Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
Size:
< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
File size: 16,179 Bytes
6ecdfc7 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 | from __future__ import annotations
import argparse
import json
from pathlib import Path
import pandas as pd
import pytest
import casuallab.cli as cli_module
from casuallab.cli import (
_run_reproduce,
_write_hte_artifacts,
build_parser,
main,
write_simulation_outputs,
)
from casuallab.config import DesignConfig, SimulationConfig
from casuallab.simulator import simulate_market
def test_cli_exposes_required_workflow_commands() -> None:
parser = build_parser()
actions = [action for action in parser._actions if action.dest == "command"]
assert len(actions) == 1
commands = set(actions[0].choices)
assert {
"download-sample",
"build-panel",
"validate-nyc-full",
"simulate",
"benchmark",
"interference-benchmark",
"nyc-simulation-anchor",
"nyc-weather",
"nyc-events",
"nyc-income",
"nyc-benchmark",
"nyc-graph-benchmark",
"equilibrium-benchmark",
"report",
"reproduce-sample",
}.issubset(commands)
report_args = parser.parse_args(["report"])
reproduce_args = parser.parse_args(["reproduce-sample"])
assert report_args.nyc_full_validation == "artifacts/nyc_full/validation.json"
assert report_args.nyc_full_manifest == "artifacts/nyc_full/manifest.json"
assert (
report_args.treatment_version_policy
== "artifacts/benchmarks/treatment_version_policy_results.csv"
)
assert (
report_args.treatment_version_policy_manifest
== "artifacts/benchmarks/treatment_version_policy_manifest.json"
)
assert reproduce_args.nyc_full_validation == "artifacts/nyc_full/validation.json"
assert reproduce_args.nyc_full_manifest == "artifacts/nyc_full/manifest.json"
assert report_args.interference_summary.endswith("interference_summary.csv")
assert report_args.interference_manifest.endswith("interference_manifest.json")
assert report_args.nyc_simulation_anchor.endswith("nyc_simulation_anchor.json")
assert report_args.nyc_simulation_anchor_manifest.endswith("manifest.json")
assert report_args.nyc_benchmark_manifest.endswith("nyc_informed/manifest.json")
assert report_args.nyc_graph_benchmark_manifest.endswith("nyc_graph/manifest.json")
assert report_args.equilibrium_manifest.endswith("equilibrium/manifest.json")
assert report_args.nyc_weather_manifest.endswith("weather/manifest.json")
assert report_args.nyc_events_manifest.endswith("events/manifest.json")
assert report_args.nyc_income_manifest.endswith("income/manifest.json")
weather_args = parser.parse_args(["nyc-weather"])
assert weather_args.raw.endswith("noaa_central_park_2024-01.csv")
assert weather_args.data_manifest == "data/nyc_full/manifest.json"
event_args = parser.parse_args(["nyc-events"])
assert event_args.events.endswith("nyc_permitted_events_overlap_2024-01.csv")
assert event_args.holidays.endswith("official_holidays_2024-01.csv")
income_args = parser.parse_args(["nyc-income"])
assert income_args.taxi_zones.endswith("taxi_zones.zip")
assert income_args.acs_b19001.endswith("acs_2022_5yr_b19001_nyc_tracts.dat")
assert parser.parse_args(["nyc-benchmark"]).replications == 6
assert parser.parse_args(["nyc-graph-benchmark"]).n_zones == 16
assert parser.parse_args(["equilibrium-benchmark"]).treatment_version == "bundled"
def test_nyc_weather_command_reuses_pinned_raw_and_writes_bundle(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
raw = tmp_path / "weather.csv"
raw.write_text("pinned\n", encoding="utf-8")
generated = tuple(tmp_path / f"weather-{index}.csv" for index in range(5))
for path in generated:
path.write_text("ok\n", encoding="utf-8")
observed: dict[str, object] = {}
def download(path: str, *, refresh: bool) -> Path:
observed["download"] = (path, refresh)
return raw
def write_bundle(
raw_path: Path,
panel_dir: str,
data_manifest: str,
output_dir: str,
*,
project_root: Path,
) -> object:
observed["writer"] = (
raw_path,
panel_dir,
data_manifest,
output_dir,
project_root,
)
return argparse.Namespace(paths=lambda: generated)
monkeypatch.setattr(cli_module, "download_noaa_daily_weather", download)
monkeypatch.setattr(cli_module, "write_nyc_weather_bundle", write_bundle)
outputs = cli_module._run_nyc_weather(
argparse.Namespace(
raw=str(raw),
panel_dir="panel",
data_manifest="data-manifest.json",
output_dir="weather-output",
refresh=False,
)
)
assert outputs == list(generated)
assert observed["download"] == (str(raw), False)
assert observed["writer"][0] == raw
def test_nyc_events_and_income_commands_use_pinned_inputs(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
generated = tuple(tmp_path / f"artifact-{index}.csv" for index in range(7))
for path in generated:
path.write_text("ok\n", encoding="utf-8")
observed: dict[str, object] = {}
def download(path: str, *, refresh: bool) -> Path:
observed["event_download"] = (path, refresh)
return Path(path)
def event_writer(*args: object, project_root: Path) -> object:
observed["event_writer"] = (*args, project_root)
return argparse.Namespace(paths=lambda: generated)
def income_writer(*args: object, project_root: Path) -> object:
observed["income_writer"] = (*args, project_root)
return argparse.Namespace(paths=lambda: generated)
monkeypatch.setattr(cli_module, "download_nyc_permitted_events_snapshot", download)
monkeypatch.setattr(cli_module, "write_nyc_events_bundle", event_writer)
monkeypatch.setattr(cli_module, "write_nyc_income_bundle", income_writer)
event_outputs = cli_module._run_nyc_events(
argparse.Namespace(
holidays="holidays.csv",
events="events.csv",
panel_dir="panel",
data_manifest="manifest.json",
output_dir="event-output",
refresh=False,
)
)
income_outputs = cli_module._run_nyc_income(
argparse.Namespace(
taxi_zones="taxi.zip",
nta="nta.geojson",
tract_to_nta="tract.csv",
acs_b19001="acs.dat",
panel_dir="panel",
data_manifest="manifest.json",
output_dir="income-output",
)
)
assert event_outputs == list(generated)
assert income_outputs == list(generated)
assert observed["event_download"] == ("events.csv", False)
assert observed["event_writer"][:5] == (
"holidays.csv",
Path("events.csv"),
"panel",
"manifest.json",
"event-output",
)
assert observed["income_writer"][:7] == (
"taxi.zip",
"nta.geojson",
"tract.csv",
"acs.dat",
"panel",
"manifest.json",
"income-output",
)
def test_offline_enrichment_gate_distinguishes_absent_partial_and_complete(
tmp_path: Path,
) -> None:
nyc_manifest = tmp_path / "manifest.json"
panel = tmp_path / "panel"
source_a = tmp_path / "source-a.csv"
source_b = tmp_path / "source-b.csv"
assert (
cli_module._offline_enrichment_ready(
"fixture",
nyc_dependencies=(nyc_manifest, panel),
external_sources=(source_a, source_b),
)
is False
)
nyc_manifest.write_text("{}", encoding="utf-8")
with pytest.raises(ValueError, match="complete NYC dependencies"):
cli_module._offline_enrichment_ready(
"fixture",
nyc_dependencies=(nyc_manifest, panel),
external_sources=(source_a, source_b),
)
panel.mkdir()
assert (
cli_module._offline_enrichment_ready(
"fixture",
nyc_dependencies=(nyc_manifest, panel),
external_sources=(source_a, source_b),
)
is False
)
source_a.write_text("a", encoding="utf-8")
with pytest.raises(ValueError, match="every pinned external source"):
cli_module._offline_enrichment_ready(
"fixture",
nyc_dependencies=(nyc_manifest, panel),
external_sources=(source_a, source_b),
)
source_b.write_text("b", encoding="utf-8")
assert cli_module._offline_enrichment_ready(
"fixture",
nyc_dependencies=(nyc_manifest, panel),
external_sources=(source_a, source_b),
)
def test_cli_help_exits_successfully(capsys: pytest.CaptureFixture[str]) -> None:
with pytest.raises(SystemExit) as raised:
main(["--help"])
assert raised.value.code == 0
assert "reproduce-sample" in capsys.readouterr().out
def test_full_data_requires_explicit_build_opt_in_and_cannot_reproduce(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
config_path = tmp_path / "full.yaml"
config_path.write_text(
"\n".join(
[
"source: nyc_hvfhv",
"mode: full",
f"project_root: {tmp_path}",
"raw_dir: raw",
"clean_dir: clean",
"panel_dir: panel",
"nyc_months: [1]",
]
),
encoding="utf-8",
)
def unexpected_pipeline(*_args: object, **_kwargs: object) -> object:
raise AssertionError("full pipeline ran before explicit opt-in")
monkeypatch.setattr(cli_module, "run_data_pipeline", unexpected_pipeline)
with pytest.raises(ValueError, match="--allow-full-download"):
main(["build-panel", "--config", str(config_path)])
with pytest.raises(ValueError, match="--allow-full-download"):
main(["validate-nyc-full", "--config", str(config_path)])
args = argparse.Namespace(
output_root=str(tmp_path / "artifacts"),
config=str(config_path),
simulation_config="configs/simulation.yaml",
benchmark_config="configs/benchmark.yaml",
policy_config="configs/policy.yaml",
refresh=False,
)
with pytest.raises(ValueError, match="bounded mode: sample"):
_run_reproduce(args)
assert not (tmp_path / "artifacts/REPRODUCE_INCOMPLETE.json").exists()
def test_validate_nyc_full_publishes_empirical_calibration_bundle(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
config = argparse.Namespace(
source="nyc_hvfhv",
mode="full",
raw_dir=tmp_path / "raw",
)
config.raw_dir.mkdir()
data_manifest = tmp_path / "data-manifest.json"
diagnostics = tmp_path / "diagnostics.json"
analysis_file = tmp_path / "analysis.json"
calibration_file = tmp_path / "calibration.json"
for path in (data_manifest, diagnostics, analysis_file, calibration_file):
path.write_text("{}\n", encoding="utf-8")
data_artifacts = argparse.Namespace(
raw_files=(),
diagnostics_path=diagnostics,
manifest_path=data_manifest,
)
analysis = argparse.Namespace(paths=lambda: (analysis_file,))
calibration = argparse.Namespace(paths=lambda: (calibration_file,))
monkeypatch.setattr(cli_module, "load_data_config", lambda _path: config)
monkeypatch.setattr(cli_module, "nyc_hvfhv_urls", lambda _config: ())
monkeypatch.setattr(cli_module, "run_data_pipeline", lambda *_args, **_kwargs: data_artifacts)
monkeypatch.setattr(cli_module, "write_nyc_full_analysis", lambda *_args, **_kwargs: analysis)
observed_output: list[Path] = []
def write_calibration(_config: object, output: Path) -> object:
observed_output.append(output)
return calibration
monkeypatch.setattr(cli_module, "write_nyc_calibration_bundle", write_calibration)
outputs = cli_module._run_validate_nyc_full(
argparse.Namespace(
config="configs/full.yaml",
output_dir=str(tmp_path / "artifacts"),
refresh=False,
allow_full_download=True,
)
)
assert observed_output == [tmp_path / "artifacts/calibration_network"]
assert calibration_file in outputs
def test_simulation_writer_uses_strict_json_for_unavailable_truth(tmp_path: Path) -> None:
config = SimulationConfig(
n_zones=3,
n_periods=8,
spillover_strength=0.2,
persistence=0.3,
design=DesignConfig(name="geo_cluster", n_clusters=3, seed=8),
seed=7,
)
outputs = write_simulation_outputs(simulate_market(config), tmp_path)
metadata_text = outputs["metadata"].read_text(encoding="utf-8")
metadata = json.loads(metadata_text)
assert ": NaN" not in metadata_text
assert metadata["ground_truth"]["direct_effect"] is None
assert metadata["ground_truth"]["intent_to_treat"] is None
assert all(path.is_file() for path in outputs.values())
def test_hte_artifact_uses_cluster_holdout_and_known_matching_truth(tmp_path: Path) -> None:
outputs = _write_hte_artifacts(
SimulationConfig(n_zones=4, n_periods=16, seed=19),
tmp_path,
)
summary = json.loads(outputs["summary"].read_text(encoding="utf-8"))
assert summary["target_estimand"] == "controlled_zone_direct_effect"
assert summary["crossfit_group"] == "geographic_randomization_cluster"
assert summary["interference"] == 0.0
assert summary["persistence"] == 0.0
assert summary["rows"] == 8 * 16
calibration = pd.read_csv(outputs["calibration"])
assert {
"mean_predicted_cate",
"mean_known_truth",
"mean_error",
"rmse",
"rows",
}.issubset(calibration.columns)
subgroup = pd.read_csv(outputs["subgroup_recovery"])
assert {"mean_predicted_cate", "mean_known_truth", "mean_error"}.issubset(
subgroup.columns
)
stability = pd.read_csv(outputs["fold_stability"])
assert stability["crossfit_fold"].nunique() == 4
assert outputs["calibration_chart"].read_text(encoding="utf-8").startswith("<!DOCTYPE html>")
assert all(path.is_file() for path in outputs.values())
def test_reproduce_marker_invalidates_old_manifest_and_survives_failure(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
output_root = tmp_path / "artifacts"
output_root.mkdir()
old_manifest = output_root / "reproduce_manifest.json"
old_manifest.write_text("{}", encoding="utf-8")
def fail(_args: argparse.Namespace) -> list[Path]:
raise RuntimeError("synthetic failure")
monkeypatch.setattr(cli_module, "_run_reproduce_inner", fail)
args = argparse.Namespace(
output_root=str(output_root),
config="configs/sample.yaml",
simulation_config="configs/simulation.yaml",
benchmark_config="configs/benchmark.yaml",
policy_config="configs/policy.yaml",
)
with pytest.raises(RuntimeError, match="synthetic failure"):
_run_reproduce(args)
assert not old_manifest.exists()
marker = output_root / "REPRODUCE_INCOMPLETE.json"
assert marker.is_file()
assert json.loads(marker.read_text(encoding="utf-8"))["status"] == "incomplete"
def test_reproduce_marker_is_removed_only_after_final_manifest(
tmp_path: Path,
monkeypatch: pytest.MonkeyPatch,
) -> None:
output_root = tmp_path / "artifacts"
def succeed(args: argparse.Namespace) -> list[Path]:
manifest = Path(args.output_root) / "reproduce_manifest.json"
manifest.write_text('{"files": []}', encoding="utf-8")
return [manifest]
monkeypatch.setattr(cli_module, "_run_reproduce_inner", succeed)
args = argparse.Namespace(
output_root=str(output_root),
config="configs/sample.yaml",
simulation_config="configs/simulation.yaml",
benchmark_config="configs/benchmark.yaml",
policy_config="configs/policy.yaml",
)
outputs = _run_reproduce(args)
assert outputs == [output_root / "reproduce_manifest.json"]
assert not (output_root / "REPRODUCE_INCOMPLETE.json").exists()
|