Merge pull request #27 from pastas/dev

Metran release 0.4.0

.github/workflows/ci.yml

@@ -1,4 +1,4 @@
-name: metran
+name: CI
 
 on:
   - push

.github/workflows/ci_notebooks.yml

@@ -0,0 +1,47 @@
+name: CI NB
+
+on:
+  pull_request:
+    branches:
+      - main
+
+jobs:
+  test:
+    name: ${{ matrix.name }}
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        include:
+          - name: Test suite for notebooks
+            python: "3.10"
+            toxenv: notebooks
+    env:
+      # Color Output
+      # Rich (pip)
+      FORCE_COLOR: 1
+      # Tox
+      PY_COLORS: 1
+      # Pytest
+      PYTEST_ADDOPTS: "--color=yes"
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python ${{ matrix.python }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python }}
+          check-latest: true
+          cache: "pip"
+          cache-dependency-path: pyproject.toml
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install tox
+
+      - name: Setup tox environment
+        run: tox -e ${{ matrix.toxenv }} --notest
+
+      - name: Test
+        run: tox -e ${{ matrix.toxenv }} --skip-pkg-install

.readthedocs.yml

@@ -5,6 +5,12 @@
 # Required
 version: 2
 
+# Set the version of Python and other tools you might need
+build:
+  os: ubuntu-22.04
+  tools:
+    python: "3.9"
+
 # Build documentation in the docs/ directory with Sphinx
 sphinx:
   configuration: docs/conf.py
@@ -14,10 +20,8 @@ formats: all
 
 # Optionally set the version of Python and requirements required to build your docs
 python:
-  version: "3.8"
   install:
     - method: pip
       path: .
-
-build:
-  image: latest
+      extra_requirements:
+        - rtd

metran/metran.py

@@ -259,7 +259,7 @@ def _phi(self, alpha):
         float
             autoregressive model parameter
         """
-        a = to_offset(self.settings["freq"]).delta / Timedelta(1, "D")
+        a = Timedelta(to_offset(self.settings["freq"])) / Timedelta(1, "D")
         return np.exp(-a / alpha)
 
     def get_transition_matrix(self, p=None, initial=False):
@@ -443,7 +443,7 @@ def set_init_parameters(self):
         -------
         None
         """
-        pinit_alpha = 10
+        pinit_alpha = 10.0
         for n in range(self.nfactors):
             self.parameters.loc["cdf" + str(n + 1) + "_alpha"] = (
                 pinit_alpha,
@@ -1111,12 +1111,15 @@ def fit_report(self, output="full"):
             "": "",
         }
 
-        parameters = self.parameters.loc[:, ["optimal", "stderr", "initial", "vary"]]
+        parameters = self.parameters.loc[
+            :, ["optimal", "stderr", "initial", "vary"]
+        ].copy()
         stderr = parameters.loc[:, "stderr"] / parameters.loc[:, "optimal"]
-        parameters.loc[:, "stderr"] = "-"
+        parameters["stderr"] = "-"
         parameters.loc[parameters["vary"], "stderr"] = stderr.abs().apply(
             "\u00B1{:.2%}".format
         )
+        parameters["initial"] = parameters["initial"].astype(str)
         parameters.loc[~parameters["vary"].astype(bool), "initial"] = "-"
 
         # Determine the width of the fit_report based on the parameters
@@ -1142,8 +1145,7 @@ def fit_report(self, output="full"):
 
         # Create the parameters block
         parameters = (
-            "\nParameters ({n_param} were optimized)\n{line}\n"
-            "{parameters}".format(
+            "\nParameters ({n_param} were optimized)\n{line}\n{parameters}".format(
                 n_param=parameters.vary.sum(),
                 line=string.format("", fill="=", align=">", width=width),
                 parameters=parameters,

metran/solver.py

@@ -185,10 +185,10 @@ def _nearPSD(A, epsilon=0):
         val = np.array(np.maximum(eigval, epsilon))
         vec = np.array(eigvec)
         with np.errstate(divide="ignore", invalid="ignore"):
-            T = 1 / (np.multiply(vec, vec) * val.T)
+            T = 1 / (vec**2 @ val.T)
             T = np.array(np.sqrt(np.diag(np.array(T).reshape((n)))))
-            B = T * vec * np.diag(np.array(np.sqrt(val)).reshape((n)))
-        out = B * B.T
+            B = T @ vec * np.diag(np.array(np.sqrt(val)).reshape((n)))
+        out = B @ B.T
         return out
 
 

metran/version.py

@@ -1,3 +1,3 @@
 # This is the only location where the version will be written and changed.
 # Based on https://packaging.python.org/single_source_version/
-__version__ = "0.3.0"
+__version__ = "0.4.0"

pyproject.toml

@@ -45,10 +45,20 @@ documentation = "https://metran.readthedocs.io/en/latest/"
 
 [project.optional-dependencies]
 solvers = ["lmfit >= 1.0.0"]
+dino = ["hydropandas"]
 linting = ["flake8"]
 formatting = ["black[jupyter]", "isort"]
-pytesting = ["pytest", "pytest-cov", "pytest-sugar"]
+pytesting = ["pytest", "pytest-cov", "pytest-sugar", "jupyter"]
 coveraging = ["coverage"]
+rtd = [
+    "metran[dino]",
+    "sphinx_rtd_theme",
+    "Ipython",
+    "ipykernel",
+    "nbsphinx",
+    "nbsphinx_link",
+    "jupyter",
+]
 full = ["metran[solvers]"]
 dev = ["metran[solvers,linting,pytesting,coveraging]", "tox"]
 
@@ -61,6 +71,10 @@ line-length = 88
 [tool.isort]
 profile = "black"
 
+[tool.pytest.ini_options]
+addopts = "--strict-markers --durations=0"
+markers = ["notebooks: run notebooks"]
+
 [tool.tox]
 legacy_tox_ini = """
     [tox]
@@ -71,7 +85,13 @@ legacy_tox_ini = """
     description = run unit tests
     extras = pytesting,full
     commands =
-            pytest tests
+            pytest tests -m "not notebooks"
+
+    [testenv:notebooks]
+    description = run the notebooks
+    extras = pytesting,full,dino
+    commands =
+            pytest tests -m "notebooks"
 
     [testenv:format]
     description = run formatters
@@ -91,7 +111,7 @@ legacy_tox_ini = """
     [testenv:coverage]
     description = get coverage report xml
     basepython = 3.9
-    extras = coveraging,pytesting,full
+    extras = coveraging,pytesting,full,dino
     commands =
             coverage run -m pytest tests
             coverage xml

tests/test_notebooks.py

@@ -0,0 +1,44 @@
+import os
+from pathlib import Path
+
+import pytest
+
+pathname = Path("./examples/")
+files = pathname.glob("*ipynb")
+
+testdir = pathname / "build"
+
+if testdir.is_dir():
+    testdir.rmdir()
+testdir.mkdir()
+
+
+@pytest.mark.notebooks
+@pytest.mark.parametrize("file", files)
+def test_notebook(file) -> None:
+
+    cwd = os.getcwd()
+
+    os.chdir(pathname)
+
+    try:
+        # run autotest on each notebook
+        cmd = (
+            "jupyter "
+            + "nbconvert "
+            + "--ExecutePreprocessor.timeout=600 "
+            + "--to "
+            + "notebook "
+            + "--execute "
+            + '"{}" '.format(file.name)
+            + "--output-dir "
+            + "{} ".format(testdir)
+        )
+        ival = os.system(cmd)
+        msg = "could not run {}".format(file.name)
+        assert ival == 0, msg
+        assert os.path.isfile(os.path.join(testdir, file.name)), msg
+    except Exception as e:
+        os.chdir(cwd)
+        raise Exception(e)
+    os.chdir(cwd)