TST: Refactor hypothesis strategies

These were outdated and still referred to facts used by numba.
Also moved into strategies into their own file. However, the biggest
 change is that we now only test nicely behaved (no nan,infinities or
 subnormal) numbers

Author: Kai-Striega

numpy_financial/tests/strategies.py

@@ -0,0 +1,34 @@
+import numpy as np
+from hypothesis import strategies as st
+from hypothesis.extra import numpy as npst
+
+real_scalar_dtypes = st.one_of(
+    npst.floating_dtypes(),
+    npst.integer_dtypes(),
+    npst.unsigned_integer_dtypes()
+)
+nicely_behaved_doubles = npst.from_dtype(
+    np.dtype("f8"),
+    allow_nan=False,
+    allow_infinity=False,
+    allow_subnormal=False,
+)
+cashflow_array_strategy = npst.arrays(
+    dtype=npst.floating_dtypes(sizes=64),
+    shape=npst.array_shapes(min_dims=1, max_dims=2, min_side=0, max_side=25),
+    elements=nicely_behaved_doubles,
+)
+cashflow_list_strategy = cashflow_array_strategy.map(lambda x: x.tolist())
+cashflow_array_like_strategy = st.one_of(
+    cashflow_array_strategy,
+    cashflow_list_strategy,
+)
+short_nicely_behaved_doubles = npst.arrays(
+    dtype=npst.floating_dtypes(sizes=64),
+    shape=npst.array_shapes(min_dims=0, max_dims=1, min_side=0, max_side=5),
+    elements=nicely_behaved_doubles,
+)
+
+when_strategy = st.sampled_from(
+    ['end', 'begin', 'e', 'b', 0, 1, 'beginning', 'start', 'finish']
+)

numpy_financial/tests/test_financial.py

@@ -1,14 +1,11 @@
 import math
 from decimal import Decimal
 
-import hypothesis.extra.numpy as npst
-import hypothesis.strategies as st
-
 # Don't use 'import numpy as np', to avoid accidentally testing
 # the versions in numpy instead of numpy_financial.
 import numpy
 import pytest
-from hypothesis import assume, given, settings
+from hypothesis import assume, given
 from numpy.testing import (
     assert_,
     assert_allclose,
@@ -17,42 +14,11 @@
 )
 
 import numpy_financial as npf
-
-
-def float_dtype():
-    return npst.floating_dtypes(sizes=[32, 64], endianness="<")
-
-
-def int_dtype():
-    return npst.integer_dtypes(sizes=[32, 64], endianness="<")
-
-
-def uint_dtype():
-    return npst.unsigned_integer_dtypes(sizes=[32, 64], endianness="<")
-
-
-real_scalar_dtypes = st.one_of(float_dtype(), int_dtype(), uint_dtype())
-
-
-cashflow_array_strategy = npst.arrays(
-    dtype=real_scalar_dtypes,
-    shape=npst.array_shapes(min_dims=1, max_dims=2, min_side=0, max_side=25),
-)
-cashflow_list_strategy = cashflow_array_strategy.map(lambda x: x.tolist())
-
-cashflow_array_like_strategy = st.one_of(
+from numpy_financial.tests.strategies import (
     cashflow_array_strategy,
-    cashflow_list_strategy,
-)
-
-short_scalar_array_strategy = npst.arrays(
-    dtype=real_scalar_dtypes,
-    shape=npst.array_shapes(min_dims=0, max_dims=1, min_side=0, max_side=5),
-)
-
-
-when_strategy = st.sampled_from(
-    ['end', 'begin', 'e', 'b', 0, 1, 'beginning', 'start', 'finish']
+    cashflow_array_like_strategy,
+    short_nicely_behaved_doubles,
+    when_strategy,
 )
 
 
@@ -285,8 +251,7 @@ def test_npv(self):
             rtol=1e-2,
         )
 
-    @given(rates=short_scalar_array_strategy, values=cashflow_array_strategy)
-    @settings(deadline=None)
+    @given(rates=short_nicely_behaved_doubles, values=cashflow_array_strategy)
     def test_fuzz(self, rates, values):
         npf.npv(rates, values)
 
@@ -421,17 +386,17 @@ def test_mirr_no_real_solution_exception(self):
 
     @given(
         values=cashflow_array_like_strategy,
-        finance_rate=short_scalar_array_strategy,
-        reinvestment_rate=short_scalar_array_strategy,
+        finance_rate=short_nicely_behaved_doubles,
+        reinvestment_rate=short_nicely_behaved_doubles,
     )
     def test_fuzz(self, values, finance_rate, reinvestment_rate):
         assume(finance_rate.size == reinvestment_rate.size)
         npf.mirr(values, finance_rate, reinvestment_rate)
 
     @given(
         values=cashflow_array_like_strategy,
-        finance_rate=short_scalar_array_strategy,
-        reinvestment_rate=short_scalar_array_strategy,
+        finance_rate=short_nicely_behaved_doubles,
+        reinvestment_rate=short_nicely_behaved_doubles,
     )
     def test_mismatching_rates_raise(self, values, finance_rate, reinvestment_rate):
         assume(finance_rate.size != reinvestment_rate.size)
@@ -468,10 +433,10 @@ def test_broadcast(self):
         )
 
     @given(
-        rates=short_scalar_array_strategy,
-        payments=short_scalar_array_strategy,
-        present_values=short_scalar_array_strategy,
-        future_values=short_scalar_array_strategy,
+        rates=short_nicely_behaved_doubles,
+        payments=short_nicely_behaved_doubles,
+        present_values=short_nicely_behaved_doubles,
+        future_values=short_nicely_behaved_doubles,
         whens=when_strategy,
     )
     def test_fuzz(self, rates, payments, present_values, future_values, whens):