FinanceRoutines.jl

Financial data routines for Julia
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runtests.jl (2493B)

      1 # --------------------------------------------------------------------------------------------------
      2 # using Revise; import Pkg; Pkg.activate(".") # for debugging
      3 
      4 using FinanceRoutines
      5 using Test
      6 
      7 import DataFrames: DataFrame, allowmissing!, AsTable,  ByRow, combine, groupby, innerjoin,
      8     insertcols!, leftjoin, nrow, names, rename!, select, subset, transform!
      9 import DataPipes: @p
     10 # --------------------------------------------------------------------------------------------------
     11 
     12 
     13 # --------------------------------------------------------------------------------------------------
     14 const testsuite = [
     15     "KenFrench",
     16     "FF5",
     17     "WRDS",
     18     "betas",
     19     "Yields",
     20     "PortfolioUtils",
     21     "Diagnostics",
     22     "EventStudy",
     23 ]
     24 # --------------------------------------------------------------------------------------------------
     25 
     26 
     27 # --------------------------------------------------------------------------------------------------
     28 # To run file locally (where environment variables are not defined by CI)
     29 env_file = "/Users/loulou/Documents/data/.env/.env.gpg"
     30 if isfile(env_file)
     31     io = IOBuffer(); run(pipeline(`which gpg`; stdout=io)); gpg_cmd = strip(String(take!(io)))
     32     io = IOBuffer();
     33     cmd = run(pipeline(`$gpg_cmd --decrypt $env_file`; stdout=io, stderr=devnull));
     34     env_WRDS = String(take!(io))
     35     # populate the environment variables
     36     for line in split(env_WRDS, "\n")
     37         startswith(line, "#") && continue
     38         isempty(strip(line)) && continue
     39         if contains(line, "=")
     40             key, value = split(line, "=", limit=2)
     41             ENV[strip(key)] = strip(value)
     42         end
     43     end
     44 end
     45 # --------------------------------------------------------------------------------------------------
     46 
     47 
     48 # --------------------------------------------------------------------------------------------------
     49 @testset verbose=true "FinanceRoutines.jl" begin
     50     # Write your tests here.
     51 
     52     # just for checking things on the fly
     53     @testset "Debugging tests ..." begin
     54         WRDS_USERNAME = get(ENV, "WRDS_USERNAME", "")
     55         WRDS_PWD = get(ENV, "WRDS_PWD", "")
     56         @test !isempty(WRDS_USERNAME)
     57         @test !isempty(WRDS_PWD)
     58     end
     59 
     60     # Actual tests
     61     for test in testsuite
     62         println("\033[1m\033[32m  → RUNNING\033[0m: $(test)")
     63         include("UnitTests/$(test).jl")
     64         println("\033[1m\033[32m  PASSED\033[0m")
     65     end
     66 
     67 end
     68 # --------------------------------------------------------------------------------------------------