def test_prev_event_given_valid_date_returns_expected_news_event(self):
# Arrange
news_filter = EconomicNewsEventFilter(currencies=["USD"], impacts=['HIGH'])
# Act
event = news_filter.prev_event(datetime(2017, 8, 10, 15, 0, tzinfo=pytz.utc))
self.assertEqual(Timestamp("2017-08-04 12:30:00+0000", tz="UTC"), event.timestamp)
def test_prev_event_given_time_now_after_data_raises_value_error(self):
# Arrange
news_filter = EconomicNewsEventFilter(
currencies=["USD"],
impacts=["HIGH"],
news_data=self.news_data,
)
# Act, Assert
with pytest.raises(ValueError):
news_filter.prev_event(datetime(2050, 1, 1, 1, 1, tzinfo=pytz.utc))
def test_prev_event_given_time_now_before_data_raises_value_error(self):
# Arrange
news_filter = EconomicNewsEventFilter(
currencies=["USD"],
impacts=["HIGH"],
news_data=self.news_data,
)
# Act, Assert
with pytest.raises(ValueError):
news_filter.prev_event(UNIX_EPOCH)
def test_prev_event_given_valid_date_returns_expected_news_event(self):
# Arrange
news_filter = EconomicNewsEventFilter(
currencies=["USD"],
impacts=["HIGH"],
news_data=self.news_data,
)
# Act
event = news_filter.prev_event(datetime(2017, 8, 10, 15, 0, tzinfo=pytz.utc))
assert event.ts_event == 1501849800000000000
def test_next_event_given_valid_date_returns_expected_news_event(self):
# Arrange
news_filter = EconomicNewsEventFilter(
currencies=["USD"],
impacts=["HIGH"],
news_data=self.news_data,
)
# Act
event = news_filter.prev_event(
datetime(2015, 5, 10, 12, 0, tzinfo=pytz.utc))
self.assertEqual(1431088200000000000, event.ts_event_ns)
def test_next_event_given_valid_date_returns_expected_news_event(self):
# Arrange
news_filter = EconomicNewsEventFilter(
currencies=["USD"],
impacts=["HIGH"],
news_data=self.news_data,
)
# Act
event = news_filter.prev_event(datetime(2015, 5, 10, 12, 0, tzinfo=pytz.utc))
self.assertEqual(
pd.Timestamp("2015-05-08 12:30:00+0000", tz="UTC"), event.timestamp
)
def test_initialize_filter_with_no_currencies_or_impacts_returns_none(self):
# Arrange
currencies = []
impacts = []
news_filter = EconomicNewsEventFilter(currencies=currencies, impacts=impacts)
# Act
event_next = news_filter.next_event(datetime(2012, 3, 15, 12, 0, tzinfo=pytz.utc))
event_prev = news_filter.next_event(datetime(2012, 3, 15, 12, 0, tzinfo=pytz.utc))
# Assert
self.assertIsNone(event_next)
self.assertIsNone(event_prev)
def test_prev_event_given_time_now_after_data_raises_value_error(self):
# Arrange
news_filter = EconomicNewsEventFilter(currencies=["USD"], impacts=['HIGH'])
# Act
# Assert
self.assertRaises(ValueError, news_filter.prev_event, datetime(2050, 1, 1, 1, 1, tzinfo=pytz.utc))
def test_prev_event_given_time_now_before_data_raises_value_error(self):
# Arrange
news_filter = EconomicNewsEventFilter(currencies=["USD"], impacts=['HIGH'])
# Act
# Assert
self.assertRaises(ValueError, news_filter.prev_event, UNIX_EPOCH)
def test_initialize_filter(self):
# Arrange
currencies = ["USD", "GBP"]
impacts = ['HIGH', 'MEDIUM']
news_filter = EconomicNewsEventFilter(currencies=currencies, impacts=impacts)
# Act
# Assert
self.assertEqual(Timestamp("2008-01-01 10:00:00+0000", tz="UTC"), news_filter.unfiltered_data_start)
self.assertEqual(Timestamp("2020-12-31 23:00:00+0000", tz="UTC"), news_filter.unfiltered_data_end)
self.assertEqual(currencies, news_filter.currencies)
self.assertEqual(impacts, news_filter.impacts)
def test_initialize_filter(self):
# Arrange
currencies = ["USD", "GBP"]
impacts = ["HIGH", "MEDIUM"]
news_filter = EconomicNewsEventFilter(
currencies=currencies,
impacts=impacts,
news_data=self.news_data,
)
# Act, Assert
assert (pd.Timestamp("2008-01-01 10:00:00+0000",
tz="UTC") == news_filter.unfiltered_data_start)
assert pd.Timestamp("2020-12-31 23:00:00+0000",
tz="UTC") == news_filter.unfiltered_data_end
assert news_filter.currencies == currencies
assert news_filter.impacts == impacts
