polars 0.26.1

DataFrame Library based on Apache Arrow
Documentation
use super::*;

#[test]
fn test_rolling() {
    let s = Int32Chunked::new("foo", &[1, 2, 3, 2, 1]).into_series();
    let a = s
        .rolling_sum(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();
    let a = a.i32().unwrap();
    assert_eq!(
        Vec::from(a),
        [1, 3, 5, 5, 3]
            .iter()
            .copied()
            .map(Some)
            .collect::<Vec<_>>()
    );
    let a = s
        .rolling_min(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();
    let a = a.i32().unwrap();
    assert_eq!(
        Vec::from(a),
        [1, 1, 2, 2, 1]
            .iter()
            .copied()
            .map(Some)
            .collect::<Vec<_>>()
    );
    let a = s
        .rolling_max(RollingOptionsImpl {
            window_size: Duration::new(2),
            weights: Some(vec![1., 1.]),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();

    let a = a.f64().unwrap();
    assert_eq!(
        Vec::from(a),
        [1., 2., 3., 3., 2.]
            .iter()
            .copied()
            .map(Some)
            .collect::<Vec<_>>()
    );
}

#[test]
fn test_rolling_min_periods() {
    let s = Int32Chunked::new("foo", &[1, 2, 3, 2, 1]).into_series();
    let a = s
        .rolling_max(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 2,
            ..Default::default()
        })
        .unwrap();
    let a = a.i32().unwrap();
    assert_eq!(Vec::from(a), &[None, Some(2), Some(3), Some(3), Some(2)]);
}

#[test]
fn test_rolling_mean() {
    let s = Float64Chunked::new(
        "foo",
        &[
            Some(0.0),
            Some(1.0),
            Some(2.0),
            None,
            None,
            Some(5.0),
            Some(6.0),
        ],
    )
    .into_series();

    // check err on wrong input
    assert!(s
        .rolling_mean(RollingOptionsImpl {
            window_size: Duration::new(1),
            min_periods: 2,
            ..Default::default()
        })
        .is_err());

    // validate that we divide by the proper window length. (same as pandas)
    let a = s
        .rolling_mean(RollingOptionsImpl {
            window_size: Duration::new(3),
            min_periods: 1,
            center: false,
            ..Default::default()
        })
        .unwrap();
    let a = a.f64().unwrap();
    assert_eq!(
        Vec::from(a),
        &[
            Some(0.0),
            Some(0.5),
            Some(1.0),
            Some(1.5),
            Some(2.0),
            Some(5.0),
            Some(5.5)
        ]
    );

    // check centered rolling window
    let a = s
        .rolling_mean(RollingOptionsImpl {
            window_size: Duration::new(3),
            min_periods: 1,
            center: true,
            ..Default::default()
        })
        .unwrap();
    let a = a.f64().unwrap();
    assert_eq!(
        Vec::from(a),
        &[
            Some(0.5),
            Some(1.0),
            Some(1.5),
            Some(2.0),
            Some(5.0),
            Some(5.5),
            Some(5.5)
        ]
    );

    // integers
    let ca = Int32Chunked::from_slice("", &[1, 8, 6, 2, 16, 10]);
    let out = ca
        .into_series()
        .rolling_mean(RollingOptionsImpl {
            window_size: Duration::new(2),
            weights: None,
            min_periods: 2,
            center: false,
            ..Default::default()
        })
        .unwrap();

    let out = out.f64().unwrap();
    assert_eq!(
        Vec::from(out),
        &[None, Some(4.5), Some(7.0), Some(4.0), Some(9.0), Some(13.0),]
    );
}

#[test]
fn test_rolling_apply() {
    let ca = Float64Chunked::new(
        "foo",
        &[
            Some(0.0),
            Some(1.0),
            Some(2.0),
            None,
            None,
            Some(5.0),
            Some(6.0),
        ],
    );

    let out = ca
        .rolling_apply(
            &|s| s.sum_as_series(),
            RollingOptionsFixedWindow {
                window_size: 3,
                min_periods: 3,
                ..Default::default()
            },
        )
        .unwrap();

    let out = out.f64().unwrap();

    assert_eq!(
        Vec::from(out),
        &[
            None,
            None,
            Some(3.0),
            Some(3.0),
            Some(2.0),
            Some(5.0),
            Some(11.0)
        ]
    );
}

#[test]
fn test_rolling_var() {
    let s = Float64Chunked::new(
        "foo",
        &[
            Some(0.0),
            Some(1.0),
            Some(2.0),
            None,
            None,
            Some(5.0),
            Some(6.0),
        ],
    )
    .into_series();
    // window larger than array
    assert_eq!(
        s.rolling_var(RollingOptionsImpl {
            window_size: Duration::new(10),
            min_periods: 10,
            ..Default::default()
        })
        .unwrap()
        .null_count(),
        s.len()
    );

    let options = RollingOptionsImpl {
        window_size: Duration::new(3),
        min_periods: 3,
        ..Default::default()
    };
    let out = s
        .rolling_var(options.clone())
        .unwrap()
        .cast(&DataType::Int32)
        .unwrap();
    let out = out.i32().unwrap();
    assert_eq!(
        Vec::from(out),
        &[None, None, Some(1), None, None, None, None,]
    );

    let s = Float64Chunked::from_slice("", &[0.0, 2.0, 8.0, 3.0, 12.0, 1.0]).into_series();
    let out = s
        .rolling_var(options)
        .unwrap()
        .cast(&DataType::Int32)
        .unwrap();
    let out = out.i32().unwrap();

    assert_eq!(
        Vec::from(out),
        &[None, None, Some(17), Some(10), Some(20), Some(34),]
    );

    // check centered rolling window
    let out = s
        .rolling_var(RollingOptionsImpl {
            window_size: Duration::new(4),
            min_periods: 3,
            center: true,
            ..Default::default()
        })
        .unwrap();
    let out = out.f64().unwrap();

    assert_eq!(
        Vec::from(out),
        &[
            None,
            Some(17.333333333333332),
            Some(11.583333333333334),
            Some(21.583333333333332),
            Some(24.666666666666668),
            Some(34.33333333333334)
        ]
    );
}

#[test]
fn test_median_quantile_types() {
    let s = Int32Chunked::new("foo", &[1, 2, 3, 2, 1]).into_series();
    let rol_med = s
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();

    let rol_med_weighted = s
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            weights: Some(vec![1.0, 2.0]),
            ..Default::default()
        })
        .unwrap();

    let rol_quantile = s
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                ..Default::default()
            },
        )
        .unwrap();

    let rol_quantile_weighted = s
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                weights: Some(vec![1.0, 2.0]),
                ..Default::default()
            },
        )
        .unwrap();

    assert_eq!(*rol_med.dtype(), DataType::Float64);
    assert_eq!(*rol_med_weighted.dtype(), DataType::Float64);
    assert_eq!(*rol_quantile.dtype(), DataType::Float64);
    assert_eq!(*rol_quantile_weighted.dtype(), DataType::Float64);

    let s = Float32Chunked::new("foo", &[1.0, 2.0, 3.0, 2.0, 1.0]).into_series();
    let rol_med = s
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();

    let rol_med_weighted = s
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            weights: Some(vec![1.0, 2.0]),
            ..Default::default()
        })
        .unwrap();

    let rol_quantile = s
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                ..Default::default()
            },
        )
        .unwrap();

    let rol_quantile_weighted = s
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                weights: Some(vec![1.0, 2.0]),
                ..Default::default()
            },
        )
        .unwrap();

    assert_eq!(*rol_med.dtype(), DataType::Float32);
    assert_eq!(*rol_med_weighted.dtype(), DataType::Float32);
    assert_eq!(*rol_quantile.dtype(), DataType::Float32);
    assert_eq!(*rol_quantile_weighted.dtype(), DataType::Float32);

    let s1 = Float64Chunked::new("foo", &[1.0, 2.0, 3.0, 2.0, 1.0]).into_series();
    let rol_med = s1
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            ..Default::default()
        })
        .unwrap();

    let rol_med_weighted = s1
        .rolling_median(RollingOptionsImpl {
            window_size: Duration::new(2),
            min_periods: 1,
            weights: Some(vec![1.0, 2.0]),
            ..Default::default()
        })
        .unwrap();

    let rol_quantile = s1
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                ..Default::default()
            },
        )
        .unwrap();

    let rol_quantile_weighted = s1
        .rolling_quantile(
            0.3,
            QuantileInterpolOptions::Linear,
            RollingOptionsImpl {
                window_size: Duration::new(2),
                min_periods: 1,
                weights: Some(vec![1.0, 2.0]),
                ..Default::default()
            },
        )
        .unwrap();

    assert_eq!(*rol_med.dtype(), DataType::Float64);
    assert_eq!(*rol_med_weighted.dtype(), DataType::Float64);
    assert_eq!(*rol_quantile.dtype(), DataType::Float64);
    assert_eq!(*rol_quantile_weighted.dtype(), DataType::Float64);
}