[Bug fix] - Fix integration tests (#6170)

* fix integration tests

* rebuild

* unittest

openbb_platform/core/openbb_core/api/rest_api.py

@@ -88,6 +88,7 @@ AppLoader.from_routers(
 @app.exception_handler(Exception)
 async def api_exception_handler(_: Request, exc: Exception):
     """Exception handler for all other exceptions."""
+    logger.error(exc)
     return JSONResponse(
         status_code=404,
         content={
@@ -100,6 +101,7 @@ async def api_exception_handler(_: Request, exc: Exception):
 @app.exception_handler(OpenBBError)
 async def openbb_exception_handler(_: Request, exc: OpenBBError):
     """Exception handler for OpenBB errors."""
+    logger.error(exc.original)
     openbb_error = exc.original
     status_code = 400 if "No results" in str(openbb_error) else 500
     return JSONResponse(

openbb_platform/extensions/equity/integration/test_equity_api.py

@@ -1675,7 +1675,7 @@ def test_equity_darkpool_otc(params, headers):
     "params",
     [
         ({"provider": "fmp", "market": "euronext"}),
-        ({"provider": "polygon"}),  # premium endpoint
+        # ({"provider": "polygon"}),  # premium endpoint
     ],
 )
 @pytest.mark.integration

openbb_platform/extensions/equity/integration/test_equity_python.py

@@ -1,6 +1,6 @@
 """Python interface integration tests for the equity extension."""
 
-from datetime import time
+from datetime import date, time, timedelta
 
 import pytest
 from extensions.tests.conftest import parametrize
@@ -767,8 +767,6 @@ def test_equity_fundamental_revenue_per_segment(params, obb):
                 "symbol": "IBM:US",
                 "start_date": "2023-09-30",
                 "end_date": "2023-12-31",
-                "limit": None,
-                "form_type": None,
             }
         ),
     ],
@@ -878,8 +876,8 @@ def test_equity_compare_groups(params, obb):
             {
                 "provider": "cboe",
                 "symbol": "AAPL",
-                "start_date": "2024-02-19",
-                "end_date": "2024-02-20",
+                "start_date": (date.today() - timedelta(days=1)).strftime("%Y-%m-%d"),
+                "end_date": date.today().strftime("%Y-%m-%d"),
                 "interval": "1m",
                 "use_cache": False,
             }
@@ -1572,7 +1570,7 @@ def test_equity_darkpool_otc(params, obb):
     "params",
     [
         ({"provider": "fmp", "market": "euronext"}),
-        ({"provider": "polygon"}),  # premium endpoint
+        # ({"provider": "polygon"}),  # premium endpoint
     ],
 )
 @pytest.mark.integration

openbb_platform/extensions/quantitative/integration/test_quantitative_api.py

@@ -26,9 +26,11 @@ def get_headers():
     return data["headers"]
 
 
-def request_data(menu: str, symbol: str, provider: str):
+def request_data(
+    menu: str, symbol: str, provider: str, start_date: str = "", end_date: str = ""
+):
     """Randomly pick a symbol and a provider and get data from the selected menu."""
-    url = f"http://0.0.0.0:8000/api/v1/{menu}/price/historical?symbol={symbol}&provider={provider}"
+    url = f"http://0.0.0.0:8000/api/v1/{menu}/price/historical?symbol={symbol}&provider={provider}&start_date={start_date}&end_date={end_date}"
     result = requests.get(url, headers=get_headers(), timeout=10)
     return result.json()["results"]
 
@@ -40,7 +42,13 @@ def get_stocks_data():
     symbol = random.choice(["AAPL", "NVDA", "MSFT", "TSLA", "AMZN", "V"])  # noqa: S311
     provider = random.choice(["fmp", "polygon", "yfinance"])  # noqa: S311
 
-    data["stocks_data"] = request_data("equity", symbol=symbol, provider=provider)
+    data["stocks_data"] = request_data(
+        menu="equity",
+        symbol=symbol,
+        provider=provider,
+        start_date="2023-01-01",
+        end_date="2023-12-31",
+    )
     return data["stocks_data"]
 
 
@@ -56,6 +64,8 @@ def get_crypto_data():
         menu="crypto",
         symbol=symbol,
         provider=provider,
+        start_date="2023-01-01",
+        end_date="2023-12-31",
     )
     return data["crypto_data"]
 
@@ -244,7 +254,7 @@ def test_quantitative_performance_sharpe_ratio(params, data_type):
                 "data": "",
                 "target": "close",
                 "target_return": "0.5",
-                "window": "275",
+                "window": "150",
                 "adjusted": "true",
                 "index": "date",
             },

openbb_platform/extensions/quantitative/openbb_quantitative/stats/stats_router.py

@@ -144,7 +144,7 @@ def stdev(data: List[Data], target: str) -> OBBject[List[Data]]:
         'obb.quantitative.stats.kurtosis(data=returns, target="close")',
     ],
 )
-def kurtosis(data: List[Data], target) -> OBBject[List[Data]]:
+def kurtosis(data: List[Data], target: str) -> OBBject[List[Data]]:
     """
     Calculate the rolling kurtosis of a target column.
 
@@ -154,10 +154,11 @@ def kurtosis(data: List[Data], target) -> OBBject[List[Data]]:
     This function helps in assessing the risk of outliers in financial returns or other time series data.
 
     Parameters
-        data: List[Data]
-            The time series data as a list of data points.
-        target: str
-            The name of the column for which to calculate kurtosis.
+    ----------
+    data: List[Data]
+        The time series data as a list of data points.
+    target: str
+        The name of the column for which to calculate kurtosis.
 
     Returns
     ------

openbb_platform/extensions/technical/openbb_technical/technical_router.py

@@ -623,6 +623,8 @@ def vwap(
         The calculated data.
     """
     df = basemodel_to_df(data, index=index)
+    if index == "date":
+        df.index = pd.to_datetime(df.index)
     df_target = get_target_columns(df, ["high", "low", "close", "volume"])
     df_vwap = pd.DataFrame(df_target.ta.vwap(anchor=anchor, offset=offset).dropna())
 

openbb_platform/openbb/package/equity_fundamental.py

@@ -708,6 +708,10 @@ class ROUTER_equity_fundamental(Container):
             Link to the filing. (provider: fmp)
         final_link : Optional[str]
             Link to the filing document. (provider: fmp)
+        net_income_continuing_operations : Optional[float]
+            Net Income (Continuing Operations) (provider: intrinio)
+        net_income_discontinued_operations : Optional[float]
+            Net Income (Discontinued Operations) (provider: intrinio)
         provision_for_loan_losses : Optional[float]
             Provision for Loan Losses (provider: intrinio)
         provision_for_credit_losses : Optional[float]
@@ -726,10 +730,6 @@ class ROUTER_equity_fundamental(Container):
             Net Cash from Continuing Operating Activities (provider: intrinio)
         net_cash_from_discontinued_operating_activities : Optional[float]
             Net Cash from Discontinued Operating Activities (provider: intrinio)
-        net_income_continuing_operations : Optional[float]
-            Net Income (Continuing Operations) (provider: intrinio)
-        net_income_discontinued_operations : Optional[float]
-            Net Income (Discontinued Operations) (provider: intrinio)
         divestitures : Optional[float]
             Divestitures (provider: intrinio)
         sale_of_property_plant_and_equipment : Optional[float]

openbb_platform/providers/intrinio/openbb_intrinio/models/equity_historical.py

@@ -230,7 +230,10 @@ class IntrinioEquityHistoricalFetcher(
         **kwargs: Any,
     ) -> List[IntrinioEquityHistoricalData]:
         """Return the transformed data."""
-        return [
-            IntrinioEquityHistoricalData.model_validate(d)
-            for d in sorted(data, key=lambda x: x["date"], reverse=False)
-        ]
+        try:
+            sorted_data = sorted(
+                data, key=lambda x: x.get("date") or x.get("time"), reverse=False
+            )
+        except Exception:
+            sorted_data = data
+        return [IntrinioEquityHistoricalData.model_validate(d) for d in sorted_data]

openbb_platform/providers/nasdaq/openbb_nasdaq/models/economic_calendar.py

@@ -4,7 +4,7 @@ import html
 from concurrent.futures import ThreadPoolExecutor
 from datetime import datetime, timedelta
 from itertools import repeat
-from typing import Any, Dict, List, Optional, Set, Union
+from typing import Any, Dict, List, Optional
 
 import requests
 from openbb_core.provider.abstract.fetcher import Fetcher
@@ -24,18 +24,16 @@ class NasdaqEconomicCalendarQueryParams(EconomicCalendarQueryParams):
 
     __json_schema_extra__ = {"country": ["multiple_items_allowed"]}
 
-    country: Optional[Union[str, List[str]]] = Field(
+    country: Optional[str] = Field(
         default=None,
         description="Country of the event",
     )
 
     @field_validator("country", mode="before", check_fields=False)
     @classmethod
-    def validate_country(cls, v: Union[str, List[str], Set[str]]):
-        """Validate the country input."""
-        if isinstance(v, str):
-            return v.lower().replace(" ", "_")
-        return ",".join([country.lower().replace(" ", "_") for country in list(v)])
+    def validate_country(cls, c: str):  # pylint: disable=E0213
+        """Validate country."""
+        return ",".join([v.lower() for v in c.replace(" ", "_").split(",")])
 
 
 class NasdaqEconomicCalendarData(EconomicCalendarData):