FREDML / backup /redundant_files /test_mathematical_fixes.py
Edwin Salguero
Enhanced FRED ML with improved Reports & Insights page, fixed alignment analysis, and comprehensive analytics improvements
2469150
#!/usr/bin/env python3
"""
Test script to verify mathematical fixes module
"""
import sys
import os
import pandas as pd
import numpy as np
from datetime import datetime, timedelta
# Add the project root to Python path
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
def test_mathematical_fixes():
"""Test the mathematical fixes module"""
print("πŸ” Testing mathematical fixes module...")
try:
from src.analysis.mathematical_fixes import MathematicalFixes
# Create test data
dates = pd.date_range('2020-01-01', periods=100, freq='ME')
test_data = pd.DataFrame({
'GDPC1': np.random.normal(22000, 1000, 100), # Billions
'INDPRO': np.random.normal(100, 5, 100), # Index
'CPIAUCSL': np.random.normal(250, 10, 100), # Index
'FEDFUNDS': np.random.normal(2, 0.5, 100), # Percent
'PAYEMS': np.random.normal(150000, 5000, 100) # Thousands
}, index=dates)
print("βœ… Test data created successfully")
# Initialize mathematical fixes
fixes = MathematicalFixes()
print("βœ… MathematicalFixes initialized successfully")
# Test unit normalization
normalized_data = fixes.normalize_units(test_data)
print(f"βœ… Unit normalization completed. Shape: {normalized_data.shape}")
# Test frequency alignment
aligned_data = fixes.align_frequencies(test_data, target_freq='QE')
print(f"βœ… Frequency alignment completed. Shape: {aligned_data.shape}")
# Test growth rate calculation
growth_data = fixes.calculate_growth_rates(test_data, method='pct_change')
print(f"βœ… Growth rate calculation completed. Shape: {growth_data.shape}")
# Test stationarity enforcement
stationary_data, diff_info = fixes.enforce_stationarity(growth_data)
print(f"βœ… Stationarity enforcement completed. Shape: {stationary_data.shape}")
print(f"βœ… Differencing info: {len(diff_info)} indicators processed")
# Test comprehensive fixes
fixed_data, fix_info = fixes.apply_comprehensive_fixes(
test_data,
target_freq='QE',
growth_method='pct_change',
normalize_units=True
)
print(f"βœ… Comprehensive fixes applied. Final shape: {fixed_data.shape}")
print(f"βœ… Applied fixes: {fix_info['fixes_applied']}")
# Test safe error metrics
actual = np.array([1, 2, 3, 4, 5])
forecast = np.array([1.1, 1.9, 3.1, 3.9, 5.1])
mape = fixes.safe_mape(actual, forecast)
mae = fixes.safe_mae(actual, forecast)
rmse = fixes.safe_rmse(actual, forecast)
print(f"βœ… Error metrics calculated - MAPE: {mape:.2f}%, MAE: {mae:.2f}, RMSE: {rmse:.2f}")
# Test forecast period scaling
for indicator in ['GDPC1', 'INDPRO', 'FEDFUNDS']:
scaled_periods = fixes.scale_forecast_periods(4, indicator, test_data)
print(f"βœ… {indicator}: scaled forecast periods from 4 to {scaled_periods}")
print("\nπŸŽ‰ All mathematical fixes tests passed successfully!")
return True
except Exception as e:
print(f"❌ Mathematical fixes test failed: {e}")
import traceback
traceback.print_exc()
return False
if __name__ == "__main__":
success = test_mathematical_fixes()
if success:
print("\nβœ… Mathematical fixes module is working correctly!")
else:
print("\n❌ Mathematical fixes module has issues.")