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class TestFamaFrench (tm .TestCase ):
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+
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def test_get_data (self ):
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keys = [
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'F-F_Research_Data_Factors' , 'F-F_ST_Reversal_Factor' ,
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]
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for name in keys :
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ff = web .DataReader (name , 'famafrench' )
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- assert 'DESCR' in ff
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- assert len (ff ) > 1
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+ self . assertTrue ( 'DESCR' in ff )
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+ self . assertTrue ( len (ff ) > 1 )
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def test_get_available_datasets (self ):
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_skip_if_no_lxml ()
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l = get_available_datasets ()
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- assert len (l ) > 100
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+ self . assertTrue ( len (l ) > 100 )
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def test_index (self ):
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ff = web .DataReader ('F-F_Research_Data_Factors' , 'famafrench' )
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- assert ff [0 ].index .freq == 'M'
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- assert ff [1 ].index .freq == 'A-DEC'
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+ self . assertEqual ( ff [0 ].index .freq , 'M' )
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+ self . assertEqual ( ff [1 ].index .freq , 'A-DEC' )
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def test_f_f_research (self ):
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results = web .DataReader ("F-F_Research_Data_Factors" , "famafrench" ,
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exp = pd .DataFrame ({'Mkt-RF' : [- 3.36 , 3.4 , 6.31 , 2. , - 7.89 , - 5.56 ,
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6.93 , - 4.77 , 9.54 , 3.88 , 0.6 , 6.82 ],
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- 'SMB' : [0.2 , 1.44 , 1.57 , 4.92 , - 0.09 , - 2.15 ,
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- 0.24 , - 3.03 , 3.84 , 1.01 , 3.69 , 0.85 ],
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- 'HML' : [0.61 , 2.74 , 2.01 , 3.12 , - 2.32 , - 4.27 ,
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- 0.04 , - 1.51 , - 2.94 , - 2.23 , - 0.58 , 3.47 ],
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+ 'SMB' : [0.37 , 1.19 , 1.49 , 4.99 , 0.0 , - 2.01 , 0.21 ,
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+ - 2.99 , 3.92 , 1.14 , 3.68 , 0.68 ],
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+ 'HML' : [0.3 , 3.18 , 2.15 , 2.83 , - 2.41 , - 4.52 , - 0.21 ,
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+ - 1.96 , - 3.12 , - 2.52 , - 0.91 , 3.78 ],
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'RF' : [0. , 0. , 0.01 , 0.01 , 0.01 , 0.01 , 0.01 ,
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0.01 , 0.01 , 0.01 , 0.01 , 0.01 ]},
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index = pd .period_range ('2010-01-01' , '2010-12-01' , freq = 'M' , name = 'Date' ),
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