Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
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< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
File size: 3,021 Bytes
ebcde1f | 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 | from __future__ import annotations
from datetime import UTC
from pathlib import Path
import pytest
from microstructure.config import ConfigError, datetime_to_ns, load_config
PROJECT_ROOT = Path(__file__).parents[1]
def test_smoke_config_is_typed_and_stably_hashed() -> None:
first = load_config(PROJECT_ROOT / "configs" / "smoke.toml")
second = load_config(PROJECT_ROOT / "configs" / "smoke.toml")
assert first.hash == second.hash
assert len(first.hash) == 64
assert first.data.symbols == ("BTCUSDT", "ETHUSDT")
assert first.data.start.tzinfo == UTC
assert first.data.partition_root == PROJECT_ROOT / "data" / "normalized"
assert first.evaluation.embargo_events >= first.features.label_horizon_events
def test_datetime_to_ns_rejects_naive_values() -> None:
from datetime import datetime
with pytest.raises(ConfigError, match="timezone aware"):
datetime_to_ns(datetime(2024, 1, 1))
def test_config_rejects_unimplemented_schema_version(tmp_path: Path) -> None:
source = (PROJECT_ROOT / "configs" / "smoke.toml").read_text(encoding="utf-8")
path = tmp_path / "unsupported-schema.toml"
path.write_text(
source.replace('schema_version = "1.0.0"', 'schema_version = "2.0.0"'),
encoding="utf-8",
)
with pytest.raises(ConfigError, match=r"unsupported data\.schema_version"):
load_config(path)
def test_config_accepts_extensible_adapter_mode_identifier(tmp_path: Path) -> None:
source = (PROJECT_ROOT / "configs" / "smoke.toml").read_text(encoding="utf-8")
path = tmp_path / "third-party-mode.toml"
path.write_text(
source.replace('mode = "synthetic"', 'mode = "fixture_vendor.v1"'),
encoding="utf-8",
)
assert load_config(path).data.mode == "fixture_vendor.v1"
def test_config_rejects_unsafe_adapter_mode_identifier(tmp_path: Path) -> None:
source = (PROJECT_ROOT / "configs" / "smoke.toml").read_text(encoding="utf-8")
path = tmp_path / "unsafe-mode.toml"
path.write_text(
source.replace('mode = "synthetic"', 'mode = "Fixture Vendor"'),
encoding="utf-8",
)
with pytest.raises(ConfigError, match="lowercase adapter identifier"):
load_config(path)
@pytest.mark.parametrize(
("line", "replacement", "message"),
[
(
'end = "2024-01-02T00:10:00Z"',
"",
r"requires a bounded data\.end",
),
(
"max_events_per_symbol = 5000",
"max_events_per_symbol = 0",
"requires positive data.max_events_per_symbol",
),
],
)
def test_public_config_fails_fast_on_unbounded_inputs(
tmp_path: Path, line: str, replacement: str, message: str
) -> None:
source = (PROJECT_ROOT / "configs" / "public_sample.toml").read_text(encoding="utf-8")
path = tmp_path / "invalid-public.toml"
path.write_text(source.replace(line, replacement), encoding="utf-8")
with pytest.raises(ConfigError, match=message):
load_config(path)
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