Pratik Bhadane
156 lines
5.5 KiB
Python
156 lines
5.5 KiB
Python
"""Tests for validation and error handling."""
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import numpy as np
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import pytest
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from ferro_ta import (
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ATR,
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BBANDS,
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CDLDOJI,
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MACD,
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RSI,
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SMA,
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FerroTAInputError,
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FerroTAValueError,
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)
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from ferro_ta.core.exceptions import check_min_length, check_timeperiod
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# ---------------------------------------------------------------------------
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# Invalid timeperiod / period parameters → FerroTAValueError
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# ---------------------------------------------------------------------------
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class TestInvalidTimeperiod:
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"""Invalid period parameters must raise FerroTAValueError."""
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def test_sma_timeperiod_zero(self):
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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SMA(np.array([1.0, 2.0, 3.0]), timeperiod=0)
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def test_sma_timeperiod_negative(self):
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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SMA(np.array([1.0, 2.0, 3.0]), timeperiod=-1)
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def test_rsi_timeperiod_zero(self):
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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RSI(np.array([1.0, 2.0, 3.0]), timeperiod=0)
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def test_macd_fast_slow_periods(self):
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close = np.array([1.0, 2.0, 3.0, 4.0, 5.0] * 10)
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with pytest.raises(FerroTAValueError):
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MACD(close, fastperiod=26, slowperiod=12)
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def test_bbands_timeperiod_zero(self):
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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BBANDS(np.array([1.0, 2.0, 3.0]), timeperiod=0)
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def test_atr_timeperiod_zero(self):
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h = np.array([1.0, 2.0, 3.0])
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low = np.array([0.5, 1.5, 2.5])
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c = np.array([0.8, 1.8, 2.8])
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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ATR(h, low, c, timeperiod=0)
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# ---------------------------------------------------------------------------
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# Mismatched array lengths → FerroTAInputError
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# ---------------------------------------------------------------------------
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class TestMismatchedLengths:
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"""Mismatched OHLCV lengths must raise FerroTAInputError."""
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def test_atr_mismatched_lengths(self):
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h = np.array([1.0, 2.0, 3.0])
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low = np.array([0.5, 1.5])
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c = np.array([0.8, 1.8, 2.8])
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with pytest.raises(FerroTAInputError, match="same length"):
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ATR(h, low, c, timeperiod=2)
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def test_cdl_pattern_mismatched_lengths(self):
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open_ = np.array([1.0, 2.0, 3.0])
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high = np.array([1.1, 2.1])
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low = np.array([0.9, 1.9, 2.9])
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close = np.array([1.05, 2.05, 3.05])
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with pytest.raises(FerroTAInputError, match="same length"):
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CDLDOJI(open_, high, low, close)
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# ---------------------------------------------------------------------------
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# Empty and short arrays (defined behaviour or clear exception)
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# ---------------------------------------------------------------------------
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class TestEmptyAndShortArrays:
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"""Empty or too-short arrays have defined behaviour or raise."""
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def test_sma_empty_array(self):
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# Empty array: _to_f64 returns shape (0,); Rust may return empty or raise.
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arr = np.array([], dtype=np.float64)
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result = SMA(arr, timeperiod=1)
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assert result.shape == (0,)
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def test_sma_single_element_timeperiod_one(self):
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arr = np.array([1.0])
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result = SMA(arr, timeperiod=1)
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assert len(result) == 1
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assert result[0] == 1.0
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def test_sma_short_array_timeperiod_larger_than_length(self):
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# len=3, timeperiod=5 → output is all NaN for warmup
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arr = np.array([1.0, 2.0, 3.0])
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result = SMA(arr, timeperiod=5)
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assert len(result) == 3
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assert np.all(np.isnan(result))
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def test_rsi_all_nan_input(self):
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# All-NaN input: output is all NaN (propagation)
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arr = np.array([np.nan, np.nan, np.nan, np.nan, np.nan])
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result = RSI(arr, timeperiod=2)
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assert len(result) == 5
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assert np.all(np.isnan(result))
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# ---------------------------------------------------------------------------
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# Validation helpers (check_timeperiod, check_min_length)
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# ---------------------------------------------------------------------------
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class TestValidationHelpers:
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"""Exported validation helpers behave as documented."""
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def test_check_timeperiod_ok(self):
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check_timeperiod(5)
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check_timeperiod(1)
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def test_check_timeperiod_raises(self):
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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check_timeperiod(0)
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with pytest.raises(FerroTAValueError, match="timeperiod must be >= 1"):
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check_timeperiod(-1)
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def test_check_min_length_ok(self):
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check_min_length(np.array([1.0, 2.0, 3.0]), 2)
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check_min_length([1, 2, 3], 3)
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def test_check_min_length_raises(self):
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with pytest.raises(FerroTAInputError, match="at least 3 elements"):
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check_min_length(np.array([1.0, 2.0]), 3, name="input")
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# ---------------------------------------------------------------------------
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# Exception inheritance (ValueError still works)
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# ---------------------------------------------------------------------------
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class TestExceptionInheritance:
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"""FerroTAValueError/FerroTAInputError are ValueErrors for backward compatibility."""
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def test_catch_value_error(self):
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with pytest.raises(ValueError, match="timeperiod must be >= 1"):
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SMA(np.array([1.0, 2.0, 3.0]), timeperiod=0)
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def test_catch_ferro_ta_value_error(self):
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with pytest.raises(FerroTAValueError):
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SMA(np.array([1.0, 2.0, 3.0]), timeperiod=0)
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