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[ENH] Test Parameters for FinancialHolidaysTransformer #6334

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I've another supported test parameter set that covers substantially different setting as compared to the default parameters.
Here are the two distinct valid parameter sets:
Parameter Set 1 (Default):
Market: "XNYS" - New York Stock Exchange
Parameter Set 2:
Market: "ECB" - European Central Bank

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Thanks!

For explanation, parameter_set is not used in transformations and should not be used, it is just there for higher-level interface unification. It is also crucial that get_test_params never raises a ValueError.

Could you be so kind to not modify the docstring, or the return type, or the behaviour of the interface?

Simply return a list of dicts, that would be great.

@fkiraly fkiraly added module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing enhancement Adding new functionality labels Apr 25, 2024
Added supported "ECB" market as a test parameter.
fkiraly
fkiraly previously approved these changes Apr 26, 2024
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Thanks, looks good!

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sharma-kshitij-ks commented Apr 29, 2024

Looks Good! I'm getting the output "All tests PASSED!" when running check_estimator locally. @fkiraly

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@fkiraly fkiraly changed the title [ENH] Added Test Parameters [ENH] Test Parameters for FinancialHolidaysTransformer May 5, 2024
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