fix: module imports / add tests

README.md

@@ -22,15 +22,15 @@ pip install pycot-reports
 ## How to use
 
 ```python
-from pycot import legacy_report, disaggregated_report, financial_report
+from pycot.reports import legacy_report, disaggregated_report, financial_report
 ```
 
 Lets have a look at some examples.
 
 ### Legacy Report (All Contracts)
 
 ```python
-from pycot import legacy_report
+from pycot.reports import legacy_report
 contract_name = ("FED FUNDS - CHICAGO BOARD OF TRADE", "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE")
 df = legacy_report("legacy_fut", contract_name)
 ```
@@ -57,7 +57,7 @@ Date                                                                      ...
 ### Disaggregated Report (Commodities)
 
 ```python
-from pycot import disaggregated_report
+from pycot.reports import disaggregated_report
 contract_name = ("BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE", "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE")
 df = disaggregated_report("disaggregated_futopt", contract_name)
 ```
@@ -84,7 +84,7 @@ Date                                                                           .
 ### Financial Report (Financial Instruments)
 
 ```python
-from pycot import financial_report
+from pycot.reports import financial_report
 contract_name = ("UST 10Y NOTE - CHICAGO BOARD OF TRADE", "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE")
 df = financial_report("traders_in_financial_futures_fut", contract_name)
 ```

pycot/extract_report_data.py

@@ -9,7 +9,8 @@
 
 import pandas as pd
 import requests
-from exceptions import InvalidReportType
+
+from pycot.exceptions import InvalidReportType
 
 BASE_PATH = Path(__file__).parent.parent
 

pycot/pycot.py → pycot/reports.py

@@ -1,42 +1,10 @@
 from functools import lru_cache
 
-import numpy as np
 import pandas as pd
-from exceptions import InvalidReportType
-from extract_report_data import COT, get_formating_data
 
-
-def format_dataframe(
-    data: pd.DataFrame,
-    names: list,
-    columns: list,
-) -> pd.DataFrame:
-    """
-    Helper function to format the data retrieved from the CFTC website.
-    """
-    df = data.reindex(columns=columns)  # Limit the columns to the ones we need (please adjust to your liking in format_columns.json)
-    df.rename(columns=dict(zip(columns, names)), inplace=True)
-    df["Date"] = pd.to_datetime(df["Date"])
-    df.set_index(["Date", "Contract Name"], inplace=True)
-    df.replace(".", np.nan, inplace=True)
-    df = df.astype(float)
-    df.reset_index(inplace=True)
-    df.set_index("Date", inplace=True)
-    return df
-
-
-def get_contract(
-    df: pd.DataFrame,
-    contract_name: str | tuple,
-) -> pd.DataFrame:
-    """
-    Retrieves the Commitment of Traders Reports data for a specific contract or list of contracts.
-    """
-    if isinstance(contract_name, str):
-        return df[df["Contract Name"] == contract_name]
-
-    data = [df[df["Contract Name"] == contract] for contract in contract_name if contract in df["Contract Name"].unique()]
-    return pd.concat(data)
+from pycot.exceptions import InvalidReportType
+from pycot.extract_report_data import COT, get_formating_data
+from pycot.utils import format_dataframe, get_contract
 
 
 @lru_cache
@@ -54,7 +22,7 @@ def legacy_report(
         A pandas DataFrame with the legacy futures Commitment of Traders data.
         
     Example:
-        >>> from pycot import legacy_report
+        >>> from pycot.reports import legacy_report
         >>> legacy_report("legacy_fut", ("FED FUNDS - CHICAGO BOARD OF TRADE", "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE"))
     """
     if report_type not in ["legacy_fut", "legacy_futopt"]:
@@ -84,7 +52,7 @@ def disaggregated_report(
         A pandas DataFrame with the disaggregated futures and options report.
         
     Example:
-        >>> from pycot import disaggregated_report
+        >>> from pycot.reports import disaggregated_report
         >>> disaggregated_report("disaggregated_fut", ("BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE", "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE"))
     """
     if report_type not in ["disaggregated_fut", "disaggregated_futopt"]:
@@ -121,7 +89,7 @@ def financial_report(
         A pandas DataFrame with the financial futures and options report.
         
     Example:
-        >>> from pycot import financial_report
+        >>> from pycot.reports import financial_report
         >>> financial_report("financial_fut", ("UST 10Y NOTE - CHICAGO BOARD OF TRADE", "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE"))
     """
     if report_type not in ["traders_in_financial_futures_fut", "traders_in_financial_futures_futopt"]:

pycot/utils.py

@@ -0,0 +1,35 @@
+import numpy as np
+import pandas as pd
+
+
+def format_dataframe(
+    data: pd.DataFrame,
+    names: list,
+    columns: list,
+) -> pd.DataFrame:
+    """
+    Helper function to format the data retrieved from the CFTC website.
+    """
+    df = data.reindex(columns=columns)  # Limit the columns to the ones we need (please adjust to your liking in format_columns.json)
+    df.rename(columns=dict(zip(columns, names)), inplace=True)
+    df["Date"] = pd.to_datetime(df["Date"])
+    df.set_index(["Date", "Contract Name"], inplace=True)
+    df.replace(".", np.nan, inplace=True)
+    df = df.astype(float)
+    df.reset_index(inplace=True)
+    df.set_index("Date", inplace=True)
+    return df
+
+
+def get_contract(
+    df: pd.DataFrame,
+    contract_name: str | tuple,
+) -> pd.DataFrame:
+    """
+    Retrieves the Commitment of Traders Reports data for a specific contract or list of contracts.
+    """
+    if isinstance(contract_name, str):
+        return df[df["Contract Name"] == contract_name]
+
+    data = [df[df["Contract Name"] == contract] for contract in contract_name if contract in df["Contract Name"].unique()]
+    return pd.concat(data)

pycot/version.py

@@ -1 +1 @@
-__version__ = "0.0.3"
+__version__ = "0.0.4"

tests/test_reports.py

@@ -0,0 +1,56 @@
+import pandas as pd
+import pytest
+
+from pycot import reports
+
+
+@pytest.mark.parametrize(
+    "report_type,contract_name",
+    [
+        (
+            "legacy_fut",
+            (
+                "FED FUNDS - CHICAGO BOARD OF TRADE",
+                "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE",
+            ),
+        ),
+    ],
+)
+def test_legacy_report(report_type, contract_name):
+    df = reports.legacy_report(report_type, contract_name)
+    assert isinstance(df, pd.DataFrame)
+
+
+@pytest.mark.parametrize(
+    "report_type,contract_name",
+    [
+        (
+            "disaggregated_futopt",
+            (
+                "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE",
+                "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE",
+            ),
+        ),
+    ],
+)
+def test_disaggregated_report(report_type, contract_name):
+    df = reports.disaggregated_report(report_type, contract_name)
+    assert isinstance(df, pd.DataFrame)
+
+
+@pytest.mark.parametrize(
+    "report_type,contract_name",
+    [
+        (
+            "traders_in_financial_futures_fut",
+            (
+                "UST 10Y NOTE - CHICAGO BOARD OF TRADE",
+                "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE",
+                "10 YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE",
+            ),
+        ),
+    ],
+)
+def test_financial_report(report_type, contract_name):
+    df = reports.financial_report(report_type, contract_name)
+    assert isinstance(df, pd.DataFrame)