tests to compare MIT codes to pack/unpack codes

bankofcanada · Sep 7, 2023 · bc4c69a · bc4c69a
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diff --git a/Project.toml b/Project.toml
@@ -11,6 +11,7 @@ Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
 Serialization = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
@@ -19,7 +20,7 @@ TOML = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
 
 [compat]
 CEnum = "0.4"
-DataEcon_jll = "0.2.2"
+DataEcon_jll = "0.2.3"
 MacroTools = "0.5"
 OrderedCollections = "1.4"
 RecipesBase = "1.0"

diff --git a/src/dataecon/C.jl b/src/dataecon/C.jl
@@ -24,17 +24,20 @@ end
     DE_BAD_CLASS = -998
     DE_BAD_TYPE = -997
     DE_BAD_NAME = -996
-    DE_SHORT_BUF = -995
-    DE_OBJ_DNE = -994
-    DE_AXIS_DNE = -993
-    DE_ARG = -992
-    DE_NO_OBJ = -991
-    DE_EXISTS = -990
-    DE_BAD_OBJ = -989
-    DE_NULL = -988
-    DE_DEL_ROOT = -987
-    DE_MIS_ATTR = -986
-    DE_INTERNAL = -985
+    DE_BAD_FREQ = -995
+    DE_SHORT_BUF = -994
+    DE_OBJ_DNE = -993
+    DE_AXIS_DNE = -992
+    DE_ARG = -991
+    DE_NO_OBJ = -990
+    DE_EXISTS = -989
+    DE_BAD_OBJ = -988
+    DE_NULL = -987
+    DE_DEL_ROOT = -986
+    DE_MIS_ATTR = -985
+    DE_INEXACT = -984
+    DE_RANGE = -983
+    DE_INTERNAL = -982
 end
 
 const de_file = Ptr{Cvoid}
@@ -81,63 +84,6 @@ end
     type_any = -1
 end
 
-@cenum frequency_t::UInt32 begin
-    freq_none = 0
-    freq_unit = 1
-    freq_daily = 4
-    freq_bdaily = 5
-    freq_monthly = 8
-    freq_weekly = 16
-    freq_weekly_sun0 = 16
-    freq_weekly_mon = 17
-    freq_weekly_tue = 18
-    freq_weekly_wed = 19
-    freq_weekly_thu = 20
-    freq_weekly_fri = 21
-    freq_weekly_sat = 22
-    freq_weekly_sun7 = 23
-    freq_weekly_sun = 23
-    freq_quarterly = 32
-    freq_quarterly_jan = 33
-    freq_quarterly_feb = 34
-    freq_quarterly_mar = 35
-    freq_quarterly_apr = 33
-    freq_quarterly_may = 34
-    freq_quarterly_jun = 35
-    freq_quarterly_jul = 33
-    freq_quarterly_aug = 34
-    freq_quarterly_sep = 35
-    freq_quarterly_oct = 33
-    freq_quarterly_nov = 34
-    freq_quarterly_dec = 35
-    freq_halfyearly = 64
-    freq_halfyearly_jan = 65
-    freq_halfyearly_feb = 66
-    freq_halfyearly_mar = 67
-    freq_halfyearly_apr = 68
-    freq_halfyearly_may = 69
-    freq_halfyearly_jun = 70
-    freq_halfyearly_jul = 65
-    freq_halfyearly_aug = 66
-    freq_halfyearly_sep = 67
-    freq_halfyearly_oct = 68
-    freq_halfyearly_nov = 69
-    freq_halfyearly_dec = 70
-    freq_yearly = 128
-    freq_yearly_jan = 129
-    freq_yearly_feb = 130
-    freq_yearly_mar = 131
-    freq_yearly_apr = 132
-    freq_yearly_may = 133
-    freq_yearly_jun = 134
-    freq_yearly_jul = 135
-    freq_yearly_aug = 136
-    freq_yearly_sep = 137
-    freq_yearly_oct = 138
-    freq_yearly_nov = 139
-    freq_yearly_dec = 140
-end
-
 const obj_id_t = Int64
 
 struct object_t
@@ -184,6 +130,81 @@ function de_new_catalog(de, pid, name, id)
     ccall((:de_new_catalog, libdaec), Cint, (de_file, obj_id_t, Ptr{Cchar}, Ptr{obj_id_t}), de, pid, name, id)
 end
 
+@cenum frequency_t::UInt32 begin
+    freq_none = 0
+    freq_unit = 1
+    freq_daily = 4
+    freq_bdaily = 5
+    freq_weekly = 16
+    freq_weekly_sun0 = 16
+    freq_weekly_mon = 17
+    freq_weekly_tue = 18
+    freq_weekly_wed = 19
+    freq_weekly_thu = 20
+    freq_weekly_fri = 21
+    freq_weekly_sat = 22
+    freq_weekly_sun7 = 23
+    freq_weekly_sun = 23
+    freq_monthly = 32
+    freq_quarterly = 64
+    freq_quarterly_jan = 65
+    freq_quarterly_feb = 66
+    freq_quarterly_mar = 67
+    freq_quarterly_apr = 65
+    freq_quarterly_may = 66
+    freq_quarterly_jun = 67
+    freq_quarterly_jul = 65
+    freq_quarterly_aug = 66
+    freq_quarterly_sep = 67
+    freq_quarterly_oct = 65
+    freq_quarterly_nov = 66
+    freq_quarterly_dec = 67
+    freq_halfyearly = 128
+    freq_halfyearly_jan = 129
+    freq_halfyearly_feb = 130
+    freq_halfyearly_mar = 131
+    freq_halfyearly_apr = 132
+    freq_halfyearly_may = 133
+    freq_halfyearly_jun = 134
+    freq_halfyearly_jul = 129
+    freq_halfyearly_aug = 130
+    freq_halfyearly_sep = 131
+    freq_halfyearly_oct = 132
+    freq_halfyearly_nov = 133
+    freq_halfyearly_dec = 134
+    freq_yearly = 256
+    freq_yearly_jan = 257
+    freq_yearly_feb = 258
+    freq_yearly_mar = 259
+    freq_yearly_apr = 260
+    freq_yearly_may = 261
+    freq_yearly_jun = 262
+    freq_yearly_jul = 263
+    freq_yearly_aug = 264
+    freq_yearly_sep = 265
+    freq_yearly_oct = 266
+    freq_yearly_nov = 267
+    freq_yearly_dec = 268
+end
+
+const date_t = Int64
+
+function de_pack_year_period_date(freq, year, period, date)
+    ccall((:de_pack_year_period_date, libdaec), Cint, (frequency_t, Int32, UInt32, Ptr{date_t}), freq, year, period, date)
+end
+
+function de_unpack_year_period_date(freq, date, year, period)
+    ccall((:de_unpack_year_period_date, libdaec), Cint, (frequency_t, date_t, Ptr{Int32}, Ptr{UInt32}), freq, date, year, period)
+end
+
+function de_pack_calendar_date(freq, year, month, day, date)
+    ccall((:de_pack_calendar_date, libdaec), Cint, (frequency_t, Int32, UInt32, UInt32, Ptr{date_t}), freq, year, month, day, date)
+end
+
+function de_unpack_calendar_date(freq, date, year, month, day)
+    ccall((:de_unpack_calendar_date, libdaec), Cint, (frequency_t, date_t, Ptr{Int32}, Ptr{UInt32}, Ptr{UInt32}), freq, date, year, month, day)
+end
+
 struct scalar_t
     object::object_t
     frequency::frequency_t

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -1,4 +1,4 @@
-# Copyright (c) 2020-2021, Bank of Canada
+# Copyright (c) 2020-2023, Bank of Canada
 # All rights reserved.
 
 using Test

diff --git a/test/test_dataecon.jl b/test/test_dataecon.jl
@@ -2,6 +2,7 @@
 # All rights reserved.
 
 using Dates
+using Random
 
 DE = TimeSeriesEcon.DataEcon
 test_file = "test.daec"
@@ -299,3 +300,105 @@ rm(test_file, force=true)
 
 end
 
+##################################################################################################
+
+# Compare the TimeSeriesEcon internal encoding of MITs to the
+# encodings produced by de_pack_xyz and de_unpack_xyz.
+
+# Known bug: in TimeSeriesEcon, MIT{BDaily} misbehave when the year is 0 or negative.
+
+# Frequency \ pack/unpack ||   year+period   |   year+month+day 
+# ===============================================================
+#     YP Date             ||     works       |   not implemented
+#     Cal Date            ||     works       |       works
+
+@testset "pack/unpack year_period" begin
+    # here we test the first column of the table - that is packing and unpacking 
+    # MITs given year-period
+    Random.seed!(0x007)
+    fc = Dict{Type{<:Frequency},Base.RefValue{Int}}()
+    jfreqs = [Daily, BDaily, (Weekly{i} for i = 1:7)...,
+        Monthly, (Quarterly{i} for i = 1:3)...,
+        (HalfYearly{i} for i = 1:6)..., (Yearly{i} for i = 1:12)...]
+    for i = 1:1000
+        fr = rand(jfreqs)
+        d1 = convert(Int, rand(Int16))
+        if fr == BDaily && d1 < 1
+            # make sure it's non-negative to work around known bug
+            d1 = 1 - d1
+        end
+        d = MIT{fr}(d1)
+        y, p = isweekly(fr) ? TimeSeriesEcon._mit2yp(d) : TimeSeriesEcon.mit2yp(d)
+        d2 = Ref{Int64}(0)
+        f = DE.I._to_de_scalar_freq(fr)
+        @test DE.C.DE_SUCCESS == DE.C.de_pack_year_period_date(f, y, p, d2)
+        if d1 != d2[]
+            @info "Not equal" fr d1 d y p d2
+            continue
+        end
+        @test d1 == d2[]
+        yr = Ref{Int32}(0)
+        pr = Ref{UInt32}(0)
+        @test DE.C.DE_SUCCESS == DE.C.de_unpack_year_period_date(f, d2[], yr, pr)
+        @test y == yr[] && p == pr[]
+        if !(y == yr[] && p == pr[])
+            @info "Not equal" fr d1 d y p d2 yr pr
+        end
+
+        get!(fc, fr, Ref(0))[] += 1
+    end
+    # make sure we tested all frequencies
+    foreach(jfreqs) do fr
+        @test get!(fc, fr, Ref(0))[] > 10
+    end
+end;
+
+
+@testset "pack/unpack year_month_day" begin
+    # here we test the second column of the table - that is packing and unpacking 
+    # MITs given year-month-day.  This doesn't work for YP frequencies.
+    Random.seed!(0x007)
+    fc = Dict{Type{<:Frequency},Base.RefValue{Int}}()
+    calfreqs = [Daily, BDaily, (Weekly{i} for i = 1:7)...,]
+    for i = 1:1000
+        fr = rand(calfreqs)
+        d1 = convert(Int, rand(Int16))
+        if fr == BDaily && d1 < 1
+            # make sure it's non-negative to work around known bug
+            d1 = 1 - d1
+        end
+        d = MIT{fr}(d1)
+        date = Date(d)
+        yr = Dates.year(date)
+        mn = Dates.month(date)
+        dy = Dates.day(date)
+
+        f = DE.I._to_de_scalar_freq(fr)
+
+        d2 = Ref{Int64}(0)
+        @test DE.C.DE_SUCCESS == DE.C.de_pack_calendar_date(f, yr, mn, dy, d2)
+        if d1 != d2[]
+            @info "Not equal" fr d1 d y p d2
+            continue
+        end
+        @test d1 == d2[]
+
+        Y = Ref{Int32}()
+        M = Ref{UInt32}()
+        D = Ref{UInt32}()
+        @test DE.C.DE_SUCCESS == DE.C.de_unpack_calendar_date(f, d1, Y, M, D)
+        if !(yr == Y[] && mn == M[] && dy == D[])
+            @info "Not equal" fr d1 d y p d2 yr pr
+        end
+        @test yr == Y[] && mn == M[] && dy == D[]
+
+        get!(fc, fr, Ref(0))[] += 1
+    end
+    # make sure we tested all supported frequencies
+    foreach(calfreqs) do fr
+        @test get!(fc, fr, Ref(0))[] > 10
+    end
+end;
+
+
+