def test_get_FX_latest_date():
"""Test returned date is in last week (could be that today not yet updated or is not a working day)
"""
today = datetime.today()
last_week = today - timedelta(days=7)
assert datetime.strptime(FX().get_FX_latest()['date'][0], '%Y-%m-%d') > last_week
assert datetime.strptime(FX().get_FX_latest()['date'][0], '%Y-%m-%d') <= today
def test_init_target_fail():
"""Test non str/list of str/None inputs of target_currency raise TypeError
"""
with pytest.raises(TypeError):
fx = FX(
target_currency=["JPY", True]
)
def test_init_source_fail():
"""Test non str/list of str inputs of source_currency raise TypeError
"""
with pytest.raises(TypeError):
fx = FX(
source_currency=["USD", "GBP", 567]
)
def test_init():
"""Test to verify user set instance attributes
"""
fx = FX(
source_currency=["USD", "GBP", "EUR"],
target_currency=["JPY", "CAD"]
)
assert [fx.source_currency, fx.target_currency] == [["USD", "GBP", "EUR"], ["JPY", "CAD"]]
def main(sample=100, dim=30, interval=10):
if sample < 2 * dim:
sample = 2 * dim
print('sample is changed to', 2 * dim)
with FX() as api:
mean_rate = 0.
queue = deque([], maxlen=dim)
# The first row of the data matrix
for i in range(dim):
queue.append(api.get_ask_rate())
mean_rate = (i * mean_rate + queue[-1]) / (i + 1)
time.sleep(interval)
x = []
y = []
# The following rows of the data matrix
for i in range(sample):
y.append(api.get_ask_rate())
x.append(queue)
queue.popleft()
queue.append(y[-1])
mean_rate = ((dim - 1) * mean_rate + queue[-1]) / dim
time.sleep(interval)
start = time.time()
# Drop and Fetch data and Predict
while time.time() - start < 1e4:
y.append(api.get_ask_rate())
x.append(queue)
queue.popleft()
queue.append(y[-1])
mean_rate = ((dim - 1) * mean_rate + queue[-1]) / dim
X = np.array(x) - mean_rate
Y = np.array(y) - mean_rate
beta = np.linalg.pinv(X.T @ X) @ X.T @ Y
y_hat = np.zeros(2 * dim)
y_hat[:dim] = Y[-dim:]
for t in range(dim):
y_hat[dim + t] = beta @ y_hat[t : dim + t]
argmin = int(np.argmin(y_hat[dim:])) + 1
argmax = int(np.argmax(y_hat[dim:])) + 1
now = datetime.datetime.now()
print(
'min:',
now + datetime.timedelta(seconds=interval*argmin),
y_hat[dim + argmin] - Y[-1])
print(
'max:',
now + datetime.timedelta(seconds=interval*argmax),
y_hat[dim + argmax] - Y[-1])
time.sleep(interval)
def test_get_FX_date_range_non_empty():
"""Test returned DataFrame is non empty
"""
assert FX().get_FX_date_range(start_at="2019-07-23", end_at="2019-07-29").shape[0] > 0
def test_get_FX_date_value_fail():
"""Test non "YYYY-MM-DD" format inputs of date raise ValueError
"""
with pytest.raises(ValueError):
FX().get_FX_date(date="2019-07-63")
def test_get_FX_date_type_fail():
"""Test non str inputs of date raise TypeError
"""
with pytest.raises(TypeError):
FX().get_FX_date(date=2019)
def test_get_FX_date_type():
"""Test dtypes of returned DataFrame
"""
assert FX().get_FX_date(date="2020-07-01").dtypes.apply(lambda x: x.name).to_dict() == {'date': 'object', 'source_currency': 'object', 'target_currency': 'object', 'exchange_rate_to_target': 'float64'}
def test_get_FX_date_date():
"""Test returned date is same as input date
"""
assert FX().get_FX_date(date="2020-03-13")['date'][0] == "2020-03-13"
def test_get_FX_date_non_empty():
"""Test returned DataFrame is non empty
"""
assert FX().get_FX_date(date="2019-07-23").shape[0] > 0
def test_get_FX_date_range_end_type_fail():
"""Test non str inputs of end_at raise TypeError
"""
with pytest.raises(TypeError):
FX().get_FX_date_range(start_at="2020-03-14", end_at=False)
def test_get_FX_latest_non_empty():
"""Test returned DataFrame is non empty
"""
assert FX().get_FX_latest().shape[0] > 0
def test_get_FX_date_range_end_value_fail():
"""Test non "YYYY-MM-DD" format inputs of end_at raise ValueError
"""
with pytest.raises(ValueError):
FX().get_FX_date_range(start_at="2020-03-14", end_at="2020-03-176")
def test_get_FX_date_range_date():
"""Test returned dates are subset of input dates
N.B. wouldn't expect full match as history only updated on working days
"""
assert set(FX().get_FX_date_range(start_at="2020-03-14", end_at="2020-03-17")['date'].unique().tolist()) <= set(["2020-03-14", "2020-03-15", "2020-03-16", "2020-03-17"])
def test_get_FX_latest_HTTPError():
"""Test HTTPException raised on bad query
"""
with pytest.raises(requests.HTTPError):
FX(source_currency='ads').get_FX_latest()
def test_default_init():
"""Test to verify default instance attributes
"""
fx = FX()
assert [fx.source_currency, fx.target_currency] == [["GBP"], None]