Add daily derived data pipeline
This commit is contained in:
@@ -7,6 +7,7 @@ import pandas as pd
|
||||
import pytest
|
||||
|
||||
from pipeline.features.compute import compute_feature, validate_feature_frame
|
||||
from pipeline.features.library.minute_daily_summary import MinuteDailySummaryFeature
|
||||
from pipeline.features.registry import (
|
||||
available_features,
|
||||
get_feature,
|
||||
@@ -68,6 +69,14 @@ def test_built_in_minute_daily_summary():
|
||||
assert pd.isna(missing["minute_vwap"])
|
||||
|
||||
|
||||
def test_minute_daily_summary_feature_preserves_legacy_positional_compute():
|
||||
direct = MinuteDailySummaryFeature().compute(_minute_bars())
|
||||
via_registry = get_feature("minute_daily_summary").compute(_minute_bars())
|
||||
|
||||
assert "minute_vwap" in direct.columns
|
||||
pd.testing.assert_frame_equal(direct, via_registry)
|
||||
|
||||
|
||||
def test_load_external_feature_module_and_filter_params(tmp_path):
|
||||
module_path = tmp_path / "external_feature.py"
|
||||
module_path.write_text(textwrap.dedent('''
|
||||
|
||||
Reference in New Issue
Block a user