From 6547a5e64a1d52e81261574084a0b206f687a013 Mon Sep 17 00:00:00 2001 From: gouravkr Date: Sat, 9 Apr 2022 11:58:35 +0530 Subject: [PATCH] added test for sync --- tests/test_fincal.py | 25 ++++++++++++++++++++++--- 1 file changed, 22 insertions(+), 3 deletions(-) diff --git a/tests/test_fincal.py b/tests/test_fincal.py index eea92b9..e49716f 100644 --- a/tests/test_fincal.py +++ b/tests/test_fincal.py @@ -5,10 +5,14 @@ from typing import List import pytest from dateutil.relativedelta import relativedelta -from fincal.core import AllFrequencies, Frequency +from fincal import ( + AllFrequencies, + FincalOptions, + Frequency, + TimeSeries, + create_date_series, +) from fincal.exceptions import DateNotFoundError -from fincal.fincal import TimeSeries, create_date_series -from fincal.utils import FincalOptions def create_prices(s0: float, mu: float, sigma: float, num_prices: int) -> list: @@ -507,3 +511,18 @@ class TestDrawdown: "drawdown": -0.2584760499552089, } assert mdd == expeced_response + + +class TestSync: + def test_weekly_to_daily(self): + daily_data = create_test_data(AllFrequencies.D, num=15) + weekly_data = create_test_data(AllFrequencies.W, num=3) + + daily_ts = TimeSeries(daily_data, frequency="D") + weekly_ts = TimeSeries(weekly_data, frequency="W") + + synced_weekly_ts = daily_ts.sync(weekly_ts) + assert len(daily_ts) == len(synced_weekly_ts) + assert synced_weekly_ts.frequency == AllFrequencies.D + assert "2017-01-02" in synced_weekly_ts + assert synced_weekly_ts["2017-01-02"][1] == synced_weekly_ts["2017-01-01"][1]