feat: Improve data loading and add unit tests for data_loader

src/data_loader.py

@@ -7,8 +7,6 @@
 Licensed under GNU LGPL.3, see LICENCE file
 '''
 
-
-
 import os
 from typing import Optional, Union, Any
 import pandas as pd
@@ -35,24 +33,28 @@ def load_data_msci(path: str = None, n: int = 24) -> dict[str, pd.DataFrame]:
     '''Loads MSCI daily returns data from 1999-01-01 to 2023-04-18'''
 
     path = os.path.join(os.getcwd(), f'data{os.sep}') if path is None else path
-    # Load msci country index return series
+
+    # --- FILE 1: MSCI Country Indices ---
     df = pd.read_csv(os.path.join(path, 'msci_country_indices.csv'),
-                        sep=';',
+                        sep=',',              # FIXED: Separator is comma
                         index_col=0,
                         header=0,
                         parse_dates=True)
-    df.index = pd.to_datetime(df.index, format='%d/%m/%Y')
+
+    # FIXED: Date format uses dashes
+    df.index = pd.to_datetime(df.index, format='%d-%m-%Y')
+
     series_id = df.columns[0:n]
     X = df[series_id]
 
-    # Load msci world index return series
+    # --- FILE 2: World Index (NDDLWI) ---
     y = pd.read_csv(f'{path}NDDLWI.csv',
-                    sep=';',
+                    sep=',',
                     index_col=0,
                     header=0,
                     parse_dates=True)
 
-    y.index = pd.to_datetime(y.index, format='%d/%m/%Y')
-
-    return {'return_series': X, 'bm_series': y}
+    # FIXED: Date format uses dashes here too (Line 55 fixed)
+    y.index = pd.to_datetime(y.index, format='%d-%m-%Y')
 
+    return {'return_series': X, 'bm_series': y}

test/tests_data_loader.py

@@ -0,0 +1,34 @@
+import sys
+import os
+import unittest
+import pandas as pd
+import numpy as np
+
+sys.path.insert(1, 'src')
+
+from data_loader import load_data_msci
+
+class TestDataLoader(unittest.TestCase):
+
+    def setUp(self):
+        # This method is run before each test
+        self.data_path = os.path.join(os.getcwd(), 'data/')
+
+    def test_load_data_msci(self):
+        # Test if data can be loaded without errors
+        try:
+            data = load_data_msci(self.data_path)
+            self.assertIsNotNone(data)
+            self.assertIsInstance(data, dict)
+            self.assertIn('return_series', data)
+            self.assertIn('bm_series', data)
+            self.assertIsInstance(data['return_series'], pd.DataFrame)
+            self.assertIsInstance(data['bm_series'], pd.DataFrame)
+            self.assertFalse(data['return_series'].empty)
+            self.assertFalse(data['bm_series'].empty)
+            print("\nSuccessfully loaded MSCI data.")
+        except Exception as e:
+            self.fail(f"load_data_msci failed with an error: {e}")
+
+if __name__ == '__main__':
+    unittest.main()