Test compute_fill_stats()

[samarth9008]

We want to add unit tests for compute_fill_stats()

Function location -

kaizenflow/core/finance/target_position_df_processing/fill_stats.py

Line 20 in b3469cc

def compute_fill_stats(target_position_df: pd.DataFrame) -> pd.DataFrame:

TODO(*): How does the input target position DF looks like?

See unit test doc to follow the code style
Also highly recommend to read this doc before submitting 1st PR

FYI @gpsaggese @sonaalKant @DanilYachmenev

[gpsaggese]

@samarth9008 let's make the "See ..." as checklists so we force people to actually do it.

This is a great function to unit test BTW.

[DanilYachmenev]

@samarth9008 as to your TODO

input df should contain 2-level columns with a certain subset at 0 level and timestamp index + some raws to make reasonable computations

smth like this can work

data = {
    ("holdings_notional", 1): [1000, 1200, 1100, 1300, 1400],
    ("holdings_notional", 2): [800, 850, 870, 900, 950],
    ("holdings_shares", 1): [10, 12, 11, 13, 14],
    ("holdings_shares", 2): [8, 9, 8.5, 9.5, 10],
    ("price", 1): [100, 105, 102, 108, 110],
    ("price", 2): [50, 52, 51, 53, 54],
    ("target_holdings_notional", 1): [950, 1150, 1050, 1250, 1350],
    ("target_holdings_notional", 2): [780, 830, 850, 880, 930],
    ("target_holdings_shares", 1): [9, 11, 10, 12, 13],
    ("target_holdings_shares", 2): [7.5, 8.5, 8.2, 9.2, 9.5],
    ("target_trades_shares", 1): [1, 2, -1, 2, 1],
    ("target_trades_shares", 2): [0.5, 1, -0.3, 0.7, 0.5],
}

index = pd.date_range(start="2023-01-01", periods=5, freq="T")
columns = pd.MultiIndex.from_tuples(data.keys())
target_position_df = pd.DataFrame(data.values(), index=index, columns=columns)

[samarth9008]

@surbhi498 Whats the update?

[surbhi498]

@samarth9008 I am done writing test cases shortly raising the PR.
Thanks

[surbhi498]

@samarth9008 PR for this issue has been raised.
Thanks

[gpsaggese]

No need to thank after every msg. Can you pls post the link to the PR? The goal is to make the reader's life easier.

[surbhi498]

#1012 (comment)