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Adding SignalsDateRangeContext #31

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Adding SignalsDateRangeContext #31

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7 changes: 6 additions & 1 deletion ccflow/context.py
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
"""This module defines re-usable contexts for the "Callable Model" framework defined in flow.callable.py."""

from datetime import date, datetime
from typing import Generic, Hashable, Optional, Sequence, Set, TypeVar
from typing import Generic, Hashable, List, Optional, Sequence, Set, TypeVar

from pydantic import field_validator, model_validator

Expand All @@ -25,6 +25,7 @@
"FreqHorizonDateContext",
"FreqHorizonDateRangeContext",
"SeededDateRangeContext",
"SignalsDateRangeContext",
"SourceContext",
"UniverseContext",
"UniverseDateContext",
Expand Down Expand Up @@ -111,6 +112,10 @@ class SeededDateRangeContext(DateRangeContext):
seed: int = 1234


class SignalsDateRangeContext(DateRangeContext):
signals: List[str]


class VersionedDateContext(DateContext, EntryTimeContext):
pass

Expand Down
9 changes: 9 additions & 0 deletions ccflow/tests/test_context.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,7 @@
ModelDateRangeSourceContext,
ModelFreqDateRangeContext,
NullContext,
SignalsDateRangeContext,
UniverseContext,
UniverseDateContext,
UniverseDateRangeContext,
Expand Down Expand Up @@ -75,6 +76,14 @@ def test_date_range(self):
self.assertEqual(MyRangeModel(context=("-1d", "0d")).context, c)
self.assertEqual(MyRangeModel(context=["-1d", "0d"]).context, c)

def test_signal_date_range(self):
d0 = date.today() - timedelta(1)
d1 = date.today()
c = SignalsDateRangeContext(start_date=d0, end_date=d1, signals=["a", "b"])
self.assertEqual(SignalsDateRangeContext(start_date=str(d0), end_date=pd.Timestamp(date.today()), signals=["a", "b"]), c)
self.assertEqual(SignalsDateRangeContext(start_date="-1d", end_date="0d", signals=["a", "b"]), c)
self.assertRaises(ValueError, SignalsDateRangeContext, start_date=d0, end_date=d1, signals="foobar")

def test_freq(self):
self.assertEqual(
FreqDateContext.model_validate("5min,2022-01-01"),
Expand Down
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