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Added tests for date_series & some for TimeSeries

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Gourav Kumar 2022-02-20 16:08:26 +05:30
parent 23bc0b71a6
commit 4563a89bc2
1 changed files with 147 additions and 17 deletions
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tests/test_fincal.py
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@ -1,21 +1,151 @@
import datetime
import os
import random
from typing import Literal, Sequence
import unittest
import pytest
from fincal.core import Frequency
from fincal.fincal import TimeSeries, create_date_series
from fincal.fincal import TimeSeries
THIS_DIR = os.path.dirname(os.path.abspath(__file__))
sample_data_path = os.path.join(THIS_DIR, "data")
class TestFincal(unittest.TestCase):
def test_ts(self):
data = [
('2020-01-01', 23),
('2020-01-02', 24),
('2020-01-03', 25),
('2020-01-06', 26),
('2020-01-07', 27),
('2020-01-08', 28),
('2020-01-10', 29),
('2020-01-11', 30)
]
time_series = TimeSeries(data)
time_series.ffill(inplace=True)
self.assertEqual(len(time_series.time_series), 11)
def create_test_data(
frequency: str,
eomonth: bool,
n: int,
gaps: float,
month_position: Literal["start", "middle", "end"],
date_as_str: bool,
as_outer_type: Literal['dict', 'list'] = 'list',
as_inner_type: Literal['dict', 'list', 'tuple'] = 'tuple'
) -> Sequence[tuple]:
start_dates = {
"start": datetime.datetime(2016, 1, 1),
"middle": datetime.datetime(2016, 1, 15),
"end": datetime.datetime(2016, 1, 31),
}
end_date = datetime.datetime(2021, 12, 31)
dates = create_date_series(start_dates[month_position], end_date, frequency=frequency, eomonth=eomonth)
dates = dates[:n]
if gaps:
num_gaps = int(len(dates) * gaps)
to_remove = random.sample(dates, num_gaps)
for i in to_remove:
dates.remove(i)
if date_as_str:
dates = [i.strftime('%Y-%m-%d') for i in dates]
values = [random.randint(8000, 90000)/100 for _ in dates]
data = list(zip(dates, values))
if as_outer_type == 'list':
if as_inner_type == 'list':
data = [list(i) for i in data]
elif as_inner_type == 'dict[1]':
data = [dict((i,)) for i in data]
elif as_inner_type == 'dict[2]':
data = [dict(date=i, value=j) for i, j in data]
elif as_outer_type == 'dict':
data = dict(data)
return data
class TestDateSeries:
def test_daily(self):
start_date = datetime.datetime(2020, 1, 1)
end_date = datetime.datetime(2020, 12, 31)
d = create_date_series(start_date, end_date, frequency="D")
assert len(d) == 366
start_date = datetime.datetime(2017, 1, 1)
end_date = datetime.datetime(2017, 12, 31)
d = create_date_series(start_date, end_date, frequency="D")
assert len(d) == 365
with pytest.raises(ValueError):
create_date_series(start_date, end_date, frequency="D", eomonth=True)
def test_monthly(self):
start_date = datetime.datetime(2020, 1, 1)
end_date = datetime.datetime(2020, 12, 31)
d = create_date_series(start_date, end_date, frequency="M")
assert len(d) == 12
d = create_date_series(start_date, end_date, frequency="M", eomonth=True)
assert datetime.datetime(2020, 2, 29) in d
start_date = datetime.datetime(2020, 1, 31)
d = create_date_series(start_date, end_date, frequency="M")
assert datetime.datetime(2020, 2, 29) in d
assert datetime.datetime(2020, 8, 31) in d
assert datetime.datetime(2020, 10, 30) not in d
start_date = datetime.datetime(2020, 2, 29)
d = create_date_series(start_date, end_date, frequency="M")
assert len(d) == 11
assert datetime.datetime(2020, 2, 29) in d
assert datetime.datetime(2020, 8, 31) not in d
assert datetime.datetime(2020, 10, 29) in d
def test_quarterly(self):
start_date = datetime.datetime(2018, 1, 1)
end_date = datetime.datetime(2020, 12, 31)
d = create_date_series(start_date, end_date, frequency="Q")
assert len(d) == 12
d = create_date_series(start_date, end_date, frequency="Q", eomonth=True)
assert datetime.datetime(2020, 4, 30) in d
start_date = datetime.datetime(2020, 1, 31)
d = create_date_series(start_date, end_date, frequency="Q")
assert len(d) == 4
assert datetime.datetime(2020, 2, 29) not in d
assert max(d) == datetime.datetime(2020, 10, 31)
start_date = datetime.datetime(2020, 2, 29)
d = create_date_series(start_date, end_date, frequency="Q")
assert datetime.datetime(2020, 2, 29) in d
assert datetime.datetime(2020, 8, 31) not in d
assert datetime.datetime(2020, 11, 29) in d
d = create_date_series(start_date, end_date, frequency="Q", eomonth=True)
assert datetime.datetime(2020, 11, 30) in d
class TestFincal:
def test_creation(self):
data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True)
time_series = TimeSeries(data, frequency="D")
assert len(time_series) == 50
assert isinstance(time_series.frequency, Frequency)
assert time_series.frequency.days == 1
ffill_data = time_series.ffill()
assert len(ffill_data) == 50
data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True)
time_series = TimeSeries(data, frequency="D")
assert len(time_series) == 450
def test_ffill(self):
data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True)
time_series = TimeSeries(data, frequency="D")
ffill_data = time_series.ffill()
assert len(ffill_data) > 498
ffill_data = time_series.ffill(inplace=True)
assert ffill_data is None
assert len(time_series) > 498
def test_slicing(self):
data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True)
time_series = TimeSeries(data, frequency="D")
assert time_series[0] is not None
assert time_series[:3] is not None
assert time_series[5:7] is not None
assert isinstance(time_series[0], tuple)
assert isinstance(time_series[10:20], list)
assert len(time_series[10:20]) == 10