196 lines
7.1 KiB
Python
196 lines
7.1 KiB
Python
import datetime
|
|
import os
|
|
import random
|
|
from typing import Literal, Sequence
|
|
|
|
import pytest
|
|
from fincal.core import AllFrequencies, Frequency, Series
|
|
from fincal.fincal import TimeSeries, create_date_series
|
|
|
|
THIS_DIR = os.path.dirname(os.path.abspath(__file__))
|
|
sample_data_path = os.path.join(THIS_DIR, "data")
|
|
|
|
|
|
def create_test_data(
|
|
frequency: str,
|
|
eomonth: bool,
|
|
n: int,
|
|
gaps: float,
|
|
month_position: Literal["start", "middle", "end"],
|
|
date_as_str: bool,
|
|
as_outer_type: Literal['dict', 'list'] = 'list',
|
|
as_inner_type: Literal['dict', 'list', 'tuple'] = 'tuple'
|
|
) -> Sequence[tuple]:
|
|
start_dates = {
|
|
"start": datetime.datetime(2016, 1, 1),
|
|
"middle": datetime.datetime(2016, 1, 15),
|
|
"end": datetime.datetime(2016, 1, 31),
|
|
}
|
|
end_date = datetime.datetime(2021, 12, 31)
|
|
dates = create_date_series(start_dates[month_position], end_date, frequency=frequency, eomonth=eomonth)
|
|
dates = dates[:n]
|
|
if gaps:
|
|
num_gaps = int(len(dates) * gaps)
|
|
to_remove = random.sample(dates, num_gaps)
|
|
for i in to_remove:
|
|
dates.remove(i)
|
|
if date_as_str:
|
|
dates = [i.strftime('%Y-%m-%d') for i in dates]
|
|
|
|
values = [random.randint(8000, 90000)/100 for _ in dates]
|
|
|
|
data = list(zip(dates, values))
|
|
if as_outer_type == 'list':
|
|
if as_inner_type == 'list':
|
|
data = [list(i) for i in data]
|
|
elif as_inner_type == 'dict[1]':
|
|
data = [dict((i,)) for i in data]
|
|
elif as_inner_type == 'dict[2]':
|
|
data = [dict(date=i, value=j) for i, j in data]
|
|
elif as_outer_type == 'dict':
|
|
data = dict(data)
|
|
|
|
return data
|
|
|
|
|
|
class TestFrequency:
|
|
def test_creation(self):
|
|
D = Frequency('daily', 'days', 1, 1, 'D')
|
|
assert D.days == 1
|
|
assert D.symbol == 'D'
|
|
assert D.name == 'daily'
|
|
assert D.value == 1
|
|
assert D.freq_type == 'days'
|
|
|
|
|
|
class TestAllFrequencies:
|
|
def test_attributes(self):
|
|
assert hasattr(AllFrequencies, 'D')
|
|
assert hasattr(AllFrequencies, 'M')
|
|
assert hasattr(AllFrequencies, 'Q')
|
|
|
|
def test_days(self):
|
|
assert AllFrequencies.D.days == 1
|
|
assert AllFrequencies.M.days == 30
|
|
assert AllFrequencies.Q.days == 91
|
|
|
|
def test_symbol(self):
|
|
assert AllFrequencies.H.symbol == 'H'
|
|
assert AllFrequencies.W.symbol == 'W'
|
|
|
|
def test_values(self):
|
|
assert AllFrequencies.H.value == 6
|
|
assert AllFrequencies.Y.value == 1
|
|
|
|
def test_type(self):
|
|
assert AllFrequencies.Q.freq_type == 'months'
|
|
assert AllFrequencies.W.freq_type == 'days'
|
|
|
|
|
|
class TestDateSeries:
|
|
def test_daily(self):
|
|
start_date = datetime.datetime(2020, 1, 1)
|
|
end_date = datetime.datetime(2020, 12, 31)
|
|
d = create_date_series(start_date, end_date, frequency="D")
|
|
assert len(d) == 366
|
|
|
|
start_date = datetime.datetime(2017, 1, 1)
|
|
end_date = datetime.datetime(2017, 12, 31)
|
|
d = create_date_series(start_date, end_date, frequency="D")
|
|
assert len(d) == 365
|
|
|
|
with pytest.raises(ValueError):
|
|
create_date_series(start_date, end_date, frequency="D", eomonth=True)
|
|
|
|
def test_monthly(self):
|
|
start_date = datetime.datetime(2020, 1, 1)
|
|
end_date = datetime.datetime(2020, 12, 31)
|
|
d = create_date_series(start_date, end_date, frequency="M")
|
|
assert len(d) == 12
|
|
|
|
d = create_date_series(start_date, end_date, frequency="M", eomonth=True)
|
|
assert datetime.datetime(2020, 2, 29) in d
|
|
|
|
start_date = datetime.datetime(2020, 1, 31)
|
|
d = create_date_series(start_date, end_date, frequency="M")
|
|
assert datetime.datetime(2020, 2, 29) in d
|
|
assert datetime.datetime(2020, 8, 31) in d
|
|
assert datetime.datetime(2020, 10, 30) not in d
|
|
|
|
start_date = datetime.datetime(2020, 2, 29)
|
|
d = create_date_series(start_date, end_date, frequency="M")
|
|
assert len(d) == 11
|
|
assert datetime.datetime(2020, 2, 29) in d
|
|
assert datetime.datetime(2020, 8, 31) not in d
|
|
assert datetime.datetime(2020, 10, 29) in d
|
|
|
|
def test_quarterly(self):
|
|
start_date = datetime.datetime(2018, 1, 1)
|
|
end_date = datetime.datetime(2020, 12, 31)
|
|
d = create_date_series(start_date, end_date, frequency="Q")
|
|
assert len(d) == 12
|
|
|
|
d = create_date_series(start_date, end_date, frequency="Q", eomonth=True)
|
|
assert datetime.datetime(2020, 4, 30) in d
|
|
|
|
start_date = datetime.datetime(2020, 1, 31)
|
|
d = create_date_series(start_date, end_date, frequency="Q")
|
|
assert len(d) == 4
|
|
assert datetime.datetime(2020, 2, 29) not in d
|
|
assert max(d) == datetime.datetime(2020, 10, 31)
|
|
|
|
start_date = datetime.datetime(2020, 2, 29)
|
|
d = create_date_series(start_date, end_date, frequency="Q")
|
|
assert datetime.datetime(2020, 2, 29) in d
|
|
assert datetime.datetime(2020, 8, 31) not in d
|
|
assert datetime.datetime(2020, 11, 29) in d
|
|
|
|
d = create_date_series(start_date, end_date, frequency="Q", eomonth=True)
|
|
assert datetime.datetime(2020, 11, 30) in d
|
|
|
|
|
|
class TestFincal:
|
|
def test_creation(self):
|
|
data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True)
|
|
time_series = TimeSeries(data, frequency="D")
|
|
assert len(time_series) == 50
|
|
assert isinstance(time_series.frequency, Frequency)
|
|
assert time_series.frequency.days == 1
|
|
|
|
ffill_data = time_series.ffill()
|
|
assert len(ffill_data) == 50
|
|
|
|
data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True)
|
|
time_series = TimeSeries(data, frequency="D")
|
|
assert len(time_series) == 450
|
|
|
|
def test_ffill(self):
|
|
data = create_test_data(frequency='D', eomonth=False, n=500, gaps=0.1, month_position='start', date_as_str=True)
|
|
time_series = TimeSeries(data, frequency="D")
|
|
ffill_data = time_series.ffill()
|
|
assert len(ffill_data) >= 498
|
|
|
|
ffill_data = time_series.ffill(inplace=True)
|
|
assert ffill_data is None
|
|
assert len(time_series) >= 498
|
|
|
|
def test_iloc_slicing(self):
|
|
data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True)
|
|
time_series = TimeSeries(data, frequency="D")
|
|
assert time_series.iloc[0] is not None
|
|
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 len(time_series.iloc[10:20]) == 10
|
|
|
|
def test_key_slicing(self):
|
|
data = create_test_data(frequency='D', eomonth=False, n=50, gaps=0, month_position='start', date_as_str=True)
|
|
time_series = TimeSeries(data, frequency="D")
|
|
available_date = time_series.iloc[5][0]
|
|
assert time_series[available_date] is not None
|
|
assert isinstance(time_series['dates'], Series)
|
|
assert isinstance(time_series['values'], Series)
|
|
assert len(time_series.dates) == 50
|
|
assert len(time_series.values) == 50
|