algorithmic_trading / tests /test_data_ingestion.py
Edwin Salguero
Initial commit: Enhanced Algorithmic Trading System with Synthetic Data Generation, Comprehensive Logging, and Extensive Testing
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import pytest
import pandas as pd
import numpy as np
import tempfile
import os
from unittest.mock import patch, MagicMock
from agentic_ai_system.data_ingestion import load_data, validate_data, _load_csv_data, _generate_synthetic_data
class TestDataIngestion:
"""Test cases for data ingestion module"""
@pytest.fixture
def config(self):
"""Sample configuration for testing"""
return {
'data_source': {
'type': 'csv',
'path': 'data/market_data.csv'
},
'synthetic_data': {
'base_price': 150.0,
'volatility': 0.02,
'trend': 0.001,
'noise_level': 0.005,
'data_path': 'data/synthetic_market_data.csv'
},
'trading': {
'symbol': 'AAPL',
'timeframe': '1min'
}
}
@pytest.fixture
def sample_csv_data(self):
"""Create sample CSV data for testing"""
dates = pd.date_range(start='2024-01-01', periods=100, freq='1min')
data = []
for i, date in enumerate(dates):
base_price = 150.0 + (i * 0.1)
data.append({
'timestamp': date,
'open': base_price + np.random.normal(0, 1),
'high': base_price + abs(np.random.normal(0, 2)),
'low': base_price - abs(np.random.normal(0, 2)),
'close': base_price + np.random.normal(0, 1),
'volume': np.random.randint(1000, 100000)
})
return pd.DataFrame(data)
def test_load_data_csv_type(self, config, sample_csv_data):
"""Test loading data with CSV type"""
with tempfile.NamedTemporaryFile(mode='w', suffix='.csv', delete=False) as tmp_file:
sample_csv_data.to_csv(tmp_file.name, index=False)
config['data_source']['path'] = tmp_file.name
try:
result = load_data(config)
assert isinstance(result, pd.DataFrame)
assert len(result) == len(sample_csv_data)
assert list(result.columns) == list(sample_csv_data.columns)
finally:
os.unlink(tmp_file.name)
def test_load_data_synthetic_type(self, config):
"""Test loading data with synthetic type"""
config['data_source']['type'] = 'synthetic'
with patch('agentic_ai_system.data_ingestion._generate_synthetic_data') as mock_generate:
mock_df = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [155] * 10,
'low': [145] * 10,
'close': [152] * 10,
'volume': [1000] * 10
})
mock_generate.return_value = mock_df
result = load_data(config)
assert isinstance(result, pd.DataFrame)
mock_generate.assert_called_once_with(config)
def test_load_data_invalid_type(self, config):
"""Test loading data with invalid type"""
config['data_source']['type'] = 'invalid_type'
with pytest.raises(ValueError, match="Unsupported data source type"):
load_data(config)
def test_load_csv_data_file_exists(self, config, sample_csv_data):
"""Test loading CSV data when file exists"""
with tempfile.NamedTemporaryFile(mode='w', suffix='.csv', delete=False) as tmp_file:
sample_csv_data.to_csv(tmp_file.name, index=False)
config['data_source']['path'] = tmp_file.name
try:
result = _load_csv_data(config)
assert isinstance(result, pd.DataFrame)
assert len(result) == len(sample_csv_data)
assert result['timestamp'].dtype == 'datetime64[ns]'
finally:
os.unlink(tmp_file.name)
def test_load_csv_data_file_not_exists(self, config):
"""Test loading CSV data when file doesn't exist"""
config['data_source']['path'] = 'nonexistent_file.csv'
with patch('agentic_ai_system.data_ingestion._generate_synthetic_data') as mock_generate:
mock_df = pd.DataFrame({'test': [1, 2, 3]})
mock_generate.return_value = mock_df
result = _load_csv_data(config)
assert result is mock_df
mock_generate.assert_called_once_with(config)
def test_load_csv_data_missing_columns(self, config):
"""Test loading CSV data with missing columns"""
with tempfile.NamedTemporaryFile(mode='w', suffix='.csv', delete=False) as tmp_file:
# Create CSV with missing columns
incomplete_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'close': [152] * 10
# Missing high, low, volume
})
incomplete_data.to_csv(tmp_file.name, index=False)
config['data_source']['path'] = tmp_file.name
try:
with patch('agentic_ai_system.data_ingestion._generate_synthetic_data') as mock_generate:
mock_df = pd.DataFrame({'test': [1, 2, 3]})
mock_generate.return_value = mock_df
result = _load_csv_data(config)
assert result is mock_df
mock_generate.assert_called_once_with(config)
finally:
os.unlink(tmp_file.name)
def test_generate_synthetic_data(self, config):
"""Test synthetic data generation"""
with patch('agentic_ai_system.synthetic_data_generator.SyntheticDataGenerator') as mock_generator_class:
mock_generator = MagicMock()
mock_generator_class.return_value = mock_generator
mock_df = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [155] * 10,
'low': [145] * 10,
'close': [152] * 10,
'volume': [1000] * 10
})
mock_generator.generate_ohlcv_data.return_value = mock_df
result = _generate_synthetic_data(config)
assert isinstance(result, pd.DataFrame)
mock_generator.generate_ohlcv_data.assert_called_once()
mock_generator.save_to_csv.assert_called_once()
def test_validate_data_valid(self, sample_csv_data):
"""Test data validation with valid data"""
assert validate_data(sample_csv_data) == True
def test_validate_data_missing_columns(self):
"""Test data validation with missing columns"""
invalid_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10
# Missing required columns
})
assert validate_data(invalid_data) == False
def test_validate_data_negative_prices(self):
"""Test data validation with negative prices"""
invalid_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [155] * 10,
'low': [-145] * 10, # Negative low price
'close': [152] * 10,
'volume': [1000] * 10
})
assert validate_data(invalid_data) == False
def test_validate_data_negative_volumes(self):
"""Test data validation with negative volumes"""
invalid_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [155] * 10,
'low': [145] * 10,
'close': [152] * 10,
'volume': [-1000] * 10 # Negative volume
})
assert validate_data(invalid_data) == False
def test_validate_data_invalid_ohlc(self):
"""Test data validation with invalid OHLC relationships"""
invalid_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [145] * 10, # High < Open
'low': [145] * 10,
'close': [152] * 10,
'volume': [1000] * 10
})
assert validate_data(invalid_data) == False
def test_validate_data_null_values(self):
"""Test data validation with null values"""
invalid_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=10, freq='1min'),
'open': [150] * 10,
'high': [155] * 10,
'low': [145] * 10,
'close': [152] * 10,
'volume': [1000] * 10
})
# Add null values
invalid_data.loc[0, 'open'] = None
assert validate_data(invalid_data) == False
def test_validate_data_empty_dataframe(self):
"""Test data validation with empty DataFrame"""
empty_data = pd.DataFrame()
assert validate_data(empty_data) == False
def test_load_data_error_handling(self, config):
"""Test error handling in load_data"""
config['data_source']['type'] = 'csv'
config['data_source']['path'] = 'nonexistent_file.csv'
with patch('agentic_ai_system.data_ingestion._generate_synthetic_data', side_effect=Exception("Test error")):
with pytest.raises(Exception, match="Test error"):
load_data(config)
def test_csv_data_timestamp_conversion(self, config, sample_csv_data):
"""Test timestamp conversion in CSV loading"""
with tempfile.NamedTemporaryFile(mode='w', suffix='.csv', delete=False) as tmp_file:
# Convert timestamp to string for CSV
sample_csv_data['timestamp'] = sample_csv_data['timestamp'].astype(str)
sample_csv_data.to_csv(tmp_file.name, index=False)
config['data_source']['path'] = tmp_file.name
try:
result = _load_csv_data(config)
# Check that timestamp is converted to datetime
assert result['timestamp'].dtype == 'datetime64[ns]'
finally:
os.unlink(tmp_file.name)
def test_synthetic_data_directory_creation(self, config):
"""Test that synthetic data directory is created if it doesn't exist"""
with patch('os.makedirs') as mock_makedirs:
with patch('agentic_ai_system.synthetic_data_generator.SyntheticDataGenerator') as mock_generator_class:
mock_generator = MagicMock()
mock_generator_class.return_value = mock_generator
mock_df = pd.DataFrame({'test': [1, 2, 3]})
mock_generator.generate_ohlcv_data.return_value = mock_df
_generate_synthetic_data(config)
# Check that makedirs was called
mock_makedirs.assert_called_once()
def test_data_validation_edge_cases(self):
"""Test data validation with edge cases"""
# Test with single row
single_row_data = pd.DataFrame({
'timestamp': [pd.Timestamp('2024-01-01')],
'open': [150],
'high': [155],
'low': [145],
'close': [152],
'volume': [1000]
})
assert validate_data(single_row_data) == True
# Test with very large numbers
large_data = pd.DataFrame({
'timestamp': pd.date_range('2024-01-01', periods=5, freq='1min'),
'open': [1e6] * 5,
'high': [1e6 + 100] * 5,
'low': [1e6 - 100] * 5,
'close': [1e6 + 50] * 5,
'volume': [1e9] * 5
})
assert validate_data(large_data) == True