Set Data Tests Complete

PairsTrading/DistanceApproach.py → PairsTrading/DistanceApproach/BasicDistanceApproach.py

@@ -19,10 +19,16 @@ def euclideanDistance(a,b):
 - Generates a signal according to a threshold
 - Outputs a backtest according to a brokerage fee template
 '''
-class DistanceApproach():
+class BasicDistanceApproach():
+
     def __init__(self) -> None:
         self.pairsData = None
         self.tradeData = None
+        self.NotEnoughColumnsException = 'Dataframe is missing columns. Check that you have both securities and date columns'
+        self.dateTimeException = 'Left-Most Column is not of type datetime64'
+        self.nonNumericalException = 'Detected non-numerical data-types to the right of date column'
+
+
 
     '''
     This Function sets the data set for generating possible pairs.
@@ -60,10 +66,11 @@ def setTradeData(self, data: pd.DataFrame) -> bool:
     '''
     @staticmethod
     def isDataWellFormed(data: pd.DataFrame) -> bool:
+
         t = lambda x: is_numeric_dtype(x) 
         if len(data.columns) <= 1:
             raise Exception('Dataframe is missing columns. Check that you have both securities and date columns')
-        elif data.dtypes[0] != 'datetime64':
+        elif data.dtypes[0] != 'datetime64[ns]':
            raise Exception('Left-Most Column is not of type datetime64')
         #Check if there is a non-numerical column to the right of date column
         elif False in list(data.apply(t)[1:]):
@@ -72,9 +79,10 @@ def isDataWellFormed(data: pd.DataFrame) -> bool:
             return True
 
     '''
-    Generates Pairs
+    Generates Pairs:
+    Returns a dataframe with all the pair names and their distance values
     '''
-    def generatePairs(self,function):
+    def generatePairs(self,distanceFunc):
         pass
 
 

PairsTrading/DistanceApproach/DistanceApproachExample-checkpoint.ipynb

@@ -0,0 +1,6 @@
+{
+ "cells": [],
+ "metadata": {},
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

PairsTrading/DistanceApproach/TestBasicDistanceApproach.py

@@ -0,0 +1,38 @@
+from datetime import datetime
+from turtle import distance
+from BasicDistanceApproach import BasicDistanceApproach
+import unittest
+import pandas as pd
+
+class TestDistanceApproach(unittest.TestCase):
+
+    '''
+    - Tests that the correct exceptions are raised when trying to pass flawed data to setPairsData or setTradeData
+    - Tests that a well formed dataframe is excepted by setPairsData and setTradeData
+    '''
+    def testSetData(self):
+        distanceClass = BasicDistanceApproach()
+        #Checks that an error exception is returned from a distance class with the appropriate messsage
+        def assertExceptionMessage(message: str, data):
+            with self.assertRaises(Exception) as cm:
+                distanceClass.setPairsData(data)
+            self.assertEqual(cm.exception.args[0],message)
+            with self.assertRaises(Exception) as cm:
+                distanceClass.setTradeData(data)
+            self.assertEqual(cm.exception.args[0],message)
+
+        exampleDate = pd.to_datetime(datetime(2020,4,5)) 
+        dfNotEnoughColumns = pd.DataFrame({'Dates' : ['date']})
+        dfFirstNotDateTime = pd.DataFrame({'Price' : [1], 'Date' : [exampleDate]})
+        dfNoneNumericalColumn = pd.DataFrame({'Date' : [exampleDate], 'Price1' : [1], 'Price2' : ['dog']})
+        wellFormedDF = pd.DataFrame({'Date': [exampleDate], 'Price1' : [1], 'Price2' : [2.4494]})
+
+        assertExceptionMessage(distanceClass.NotEnoughColumnsException,dfNotEnoughColumns)
+        assertExceptionMessage(distanceClass.dateTimeException,dfFirstNotDateTime)
+        assertExceptionMessage(distanceClass.nonNumericalException, dfNoneNumericalColumn)
+        self.assertEqual(distanceClass.setPairsData(wellFormedDF),True)
+        self.assertEqual(distanceClass.setTradeData(wellFormedDF),True)
+
+
+if __name__ == '__main__':
+    unittest.main()