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Param name and type changes

switch-to-decimal
Gourav Kumar 2 years ago
parent
810e0bfb65
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97731b4c12
1 changed files with 24 additions and 16 deletions
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  1. 40
      tests/test_fincal.py

40
tests/test_fincal.py
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@ -200,7 +200,7 @@ class TestFincalBasic:
assert time_series.iloc[:3] is not None
assert time_series.iloc[5:7] is not None
assert isinstance(time_series.iloc[0], tuple)
assert isinstance(time_series.iloc[10:20], list)
assert isinstance(time_series.iloc[10:20], TimeSeries)
assert len(time_series.iloc[10:20]) == 10
def test_key_slicing(self):
@ -236,57 +236,65 @@ class TestReturns:
def test_returns_calc(self):
ts = TimeSeries(self.data, frequency="M")
returns = ts.calculate_returns(
"2021-01-01", annual_compounded_returns=False, interval_type="years", interval_value=1
"2021-01-01", annual_compounded_returns=False, return_period_unit="years", return_period_value=1
)
assert returns[1] == 2.4
returns = ts.calculate_returns(
"2020-04-01", annual_compounded_returns=False, interval_type="months", interval_value=3
"2020-04-01", annual_compounded_returns=False, return_period_unit="months", return_period_value=3
)
assert round(returns[1], 4) == 0.6
returns = ts.calculate_returns(
"2020-04-01", annual_compounded_returns=True, interval_type="months", interval_value=3
"2020-04-01", annual_compounded_returns=True, return_period_unit="months", return_period_value=3
)
assert round(returns[1], 4) == 5.5536
returns = ts.calculate_returns(
"2020-04-01", annual_compounded_returns=False, interval_type="days", interval_value=90
"2020-04-01", annual_compounded_returns=False, return_period_unit="days", return_period_value=90
)
assert round(returns[1], 4) == 0.6
returns = ts.calculate_returns(
"2020-04-01", annual_compounded_returns=True, interval_type="days", interval_value=90
"2020-04-01", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
)
assert round(returns[1], 4) == 5.727
returns = ts.calculate_returns(
"2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90
"2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
)
assert round(returns[1], 4) == 5.727
with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, as_on_match="exact")
ts.calculate_returns("2020-04-10", return_period_unit="days", return_period_value=90, as_on_match="exact")
with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, prior_match="exact")
ts.calculate_returns("2020-04-10", return_period_unit="days", return_period_value=90, prior_match="exact")
def test_date_formats(self):
ts = TimeSeries(self.data, frequency="M")
FincalOptions.date_format = "%d-%m-%Y"
with pytest.raises(ValueError):
ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
ts.calculate_returns(
"2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
)
returns1 = ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, date_format="%Y-%m-%d")
returns2 = ts.calculate_returns("10-04-2020", interval_type="days", interval_value=90)
returns1 = ts.calculate_returns(
"2020-04-10", return_period_unit="days", return_period_value=90, date_format="%Y-%m-%d"
)
returns2 = ts.calculate_returns("10-04-2020", return_period_unit="days", return_period_value=90)
assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
FincalOptions.date_format = "%m-%d-%Y"
with pytest.raises(ValueError):
ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
ts.calculate_returns(
"2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
)
returns1 = ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, date_format="%Y-%m-%d")
returns2 = ts.calculate_returns("04-10-2020", interval_type="days", interval_value=90)
returns1 = ts.calculate_returns(
"2020-04-10", return_period_unit="days", return_period_value=90, date_format="%Y-%m-%d"
)
returns2 = ts.calculate_returns("04-10-2020", return_period_unit="days", return_period_value=90)
assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
def test_limits(self):
ts = TimeSeries(self.data, frequency="M")
FincalOptions.date_format = "%Y-%m-%d"
with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-04-25", interval_type="days", interval_value=90, closest_max_days=10)
ts.calculate_returns("2020-04-25", return_period_unit="days", return_period_value=90, closest_max_days=10)
class TestVolatility:

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