jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-28 04:52:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Update the quantitative extension to make more sense (#6087)

Browse Source 
* Split out a rolling submenu for the rolling functions

* Make a performance and a stats submenu.

* Test the statistics functions

* lint

* lint

* dupe test

* pylint

* ruff

* Try tests quick

* black magic signature funcs

* fix my custom tests

* Fix the existing imports/urls

* push the api update

* okay I figured out whats going on

* this should be all  of them

* Correct docstringing examples

---------

Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
This commit is contained in:
James Maslek
2024-02-21 12:09:57 -05:00
committed by GitHub
parent 754e14ca71
commit 3cc6025ab4
10 changed files with 1298 additions and 378 deletions
Download Patch File Download Diff File Expand all files Collapse all files

249
openbb_platform/extensions/quantitative/integration/test_quantitative_python.py
View File

@@ -117,11 +117,11 @@ def test_quantitative_capm(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_omega_ratio(params, data_type, obb):
def test_quantitative_performance_omega_ratio(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.omega_ratio(**params)
result = obb.quantitative.performance.omega_ratio(**params)
assert result
assert isinstance(result, OBBject)
@@ -134,11 +134,11 @@ def test_quantitative_omega_ratio(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_kurtosis(params, data_type, obb):
def test_quantitative_rolling_kurtosis(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.kurtosis(**params)
result = obb.quantitative.rolling.kurtosis(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@@ -203,11 +203,11 @@ def test_quantitative_unitroot_test(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_sharpe_ratio(params, data_type, obb):
def test_quantitative_performance_sharpe_ratio(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.sharpe_ratio(**params)
result = obb.quantitative.performance.sharpe_ratio(**params)
assert result
assert isinstance(result, OBBject)
@@ -240,11 +240,11 @@ def test_quantitative_sharpe_ratio(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_sortino_ratio(params, data_type, obb):
def test_quantitative_performance_sortino_ratio(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.sortino_ratio(**params)
result = obb.quantitative.performance.sortino_ratio(**params)
assert result
assert isinstance(result, OBBject)
@@ -256,11 +256,11 @@ def test_quantitative_sortino_ratio(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_skewness(params, data_type, obb):
def test_quantitative_rolling_skew(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.skewness(**params)
result = obb.quantitative.rolling.skew(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@@ -292,11 +292,11 @@ def test_quantitative_skewness(params, data_type, obb):
],
)
@pytest.mark.integration
def test_quantitative_quantile(params, data_type, obb):
def test_quantitative_rolling_quantile(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.quantile(**params)
result = obb.quantitative.rolling.quantile(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@@ -317,3 +317,228 @@ def test_quantitative_summary(params, data_type, obb):
result = obb.quantitative.summary(**params)
assert result
assert isinstance(result, OBBject)
@parametrize(
"params, data_type",
[
(
{
"data": "",
"target": "close",
"window": "10",
"quantile_pct": "",
"index": "date",
},
"equity",
),
(
{
"data": "",
"target": "high",
"window": "50",
"quantile_pct": "0.6",
"index": "date",
},
"crypto",
),
],
)
@pytest.mark.integration
def test_quantitative_rolling_stdev(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.rolling.stdev(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
(
{
"data": "",
"target": "close",
"window": "10",
"quantile_pct": "",
"index": "date",
},
"equity",
),
(
{
"data": "",
"target": "high",
"window": "50",
"quantile_pct": "0.6",
"index": "date",
},
"crypto",
),
],
)
@pytest.mark.integration
def test_quantitative_rolling_mean(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.rolling.mean(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
(
{
"data": "",
"target": "close",
"window": "10",
"quantile_pct": "",
"index": "date",
},
"equity",
),
(
{
"data": "",
"target": "high",
"window": "50",
"quantile_pct": "0.6",
"index": "date",
},
"crypto",
),
],
)
@pytest.mark.integration
def test_quantitative_rolling_variance(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.rolling.variance(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
({"data": "", "target": "close"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_skew(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.skew(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
({"data": "", "target": "close"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_kurtosis(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.kurtosis(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
({"data": "", "target": "close"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_variance(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.variance(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
({"data": "", "target": "close"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_stdev(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.stdev(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
({"data": "", "target": "close"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_mean(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.mean(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params, data_type",
[
(
{
"data": "",
"target": "close",
"quantile_pct": "",
},
"equity",
),
(
{
"data": "",
"target": "close",
"quantile_pct": "0.6",
},
"crypto",
),
],
)
@pytest.mark.integration
def test_quantitative_stats_quantile(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.quantitative.stats.quantile(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0