tests package

Submodules

tests.test_data_generator module

tests.test_data_generator.test_generate_prices()

tests.test_data_generator.test_price_series_generator_initialization()

tests.test_data_processor module

tests.test_data_processor.df()

Fixture to provide a DataFrame for testing stationarity.

tests.test_data_processor.sample_data()

Fixture to provide sample data for testing.

tests.test_data_processor.sample_df()

Create a sample DataFrame with NaN values for testing.

tests.test_data_processor.test_create_handler_drop()

Test the create_handler method of MissingDataHandlerFactory with ‘drop’ strategy.

tests.test_data_processor.test_create_handler_forward_fill()

Test the create_handler method of MissingDataHandlerFactory with ‘forward_fill’ strategy.

tests.test_data_processor.test_create_handler_invalid_strategy()

Test the create_handler method of MissingDataHandlerFactory with an invalid strategy.

tests.test_data_processor.test_drop_na()

Test drop_na method removes rows with NaN values.

tests.test_data_processor.test_fill_data(sample_df)

Test fill_data with various filling methods.

tests.test_data_processor.test_forward_fill(sample_df)

Test forward_fill method correctly propagates values forward.

tests.test_data_processor.test_stationarity_integration()

Integration test for test_stationarity with real adfuller function.

tests.test_data_processor.test_ts_stationarity(mock_adfuller)

Test test_stationarity function properly uses adfuller test.

tests.test_stats_model_arima module

tests.test_stats_model_arima.sample_data()

gen ts data for arima tests

tests.test_stats_model_arima.test_model_arima_fit(sample_data)

test fit method

tests.test_stats_model_arima.test_model_arima_forecast(sample_data)

test forecast result

tests.test_stats_model_arima.test_model_arima_initialization(sample_data)

test arima init

tests.test_stats_model_arima.test_model_arima_summary(sample_data)

test summary output

tests.test_stats_model_garch module

tests.test_stats_model_garch.garch_sample_data()

Generate data with volatility clustering for GARCH tests

tests.test_stats_model_garch.stationary_sample_data()

gen stationary data for modeling

tests.test_stats_model_garch.test_model_garch_different_params(garch_sample_data)

test diff p,q params

tests.test_stats_model_garch.test_model_garch_fit(garch_sample_data)

test fitting garch

tests.test_stats_model_garch.test_model_garch_forecast(garch_sample_data)

test forecast output

tests.test_stats_model_garch.test_model_garch_initialization(garch_sample_data)

test garch init

tests.test_stats_model_garch.test_model_garch_student_t_dist(garch_sample_data)

test t-dist

tests.test_stats_model_garch.test_model_garch_summary(garch_sample_data)

test summary method

tests.test_stats_model_garch.test_run_garch_function(garch_sample_data)

test convenience func

Module contents