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 | |
| 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) | |
| 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) | |