test: update tests for new FX data format

mbk-dev · Aug 9, 2022 · 8800429 · 8800429
1 parent 805195a
commit 8800429
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Showing 6 changed files with 66 additions and 105 deletions.
diff --git a/okama/common/make_asset_list.py b/okama/common/make_asset_list.py
@@ -270,7 +270,7 @@ def _get_single_asset_dividends(self, tick: str, remove_forecast: bool = True) -
 
     def _get_assets_dividends(self, remove_forecast=True) -> pd.DataFrame:
         """
-        Get monthly dividend time series for all assets.
+        Get monthly dividend time series for all assets. Dividend values are adjusted to base currency.
 
         If `remove_forecast=True` all forecasted (future) data is removed from the time series.
         """

diff --git a/poetry.lock b/poetry.lock
diff --git a/pyproject.toml b/pyproject.toml
@@ -36,7 +36,7 @@ joblib = "^1.1.0"
 [tool.poetry.dev-dependencies]
 pytest = "^6.0.0"
 jupyter = { version = "^1.0.0", optional = true }
-ipykernel = { version = "^6.13.0", optional = true }
+ipykernel = { version = "^6.15.0", optional = true }
 black = {extras = ["jupyter"], version = "^22.3.0"}
 #sphinx dependencies
 sphinx = { version = "^3", optional = true }

diff --git a/tests/data/asset_list_describe.pkl b/tests/data/asset_list_describe.pkl
diff --git a/tests/test_asset_list.py b/tests/test_asset_list.py
@@ -65,9 +65,9 @@ def test_currencies(self):
             "asset list": "USD",
         }
         assert self.currencies.names == {
-            "RUBUSD.FX": "RUBUSD",
+            "RUBUSD.FX": "Russian Rouble/US Dollar FX Cross Rate",
             "EURUSD.FX": "EURUSD",
-            "CNYUSD.FX": "CNYUSD",
+            "CNYUSD.FX": "Chinese Renminbi/US Dollar FX Cross Rate",
         }
         assert self.currencies.describe().iloc[1, -1] == approx(0.02485, rel=1e-2)
 

diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py
@@ -111,21 +111,22 @@ def test_close_monthly(portfolio_not_rebalanced):
 
 def test_get_assets_dividends(portfolio_dividends):
     assert portfolio_dividends._get_assets_dividends().iloc[-1, 0] == approx(0, abs=1e-2)
-    assert portfolio_dividends._get_assets_dividends().iloc[-1, 1] == approx(32.77, rel=1e-2)  # T.US 2020-01
+    # T.US 2020-01=$0.3927 , RUBUSD=63.03 (  http://joxi.ru/823dnYWizBvEOA  )
+    assert portfolio_dividends._get_assets_dividends().iloc[-1, 1] == approx(24.75, rel=1e-2)
     assert portfolio_dividends._get_assets_dividends().iloc[-1, 2] == approx(0, rel=1e-2)
 
 
 def test_number_of_securities(portfolio_not_rebalanced, portfolio_dividends):
     assert portfolio_not_rebalanced.number_of_securities.iloc[-1, 0] == approx(8.88, rel=1e-2)  # RUB.FX
     assert portfolio_not_rebalanced.number_of_securities.iloc[-1, 1] == approx(0.2787, abs=1e-2)  # MCFTR.INDX
     # with dividends
-    assert portfolio_dividends.number_of_securities.iloc[-1, 0] == approx(3.90, rel=1e-2)  # SBER.MOEX
-    assert portfolio_dividends.number_of_securities.iloc[-1, 1] == approx(0.41, abs=1e-2)  # T.US
-    assert portfolio_dividends.number_of_securities.iloc[-1, 2] == approx(0.38, abs=1e-2)  # GNS.LSE
+    assert portfolio_dividends.number_of_securities.iloc[-1, 0] == approx(3.97, rel=1e-2)  # SBER.MOEX
+    assert portfolio_dividends.number_of_securities.iloc[-1, 1] == approx(0.425, abs=1e-2)  # T.US
+    assert portfolio_dividends.number_of_securities.iloc[-1, 2] == approx(0.392, abs=1e-2)  # GNS.LSE
 
 
 def test_dividends(portfolio_dividends):
-    assert portfolio_dividends.dividends.iloc[-1] == approx(13.71, rel=1e-2)
+    assert portfolio_dividends.dividends.iloc[-1] == approx(10.54, rel=1e-2)
 
 
 def test_dividend_yield(portfolio_dividends):