Added tests for expand

This commit is contained in:
Gourav Kumar 2022-04-04 00:48:55 +05:30
parent 03ccbe0cb1
commit b5aa5d22d4

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@ -298,6 +298,60 @@ class TestReturns:
with pytest.raises(DateNotFoundError): with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-11-25", return_period_unit="days", return_period_value=90, closest_max_days=10) ts.calculate_returns("2020-11-25", return_period_unit="days", return_period_value=90, closest_max_days=10)
def test_rolling_returns(self):
# Yet to be written
return True
class TestExpand:
def test_weekly_to_daily(self):
ts_data = create_test_data(AllFrequencies.W, 10)
ts = TimeSeries(ts_data, "W")
expanded_ts = ts.expand("D", "ffill")
assert len(expanded_ts) == 64
assert expanded_ts.frequency.name == "daily"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
def test_weekly_to_daily_no_weekends(self):
ts_data = create_test_data(AllFrequencies.W, 10)
ts = TimeSeries(ts_data, "W")
expanded_ts = ts.expand("D", "ffill", skip_weekends=True)
assert len(expanded_ts) == 45
assert expanded_ts.frequency.name == "daily"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
def test_monthly_to_daily(self):
ts_data = create_test_data(AllFrequencies.M, 6)
ts = TimeSeries(ts_data, "M")
expanded_ts = ts.expand("D", "ffill")
assert len(expanded_ts) == 152
assert expanded_ts.frequency.name == "daily"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
def test_monthly_to_daily_no_weekends(self):
ts_data = create_test_data(AllFrequencies.M, 6)
ts = TimeSeries(ts_data, "M")
expanded_ts = ts.expand("D", "ffill", skip_weekends=True)
assert len(expanded_ts) == 109
assert expanded_ts.frequency.name == "daily"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
def test_monthly_to_weekly(self):
ts_data = create_test_data(AllFrequencies.M, 6)
ts = TimeSeries(ts_data, "M")
expanded_ts = ts.expand("W", "ffill")
assert len(expanded_ts) == 22
assert expanded_ts.frequency.name == "weekly"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
def test_yearly_to_monthly(self):
ts_data = create_test_data(AllFrequencies.Y, 5)
ts = TimeSeries(ts_data, "Y")
expanded_ts = ts.expand("M", "ffill")
assert len(expanded_ts) == 49
assert expanded_ts.frequency.name == "monthly"
assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
class TestReturnsAgain: class TestReturnsAgain:
data = [ data = [