check_econ(dataloader)

Validates shape, columns and data for economic effects (consumer price index, unemployment rate) across parquet, json and hdf5

Source code in wt_ml/dataset/data_validator/checks/check_econ_effects.py
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def check_econ(dataloader: DataLoader) -> DataStatus:
    """Validates shape, columns and data for economic effects (consumer price index, unemployment rate)
    across parquet, json and hdf5"""
    data = dataloader.econ_effects
    statuses: list[StatusType] = []
    messages: list[str] = []
    hdf5_columns = data.hdf5.columns
    filtered_json = (
        data.json.loc[data.json["date"].isin(dataloader.date_idx), hdf5_columns]
        .sort_index(axis=1)
        .sort_values(by=["date"])
    )
    filtered_hdf5 = (
        data.hdf5.loc[data.hdf5["date"].isin(dataloader.date_idx)].sort_index(axis=1).sort_values(by=["date"])
    )
    if data.parquet.shape == data.json.shape:
        statuses.append(StatusType.PASS)
    else:
        statuses.append(StatusType.FAIL)
        messages.append(
            f"Shapes mismatch between parquet {data.parquet.shape} and json {data.json.shape} in economic data"
        )
    if all(data.hdf5.columns.isin(data.json.columns)):
        statuses.append(StatusType.PASS)
    else:
        statuses.append(StatusType.FAIL)
        messages.append(
            f"Following columns mismatch between hdf5 and json: {data.hdf5.columns.difference(data.json.columns)}"
        )
    if filtered_hdf5.select_dtypes([int, float]).shape == filtered_json.select_dtypes([int, float]).shape:
        if np.allclose(
            filtered_hdf5.select_dtypes([int, float]).values,
            filtered_json.select_dtypes([int, float]).values,
            atol=ABS_TOLERANCE,
        ):
            statuses.append(StatusType.PASS)
        else:
            statuses.append(StatusType.FAIL)
            messages.append("Data mismatch hdf5 and json in economic data")
    else:
        statuses.append(StatusType.FAIL)
        messages.append("Shape mismatch hdf5 and json in economic data")
    return DataStatus(
        status=StatusType.PASS if all(status == StatusType.PASS for status in statuses) else StatusType.FAIL,
        message="\n".join(messages),
    )