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