Unit Tests Failing V0.25.4

[dougransom]

After noticing similar behavior on Python 3.11, I reproduced the following on Python 10 when running pytest.

(.venv) PS C:\Users\doug\code\vectorbt\tests> python Python 3.10.11 (tags/v3.10.11:7d4cc5a, Apr 5 2023, 00:38:17) [MSC v.1929 64 bit (AMD64)] on win32 Type "help", "copyright", "credits" or "license" for more information. (.venv) PS C:\Users\doug\code\vectorbt\tests> pip show vectorbt Name: vectorbt Version: 0.25.4 Summary: Python library for backtesting and analyzing trading strategies at scale Home-page: https://github.com/polakowo/vectorbt Author: Oleg Polakow Author-email: [email protected] License: Apache 2.0 with Commons Clause Location: c:\users\doug\code\vectorbt\.venv\lib\site-packages Editable project location: C:\Users\doug\code\vectorbt Requires: dateparser, dill, imageio, ipywidgets, matplotlib, mypy-extensions, numba, numpy, pandas, plotly, pytz, requests, schedule, scikit-learn, scipy, tqdm Required-by: ================================================================= short test summary info ================================================================== FAILED test_base.py::TestColumnGrouper::test_group_by_to_index - AssertionError: Index are different FAILED test_base.py::TestReshapeFns::test_repeat_axis0 - AssertionError: Attributes of Series are different FAILED test_base.py::TestReshapeFns::test_repeat_axis1 - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a2") are different FAILED test_base.py::TestReshapeFns::test_tile_axis0 - AssertionError: Attributes of Series are different FAILED test_base.py::TestReshapeFns::test_tile_axis1 - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a2") are different FAILED test_base.py::TestIndexing::test_pandas_indexing - AssertionError: Attributes of Series are different FAILED test_base.py::TestIndexing::test_param_indexing - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="(0.3, 'a6')") are different FAILED test_base.py::TestAccessors::test_wrapper - AssertionError: Attributes of Series are different FAILED test_base.py::TestAccessors::test_apply_func_on_index - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a3") are different FAILED test_base.py::TestAccessors::test_tile - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a6") are different FAILED test_base.py::TestAccessors::test_repeat - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a6") are different FAILED test_base.py::TestAccessors::test_align_to - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="('a7', 'a8')") are different FAILED test_base.py::TestAccessors::test_concat - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="('a', 'a6')") are different FAILED test_base.py::TestAccessors::test_apply_and_concat - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="a") are different FAILED test_base.py::TestAccessors::test_combine - AssertionError: Attributes of Series are different FAILED test_generic.py::TestAccessors::test_groupby_apply_on_matrix - AssertionError: DataFrame.index are different FAILED test_generic.py::TestAccessors::test_funcs[count-<lambda>-nancnt_nb] - AssertionError: Attributes of Series are different FAILED test_generic.py::TestAccessors::test_funcs[sum-<lambda>-nansum_nb] - AssertionError: Attributes of Series are different FAILED test_generic.py::TestAccessors::test_value_counts - AssertionError: DataFrame.index are different FAILED test_generic.py::TestAccessors::test_split - AssertionError: DataFrame.columns are different FAILED test_generic.py::TestAccessors::test_range_split - AssertionError: DataFrame.columns are different FAILED test_generic.py::TestAccessors::test_rolling_split - AssertionError: DataFrame.columns are different FAILED test_generic.py::TestAccessors::test_expanding_split - AssertionError: DataFrame.columns are different FAILED test_indicators.py::TestFactory::test_no_inputs - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="(0, 0)") are different FAILED test_indicators.py::TestFactory::test_input_shape - AssertionError: Attributes of Series are different FAILED test_indicators.py::TestFactory::test_no_inputs_and_params - AssertionError: Attributes of DataFrame.iloc[:, 0] (column name="0") are different FAILED test_indicators.py::TestFactory::test_multiple_params - AssertionError: MultiIndex level [0] are different FAILED test_indicators.py::TestFactory::test_param_settings - AssertionError: MultiIndex level [0] are different FAILED test_indicators.py::TestBasic::test_OBV - AssertionError: Attributes of Series are different FAILED test_portfolio.py::TestFromOrders::test_group_by - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrders::test_cash_sharing - AssertionError: Index are different FAILED test_portfolio.py::TestFromSignals::test_group_by - AssertionError: Index are different FAILED test_portfolio.py::TestFromSignals::test_cash_sharing - AssertionError: Index are different FAILED test_portfolio.py::TestFromRandomSignals::test_from_random_n - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_group_by[False-False] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_group_by[False-True] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_group_by[True-False] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_group_by[True-True] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_cash_sharing[False-False] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_cash_sharing[False-True] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_cash_sharing[True-False] - AssertionError: Index are different FAILED test_portfolio.py::TestFromOrderFunc::test_cash_sharing[True-True] - AssertionError: Index are different FAILED test_portfolio.py::TestPortfolio::test_stats - AssertionError: Attributes of Series are different FAILED test_records.py::TestMappedArray::test_to_pd - AssertionError: Series.index are different FAILED test_records.py::TestMappedArray::test_count - AssertionError: Attributes of Series are different FAILED test_records.py::TestMappedArray::test_value_counts - AssertionError: DataFrame.index are different FAILED test_signals.py::TestAccessors::test_pos_rank - AssertionError: Attributes of Series are different FAILED test_signals.py::TestAccessors::test_partition_pos_rank - AssertionError: Attributes of Series are different FAILED test_signals.py::TestAccessors::test_total - AssertionError: Attributes of Series are different FAILED test_signals.py::TestAccessors::test_total_partitions - AssertionError: Attributes of Series are different FAILED test_signals.py::TestAccessors::test_logical_funcs[<lambda>-<lambda>0] - AssertionError: DataFrame.columns are different FAILED test_signals.py::TestAccessors::test_logical_funcs[<lambda>-<lambda>1] - AssertionError: DataFrame.columns are different FAILED test_signals.py::TestAccessors::test_logical_funcs[<lambda>-<lambda>2] - AssertionError: DataFrame.columns are different FAILED test_signals.py::TestGenerators::test_RAND - AssertionError: DataFrame.columns are different FAILED test_signals.py::TestGenerators::test_RANDNX - AssertionError: DataFrame.columns are different FAILED test_utils.py::TestChecks::test_assert_dtype - AssertionError: Data type must be <class 'numpy.int32'>, not int64 ================================================= 56 failed, 790 passed, 142 warnings in 620.95s (0:10:20) =================================================

[dougransom]

Same behavior whether I installed vectorbt from pypi or as a local editable install 'pip install -e .'

[polakowo]

I cannot reproduce this behavior with Python 3.10 and Pandas 2.0.1. Only three tests fail, all being minor and requiring some changes to the testing procedure rather than functionality itself.

[dougransom]

Could it be OS Dependent? I am on Windows.

[dougransom]

I inspected a few of the errors, they seem to look like: `tests/test_indicators.py::TestBasic::test_OBV failed: self = <tests.test_indicators.TestBasic object at 0x0000016D6399F280>

def test_OBV(self):

  pd.testing.assert_series_equal(

        vbt.OBV.run(close_ts, volume_ts).obv,
        pd.Series(
            np.array([4, 7, 9, 10, 8, 5, 1]),
            index=close_ts.index,
            name=close_ts.name
        )
    )

E AssertionError: Attributes of Series are different E
E Attribute "dtype" are different E [left]: int64 E [right]: int32

tests\test_indicators.py:3007: AssertionError

`

Unfortunately I am not knowledgeable enough about the workings of VectorBT to attempt to solve. But I am guessing having an integer of an unexpected size is probably harmless.

[polakowo]

The failed tests are indeed harmless, Windows uses 32-bit integers by default, thus the output arrays have the data type np.int32 while they are being tested against the data type np.int64.

[dougransom]

check_dtype=False can be set in the assert. This tests will pass.

` def test_OBV(self): pd.testing.assert_series_equal( vbt.OBV.run(close_ts, volume_ts).obv, pd.Series( np.array([4, 7, 9, 10, 8, 5, 1]), index=close_ts.index, name=close_ts.name ), check_dtype=False

    )

`

Make sense to do that?