feature/cboe-async: Refactor Cboe for Async (#5900)

* refactor cboe for async

* codespell

* unused imports

* pylint

* more pylint

* platform metadata

* classmethod decorator

* test params

* intrinio quote

* test param names

* date in test needs to be a datetime.date not string

* make fmp unix timestamp tz-aware and normalize percent change

* different way of parsing datetime string

* recapture cboe equity historical test

* unused import

* index snapshot update

* black

* extension map

* pylint

* cboe pyproject.toml

* proposal to standardize equity_quote

* one more file

* removing changes on static assets

* index_historical

* index_historical again

* last_time -> last_timestamp

* obsolete router path

* fix tests

* test param

* restore market index deprecation that I forgot about

* fixing tests

---------

Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt>
This commit is contained in:
Danglewood
2024-01-22 07:17:42 -08:00
committed by GitHub
parent a9b4d2070f
commit e2f7e597fa
54 changed files with 18481 additions and 19318 deletions

View File

@@ -21,7 +21,8 @@ def obb(pytestconfig): # pylint: disable=inconsistent-return-statements
@parametrize(
"params",
[
({"index": "dowjones"}),
({"index": "dowjones", "provider": "fmp"}),
({"index": "BUKBUS", "provider": "cboe"}),
],
)
@pytest.mark.integration
@@ -35,123 +36,6 @@ def test_index_constituents(params, obb):
@parametrize(
"params",
[
(
{
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"interval": "1m",
"provider": "cboe",
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"interval": "1d",
"provider": "cboe",
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"interval": "1min",
"provider": "fmp",
"symbol": "^DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"timeseries": 1,
"sort": "desc",
}
),
(
{
"interval": "1day",
"provider": "fmp",
"symbol": "^DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"timeseries": 1,
"sort": "desc",
}
),
(
{
"timespan": "minute",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"timespan": "day",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"interval": "1d",
"period": "max",
"prepost": True,
"rounding": True,
"provider": "yfinance",
"symbol": "DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"provider": "intrinio",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"symbol": "$DJI",
"tag": "level",
"sort": "desc",
"limit": 100,
"type": None,
}
),
],
)
@pytest.mark.integration
def test_index_market(params, obb):
result = obb.index.market(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
(
{
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"interval": "1m",
@@ -159,6 +43,7 @@ def test_index_market(params, obb):
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"use_cache": False,
}
),
(
@@ -168,6 +53,7 @@ def test_index_market(params, obb):
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"use_cache": False,
}
),
(
@@ -257,7 +143,7 @@ def test_index_price_historical(params, obb):
[
(
{
"symbol": "BUKBUS",
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
@@ -266,7 +152,66 @@ def test_index_price_historical(params, obb):
{
"interval": "1m",
"provider": "cboe",
"symbol": "BUKBUS",
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"use_cache": True,
}
),
(
{
"interval": "1d",
"provider": "cboe",
"symbol": "AAVE100",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"use_cache": False,
}
),
(
{
"interval": "1min",
"provider": "fmp",
"symbol": "^DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"timeseries": 1,
"sort": "desc",
}
),
(
{
"interval": "1day",
"provider": "fmp",
"symbol": "^DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"timeseries": 1,
"sort": "desc",
}
),
(
{
"timespan": "minute",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"timespan": "day",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
@@ -274,31 +219,32 @@ def test_index_price_historical(params, obb):
(
{
"interval": "1d",
"provider": "cboe",
"symbol": "BUKBUS",
"period": "max",
"prepost": True,
"rounding": True,
"provider": "yfinance",
"symbol": "DJI",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
(
{
"provider": "intrinio",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"symbol": "$DJI",
"tag": "level",
"sort": "desc",
"limit": 100,
"type": None,
}
),
],
)
@pytest.mark.integration
def test_index_european(params, obb):
result = obb.index.european(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"symbol": "BUKBUS", "provider": "cboe"}),
],
)
@pytest.mark.integration
def test_index_european_constituents(params, obb):
result = obb.index.european_constituents(**params)
def test_index_market(params, obb):
result = obb.index.market(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@@ -308,7 +254,7 @@ def test_index_european_constituents(params, obb):
"params",
[
({}),
({"europe": True, "provider": "cboe"}),
({"provider": "cboe", "use_cache": False}),
({"provider": "fmp"}),
({"provider": "yfinance"}),
],
@@ -324,8 +270,7 @@ def test_index_available(params, obb):
@parametrize(
"params",
[
({"query": "D", "is_symbol": True}),
({"europe": True, "provider": "cboe", "query": "A", "is_symbol": False}),
({"query": "D", "is_symbol": True, "use_cache": False, "provider": "cboe"}),
],
)
@pytest.mark.integration
@@ -339,7 +284,7 @@ def test_index_search(params, obb):
@parametrize(
"params",
[
({"region": "US"}),
({"region": "us", "provider": "cboe"}),
],
)
@pytest.mark.integration