = Series([np.nan, 1, 2, 3, 9, 18], index=["a", "b"] * 3)
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warn = None if fill_method is None else FutureWarning
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msg = (
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"The 'fill_method' keyword being not None and the 'limit' keyword in "
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"Series.pct_change are deprecated"
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)
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with tm.assert_produces_warning(warn, match=msg):
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result = s.pct_change(fill_method=fill_method)
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expected = Series([np.nan, np.nan, 1.0, 0.5, 2.0, 1.0], index=["a", "b"] * 3)
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tm.assert_series_equal(result, expected)
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def test_pct_change_no_warning_na_beginning():
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# GH#54981
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ser = Series([None, None, 1, 2, 3])
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result = ser.pct_change()
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expected = Series([np.nan, np.nan, np.nan, 1, 0.5])
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tm.assert_series_equal(result, expected)
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def test_pct_change_empty():
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# GH 57056
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ser = Series([], dtype="float64")
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expected = ser.copy()
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result = ser.pct_change(periods=0)
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tm.assert_series_equal(expected, result)
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