from __future__ import annotations import sys from datetime import UTC, date, datetime from pathlib import Path import polars as pl import pytest ROOT = Path(__file__).resolve().parents[1] if str(ROOT) not in sys.path: sys.path.insert(0, str(ROOT)) def observation(cik, kind, value, day, source="form4", ref="acc-1"): return {"cik": cik, "kind": kind, "value": value, "observed_on": day, "source": source, "source_ref": ref, "inserted_at": datetime.now(UTC)} @pytest.fixture def observations() -> pl.DataFrame: """A filer that renamed itself and changed ticker, plus a later reuser. `PLUM` moves from one company to another, which is the case a security master exists to get right: a backtest that resolves it by today's mapping reads the wrong company's history for the earlier years. """ rows = [ observation("0000000001", "ticker", "OLDT", date(2012, 3, 1), ref="a1"), observation("0000000001", "ticker", "OLDT", date(2015, 3, 1), ref="a2"), observation("0000000001", "ticker", "NEWT", date(2016, 3, 1), ref="a3"), observation("0000000001", "ticker", "NEWT", date(2024, 3, 1), ref="a4"), observation("0000000001", "name", "Old Name Inc", date(2012, 3, 1), ref="a1"), observation("0000000001", "name", "New Name Inc", date(2024, 3, 1), ref="a4"), observation("0000000001", "sic", "3571", date(2024, 3, 1), source="xbrl", ref="a4"), # PLUM belonged to filer 2 until 2014 and to filer 3 from 2019. observation("0000000002", "ticker", "PLUM", date(2010, 5, 1), ref="b1"), observation("0000000002", "ticker", "PLUM", date(2014, 5, 1), ref="b2"), observation("0000000003", "ticker", "PLUM", date(2019, 5, 1), ref="c1"), observation("0000000003", "ticker", "PLUM", date(2024, 5, 1), ref="c2"), ] return pl.DataFrame(rows, strict=False) @pytest.fixture def ftd() -> pl.DataFrame: return pl.DataFrame( [ {"cusip": "111111111", "ticker": "PLUM", "issuer_name": "PLUM CORP", "observed_on": date(2012, 6, 1), "source_ref": "f1"}, {"cusip": "222222222", "ticker": "PLUM", "issuer_name": "PLUM HOLDINGS", "observed_on": date(2022, 6, 1), "source_ref": "f2"}, {"cusip": "333333333", "ticker": "GHOST", "issuer_name": "GHOST INC", "observed_on": date(2020, 6, 1), "source_ref": "f3"}, ], strict=False, )