test: update tests for ListMaker(ABC)

Author: chilango74

tests/conftest.py

@@ -3,6 +3,11 @@
 import pytest
 import okama as ok
 from pathlib import Path
+import numpy as np
+import pandas as pd
+
+# Helper classes for Asset/currency mocks
+from tests.asset_list.conftest import _FakeAsset, _FakeCurrencyAsset
 
 data_folder = Path(__file__).parent / "data"
 
@@ -196,3 +201,40 @@ def init_rebalance_no_rebalancing():
         abs_deviation=None,
         rel_deviation=None,
     )
+
+
+# Global synthetic_env fixture available to all tests
+@pytest.fixture
+def synthetic_env(mocker):
+    """Three assets over 24 months with deterministic correlation (global fixture).
+
+    Makes the synthetic_env fixture available to all tests under tests/.
+    Patches ListMaker._get_asset_obj_dict and the currency Asset to remove external dependencies.
+    """
+    rng = np.random.default_rng(12345)
+    idx = pd.period_range("2020-01", periods=24, freq="M")
+
+    a1 = pd.Series(rng.normal(0.01 / 12, 0.05, size=len(idx)), index=idx, name="IDX.US")
+    a2 = pd.Series(rng.normal(0.008 / 12, 0.04, size=len(idx)), index=idx, name="A.US")
+    a3_noise = rng.normal(0, 0.02, size=len(idx))
+    a3 = pd.Series(0.5 * a1.values + a3_noise, index=idx, name="B.US")
+
+    fake_assets = {
+        "IDX.US": _FakeAsset("IDX.US", a1, currency="USD", name="Index"),
+        "A.US": _FakeAsset("A.US", a2, currency="USD", name="Asset A"),
+        "B.US": _FakeAsset("B.US", a3, currency="USD", name="Asset B"),
+    }
+
+    m_get_dict = mocker.patch(
+        "okama.common.make_asset_list.ListMaker._get_asset_obj_dict", return_value=fake_assets
+    )
+    m_currency_asset = mocker.patch(
+        "okama.common.make_asset_list.asset.Asset", side_effect=_FakeCurrencyAsset
+    )
+
+    yield {
+        "index": idx,
+        "series": {k: v for k, v in [("IDX.US", a1), ("A.US", a2), ("B.US", a3)]},
+        "m_get_dict": m_get_dict,
+        "m_currency_asset": m_currency_asset,
+    }

tests/test_list_maker_mocking.py

@@ -0,0 +1,137 @@
+import pandas as pd
+import pytest
+
+import okama as ok
+from okama.common.make_asset_list import ListMaker
+from tests.asset_list.conftest import _FakeAsset, _FakeCurrencyAsset, _ListDefaults
+
+
+class DummyList(ListMaker):
+    """A minimal concrete subclass for testing the abstract ListMaker."""
+
+    def __repr__(self):  # pragma: no cover - simple implementation so the class can be instantiated
+        return f"DummyList({len(self.symbols)} assets)"
+
+
+@pytest.fixture()
+def two_assets_env(mocker):
+    """Two deterministic assets A.US and B.US for 3 months, base currency USD."""
+    dm = _ListDefaults()
+
+    fake_assets = {
+        "A.US": _FakeAsset("A.US", dm.ror_a, currency="USD"),
+        "B.US": _FakeAsset("B.US", dm.ror_b, currency="USD"),
+    }
+    mocker.patch("okama.common.make_asset_list.ListMaker._get_asset_obj_dict", return_value=fake_assets)
+    # Currency object used inside ListMaker.__init__ for self._currency
+    mocker.patch("okama.common.make_asset_list.asset.Asset", side_effect=_FakeCurrencyAsset)
+
+    return {"dm": dm}
+
+
+def test_basic_init_and_properties(two_assets_env):
+    dm = two_assets_env["dm"]
+    lm = DummyList(["A.US", "B.US"], ccy="USD", inflation=False)
+
+    # symbols/tickers
+    assert lm.symbols == ["A.US", "B.US"]
+    assert lm.tickers == ["A", "B"]
+
+    # indexes and return data are taken from mocks
+    ror = lm.assets_ror
+    assert list(ror.columns) == ["A.US", "B.US"]
+    assert list(ror.index) == list(dm.ror_index)
+
+    # base currency
+    assert lm.currency == "USD"
+
+
+def test_duplicates_are_removed_and_order_preserved(mocker):
+    dm = _ListDefaults()
+    fake_assets = {
+        "A.US": _FakeAsset("A.US", dm.ror_a, currency="USD"),
+        "B.US": _FakeAsset("B.US", dm.ror_b, currency="USD"),
+    }
+    mocker.patch("okama.common.make_asset_list.ListMaker._get_asset_obj_dict", return_value=fake_assets)
+    mocker.patch("okama.common.make_asset_list.asset.Asset", side_effect=_FakeCurrencyAsset)
+
+    lm = DummyList(["A.US", "B.US", "A.US"], ccy="USD", inflation=False)
+    # Order of first occurrence is preserved, duplicates removed
+    assert lm.symbols == ["A.US", "B.US"]
+
+
+def test_len_iter_getitem(two_assets_env):
+    lm = DummyList(["A.US", "B.US"], ccy="USD", inflation=False)
+    assert len(lm) == 2
+
+    # __getitem__
+    first = lm[0]
+    assert hasattr(first, "symbol") and first.symbol in {"A.US", "B.US"}
+
+    # __iter__
+    seen = [obj.symbol for obj in lm]
+    assert set(seen) == {"A.US", "B.US"}
+
+
+def test_validate_period_ok_and_fail(synthetic_env):
+    # 24 months -> pl.years == 2
+    lm = DummyList(["IDX.US", "A.US", "B.US"], ccy="USD", inflation=False)
+
+    # valid: period of 1 year
+    lm._validate_period(1)
+
+    # invalid: period exceeds available history in years
+    with pytest.raises(ValueError):
+        lm._validate_period(3)
+
+
+def test_get_asset_obj_dict_raises_for_short_history(mocker):
+    # Prepare a mock for okama.common.make_asset_list.asset.Asset to return an object with short history
+    from collections import namedtuple
+
+    PL = ok.settings.PeriodLength
+
+    class TinyAsset:
+        def __init__(self, symbol: str):
+            self.symbol = symbol
+            self.ror = pd.Series(dtype=float)
+            self.pl = PL(0, 2)  # 0 years and 2 months -> should raise ShortPeriodLengthError
+
+    mocker.patch("okama.common.make_asset_list.asset.Asset", side_effect=TinyAsset)
+
+    with pytest.raises(ok.common.error.ShortPeriodLengthError):
+        ListMaker._get_asset_obj_dict(["X.US"])  # staticmethod
+
+
+@pytest.fixture()
+def _inflation_env_for_listmaker(mocker):
+    """Minimal inflation environment for DummyList(inflation=True)."""
+    idx = pd.period_range("2020-01", periods=12, freq="M")
+    ror = pd.Series(0.01, index=idx, name="A.US")
+
+    # assets
+    fake_assets = {"A.US": _FakeAsset("A.US", ror, currency="USD")}
+    mocker.patch("okama.common.make_asset_list.ListMaker._get_asset_obj_dict", return_value=fake_assets)
+    mocker.patch("okama.common.make_asset_list.asset.Asset", side_effect=_FakeCurrencyAsset)
+
+    # inflation: constant monthly values
+    infl_monthly = pd.Series(0.002, index=idx.to_timestamp(how="end"), name="USD.INFL")
+
+    class _FakeInflation:
+        def __init__(self, symbol: str, first_date=None, last_date=None):
+            self.symbol = symbol
+            self.first_date = infl_monthly.index[0].to_period("M").to_timestamp()
+            self.last_date = infl_monthly.index[-1].to_period("M").to_timestamp()
+            self.values_monthly = infl_monthly.to_period("M")
+
+    mocker.patch("okama.common.make_asset_list.macro.Inflation", side_effect=_FakeInflation)
+    return {"idx": idx, "infl": infl_monthly.to_period("M")}
+
+
+def test_inflation_true_sets_fields_and_aligns_index(_inflation_env_for_listmaker):
+    lm = DummyList(["A.US"], ccy="USD", inflation=True)
+
+    assert hasattr(lm, "inflation")
+    assert hasattr(lm, "inflation_ts")
+    assert isinstance(lm.inflation_ts, pd.Series)
+    assert list(lm.inflation_ts.index) == list(lm.assets_ror.index)