Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
Size:
< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
| 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() | |