Added ensure_coverage parameter to transform function

This commit is contained in:
Gourav Kumar 2023-07-17 10:22:43 +05:30
parent c453ff20e5
commit 06be27d46c
2 changed files with 3 additions and 2 deletions

View File

@ -809,6 +809,7 @@ class TimeSeries(TimeSeriesCore):
to_frequency: Literal["W", "M", "Q", "H", "Y"],
method: Literal["sum", "mean"],
eomonth: bool = False,
ensure_coverage: bool = True,
anchor_date=Literal["start", "end"],
) -> TimeSeries:
"""Transform a time series object into a lower frequency object with an aggregation function.
@ -851,7 +852,7 @@ class TimeSeries(TimeSeriesCore):
self.start_date,
self.end_date, # + relativedelta(days=to_frequency.days),
to_frequency.symbol,
ensure_coverage=True,
ensure_coverage=ensure_coverage,
eomonth=eomonth,
)
# prev_date = dates[0]

View File

@ -374,7 +374,7 @@ class TestTransform:
def test_daily_to_weekly(self, create_test_data):
ts_data = create_test_data(AllFrequencies.D, num=782, skip_weekends=True)
ts = TimeSeries(ts_data, "D")
tst = ts.transform("W", "mean")
tst = ts.transform("W", "mean", ensure_coverage=False)
assert isinstance(tst, TimeSeries)
assert len(tst) == 157
assert "2017-01-30" in tst