|
1 | 1 | import unittest |
| 2 | +import random |
| 3 | +import string |
| 4 | +from typing import Callable, Optional |
2 | 5 |
|
3 | 6 | import numpy as np |
4 | | -import pandas as pd # type: ignore |
| 7 | +import pandas as pd |
5 | 8 |
|
6 | 9 | from numerai_tools.signals import ( |
7 | 10 | churn, |
8 | 11 | turnover, |
9 | 12 | calculate_max_churn_and_turnover, |
10 | 13 | ) |
11 | | -from .util import ( |
12 | | - generate_fake_universe, |
13 | | - generate_new_submission, |
14 | | -) |
| 14 | + |
| 15 | + |
| 16 | +def generate_unique_values(generator: Callable, length: int, num_rows: int) -> list: |
| 17 | + """Generates a list of unique values using the provided generator function.""" |
| 18 | + values: set[str] = set() |
| 19 | + while len(values) < num_rows: |
| 20 | + new_value = generator(length) |
| 21 | + values.add(new_value) |
| 22 | + return list(values) |
| 23 | + |
| 24 | + |
| 25 | +def generate_ticker_ascii_uppercase(length: int) -> str: |
| 26 | + return "".join(random.choices(string.ascii_uppercase, k=length)) |
| 27 | + |
| 28 | + |
| 29 | +def generate_fake_universe( |
| 30 | + date_value: str = "20130308", ticker_col: str = "numerai_ticker" |
| 31 | +) -> pd.DataFrame: |
| 32 | + num_rows = 100 |
| 33 | + data = { |
| 34 | + "date": [date_value for _ in range(num_rows)], |
| 35 | + ticker_col: [ |
| 36 | + ticker + " US" |
| 37 | + for ticker in generate_unique_values( |
| 38 | + generate_ticker_ascii_uppercase, 3, num_rows |
| 39 | + ) |
| 40 | + ], |
| 41 | + } |
| 42 | + |
| 43 | + uni = pd.DataFrame(data) |
| 44 | + return uni |
| 45 | + |
| 46 | + |
| 47 | +def generate_new_submission( |
| 48 | + universe: pd.DataFrame, |
| 49 | + date_value: str = "2013-03-08", |
| 50 | + ticker_col: str = "numerai_ticker", |
| 51 | + legacy_headers: bool = False, |
| 52 | + date_col: Optional[str] = None, |
| 53 | +) -> pd.DataFrame: |
| 54 | + if legacy_headers and date_col is None: |
| 55 | + date_col = "friday_date" |
| 56 | + elif date_col is None: |
| 57 | + date_col = date_col |
| 58 | + else: |
| 59 | + date_col = "date" |
| 60 | + |
| 61 | + rows = [] |
| 62 | + for ticker in universe[ticker_col].unique(): |
| 63 | + if legacy_headers: |
| 64 | + rows.append( |
| 65 | + { |
| 66 | + ticker_col: ticker, |
| 67 | + "signal": random.random(), |
| 68 | + "data_type": "live", |
| 69 | + date_col: date_value, |
| 70 | + } |
| 71 | + ) |
| 72 | + else: |
| 73 | + rows.append({ticker_col: ticker, "signal": random.random()}) |
| 74 | + return pd.DataFrame(rows) |
15 | 75 |
|
16 | 76 |
|
17 | 77 | class TestSignals(unittest.TestCase): |
|
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