import pandas as pd 
import numpy as np 
from time_base import timeBase

import statsmodels.api as sm
import statsmodels.tsa.api as smt
import statsmodels.formula as smf 

import scipy.stats as scs


class stationaryTest(Time_base):
    """
    时间序列稳定性检验
    """
    def __init__(self):
        pass

    def test_stationary(self, x, window_size):
        """
        时间序列稳定性检验
        x : 时间序列数据
        window_size : 窗口大小
        """
        x_ma = self.moving_average(x, window_size)
        x_std = self.moving_std(x, window_size)
        x_max = self.moving_max(x, window_size)
        x_min = self.moving_min(x, window_size)
        x_median = self.moving_median(x, window_size)
        x_normalized = self.normalize(x)
        x_ma_normalized = self.normalize(x_ma)
        x_std_normalized = self.normalize(x_std)
        x_max_normalized = self.normalize(x_max)
        x_min_normalized = self.normalize(x_min)
        x_median_normalized = self.normalize(x_median)
        x_normalized_ma_normalized = self.normalize(x_normalized - x_ma_normalized)
        x_normalized_std_normalized = self.normalize(x_normalized - x_std_normalized)
        x_normalized_max_normalized = self.normalize(x_normalized - x_max_normalized)
        x_normalized_min_normalized = self.normalize(x_normalized - x_min_normalized)
        x_normalized_median_normalized = self.normalize(x_normalized - x_median_normalized)
        x_normalized_ma_normalized_std_normalized = self.normalize(x_normalized_ma_normalized - x_std)

        return x_normalized, x_ma_normalized, x_std_normalized, x_max_normalized, x_min_normalized, x_median_normalized, x_normalized_ma_normalized, x_normalized_std_normalized, x_normalized_max_normalized, x_normalized_min_normalized, x_normalized_median_normalized, x_normalized_ma_normalized_std_normalized

    def adf_test(self, x, window_size):
        """
        时间序列稳定性检验
        x : 时间序列数据
        window_size : 窗口大小
        """
        x_normalized, x_ma_normalized, x_std_normalized, x_max_normalized, x_min_normalized, x_median_normalized, x_normalized_ma_normalized, x_normalized_std_normalized, x_normalized_max_normalized, x_normalized_min_normalized, x_normalized_median_normalized, x_normalized_ma_normalized_std_normalized = self.test_stationary(x, window_size)
        adf_test_normalized = smt.adfuller(x_normalized)
        adf_test_ma_normalized = smt.adfuller(x_ma_normalized)
        adf_test_std_normalized = smt.adfuller(x_std_normalized)
        adf_test_max_normalized = smt.adfuller(x_max_normalized)
        adf_test_min_normalized = smt.adfuller(x_min_normalized)
        adf_test_median_normalized = smt.adfuller(x_median_normalized)
        adf_test_normalized_ma_normalized = smt.adfuller(x_normalized_ma_normalized)
        adf_test_normalized_std_normalized = smt.adfuller(x_normalized_std_normalized)
        adf_test_normalized_max_normalized = smt.adfuller(x_normalized_max_normalized)
        adf_test_normalized_min_normalized = smt.adfuller(x_normalized_min_normalized)
        return adf_test_normalized, adf_test_ma_normalized, adf_test_std_normalized, adf_test_max_normalized, adf_test_min_normalized, adf_test_median_normalized, adf_test_normalized_ma_normalized, adf_test_normalized_std_normalized, adf_test_normalized_max_normalized, adf_test_normalized_min_normalized