Some tests for compustat.

eloualiche · Jan 8, 2025 · 5112acf · 5112acf
1 parent 8750b5b
commit 5112acf
Show file tree

Hide file tree

Showing 2 changed files with 23 additions and 7 deletions.
diff --git a/src/ImportComp.jl b/src/ImportComp.jl
@@ -186,7 +186,7 @@ const compd_funda = [
     "ISNGC", "ISNGM", "ISOTC", "ISOTH", "ISOTM", "ISSC", "ISSM", "ISSU", "IST", "ISTC", "ISTM", "ISUT", "ITCB", "ITCC", "ITCI", "IVACO", "IVAEQ", "IVAO", "IVCH", "IVGOD",
     "IVI", "IVNCF", "IVPT", "IVST", "IVSTCH", "LCABG", "LCACL", "LCACR", "LCAG", "LCAL", "LCALT", "LCAM", "LCAO", "LCAST", "LCAT", "LCO", "LCOX", "LCOXAR", "LCOXDR", "LCT",
     "LCUACU", "LI", "LIF", "LIFR", "LIFRP", "LLOML", "LLOO", "LLOT", "LLRCI", "LLRCR", "LLWOCI", "LLWOCR", "LNO", "LO", "LOL2", "LOXDR", "LQPL1", "LRV", "LS", "LSE", "LST",
-    "LT", "LUL3", "MIB", "MIBN", "MIBT", "MII", "MRC1", "MRC2", "MRC3", "MRC4", "MRC5", "MRCT", "MRCTA", "MSA", "MSVRV", "MTL", "NAICS", "NAT", "NCO", "NFSR", "NI", "NIADJ", "NIECI",
+    "LT", "LUL3", "MIB", "MIBN", "MIBT", "MII", "MRC1", "MRC2", "MRC3", "MRC4", "MRC5", "MRCT", "MRCTA", "MSA", "MSVRV", "MTL", "NAT", "NCO", "NFSR", "NI", "NIADJ", "NIECI",
     "NIINT", "NIINTPFC", "NIINTPFP", "NIIT", "NIM", "NIO", "NIPFC", "NIPFP", "NIT", "NITS", "NOPI", "NOPIO", "NP", "NPANL", "NPAORE", "NPARL", "NPAT", "NRTXT", "NRTXTD",
     "NRTXTEPS", "OANCF", "OB", "OIADP", "OIBDP", "OPEPS", "OPILI", "OPINCAR", "OPINI", "OPIOI", "OPIRI", "OPITI", "OPREPSX", "OPTCA", "OPTDR", "OPTEX", "OPTEXD", "OPTFVGR",
     "OPTGR", "OPTLIFE", "OPTOSBY", "OPTOSEY", "OPTPRCBY", "OPTPRCCA", "OPTPRCEX", "OPTPRCEY", "OPTPRCGR", "OPTPRCWA", "OPTRFR", "OPTVOL", "PALR", "PANLR", "PATR", "PCL",

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -1,14 +1,14 @@
-# ---------------------------------------------------------
+# --------------------------------------------------------------------------------------------------
 using FinanceRoutines
 using Test
 
 import DataFrames: DataFrame, nrow, rename!
-import Dates: Date
+import Dates: Date, year
 import LibPQ: Connection
-# ---------------------------------------------------------
+# --------------------------------------------------------------------------------------------------
 
 
-# ---------------------------------------------------------
+# --------------------------------------------------------------------------------------------------
 @testset "FinanceRoutines.jl" begin
     # Write your tests here.
 
@@ -42,7 +42,7 @@ import LibPQ: Connection
         wrds_conn = FinanceRoutines.open_wrds_pg(WRDS_USERNAME, WRDS_PWD)
         @test typeof(wrds_conn) == Connection
 
-        @testset "MSF" begin
+        @testset "CRSP MSF" begin
             df_msf = import_MSF(wrds_conn; date_range = (Date("2000-01-01"), Date("2002-01-01")));
             build_MSF!(df_msf; clean_cols=true);
 
@@ -51,7 +51,23 @@ import LibPQ: Connection
             @test nrow(df_msf) > 100_000
         end
 
+        @testset "Compustat FUNDA" begin
+            df_funda = import_Funda(wrds_conn;
+                date_range = (Date("2000-01-01"), Date("2002-01-01")),
+                variables=["PPENT", "NAICSH", "NAICS"])
+            build_Funda!(df_funda; clean_cols=true)
+
+            # check basic properties of the DataFrame (mainly that it has downloaded)
+            @test minimum(skipmissing(df_funda.datey)) >= year(Date("2000-01-01"))
+            @test maximum(skipmissing(df_funda.datey)) <= year(Date("2002-01-01"))
+            @test nrow(df_funda) > 20_000
+
+            # check that the variables are downloaded and in the dataframe
+            @test all(map(s -> s in names(df_funda), lowercase.(["PPENT", "NAICSH"])))
+
+        end
+
     end
 
 end
-# ---------------------------------------------------------
+# --------------------------------------------------------------------------------------------------