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128 lines
4.2 KiB
Python
128 lines
4.2 KiB
Python
"""Unit tests for point-in-time earnings calendar loading."""
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from __future__ import annotations
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import datetime as dt
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import pyarrow as pa
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import pyarrow.parquet as pq
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from libs.backtest.earnings_calendar import (
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OraclePointInTimeEarningsCalendar,
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load_pit_earnings_calendar,
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)
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def test_pit_earnings_calendar_respects_as_of_revisions(tmp_path):
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path = tmp_path / "earnings_calendar_pit.parquet"
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table = pa.Table.from_pylist(
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[
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{
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"symbol": "AMD",
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"as_of_date": "2026-01-05",
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"expected_reaction_date": "2026-01-09",
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"expected_event_date": "2026-01-08",
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"filing_time_bucket": "post_market",
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"is_cancelled": False,
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},
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{
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"symbol": "AMD",
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"as_of_date": "2026-01-07",
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"expected_reaction_date": "2026-01-12",
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"expected_event_date": "2026-01-09",
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"filing_time_bucket": "post_market",
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"is_cancelled": False,
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},
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{
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"symbol": "NVDA",
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"as_of_date": "2026-01-05",
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"expected_reaction_date": "2026-01-09",
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"expected_event_date": "2026-01-08",
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"is_cancelled": True,
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},
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]
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)
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pq.write_table(table, path)
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load_pit_earnings_calendar.cache_clear()
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calendar = load_pit_earnings_calendar(str(path))
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early = calendar.get_known_upcoming_reaction_dates(
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as_of_date=dt.date(2026, 1, 6),
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allowed_reaction_dates=[dt.date(2026, 1, 9), dt.date(2026, 1, 12)],
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)
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late = calendar.get_known_upcoming_reaction_dates(
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as_of_date=dt.date(2026, 1, 8),
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allowed_reaction_dates=[dt.date(2026, 1, 9), dt.date(2026, 1, 12)],
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)
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assert early == {"AMD": dt.date(2026, 1, 9)}
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assert late == {"AMD": dt.date(2026, 1, 12)}
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class _FakeResponse:
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def __init__(self, payload: dict[str, object], status_code: int = 200) -> None:
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self._payload = payload
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self.status_code = status_code
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def raise_for_status(self) -> None:
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if self.status_code >= 400:
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raise RuntimeError(f"http {self.status_code}")
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def json(self) -> dict[str, object]:
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return self._payload
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class _FakeSession:
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def __init__(self) -> None:
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self.calls: list[tuple[str, dict[str, object]]] = []
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def post(self, url: str, json: dict[str, object], timeout: float) -> _FakeResponse:
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self.calls.append((url, json))
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return _FakeResponse(
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{
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"entries": [
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{
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"symbol": "AMD",
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"earnings_date": "2026-01-08T21:00:00Z",
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"earnings_time": "post_market",
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"estimated_eps": 1.09,
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"reported_eps": 1.11,
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"source": "oracle",
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"fetched_at": "2026-04-02T00:00:00Z",
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},
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{
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"symbol": "CRM",
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"earnings_date": "2026-01-12T14:00:00Z",
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"earnings_time": "pre_market",
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"estimated_eps": 2.22,
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"reported_eps": 2.30,
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"source": "oracle",
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"fetched_at": "2026-04-02T00:00:00Z",
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},
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]
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}
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)
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def test_oracle_pit_earnings_calendar_uses_bulk_endpoint():
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session = _FakeSession()
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calendar = OraclePointInTimeEarningsCalendar(
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"http://oracle:18001",
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timeout=12.0,
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session=session,
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)
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matches = calendar.get_known_upcoming_reaction_dates(
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as_of_date=dt.date(2026, 1, 6),
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allowed_reaction_dates=[dt.date(2026, 1, 9)],
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symbols=["AMD", "CRM", "NVDA"],
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)
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assert matches == {
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"AMD": dt.date(2026, 1, 9),
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}
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assert len(session.calls) == 1
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url, payload = session.calls[0]
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assert url == "http://oracle:18001/api/v1/earnings/calendar/bulk"
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assert payload["symbols"] == ["AMD", "CRM", "NVDA"]
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assert payload["as_of_date"] == "2026-01-06"
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assert payload["days_ahead"] == 3
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