Merge pull request #408 from bashtage/update-black

MAINT: Update to black 20.8b1

arch/tests/unitroot/test_dynamic_ols.py

@@ -80,10 +80,10 @@ def test_basic(trivariate_data):
 
 
 LEADS_LAGS = (
-    ([0, 0], ((-11.16047, 0.131134), (2.218772, 0.021983), (85.28087, 1.712124),)),
-    ([0, 1], ((-11.47526, 0.118405), (2.271718, 0.019851), (89.31582, 1.545362),)),
-    ([1, 0], ((-11.48150, 0.112980), (2.272349, 0.018941), (89.43907, 1.474557),)),
-    ([7, 3], ((-11.98434, 0.068532), (2.356085, 0.011497), (96.03174, 0.893012),)),
+    ([0, 0], ((-11.16047, 0.131134), (2.218772, 0.021983), (85.28087, 1.712124))),
+    ([0, 1], ((-11.47526, 0.118405), (2.271718, 0.019851), (89.31582, 1.545362))),
+    ([1, 0], ((-11.48150, 0.112980), (2.272349, 0.018941), (89.43907, 1.474557))),
+    ([7, 3], ((-11.98434, 0.068532), (2.356085, 0.011497), (96.03174, 0.893012))),
 )
 
 
@@ -102,7 +102,7 @@ def test_direct_eviews(trivariate_data, config):
     assert_allclose(res.std_errors, se, rtol=1e-4)
 
 
-AUTO = ([10, 4], ((-12.00320, 0.066865), (2.359063, 0.011222), (96.33288, 0.870645),))
+AUTO = ([10, 4], ((-12.00320, 0.066865), (2.359063, 0.011222), (96.33288, 0.870645)))
 
 
 @pytest.mark.parametrize("config", [AUTO])
@@ -184,7 +184,7 @@ def test_kernels_eviews(trivariate_data, config):
     assert_allclose(res.long_run_variance, lrvar, rtol=1e-5)
 
 
-HAC = (((-12.00320, 0.097762), (2.359063, 0.016323), (96.33288, 1.331138),),)
+HAC = (((-12.00320, 0.097762), (2.359063, 0.016323), (96.33288, 1.331138)),)
 
 
 @pytest.mark.parametrize("config", HAC)

arch/tests/univariate/test_recursions.py

@@ -120,7 +120,7 @@ def setup_class(cls):
 """
 
     def test_garch(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -233,7 +233,7 @@ def test_garch(self):
         assert np.all(sigma2 <= 2 * self.var_bounds[:, 1])
 
     def test_harch(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -281,7 +281,7 @@ def test_harch(self):
         assert np.all(sigma2 <= 2 * self.var_bounds[:, 1])
 
     def test_arch(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -329,7 +329,7 @@ def test_arch(self):
         assert np.all(sigma2 <= 2 * self.var_bounds[:, 1])
 
     def test_garch_power_1(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -364,7 +364,7 @@ def test_garch_power_1(self):
         assert_almost_equal(sigma2_python, sigma2)
 
     def test_garch_direct(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -403,7 +403,7 @@ def test_garch_direct(self):
         assert_almost_equal(sigma2_python, sigma2)
 
     def test_garch_no_q(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3])
@@ -438,7 +438,7 @@ def test_garch_no_q(self):
         assert_almost_equal(sigma2_python, sigma2)
 
     def test_garch_no_p(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3])
@@ -473,7 +473,7 @@ def test_garch_no_p(self):
         assert_almost_equal(sigma2_python, sigma2)
 
     def test_garch_no_o(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.4, 0.3, 0.2])
@@ -535,7 +535,7 @@ def test_garch_arch(self):
         assert_almost_equal(sigma2_garch, sigma2)
 
     def test_bounds(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([1e100, 0.4, 0.3, 0.2])
@@ -774,7 +774,7 @@ def test_egarch(self):
         assert np.all(sigma2 <= 2 * self.var_bounds[:, 1])
 
     def test_midas_hyperbolic(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
 
         parameters = np.array([0.1, 0.8, 0])
@@ -831,7 +831,7 @@ def test_midas_hyperbolic(self):
         assert np.all(sigma2 <= 2 * self.var_bounds[:, 1])
 
     def test_figarch_recursion(self):
-        nobs, resids, = self.nobs, self.resids
+        nobs, resids = self.nobs, self.resids
         sigma2, backcast = self.sigma2, self.backcast
         parameters = np.array([1.0, 0.2, 0.4, 0.3])
         fresids = resids ** 2

arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation_joblib.py

@@ -92,7 +92,9 @@ def single_experiment(trend, gen: Generator, file_name: str):
         help="Number of CPUs to use. If not specified, uses cpu_count() - 1",
     )
     parser.add_argument(
-        "--z_only", action="store_true", help="Only execute Z-type tests",
+        "--z_only",
+        action="store_true",
+        help="Only execute Z-type tests",
     )
     args = parser.parse_args()
     njobs = getattr(args, "ncpu", None)

arch/unitroot/critical_values/simulation/phillips-ouliaris-simulation.py

@@ -316,7 +316,9 @@ def worker(
         help="Number of CPUs to use. If not specified, uses cpu_count() - 1",
     )
     parser.add_argument(
-        "--z_only", action="store_true", help="Only execute Z-type tests",
+        "--z_only",
+        action="store_true",
+        help="Only execute Z-type tests",
     )
     args = parser.parse_args()
     njobs = getattr(args, "ncpu", None)

arch/unitroot/unitroot.py

@@ -500,8 +500,7 @@ def _compute_statistic(self) -> None:
         """
 
     def _reset(self) -> None:
-        """Resets the unit root test so that it will be recomputed
-        """
+        """Resets the unit root test so that it will be recomputed"""
         self._stat = None
         assert self._stat is None
 
@@ -515,14 +514,12 @@ def _compute_if_needed(self) -> None:
 
     @property
     def null_hypothesis(self) -> str:
-        """The null hypothesis
-        """
+        """The null hypothesis"""
         return self._null_hypothesis
 
     @property
     def alternative_hypothesis(self) -> str:
-        """The alternative hypothesis
-        """
+        """The alternative hypothesis"""
         return self._alternative_hypothesis
 
     @property
@@ -538,16 +535,14 @@ def valid_trends(self) -> Sequence[str]:
 
     @property
     def pvalue(self) -> float:
-        """Returns the p-value for the test statistic
-        """
+        """Returns the p-value for the test statistic"""
         self._compute_if_needed()
         assert self._pvalue is not None
         return self._pvalue
 
     @property
     def stat(self) -> float:
-        """The test statistic for a unit root
-        """
+        """The test statistic for a unit root"""
         self._compute_if_needed()
         assert self._stat is not None
         return self._stat
@@ -561,8 +556,7 @@ def critical_values(self) -> Dict[str, float]:
         return self._critical_values
 
     def summary(self) -> Summary:
-        """Summary of test, containing statistic, p-value and critical values
-        """
+        """Summary of test, containing statistic, p-value and critical values"""
         table_data = [
             ("Test Statistic", "{0:0.3f}".format(self.stat)),
             ("P-value", "{0:0.3f}".format(self.pvalue)),
@@ -634,8 +628,7 @@ def lags(self, value: Union[int, int32, int64]) -> None:
 
     @property
     def y(self) -> ArrayLike:
-        """Returns the data used in the test statistic
-        """
+        """Returns the data used in the test statistic"""
         return self._y
 
     @property
@@ -804,8 +797,7 @@ def _compute_statistic(self) -> None:
 
     @property
     def regression(self) -> RegressionResults:
-        """Returns the OLS regression results from the ADF model estimated
-        """
+        """Returns the OLS regression results from the ADF model estimated"""
         self._compute_if_needed()
         return self._regression
 
@@ -986,8 +978,7 @@ def trend(self, value: str) -> None:
 
     @property
     def regression(self) -> RegressionResults:
-        """Returns the OLS regression results from the ADF model estimated
-        """
+        """Returns the OLS regression results from the ADF model estimated"""
         self._compute_if_needed()
         return self._regression
 
@@ -1688,7 +1679,7 @@ def overlap(self, value: bool) -> None:
     @property
     def robust(self) -> bool:
         """Sets of gets the indicator to use a heteroskedasticity robust
-        variance estimator """
+        variance estimator"""
         return self._robust
 
     @robust.setter

arch/utility/array.py

@@ -30,7 +30,7 @@
 
 
 def ensure1d(
-    x: Union[int, float, Sequence[Union[int, float]], ArrayLike,],  # noqa: E231
+    x: Union[int, float, Sequence[Union[int, float]], ArrayLike],  # noqa: E231
     name: Optional[Hashable],
     series: bool = False,
 ) -> Union[NDArray, Series]:

arch/utility/testing.py

@@ -26,7 +26,12 @@ class WaldTestStatistic(object):
     """
 
     def __init__(
-        self, stat: float, df: int, null: str, alternative: str, name: str = "",
+        self,
+        stat: float,
+        df: int,
+        null: str,
+        alternative: str,
+        name: str = "",
     ) -> None:
         self._stat = stat
         self._null = null

requirements-dev.txt

@@ -11,7 +11,7 @@ pytest>=5
 pytest-xdist
 
 # formatting
-black==19.10b0
+black==20.8b1
 isort
 flake8