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@ -4,7 +4,7 @@ import random |
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from typing import Literal, Sequence |
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import pytest |
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from fincal.core import AllFrequencies, Frequency, Series |
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from fincal.core import Frequency, Series |
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from fincal.fincal import TimeSeries, create_date_series |
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THIS_DIR = os.path.dirname(os.path.abspath(__file__)) |
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@ -18,8 +18,8 @@ def create_test_data( |
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gaps: float, |
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month_position: Literal["start", "middle", "end"], |
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date_as_str: bool, |
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as_outer_type: Literal['dict', 'list'] = 'list', |
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as_inner_type: Literal['dict', 'list', 'tuple'] = 'tuple' |
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as_outer_type: Literal["dict", "list"] = "list", |
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as_inner_type: Literal["dict", "list", "tuple"] = "tuple", |
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) -> Sequence[tuple]: |
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start_dates = { |
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"start": datetime.datetime(2016, 1, 1), |
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@ -35,58 +35,24 @@ def create_test_data( |
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for i in to_remove: |
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dates.remove(i) |
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if date_as_str: |
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dates = [i.strftime('%Y-%m-%d') for i in dates] |
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dates = [i.strftime("%Y-%m-%d") for i in dates] |
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values = [random.randint(8000, 90000)/100 for _ in dates] |
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values = [random.randint(8000, 90000) / 100 for _ in dates] |
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data = list(zip(dates, values)) |
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if as_outer_type == 'list': |
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if as_inner_type == 'list': |
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if as_outer_type == "list": |
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if as_inner_type == "list": |
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data = [list(i) for i in data] |
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elif as_inner_type == 'dict[1]': |
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elif as_inner_type == "dict[1]": |
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data = [dict((i,)) for i in data] |
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elif as_inner_type == 'dict[2]': |
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elif as_inner_type == "dict[2]": |
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data = [dict(date=i, value=j) for i, j in data] |
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elif as_outer_type == 'dict': |
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elif as_outer_type == "dict": |
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data = dict(data) |
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return data |
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class TestFrequency: |
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def test_creation(self): |
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D = Frequency('daily', 'days', 1, 1, 'D') |
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assert D.days == 1 |
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assert D.symbol == 'D' |
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assert D.name == 'daily' |
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assert D.value == 1 |
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assert D.freq_type == 'days' |
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class TestAllFrequencies: |
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def test_attributes(self): |
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assert hasattr(AllFrequencies, 'D') |
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assert hasattr(AllFrequencies, 'M') |
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assert hasattr(AllFrequencies, 'Q') |
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def test_days(self): |
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assert AllFrequencies.D.days == 1 |
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assert AllFrequencies.M.days == 30 |
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assert AllFrequencies.Q.days == 91 |
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def test_symbol(self): |
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assert AllFrequencies.H.symbol == 'H' |
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assert AllFrequencies.W.symbol == 'W' |
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def test_values(self): |
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assert AllFrequencies.H.value == 6 |
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assert AllFrequencies.Y.value == 1 |
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def test_type(self): |
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assert AllFrequencies.Q.freq_type == 'months' |
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assert AllFrequencies.W.freq_type == 'days' |
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class TestDateSeries: |
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def test_daily(self): |
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start_date = datetime.datetime(2020, 1, 1) |
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@ -151,7 +117,7 @@ class TestDateSeries: |
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class TestFincal: |
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def test_creation(self): |
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data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True) |
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data = create_test_data(frequency="D", eomonth=False, n=50, gaps=0, month_position="start", date_as_str=True) |
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time_series = TimeSeries(data, frequency="D") |
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assert len(time_series) == 50 |
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assert isinstance(time_series.frequency, Frequency) |
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@ -160,12 +126,12 @@ class TestFincal: |
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ffill_data = time_series.ffill() |
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assert len(ffill_data) == 50 |
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data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True) |
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data = create_test_data(frequency="D", eomonth=False, n=500, gaps=0.1, month_position="start", date_as_str=True) |
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time_series = TimeSeries(data, frequency="D") |
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assert len(time_series) == 450 |
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def test_ffill(self): |
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data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True) |
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data = create_test_data(frequency="D", eomonth=False, n=500, gaps=0.1, month_position="start", date_as_str=True) |
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time_series = TimeSeries(data, frequency="D") |
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ffill_data = time_series.ffill() |
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assert len(ffill_data) >= 498 |
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@ -175,7 +141,7 @@ class TestFincal: |
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assert len(time_series) >= 498 |
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def test_iloc_slicing(self): |
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data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True) |
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data = create_test_data(frequency="D", eomonth=False, n=50, gaps=0, month_position="start", date_as_str=True) |
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time_series = TimeSeries(data, frequency="D") |
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assert time_series.iloc[0] is not None |
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assert time_series.iloc[:3] is not None |
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@ -185,11 +151,11 @@ class TestFincal: |
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assert len(time_series.iloc[10:20]) == 10 |
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def test_key_slicing(self): |
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data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True) |
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data = create_test_data(frequency="D", eomonth=False, n=50, gaps=0, month_position="start", date_as_str=True) |
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time_series = TimeSeries(data, frequency="D") |
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available_date = time_series.iloc[5][0] |
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assert time_series[available_date] is not None |
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assert isinstance(time_series['dates'], Series) |
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assert isinstance(time_series['values'], Series) |
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assert isinstance(time_series["dates"], Series) |
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assert isinstance(time_series["values"], Series) |
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assert len(time_series.dates) == 50 |
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assert len(time_series.values) == 50 |
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