import tempfile import unittest from pathlib import Path from unittest import mock import pandas as pd from factor_attribution import load_external_us_factors class ExternalFactorLoaderTests(unittest.TestCase): def test_load_external_us_factors_parses_percent_values_and_dates(self): csv_text = ( "This line is ignored\n" ",Mkt-RF,SMB,HML,RMW,CMA,RF\n" "20260102,1.00,0.50,-0.25,0.10,-0.05,0.02\n" "20260105,-0.20,0.10,0.30,-0.15,0.05,0.02\n" "\n" ) with tempfile.TemporaryDirectory() as tmpdir: with mock.patch( "factor_attribution._download_kf_zip_bytes", return_value=csv_text.encode("utf-8"), ): factors = load_external_us_factors(cache_dir=Path(tmpdir)) self.assertListEqual( list(factors.columns), ["MKT_RF", "SMB", "HML", "RMW", "CMA", "RF"], ) self.assertAlmostEqual(factors.iloc[0]["MKT_RF"], 0.01) self.assertAlmostEqual(factors.iloc[0]["RF"], 0.0002) self.assertEqual(str(factors.index[0].date()), "2026-01-02") def test_load_external_us_factors_falls_back_to_cache_when_download_fails(self): cached = pd.DataFrame( { "MKT_RF": [0.01], "SMB": [0.0], "HML": [0.0], "RMW": [0.0], "CMA": [0.0], "RF": [0.0001], }, index=pd.to_datetime(["2026-01-02"]), ) with tempfile.TemporaryDirectory() as tmpdir: cache_dir = Path(tmpdir) cached.to_csv(cache_dir / "ff5_us_daily.csv") with mock.patch( "factor_attribution._download_kf_zip_bytes", side_effect=RuntimeError("boom"), ): factors = load_external_us_factors(cache_dir=cache_dir) self.assertEqual(len(factors), 1) self.assertAlmostEqual(factors.iloc[0]["MKT_RF"], 0.01)