added test for sync
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@ -5,10 +5,14 @@ from typing import List
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import pytest
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from dateutil.relativedelta import relativedelta
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from fincal.core import AllFrequencies, Frequency
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from fincal import (
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AllFrequencies,
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FincalOptions,
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Frequency,
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TimeSeries,
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create_date_series,
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)
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from fincal.exceptions import DateNotFoundError
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from fincal.fincal import TimeSeries, create_date_series
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from fincal.utils import FincalOptions
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def create_prices(s0: float, mu: float, sigma: float, num_prices: int) -> list:
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@ -507,3 +511,18 @@ class TestDrawdown:
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"drawdown": -0.2584760499552089,
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}
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assert mdd == expeced_response
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class TestSync:
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def test_weekly_to_daily(self):
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daily_data = create_test_data(AllFrequencies.D, num=15)
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weekly_data = create_test_data(AllFrequencies.W, num=3)
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daily_ts = TimeSeries(daily_data, frequency="D")
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weekly_ts = TimeSeries(weekly_data, frequency="W")
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synced_weekly_ts = daily_ts.sync(weekly_ts)
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assert len(daily_ts) == len(synced_weekly_ts)
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assert synced_weekly_ts.frequency == AllFrequencies.D
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assert "2017-01-02" in synced_weekly_ts
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assert synced_weekly_ts["2017-01-02"][1] == synced_weekly_ts["2017-01-01"][1]
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