Add test file for forecast_ar.py.

Author: Lenr4

tests/analysis/test_forecast_ar.py

@@ -0,0 +1,37 @@
+import numpy as np
+import pandas as pd
+import pytest
+
+from lennart_epp.analysis.forecast_ar import forecast_ar_multi_step
+
+
+@pytest.fixture
+def test_dataframe():
+    rng = np.random.default_rng(83)
+    dates = pd.date_range(start="2023-01-01", periods=400, freq="D")
+    data = np.linspace(100, 200, num=400) + rng.normal(scale=5, size=400)
+    return pd.DataFrame({"close_price": data}, index=dates)
+
+
+@pytest.fixture
+def test_integrated_coefficients():
+    coeffs = np.array([0.5, 0.3, -0.2])
+    return pd.DataFrame({"coefficient": coeffs})
+
+
+def test_forecast_ar_multi_step(test_dataframe, test_integrated_coefficients):
+    forecast_steps = 10
+    forecasts = forecast_ar_multi_step(
+        test_dataframe, test_integrated_coefficients, forecast_steps
+    )
+
+    assert isinstance(forecasts, pd.Series)
+    assert len(forecasts) == forecast_steps
+    assert not forecasts.isna().any()
+
+    expected_index_start = test_dataframe.index[-344]
+    expected_index = pd.date_range(
+        start=expected_index_start, periods=forecast_steps, freq="D"
+    )
+
+    assert forecasts.index.equals(expected_index), "Index does not match"