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Tests : Stocks > Quantitative Analysis (#1100)
* Updating tests : stocks/quantitative_analysis * Updating tests : stocks/insider * Updating tests : stocks/quantitative_analysis * Updating tests : stocks/insider * Updating tests : stocks/insider * Updating tests : stocks/quantitative_analysis * Updating tests : stocks/quantitative_analysis
This commit is contained in:
Chavithra
@@ -9,7 +9,7 @@ from gamestonk_terminal.stocks.insider import finviz_model
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@pytest.mark.vcr
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def testget_last_insider_activity(mocker, recorder):
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def test_get_last_insider_activity(mocker, recorder):
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# REMOVE FINVIZ STOCK_PAGE CACHE
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mocker.patch.object(target=finviz.main_func, attribute="STOCK_PAGE", new={})
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@@ -0,0 +1,363 @@
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interactions:
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- request:
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body: null
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headers:
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Connection:
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- close
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Host:
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- mba.tuck.dartmouth.edu
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method: GET
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uri: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/F-F_Research_Data_Factors_CSV.zip
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response:
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body:
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|
||||
def test_capm_information(mocker, recorder):
|
||||
# FORCE SINGLE THREADING
|
||||
yf_download = factors_model.yf.download
|
||||
|
||||
def mock_yf_download(*args, **kwargs):
|
||||
kwargs["threads"] = False
|
||||
return yf_download(*args, **kwargs)
|
||||
|
||||
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
||||
|
||||
result_tuple = factors_model.capm_information(ticker="PM")
|
||||
recorder.capture(result_tuple)
|
||||
@@ -0,0 +1,24 @@
|
||||
# IMPORTATION STANDARD
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pytest
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from gamestonk_terminal.stocks.quantitative_analysis import factors_view
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def vcr_config():
|
||||
return {
|
||||
"filter_headers": [("User-Agent", None)],
|
||||
"filter_query_parameters": [
|
||||
("period1", "1598220000"),
|
||||
("period2", "1635980400"),
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
@pytest.mark.record_stdout
|
||||
def test_capm_view():
|
||||
factors_view.capm_view(ticker="PM")
|
||||
@@ -0,0 +1,523 @@
|
||||
# IMPORTATION STANDARD
|
||||
import os
|
||||
from datetime import datetime
|
||||
|
||||
# IMPORTATION THIRDPARTY
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
# IMPORTATION INTERNAL
|
||||
from gamestonk_terminal.stocks.quantitative_analysis import qa_controller
|
||||
|
||||
# pylint: disable=E1101
|
||||
# pylint: disable=W0603
|
||||
# pylint: disable=E1111
|
||||
|
||||
DF_STOCK = pd.DataFrame.from_dict(
|
||||
data={
|
||||
pd.Timestamp("2020-11-30 00:00:00"): {
|
||||
"Open": 75.69999694824219,
|
||||
"High": 76.08999633789062,
|
||||
"Low": 75.41999816894531,
|
||||
"Close": 75.75,
|
||||
"Adj Close": 71.90919494628906,
|
||||
"Volume": 5539100,
|
||||
"date_id": 1,
|
||||
"OC_High": 75.75,
|
||||
"OC_Low": 75.69999694824219,
|
||||
},
|
||||
pd.Timestamp("2020-12-01 00:00:00"): {
|
||||
"Open": 76.0199966430664,
|
||||
"High": 77.12999725341797,
|
||||
"Low": 75.69000244140625,
|
||||
"Close": 77.02999877929688,
|
||||
"Adj Close": 73.1242904663086,
|
||||
"Volume": 6791700,
|
||||
"date_id": 2,
|
||||
"OC_High": 77.02999877929688,
|
||||
"OC_Low": 76.0199966430664,
|
||||
},
|
||||
},
|
||||
orient="index",
|
||||
)
|
||||
EMPTY_DF = pd.DataFrame()
|
||||
QA_CONTROLLER = qa_controller.QaController(
|
||||
ticker="MOCK_TICKER",
|
||||
start=datetime.strptime("2021-12-21", "%Y-%m-%d"),
|
||||
interval="MOCK_INTERVAL",
|
||||
stock=DF_STOCK.copy(),
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def vcr_config():
|
||||
return {
|
||||
"filter_headers": [("User-Agent", None)],
|
||||
"filter_query_parameters": [
|
||||
("period1", "1598220000"),
|
||||
("period2", "1635980400"),
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.parametrize(
|
||||
"queue, expected",
|
||||
[
|
||||
(["load", "help"], []),
|
||||
(["quit", "help"], ["help"]),
|
||||
],
|
||||
)
|
||||
def test_menu_with_queue(expected, mocker, queue):
|
||||
mocker.patch(
|
||||
target=(
|
||||
"gamestonk_terminal.stocks.quantitative_analysis.qa_controller."
|
||||
"QaController.switch"
|
||||
),
|
||||
return_value=["quit"],
|
||||
)
|
||||
result_menu = qa_controller.menu(
|
||||
ticker="TSLA",
|
||||
start=datetime.strptime("2021-12-21", "%Y-%m-%d"),
|
||||
interval="1440min",
|
||||
stock=DF_STOCK.copy(),
|
||||
queue=queue,
|
||||
)
|
||||
|
||||
assert result_menu == expected
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
def test_menu_without_queue_completion(mocker):
|
||||
# DISABLE AUTO-COMPLETION
|
||||
mocker.patch.object(
|
||||
target=qa_controller.gtff,
|
||||
attribute="USE_PROMPT_TOOLKIT",
|
||||
new=True,
|
||||
)
|
||||
mocker.patch(
|
||||
target="gamestonk_terminal.stocks.quantitative_analysis.qa_controller.session",
|
||||
)
|
||||
mocker.patch(
|
||||
target="gamestonk_terminal.stocks.quantitative_analysis.qa_controller.session.prompt",
|
||||
return_value="quit",
|
||||
)
|
||||
|
||||
result_menu = qa_controller.menu(
|
||||
ticker="TSLA",
|
||||
start=datetime.strptime("2021-12-21", "%Y-%m-%d"),
|
||||
interval="1440min",
|
||||
stock=DF_STOCK.copy(),
|
||||
queue=None,
|
||||
)
|
||||
|
||||
assert result_menu == []
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.parametrize(
|
||||
"mock_input",
|
||||
["help", "homee help", "home help", "mock"],
|
||||
)
|
||||
def test_menu_without_queue_sys_exit(mock_input, mocker):
|
||||
# DISABLE AUTO-COMPLETION
|
||||
mocker.patch.object(
|
||||
target=qa_controller.gtff,
|
||||
attribute="USE_PROMPT_TOOLKIT",
|
||||
new=False,
|
||||
)
|
||||
mocker.patch(
|
||||
target="gamestonk_terminal.stocks.quantitative_analysis.qa_controller.session",
|
||||
return_value=None,
|
||||
)
|
||||
|
||||
# MOCK USER INPUT
|
||||
mocker.patch("builtins.input", return_value=mock_input)
|
||||
|
||||
# MOCK SWITCH
|
||||
class SystemExitSideEffect:
|
||||
def __init__(self):
|
||||
self.first_call = True
|
||||
|
||||
def __call__(self, *args, **kwargs):
|
||||
if self.first_call:
|
||||
self.first_call = False
|
||||
raise SystemExit()
|
||||
return ["quit"]
|
||||
|
||||
mock_switch = mocker.Mock(side_effect=SystemExitSideEffect())
|
||||
mocker.patch(
|
||||
target=(
|
||||
"gamestonk_terminal.stocks.quantitative_analysis.qa_controller."
|
||||
"QaController.switch"
|
||||
),
|
||||
new=mock_switch,
|
||||
)
|
||||
|
||||
result_menu = qa_controller.menu(
|
||||
ticker="TSLA",
|
||||
start=datetime.strptime("2021-12-21", "%Y-%m-%d"),
|
||||
interval="1440min",
|
||||
stock=DF_STOCK.copy(),
|
||||
queue=None,
|
||||
)
|
||||
|
||||
assert result_menu == []
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.record_stdout
|
||||
def test_print_help():
|
||||
controller = qa_controller.QaController(
|
||||
ticker="",
|
||||
start="",
|
||||
interval="",
|
||||
stock=DF_STOCK.copy(),
|
||||
)
|
||||
controller.print_help()
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.parametrize(
|
||||
"an_input, expected_queue",
|
||||
[
|
||||
("", []),
|
||||
("/help", ["quit", "quit", "help"]),
|
||||
("help/help", ["help"]),
|
||||
("q", ["quit"]),
|
||||
("h", []),
|
||||
("r", ["quit", "quit", "reset", "stocks", "qa"]),
|
||||
],
|
||||
)
|
||||
def test_switch(an_input, expected_queue):
|
||||
controller = qa_controller.QaController(
|
||||
ticker="",
|
||||
start="",
|
||||
interval="",
|
||||
stock=DF_STOCK.copy(),
|
||||
queue=None,
|
||||
)
|
||||
queue = controller.switch(an_input=an_input)
|
||||
|
||||
assert queue == expected_queue
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
def test_call_cls(mocker):
|
||||
mocker.patch("os.system")
|
||||
controller = qa_controller.QaController(
|
||||
ticker="",
|
||||
start="",
|
||||
interval="",
|
||||
stock=DF_STOCK.copy(),
|
||||
)
|
||||
controller.call_cls([])
|
||||
|
||||
assert controller.queue == []
|
||||
os.system.assert_called_once_with("cls||clear")
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.parametrize(
|
||||
"func, queue, expected_queue",
|
||||
[
|
||||
(
|
||||
"call_exit",
|
||||
[],
|
||||
[
|
||||
"quit",
|
||||
"quit",
|
||||
"quit",
|
||||
],
|
||||
),
|
||||
("call_exit", ["help"], ["quit", "quit", "quit", "help"]),
|
||||
("call_home", [], ["quit", "quit"]),
|
||||
("call_help", [], []),
|
||||
("call_quit", [], ["quit"]),
|
||||
("call_quit", ["help"], ["quit", "help"]),
|
||||
(
|
||||
"call_reset",
|
||||
[],
|
||||
["quit", "quit", "reset", "stocks", "load MOCK_TICKER", "qa"],
|
||||
),
|
||||
(
|
||||
"call_reset",
|
||||
["help"],
|
||||
["quit", "quit", "reset", "stocks", "load MOCK_TICKER", "qa", "help"],
|
||||
),
|
||||
],
|
||||
)
|
||||
def test_call_func_expect_queue(expected_queue, queue, func):
|
||||
controller = qa_controller.QaController(
|
||||
ticker="MOCK_TICKER",
|
||||
start="",
|
||||
interval="",
|
||||
stock=DF_STOCK.copy(),
|
||||
queue=queue,
|
||||
)
|
||||
result = getattr(controller, func)([])
|
||||
|
||||
assert result is None
|
||||
assert controller.queue == expected_queue
|
||||
|
||||
|
||||
@pytest.mark.vcr(record_mode="none")
|
||||
@pytest.mark.parametrize(
|
||||
"tested_func, other_args, mocked_func, called_args, called_kwargs",
|
||||
[
|
||||
(
|
||||
"call_pick",
|
||||
[QA_CONTROLLER.target],
|
||||
"",
|
||||
[],
|
||||
dict(),
|
||||
),
|
||||
(
|
||||
"call_raw",
|
||||
["--num=1", "--descend", "--export=csv"],
|
||||
"qa_view.display_raw",
|
||||
[QA_CONTROLLER.stock[QA_CONTROLLER.target]],
|
||||
dict(
|
||||
num=1,
|
||||
sort="",
|
||||
des=True,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_summary",
|
||||
["--export=csv"],
|
||||
"qa_view.display_summary",
|
||||
[],
|
||||
dict(
|
||||
df=QA_CONTROLLER.stock,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_hist",
|
||||
["--bins=1"],
|
||||
"qa_view.display_hist",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
bins=1,
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_cdf",
|
||||
["--export=csv"],
|
||||
"qa_view.display_cdf",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_bw",
|
||||
["--yearly"],
|
||||
"qa_view.display_bw",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
yearly=True,
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_rolling",
|
||||
["--length=1", "--export=csv"],
|
||||
"rolling_view.display_mean_std",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
length=1,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_decompose",
|
||||
["--multiplicative", "--export=csv"],
|
||||
"qa_view.display_seasonal",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
multiplicative=True,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_cusum",
|
||||
["--threshold=1", "--drift=2"],
|
||||
"qa_view.display_cusum",
|
||||
[],
|
||||
dict(
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
threshold=1,
|
||||
drift=2,
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_acf",
|
||||
["--lags=1"],
|
||||
"qa_view.display_acf",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
lags=1,
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_spread",
|
||||
["--length=1", "--export=csv"],
|
||||
"rolling_view.display_spread",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
length=1,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_quantile",
|
||||
["--length=1", "--quantile=0.1", "--export=csv"],
|
||||
"rolling_view.display_quantile",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
length=1,
|
||||
quantile=0.1,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_skew",
|
||||
["--length=1", "--export=csv"],
|
||||
"rolling_view.display_skew",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
length=1,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_kurtosis",
|
||||
["--length=1", "--export=csv"],
|
||||
"rolling_view.display_kurtosis",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
length=1,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_normality",
|
||||
["--export=csv"],
|
||||
"qa_view.display_normality",
|
||||
[],
|
||||
dict(
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_qqplot",
|
||||
[],
|
||||
"qa_view.display_qqplot",
|
||||
[],
|
||||
dict(
|
||||
name=QA_CONTROLLER.ticker,
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_unitroot",
|
||||
["--fuller_reg=ctt", "--kps_reg=ct", "--export=csv"],
|
||||
"qa_view.display_unitroot",
|
||||
[],
|
||||
dict(
|
||||
df=QA_CONTROLLER.stock,
|
||||
target=QA_CONTROLLER.target,
|
||||
fuller_reg="ctt",
|
||||
kpss_reg="ct",
|
||||
export="csv",
|
||||
),
|
||||
),
|
||||
(
|
||||
"call_capm",
|
||||
["--fuller_reg=ctt", "--kps_reg=ct", "--export=csv"],
|
||||
"capm_view",
|
||||
[QA_CONTROLLER.ticker],
|
||||
dict(),
|
||||
),
|
||||
],
|
||||
)
|
||||
def test_call_func(
|
||||
tested_func, mocked_func, other_args, called_args, called_kwargs, mocker
|
||||
):
|
||||
if mocked_func:
|
||||
mock = mocker.Mock()
|
||||
mocker.patch(
|
||||
"gamestonk_terminal.stocks.quantitative_analysis.qa_controller."
|
||||
+ mocked_func,
|
||||
new=mock,
|
||||
)
|
||||
|
||||
getattr(QA_CONTROLLER, tested_func)(other_args=other_args)
|
||||
|
||||
if called_args or called_kwargs:
|
||||
mock.assert_called_once_with(*called_args, **called_kwargs)
|
||||
else:
|
||||
mock.assert_called_once()
|
||||
else:
|
||||
getattr(QA_CONTROLLER, tested_func)(other_args=other_args)
|
||||
|
||||
|
||||
@pytest.mark.vcr
|
||||
def test_call_load(mocker):
|
||||
yf_download = qa_controller.stocks_helper.yf.download
|
||||
|
||||
def mock_yf_download(*args, **kwargs):
|
||||
kwargs["threads"] = False
|
||||
return yf_download(*args, **kwargs)
|
||||
|
||||
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
||||
controller = qa_controller.QaController(
|
||||
ticker="MOCK_TICKER",
|
||||
start="MOCK_DATE",
|
||||
interval="MOCK_INTERVAL",
|
||||
stock=DF_STOCK.copy(),
|
||||
)
|
||||
other_args = [
|
||||
"TSLA",
|
||||
"--start=2021-12-17",
|
||||
]
|
||||
old_stock = controller.stock
|
||||
controller.call_load(other_args=other_args)
|
||||
assert not controller.stock.empty
|
||||
assert not controller.stock.equals(old_stock)
|
||||
@@ -0,0 +1,4 @@
|
||||
Beta: 0.84
|
||||
Systematic Risk: 29.20%
|
||||
Unsystematic Risk: 70.80%
|
||||
|
||||
27
tests/gamestonk_terminal/stocks/quantitative_analysis/txt/test_qa_controller/test_print_help.txt
vendored
Normal file
27
tests/gamestonk_terminal/stocks/quantitative_analysis/txt/test_qa_controller/test_print_help.txt
vendored
Normal file
@@ -0,0 +1,27 @@
|
||||
|
||||
Quantitative Analysis:
|
||||
Intraday Stock:
|
||||
Target Column: Returns
|
||||
|
||||
Statistics:
|
||||
summary brief summary statistics of loaded stock.
|
||||
normality normality statistics and tests
|
||||
unitroot unit root test for stationarity (ADF, KPSS)
|
||||
Plots:
|
||||
hist histogram with density plot
|
||||
cdf cumulative distribution function
|
||||
bw box and whisker plot
|
||||
acf (partial) auto-correlation function differentials of prices
|
||||
qqplot residuals against standard normal curve
|
||||
Rolling Metrics:
|
||||
rolling rolling mean and std deviation of prices
|
||||
spread rolling variance and std deviation of prices
|
||||
quantile rolling median and quantile of prices
|
||||
skew rolling skewness of distribution of prices
|
||||
kurtosis rolling kurtosis of distribution of prices
|
||||
Other:
|
||||
raw print raw data
|
||||
decompose decomposition in cyclic-trend, season, and residuals of prices
|
||||
cusum detects abrupt changes using cumulative sum algorithm of prices
|
||||
capm capital asset pricing model
|
||||
|
||||
Reference in New Issue
Block a user