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)