fix: module imports / add tests

fix: module imports / add tests

README.md

@@ -22,15 +22,15 @@ pip install pycot-reports
 ## How to use
 
 ```python
-from pycot import legacy_report, disaggregated_report, financial_report
+from pycot.reports import legacy_report, disaggregated_report, financial_report
 ```
 
 Lets have a look at some examples.
 
 ### Legacy Report (All Contracts)
 
 ```python
-from pycot import legacy_report
+from pycot.reports import legacy_report
 contract_name = ("FED FUNDS - CHICAGO BOARD OF TRADE", "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE")
 df = legacy_report("legacy_fut", contract_name)
 ```
@@ -57,7 +57,7 @@ Date ...
 ### Disaggregated Report (Commodities)
 
 ```python
-from pycot import disaggregated_report
+from pycot.reports import disaggregated_report
 contract_name = ("BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE", "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE")
 df = disaggregated_report("disaggregated_futopt", contract_name)
 ```
@@ -84,7 +84,7 @@ Date .
 ### Financial Report (Financial Instruments)
 
 ```python
-from pycot import financial_report
+from pycot.reports import financial_report
 contract_name = ("UST 10Y NOTE - CHICAGO BOARD OF TRADE", "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE")
 df = financial_report("traders_in_financial_futures_fut", contract_name)
 ```

pycot/extract_report_data.py

@@ -9,7 +9,8 @@
 
 import pandas as pd
 import requests
-from exceptions import InvalidReportType
+
+from pycot.exceptions import InvalidReportType
 
 BASE_PATH = Path(__file__).parent.parent
 

pycot/pycot.py → pycot/reports.py

@@ -1,42 +1,10 @@
 from functools import lru_cache
 
-import numpy as np
 import pandas as pd
-from exceptions import InvalidReportType
-from extract_report_data import COT, get_formating_data
 
-
-def format_dataframe(
- data: pd.DataFrame,
- names: list,
- columns: list,
-) -> pd.DataFrame:
- """
- Helper function to format the data retrieved from the CFTC website.
- """
- df = data.reindex(columns=columns) # Limit the columns to the ones we need (please adjust to your liking in format_columns.json)
- df.rename(columns=dict(zip(columns, names)), inplace=True)
- df["Date"] = pd.to_datetime(df["Date"])
- df.set_index(["Date", "Contract Name"], inplace=True)
- df.replace(".", np.nan, inplace=True)
- df = df.astype(float)
- df.reset_index(inplace=True)
- df.set_index("Date", inplace=True)
- return df
-
-
-def get_contract(
- df: pd.DataFrame,
- contract_name: str | tuple,
-) -> pd.DataFrame:
- """
- Retrieves the Commitment of Traders Reports data for a specific contract or list of contracts.
- """
- if isinstance(contract_name, str):
- return df[df["Contract Name"] == contract_name]
-
- data = [df[df["Contract Name"] == contract] for contract in contract_name if contract in df["Contract Name"].unique()]
- return pd.concat(data)
+from pycot.exceptions import InvalidReportType
+from pycot.extract_report_data import COT, get_formating_data
+from pycot.utils import format_dataframe, get_contract
 
 
 @lru_cache
@@ -54,7 +22,7 @@ def legacy_report(
  A pandas DataFrame with the legacy futures Commitment of Traders data.
  
  Example:
- >>> from pycot import legacy_report
+ >>> from pycot.reports import legacy_report
  >>> legacy_report("legacy_fut", ("FED FUNDS - CHICAGO BOARD OF TRADE", "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE"))
  """
  if report_type not in ["legacy_fut", "legacy_futopt"]:
@@ -84,7 +52,7 @@ def disaggregated_report(
  A pandas DataFrame with the disaggregated futures and options report.
  
  Example:
- >>> from pycot import disaggregated_report
+ >>> from pycot.reports import disaggregated_report
  >>> disaggregated_report("disaggregated_fut", ("BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE", "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE"))
  """
  if report_type not in ["disaggregated_fut", "disaggregated_futopt"]:
@@ -121,7 +89,7 @@ def financial_report(
  A pandas DataFrame with the financial futures and options report.
  
  Example:
- >>> from pycot import financial_report
+ >>> from pycot.reports import financial_report
  >>> financial_report("financial_fut", ("UST 10Y NOTE - CHICAGO BOARD OF TRADE", "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE"))
  """
  if report_type not in ["traders_in_financial_futures_fut", "traders_in_financial_futures_futopt"]:

pycot/utils.py

@@ -0,0 +1,35 @@
+import numpy as np
+import pandas as pd
+
+
+def format_dataframe(
+ data: pd.DataFrame,
+ names: list,
+ columns: list,
+) -> pd.DataFrame:
+ """
+ Helper function to format the data retrieved from the CFTC website.
+ """
+ df = data.reindex(columns=columns) # Limit the columns to the ones we need (please adjust to your liking in format_columns.json)
+ df.rename(columns=dict(zip(columns, names)), inplace=True)
+ df["Date"] = pd.to_datetime(df["Date"])
+ df.set_index(["Date", "Contract Name"], inplace=True)
+ df.replace(".", np.nan, inplace=True)
+ df = df.astype(float)
+ df.reset_index(inplace=True)
+ df.set_index("Date", inplace=True)
+ return df
+
+
+def get_contract(
+ df: pd.DataFrame,
+ contract_name: str | tuple,
+) -> pd.DataFrame:
+ """
+ Retrieves the Commitment of Traders Reports data for a specific contract or list of contracts.
+ """
+ if isinstance(contract_name, str):
+ return df[df["Contract Name"] == contract_name]
+
+ data = [df[df["Contract Name"] == contract] for contract in contract_name if contract in df["Contract Name"].unique()]
+ return pd.concat(data)

pycot/version.py

@@ -1 +1 @@
-__version__ = "0.0.3"
+__version__ = "0.0.4"

tests/test_reports.py

@@ -0,0 +1,56 @@
+import pandas as pd
+import pytest
+
+from pycot import reports
+
+
+@pytest.mark.parametrize(
+ "report_type,contract_name",
+ [
+ (
+ "legacy_fut",
+ (
+ "FED FUNDS - CHICAGO BOARD OF TRADE",
+ "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE",
+ ),
+ ),
+ ],
+)
+def test_legacy_report(report_type, contract_name):
+ df = reports.legacy_report(report_type, contract_name)
+ assert isinstance(df, pd.DataFrame)
+
+
+@pytest.mark.parametrize(
+ "report_type,contract_name",
+ [
+ (
+ "disaggregated_futopt",
+ (
+ "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE",
+ "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE",
+ ),
+ ),
+ ],
+)
+def test_disaggregated_report(report_type, contract_name):
+ df = reports.disaggregated_report(report_type, contract_name)
+ assert isinstance(df, pd.DataFrame)
+
+
+@pytest.mark.parametrize(
+ "report_type,contract_name",
+ [
+ (
+ "traders_in_financial_futures_fut",
+ (
+ "UST 10Y NOTE - CHICAGO BOARD OF TRADE",
+ "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE",
+ "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE",
+ ),
+ ),
+ ],
+)
+def test_financial_report(report_type, contract_name):
+ df = reports.financial_report(report_type, contract_name)
+ assert isinstance(df, pd.DataFrame)