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spb/wp39_uqo

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807 B · 18 lines python
1import polars as pl23from wp39.instruments import build_crosswalk, sic_division456def test_sic_divisions():7    assert sic_division(3571) == "D_manufacturing" and sic_division(6021) == "H_finance_insurance_realestate"8    assert sic_division(None) == "unknown"91011def test_crosswalk_keeps_all_entities_and_flags_missing_cik():12    ents = pl.DataFrame({"entity_id": ["frd:AAA", "frd:ZZZ"], "security_id": ["firstrate:stock:AAA", "firstrate:stock:ZZZ"],13                         "ticker": ["AAA", "ZZZ"]})14    sec = pl.DataFrame({"ticker": ["AAA"], "cik": [1], "sec_name": ["AAA Corp"]})15    subs = pl.DataFrame({"cik": [1], "sic": [3571], "sic_division": ["D_manufacturing"]})16    xw = build_crosswalk(ents, sec, subs)17    assert xw.height == 2 and xw.filter(pl.col("ticker") == "ZZZ")["has_cik"][0] is False18
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