class TestProphetSplit:
"""make sure behavior for splits is maintained"""
demosplit_obj = split_utils.SplitInfo(DEMO_SPLIT)
revrsplit_obj = split_utils.SplitInfo(DEMO_UNSPLIT)
def test_validate_forward_split(self):
"""run split as intended, new item with split in the past"""
if platform.system() == 'Darwin':
pytest.xfail('Unable to run fbprophet on mac')
test_clear_caches()
assert TEST_API_KEY != ''
# vv FIXME vv: depends on split_utils package
api_utils.SPLIT_INFO = split_utils.read_split_info()
api_utils.SPLIT_INFO[self.demosplit_obj.type_id] = self.demosplit_obj
# ^^ FIXME ^^ #
req = self.client.get(
url_for('prophetendpoint', return_type='csv') +
'?typeID={type_id}®ionID={region_id}&api={api_key}&range={range}'
.format(type_id=self.demosplit_obj.type_id,
region_id=CONFIG.get('TEST', 'region_id'),
api_key=TEST_API_KEY,
range=CONFIG.get('TEST', 'forecast_range')))
data = None
with io.StringIO(req.data.decode()) as buff:
data = pd.read_csv(buff)
assert req._status_code == 200
def test_validate_reverse_split(self):
"""run split as intended, old item with new data"""
if platform.system() == 'Darwin':
pytest.xfail('Unable to run fbprophet on mac')
test_clear_caches()
assert TEST_API_KEY != ''
# vv FIXME vv: depends on split_utils package
api_utils.SPLIT_INFO = split_utils.read_split_info()
api_utils.SPLIT_INFO[self.demosplit_obj.type_id] = self.demosplit_obj
# ^^ FIXME ^^ #
req = self.client.get(
url_for('prophetendpoint', return_type='csv') +
'?typeID={type_id}®ionID={region_id}&api={api_key}&range={range}'
.format(type_id=self.demosplit_obj.original_id,
region_id=CONFIG.get('TEST', 'region_id'),
api_key=TEST_API_KEY,
range=CONFIG.get('TEST', 'forecast_range')))
data = None
with io.StringIO(req.data.decode()) as buff:
data = pd.read_csv(buff)
assert req._status_code == 200
def test_load_data():
"""push data into global scope for testing"""
api_utils.SPLIT_INFO = split_utils.read_split_info()
demosplit_obj = split_utils.SplitInfo(DEMO_SPLIT)
revrsplit_obj = split_utils.SplitInfo(DEMO_UNSPLIT)
api_utils.SPLIT_INFO[demosplit_obj.type_id] = demosplit_obj
api_utils.SPLIT_INFO[revrsplit_obj.type_id] = revrsplit_obj
def test_splitinfo_happypath():
"""test SplitInfo behavior"""
split_obj = split_utils.SplitInfo(DEMO_SPLIT)
## Validate data inside obj ##
assert split_obj.type_id == DEMO_SPLIT['type_id']
assert split_obj.type_name == DEMO_SPLIT['type_name']
assert split_obj.original_id == DEMO_SPLIT['original_id']
assert split_obj.new_id == DEMO_SPLIT['new_id']
assert split_obj.split_date == datetime.strptime(DEMO_SPLIT['split_date'],
'%Y-%m-%d')
assert split_obj.date_str == DEMO_SPLIT['split_date']
assert split_obj.bool_mult_div == False
assert split_obj.split_rate == DEMO_SPLIT['split_rate']
assert split_obj.current_typeid() == DEMO_SPLIT['new_id']
## Validate magicmethod behavior ##
assert int(split_obj) == DEMO_SPLIT['new_id']
assert bool(split_obj) #should be True
assert str(split_obj) == DEMO_SPLIT['type_name']
test_price = 3.5
test_volume = 1e6
expected_price = test_price / DEMO_SPLIT['split_rate']
expected_volume = test_volume * DEMO_SPLIT['split_rate']
assert test_price * split_obj == expected_price
assert split_obj * test_price == expected_price
assert test_volume / split_obj == expected_volume
def test_execute_split_backwards():
"""check if execute_split works as expected"""
split_obj = split_utils.SplitInfo(DEMO_UNSPLIT)
cache_data = split_utils.fetch_split_cache_data(
TEST_CONFIG.get('TEST', 'region_id'),
TEST_CONFIG.get('TEST', 'type_id'),
#split_cache_file=SPLIT_CACHE_FILE
)
split_data = split_utils.execute_split(
cache_data.copy(), #copy b/c otherwise passed by reference
split_obj)
price_mod = split_obj.split_rate
if not split_obj.bool_mult_div:
price_mod = 1 / price_mod
for col_name in split_utils.PRICE_KEYS:
price_diff = abs(split_data[col_name] -
(cache_data[col_name] * price_mod))
assert price_diff.max() < float(TEST_CONFIG.get('TEST', 'float_limit'))
vol_mod = 1 / price_mod
for col_name in split_utils.VOLUME_KEYS:
vol_diff = abs(split_data[col_name] - (cache_data[col_name] * vol_mod))
assert vol_diff.max() < float(TEST_CONFIG.get('TEST', 'float_limit'))
class TestODBCsplit:
"""make sure behavior for splits is maintained"""
demosplit_obj = split_utils.SplitInfo(DEMO_SPLIT)
revrsplit_obj = split_utils.SplitInfo(DEMO_UNSPLIT)
def test_validate_forward_split(self):
"""run split as intended, new item with split in the past"""
# vv FIXME vv: depends on split_utils package
api_utils.SPLIT_INFO = split_utils.read_split_info()
api_utils.SPLIT_INFO[self.demosplit_obj.type_id] = self.demosplit_obj
# ^^ FIXME ^^ #
req = self.client.get(
url_for('ohlc_endpoint', return_type='csv') +
'?typeID={type_id}®ionID={region_id}'.format(
type_id=self.demosplit_obj.type_id,
#type_id=CONFIG.get('TEST', 'type_id'),
region_id=CONFIG.get('TEST', 'region_id')))
data = None
with io.StringIO(req.data.decode()) as buff:
data = pd.read_csv(buff)
assert req._status_code == 200
#TODO: validate return
def test_validate_reverse_split(self):
"""run split normally, old item with forward data"""
# vv FIXME vv: depends on split_utils package
api_utils.SPLIT_INFO = split_utils.read_split_info()
api_utils.SPLIT_INFO[self.demosplit_obj.type_id] = self.demosplit_obj
# ^^ FIXME ^^ #
req = self.client.get(
url_for('ohlc_endpoint', return_type='csv') +
'?typeID={type_id}®ionID={region_id}'.format(
type_id=self.demosplit_obj.original_id,
#type_id=CONFIG.get('TEST', 'type_id'),
region_id=CONFIG.get('TEST', 'region_id')))
data = None
with io.StringIO(req.data.decode()) as buff:
data = pd.read_csv(buff)
assert req._status_code == 200
def test_splitinfo_throws():
"""make sure bad behavior is caught"""
short_profile = dict(DEMO_SPLIT)
short_profile.pop('split_rate', None)
with pytest.raises(exceptions.InvalidSplitConfig):
split_obj = split_utils.SplitInfo(short_profile)
bad_split = dict(DEMO_SPLIT)
bad_split['split_rate'] = 'bacon'
with pytest.raises(exceptions.InvalidSplitConfig):
split_obj = split_utils.SplitInfo(bad_split)
bad_date = dict(DEMO_SPLIT)
bad_date['split_date'] = 'Tomorrow'
with pytest.raises(exceptions.InvalidSplitConfig):
split_obj = split_utils.SplitInfo(bad_date)
bad_bool = dict(DEMO_SPLIT)
bad_bool['bool_mult_div'] = 'bacon'
with pytest.raises(exceptions.InvalidSplitConfig):
split_obj = split_utils.SplitInfo(bad_bool)
def test_splitinfo_reverse():
"""validate SplitInfo with "True" bool_mult_div"""
split_obj = split_utils.SplitInfo(DEMO_UNSPLIT)
## Validate data inside obj ##
assert split_obj.bool_mult_div == True
assert split_obj.current_typeid() == DEMO_UNSPLIT['original_id']
test_price = 3.5
test_volume = 1e6
expected_price = test_price * DEMO_SPLIT['split_rate']
expected_volume = test_volume / DEMO_SPLIT['split_rate']
assert test_price * split_obj == expected_price
assert split_obj * test_price == expected_price
assert test_volume / split_obj == expected_volume
def test_forward_happypath_emd(self):
"""test a forward-split: crest"""
split_obj = split_utils.SplitInfo(DEMO_SPLIT)
raw_emd_data = forecast_utils.fetch_market_history_emd(
TEST_CONFIG.get('TEST', 'region_id'),
self.test_type_id,
data_range=TEST_CONFIG.get('TEST', 'history_count'),
config=ROOT_CONFIG)
raw_emd_data1 = forecast_utils.parse_emd_data(raw_emd_data['result'])
raw_emd_data = forecast_utils.fetch_market_history_emd(
TEST_CONFIG.get('TEST', 'region_id'),
self.test_original_id,
data_range=TEST_CONFIG.get('TEST', 'history_count'),
config=ROOT_CONFIG)
raw_emd_data2 = forecast_utils.parse_emd_data(raw_emd_data['result'])
split_data = split_utils.fetch_split_history(
TEST_CONFIG.get('TEST', 'region_id'),
DEMO_SPLIT['type_id'],
api_utils.SwitchCCPSource.EMD,
config=ROOT_CONFIG)
#split_data.to_csv('split_data_emd.csv', index=False)
## Doctor data for testing ##
min_split_date = split_data.date.min()
raw_emd_data1 = prep_raw_data(raw_emd_data1.copy(), min_split_date)
raw_emd_data2 = prep_raw_data(raw_emd_data2.copy(), min_split_date)
pre_split_data = split_data[
split_data.date <= split_obj.date_str].reset_index()
pre_raw_data = raw_emd_data2[
raw_emd_data2.date <= split_obj.date_str].reset_index()
post_split_data = split_data[
split_data.date > split_obj.date_str].reset_index()
post_raw_data = raw_emd_data1[
raw_emd_data1.date > split_obj.date_str].reset_index()
## Validate pre/post Split values ##
validate_plain_data(post_raw_data, post_split_data)
validate_split_data(pre_raw_data, pre_split_data, split_obj)
def test_forward_happypath_crest(self):
"""test a forward-split: crest"""
split_obj = split_utils.SplitInfo(DEMO_SPLIT)
raw_crest_data1 = crest_utils.fetch_market_history(
TEST_CONFIG.get('TEST', 'region_id'),
self.test_type_id,
mode=api_utils.SwitchCCPSource.CREST,
config=ROOT_CONFIG)
raw_crest_data2 = crest_utils.fetch_market_history(
TEST_CONFIG.get('TEST', 'region_id'),
self.test_original_id,
mode=api_utils.SwitchCCPSource.CREST,
config=ROOT_CONFIG)
split_data = split_utils.fetch_split_history(
TEST_CONFIG.get('TEST', 'region_id'),
DEMO_SPLIT['type_id'],
api_utils.SwitchCCPSource.CREST,
config=ROOT_CONFIG)
#split_data.to_csv('split_data_crest.csv', index=False)
## Doctor data for testing ##
min_split_date = split_data.date.min()
raw_crest_data1 = prep_raw_data(raw_crest_data1.copy(), min_split_date)
raw_crest_data2 = prep_raw_data(raw_crest_data2.copy(), min_split_date)
split_date_str = datetime.strftime(split_obj.split_date,
'%Y-%m-%dT%H:%M:%S')
pre_split_data = split_data[
split_data.date <= split_date_str].reset_index()
pre_raw_data = raw_crest_data2[
raw_crest_data2.date <= split_date_str].reset_index()
post_split_data = split_data[
split_data.date > split_date_str].reset_index()
post_raw_data = raw_crest_data1[
raw_crest_data1.date > split_date_str].reset_index()
## Validate pre/post Split values ##
validate_plain_data(post_raw_data, post_split_data)
validate_split_data(pre_raw_data, pre_split_data, split_obj)