| """Test the econometrics utils module.""" |
|
|
| import numpy as np |
| import pandas as pd |
| from extensions.econometrics.openbb_econometrics.utils import ( |
| get_engle_granger_two_step_cointegration_test, |
| mock_multi_index_data, |
| ) |
|
|
|
|
| def test_get_engle_granger_two_step_cointegration_test(): |
| """Test the get_engle_granger_two_step_cointegration_test function.""" |
| x = pd.Series(np.random.randn(100)) |
| y = pd.Series(np.random.randn(100)) |
|
|
| result = get_engle_granger_two_step_cointegration_test(x, y) |
|
|
| assert result |
|
|
|
|
| def test_mock_multi_index_data(): |
| """Test the mock_multi_index_data function.""" |
| mi_data = mock_multi_index_data() |
| assert isinstance(mi_data, pd.DataFrame) |
| assert mi_data.index.nlevels == 2 |
|
|
