From c194b47c8e47fdc66f16c444da764a9a59ed981e Mon Sep 17 00:00:00 2001
From: edtechre <edtechre@gmail.com>
Date: Thu, 14 Dec 2023 21:07:47 -0800
Subject: [PATCH] Convert testdata files to pickle

Needed for upgrade to Pandas 2 since JobLib deserialization breaks in Pandas 2 for Pandas 1 dataframes.
---
 tests/fixtures.py                             |   5 ++---
 tests/test_data.py                            |  19 ++++++++----------
 tests/test_eval.py                            |   9 ++++-----
 tests/test_strategy.py                        |   5 ++---
 .../testdata/{daily_1.joblib => daily_1.pkl}  | Bin 135227 -> 134607 bytes
 .../{portfolio_df.joblib => portfolio_df.pkl} | Bin 81982 -> 81655 bytes
 .../{trades_df.joblib => trades_df.pkl}       | Bin 31423 -> 30817 bytes
 .../{yfinance.joblib => yfinance.pkl}         | Bin 103482 -> 102723 bytes
 ...ance_single.joblib => yfinance_single.pkl} | Bin 29708 -> 29373 bytes
 9 files changed, 16 insertions(+), 22 deletions(-)
 rename tests/testdata/{daily_1.joblib => daily_1.pkl} (97%)
 rename tests/testdata/{portfolio_df.joblib => portfolio_df.pkl} (97%)
 rename tests/testdata/{trades_df.joblib => trades_df.pkl} (85%)
 rename tests/testdata/{yfinance.joblib => yfinance.pkl} (90%)
 rename tests/testdata/{yfinance_single.joblib => yfinance_single.pkl} (93%)

diff --git a/tests/fixtures.py b/tests/fixtures.py
index 6077be6..359cd03 100644
--- a/tests/fixtures.py
+++ b/tests/fixtures.py
@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import numpy as np
 import os
 import pandas as pd
@@ -51,8 +50,8 @@ def predict(self, _):
 
 @pytest.fixture()
 def data_source_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
 
 
diff --git a/tests/test_data.py b/tests/test_data.py
index f0c02b8..bb38514 100644
--- a/tests/test_data.py
+++ b/tests/test_data.py
@@ -7,7 +7,6 @@
 """
 
 import akshare
-import joblib
 import os
 import pandas as pd
 import pytest
@@ -48,8 +47,8 @@
 
 @pytest.fixture()
 def alpaca_df():
-    df = joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    df = pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
     df["date"] = df["date"].dt.tz_localize("US/Eastern")
     return df.assign(vwap=1)[ALPACA_COLS]
@@ -57,8 +56,8 @@ def alpaca_df():
 
 @pytest.fixture()
 def alpaca_crypto_df():
-    df = joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    df = pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
     df["date"] = df["date"].dt.tz_localize("US/Eastern")
     return df.assign(vwap=1, trade_count=1)[ALPACA_CRYPTO_COLS]
@@ -76,17 +75,15 @@ def crypto_bars_df(alpaca_crypto_df):
 
 @pytest.fixture()
 def yfinance_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/yfinance.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/yfinance.pkl")
     )
 
 
 @pytest.fixture()
 def yfinance_single_df():
-    return joblib.load(
-        os.path.join(
-            os.path.dirname(__file__), "testdata/yfinance_single.joblib"
-        )
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/yfinance_single.pkl")
     )
 
 
diff --git a/tests/test_eval.py b/tests/test_eval.py
index b76a74f..ee7f8aa 100644
--- a/tests/test_eval.py
+++ b/tests/test_eval.py
@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import math
 import numpy as np
 import os
@@ -68,15 +67,15 @@ def calc_bootstrap(request):
 
 @pytest.fixture()
 def portfolio_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/portfolio_df.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/portfolio_df.pkl")
     )
 
 
 @pytest.fixture()
 def trades_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/trades_df.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/trades_df.pkl")
     )
 
 
diff --git a/tests/test_strategy.py b/tests/test_strategy.py
index fa40ec7..ed6df16 100644
--- a/tests/test_strategy.py
+++ b/tests/test_strategy.py
@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import numpy as np
 import os
 import pandas as pd
@@ -1129,8 +1128,8 @@ class FakeDataSource(DataSource):
     def _fetch_data(
         self, symbols, start_date, end_date, timeframe, adjustment
     ):
-        return joblib.load(
-            os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+        return pd.read_pickle(
+            os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
         )
 
 
diff --git a/tests/testdata/daily_1.joblib b/tests/testdata/daily_1.pkl
similarity index 97%
rename from tests/testdata/daily_1.joblib
rename to tests/testdata/daily_1.pkl
index a09b346d98585eba6d37940930995a96edfffa55..d4b833346e5a9c38812dd79e267613a3ca0a7532 100644
GIT binary patch
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diff --git a/tests/testdata/portfolio_df.joblib b/tests/testdata/portfolio_df.pkl
similarity index 97%
rename from tests/testdata/portfolio_df.joblib
rename to tests/testdata/portfolio_df.pkl
index 0f37f4d85b8034f04a69e2e1d212bd05e563f6f2..e803feda88b78e6bc667edf33de29e6d659ef1dd 100644
GIT binary patch
delta 1053
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delta 1088
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diff --git a/tests/testdata/trades_df.joblib b/tests/testdata/trades_df.pkl
similarity index 85%
rename from tests/testdata/trades_df.joblib
rename to tests/testdata/trades_df.pkl
index 66cf992577889a80a7ce0952f572f66456361f6b..6a571b98c00e800a07b9e5bce3bd64a1695f3e0f 100644
GIT binary patch
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diff --git a/tests/testdata/yfinance.joblib b/tests/testdata/yfinance.pkl
similarity index 90%
rename from tests/testdata/yfinance.joblib
rename to tests/testdata/yfinance.pkl
index 9698b13414f10151911ea1120f9bcc5fd46e617f..ab713a788dddd88d99171c584818eefed2869dba 100644
GIT binary patch
delta 1115
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delta 1893
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zif%f_JZvr6c%hL_U~`+*Sef*XFR@s#n=Oked0!2f9uHn~bhD*b?9g%-8*a;(H!+I`
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diff --git a/tests/testdata/yfinance_single.joblib b/tests/testdata/yfinance_single.pkl
similarity index 93%
rename from tests/testdata/yfinance_single.joblib
rename to tests/testdata/yfinance_single.pkl
index c09bbbc25473e5e2d73d0ca3b33a3bc1b7e9b4db..df82960692e7ae70eb9c0605ce9f700477b9fd6b 100644
GIT binary patch
delta 554
zcmZvZL2DE-6vsF1&K9XUw&<cD>Y>&>Er<uJh_G%2HFjEh@FFrMnQSw5c4o|EsCy`Q
zsdXV2$+O?Wi@hp%@UUM**{|S9-;4|P;5#G_^3OlN_m7>DuRn<Q*8BKbfAG}vcFxj>
z72Pn2dC`qiBX!D>0<0gFX&#H+M20-c#4b3n%V{~xM_rL=*~M1sSb$v&2Ra+_axjn@
zMV+H*(5UNpk4%FluwH!&_sEQL39d(0ed=xeBJaSGJ{Z^rr?#%1r*ntcszr6Sb2Ra1
z9zVAxeh<{Lor~9C{Jv6j=)7tNLGa`^R=v=M0ZvJ6sV-H9>I(H}i;_x@zV7?WTkNLw
z9;cCfgOK~svCW7X2KK^<nTBOzVx~14fju2+DYCRMx)cVlsB?A!ld2CL(8dAu35UNt
zgtiWl(XFzTJL4CX_hv3ru+2yDjsiRXG~2`R`$<+vu%~*_t825q^(;#;N07+x1b=vO
z+n!lxMw)miPq3=n?i(+bFocbNAv9Int&8h7?y7qgjk-T$!4xW(|7cfQ;|Eo+$6v(6
czl_22eZ<1=ldmBt4uPvp+pL}k_o)c~0PURB#{d8T

delta 892
zcmZuwTTj$L6y7fF!WOwJqGA9gWH%&h)EC|iLF1)T$QrahXqmQyQ<z?+mmo%5eAoq&
zzL?G?{te@^555@whzY;I#3wy%F^F*<+H<Do%=ew|n|}E&B*%iZCw8guK_ac{M(moA
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zwQPqg<xq{dk&JD62DOcb8$14v?%U=T#XK2Nvve^C(9W~90Qo)+;E?)zzRPP#Ul<!E
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zc(9+%t@MyNRaGDTf|Wm%5{yo2fcUw-dNefN{dfXN<`qe)C_>iONpG#+zOk4{4_ynt
zhRL$oMGHlU|ASm<^FOfZxAoZ;sU60~UfImWDeQ4#3bthu$$EfI&kds>HY1spiYoa;
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