def test_calculate_synth(self, ticker_dates, norm, expected): data_loader = PreDefinedData() target = QuarterlyDiffTarget('marketcap', norm=norm) info_df = pd.DataFrame(ticker_dates) info_df.columns = ['ticker', 'date'] y = target.calculate(data_loader, info_df) np.testing.assert_array_equal(y['y'].values, expected)
def test_calculate_synth(self, ticker_dates, horizon, foo, expected): data_loader = PreDefinedData() target = DailyAggTarget('marketcap', horizon=horizon, foo=foo) info_df = pd.DataFrame(ticker_dates) info_df.columns = ['ticker', 'date'] y = target.calculate(data_loader, info_df) np.testing.assert_array_equal(y['y'].values.astype('float'), expected)