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Fix python interface QA and TA

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This commit is contained in:
Igor Radovanovic
2023-10-06 23:28:08 +02:00
parent ea4f4a7e2d
commit 8eb149726c
3 changed files with 280 additions and 189 deletions
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119
openbb_platform/extensions/qa/integration/test_qa_python.py
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@@ -1,5 +1,6 @@
"""Test qa extension."""
import random
from typing import Literal
import pytest
from openbb_core.app.model.obbject import OBBject
@@ -8,7 +9,6 @@ from openbb_core.app.model.obbject import OBBject
@pytest.fixture(scope="session")
def obb(pytestconfig):
"""Fixture to setup obb."""
if pytestconfig.getoption("markexpr") != "not integration":
import openbb
@@ -49,16 +49,22 @@ def get_crypto_data():
return data["crypto_data"]
def get_data(menu: Literal["stocks", "crypto"]):
funcs = {"stocks": get_stocks_data, "crypto": get_crypto_data}
return funcs[menu]()
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close"}),
({"data": get_crypto_data(), "target": "high"}),
({"data": "", "target": "close"}, "stocks"),
({"data": "", "target": "high"}, "crypto"),
],
)
@pytest.mark.integration
def test_qa_normality(params, obb):
def test_qa_normality(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.normality(**params)
assert result
@@ -66,15 +72,16 @@ def test_qa_normality(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close"}),
({"data": get_crypto_data(), "target": "high"}),
({"data": "", "target": "close"}, "stocks"),
({"data": "", "target": "high"}, "crypto"),
],
)
@pytest.mark.integration
def test_qa_capm(params, obb):
def test_qa_capm(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.capm(**params)
assert result
@@ -82,29 +89,32 @@ def test_qa_capm(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
(
{
"data": get_stocks_data(),
"data": "",
"target": "close",
"threshold_start": "",
"threshold_end": "",
}
},
"stocks",
),
(
{
"data": get_crypto_data(),
"data": "",
"target": "high",
"threshold_start": "0.1",
"threshold_end": "1.6",
}
},
"crypto",
),
],
)
@pytest.mark.integration
def test_qa_om(params, obb):
def test_qa_om(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.om(**params)
assert result
@@ -112,15 +122,16 @@ def test_qa_om(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close", "window": "5"}),
({"data": get_crypto_data(), "target": "high", "window": "10"}),
({"data": "", "target": "close", "window": "5"}, "stocks"),
({"data": "", "target": "high", "window": "10"}, "crypto"),
],
)
@pytest.mark.integration
def test_qa_kurtosis(params, obb):
def test_qa_kurtosis(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.kurtosis(**params)
assert result
@@ -129,29 +140,32 @@ def test_qa_kurtosis(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
(
{
"data": get_stocks_data(),
"data": "",
"target": "close",
"fuller_reg": "c",
"kpss_reg": "ct",
}
},
"stocks",
),
(
{
"data": get_stocks_data(),
"data": "",
"target": "high",
"fuller_reg": "ct",
"kpss_reg": "c",
}
},
"crypto",
),
],
)
@pytest.mark.integration
def test_qa_unitroot(params, obb):
def test_qa_unitroot(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.unitroot(**params)
assert result
@@ -159,15 +173,16 @@ def test_qa_unitroot(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close", "rfr": "", "window": ""}),
({"data": get_crypto_data(), "target": "high", "rfr": "0.5", "window": "250"}),
({"data": "", "target": "close", "rfr": "", "window": ""}, "stocks"),
({"data": "", "target": "high", "rfr": "0.5", "window": "250"}, "crypto"),
],
)
@pytest.mark.integration
def test_qa_sh(params, obb):
def test_qa_sh(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.sh(**params)
assert result
@@ -175,31 +190,34 @@ def test_qa_sh(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
(
{
"data": get_stocks_data(),
"data": "",
"target": "close",
"target_return": "",
"window": "",
"adjusted": "",
}
},
"stocks",
),
(
{
"data": get_crypto_data(),
"data": "",
"target": "close",
"target_return": "0.5",
"window": "275",
"adjusted": "true",
}
},
"crypto",
),
],
)
@pytest.mark.integration
def test_qa_so(params, obb):
def test_qa_so(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.so(**params)
assert result
@@ -207,14 +225,15 @@ def test_qa_so(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close", "window": "220"}),
({"data": "", "target": "close", "window": "220"}, "stocks"),
],
)
@pytest.mark.integration
def test_qa_skew(params, obb):
def test_qa_skew(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.skew(**params)
assert result
@@ -223,29 +242,32 @@ def test_qa_skew(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
(
{
"data": get_stocks_data(),
"data": "",
"target": "close",
"window": "10",
"quantile_pct": "",
}
},
"stocks",
),
(
{
"data": get_crypto_data(),
"data": "",
"target": "high",
"window": "50",
"quantile_pct": "0.6",
}
},
"crypto",
),
],
)
@pytest.mark.integration
def test_qa_quantile(params, obb):
def test_qa_quantile(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.quantile(**params)
assert result
@@ -254,15 +276,16 @@ def test_qa_quantile(params, obb):
@pytest.mark.parametrize(
"params",
"params, data_type",
[
({"data": get_stocks_data(), "target": "close"}),
({"data": get_crypto_data(), "target": "high"}),
({"data": "", "target": "close"}, "stocks"),
({"data": "", "target": "high"}, "crypto"),
],
)
@pytest.mark.integration
def test_qa_summary(params, obb):
def test_qa_summary(params, data_type, obb):
params = {p: v for p, v in params.items() if v}
params["data"] = get_data(data_type)
result = obb.qa.summary(**params)
assert result