absolutly pandas conform tested - forward also works like pandas forward-hack,...

absolutly pandas conform tested - forward also works like pandas forward-hack, center is also tested

test/lib/test_rolling.py

@@ -16,11 +16,6 @@ def data_():
     s = pd.concat([s1, s2]).sort_index()
     s.name = 's'
     s[15] = np.nan
-    # s1 = pd.Series(1., index=pd.date_range("1999/12", periods=4, freq='1M') + pd.Timedelta('1d'))
-    # s2 = pd.Series(1., index=pd.date_range('2000/05/15', periods=2, freq='1d'))
-    # s = pd.concat([s1, s2]).sort_index()
-    # s.name = 's'
-    # s[4] = np.nan
     return s
 
 
@@ -43,8 +38,7 @@ def make_dt_kws():
         for window in range(1, len_s + 3):
             for min_periods in [None] + list(range(window + 1)):
                 for win in [f'{window}d', f'{window * 31}d']:
-                    for center in [False, True]:
-                        l.append(dict(window=win, min_periods=min_periods, center=center, closed=closed))
+                    l.append(dict(window=win, min_periods=min_periods, closed=closed))
     return l
 
 
@@ -94,10 +88,7 @@ def test_pandas_conform_num(data, kws):
 
 @pytest.mark.parametrize("kws", make_dt_kws())
 def test_pandas_conform_dt(data, kws):
-    if kws.get('center', False) is True:
-        pytest.skip('pandas has no center on dt-index')
-    else:
-        runtest_for_kw_combi(data, kws)
+    runtest_for_kw_combi(data, kws)
 
 
 @pytest.mark.parametrize("kws", make_num_kws())
@@ -109,22 +100,42 @@ def test_forward_num(data, kws):
 @pytest.mark.parametrize("kws", make_dt_kws())
 def test_forward_dt(data, kws):
     kws.update(forward=True)
-    if kws.get('center', False) is True:
-        pytest.skip('pandas has no center on dt-index')
-    else:
-        runtest_for_kw_combi(data, kws)
-
-
-# def test_centering_w_dtindex():
-#     s = pd.Series(0., index=pd.date_range("2000", periods=10, freq='1H'))
-#     s[4:7] = 1
-#
-#     w = 2
-#     pd_kw= dict(window=w, center=True, min_periods=None)
-#     our_kw = dict(window=f'{w}h', center=True, closed='both')
-#     expected = s.rolling(**pd_kw).sum()
-#     result = customRoller(s, **our_kw, expand=False).sum()
-#     df = pd.DataFrame()
-#     df['res'] = result
-#     df['exp'] = expected
-#     print(df)
+    runtest_for_kw_combi(data, kws)
+
+
+def dt_center_kws():
+    l = []
+    for window in range(2, 10, 2):
+        for min_periods in range(1, window + 1):
+            l.append(dict(window=window, min_periods=min_periods))
+    return l
+
+
+@pytest.mark.parametrize("kws", dt_center_kws())
+def test_centering_w_dtindex(kws):
+    print(kws)
+    s = pd.Series(0., index=pd.date_range("2000", periods=10, freq='1H'))
+    s[4:7] = 1
+
+    w = kws.pop('window')
+    mp = kws.pop('min_periods')
+
+    pd_kw = dict(window=w, center=True, min_periods=mp)
+    our_kw = dict(window=f'{w}h', center=True, closed='both', min_periods=mp)
+    expected = s.rolling(**pd_kw).sum()
+    result = customRoller(s, **our_kw).sum()
+    success = check_series(result, expected)
+    if not success:
+        print_diff(s, result, expected)
+        assert False
+
+    w -= 1
+    mp -= 1
+    pd_kw = dict(window=w, center=True, min_periods=mp)
+    our_kw = dict(window=f'{w}h', center=True, closed='neither', min_periods=mp)
+    expected = s.rolling(**pd_kw).sum()
+    result = customRoller(s, **our_kw).sum()
+    success = check_series(result, expected)
+    if not success:
+        print_diff(s, result, expected)
+        assert False