feat(Tests): added basic unit tests for walk_forward_train_test() (#22)

* feat(Tests): added basic unit tests for walk_forward_train_test()

* fix(Tests): inherit from BaseEstimator, fix index problems in walk_forward_train_test

* fix(WalkForward): predictions were mistakenly removed, oops

* fix(WalkForward): mistakenly re-assiging model

tests/test_walk_forward.py

@@ -0,0 +1,41 @@
+import pytest
+import numpy as np
+import pandas as pd
+from utils.walk_forward import walk_forward_train_test
+from sklearn.base import BaseEstimator
+
+def __generate_test_data():
+    no_columns = 6
+    no_rows = 100
+    X = [[row] * no_columns for row in range(no_rows)]
+    assert X[0][0] == 0
+    assert X[1][0] == 1
+    assert X[2][0] == 2
+    assert X[3][0] == 3
+    X = pd.DataFrame(X)
+
+    y = [row+1 for row in range(no_rows)]
+    assert y[0] == 1
+    assert y[1] == 2
+    assert y[2] == 3
+    y = pd.Series(y)
+
+    return X, y
+
+
+def test_walk_forward_train_test():
+    X, y = __generate_test_data()
+
+    window_length = 10
+    class StubModel(BaseEstimator):
+
+        def fit(self, X, y):
+            assert len(X) == window_length
+            for i in range(len(X)):
+                assert X[i][0] + 1 == y[i]
+
+        def predict(self, X):
+            return np.array([X[0][0] + 1])
+
+    model = StubModel()
+    walk_forward_train_test('test', model, X, y, window_length, 10)