Commit Graph

6 Commits

Author SHA1 Message Date
northern-64bit
8e21b340e0 Adds test for collinearity to the econometrics menu (#5018)
* Add `vif` command to the ecomometrics menu

Adds `vif` command, which tests collinearity by calculating the variance inflation factor.

* Fix spelling

* Fix ruff

* Fix ruff

* Fix mypy + add sdk example

* Fix mypy

* Fix pylint

* Fix input + error handling

* Remove rouge print + error handling for one column

* fix linting
2023-05-25 14:54:11 +00:00
northern-64bit
bde21f033e Adding GARCH (#4815)
* Add GARCH

* Linting

* Rearrange the econometrics menu

* Add integration test

* Add ret command + fixes

* Fix linting

* Fix linting

* Fix pylint

* Add logger to functions

* bump pywry

* fix rm command (#4890)

Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt>

* Fix `crypto/defi/anchor` (#4892)

* handle defi anchor exceptions

* reason

* mypy

---------

Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt>

* fix windows pyinstaller subprocess fail if space in path

* remove API_IEX_TOKEN

* remove API_SENTIMENTINVESTOR_TOKEN

* Convert to latex + requested changes

* Fix linting

* Remove unnecessary logger

* Add example

* SDK updated

* fix syntax on elite level math that I def know

* Fix docstring

* Fix example

* Fix

* Linting

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: teh_coderer <me@tehcoderer.com>
Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-05-10 14:30:36 +00:00
Igor Radovanovic
705a3318e0 Integration test coverage (#4969)
* Integration test coverage POC

* Update

* Integration test cleanup

* Fix

* update tests > index 36

* rename stocks tests

* Update Integration Tests

* Update Integration Test Coverage

* Update integration tests

* Linting

* Calculate parameter coverage

* Improvements

* Integration test update

* Improvements

* Improvements

* Improvements

* Improvements

* Add to controller

* Update README

* Add integration test summary

* Update integration tests

* Update integration tests

* Update algorithm

* avoid uncaught exception

* change summary

* change workflow

* another summawry change

* fix small bug when module not found

* summary table

* Refactor

* Workflow

* Breaking get_coverage_all_controllers

* Submenu coverage refactor

* Remove comments

* fix build workflow

* forgot intel

* update integration tests wf

* update windows wd (need to test)

* same

* fix integration test

* Windows patch

* Update integration-test.yml

* fix windows path

* fix windows build wf

* Update windows10_build.yml

* Linting

* fix paths

* Finishing path touches

---------

Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
Co-authored-by: luqazino@gmail.com <luqazino@gmail.com>
Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
2023-05-10 09:44:12 +00:00
northern-64bit
1fb918f6f9 Adds eval, lags, corr and season commands to the econometrics menu (#4462)
* Adds eval, lags, corr and season commands

* Fix ruff

* Fix linting

* Improve linting

* Fix linting

* Fix command parser

* Fix linting + bugs

* Add integration tests

* Fixes

* Improve `season` plot title

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2023-03-27 22:29:07 +00:00
Henrique Joaquim
ac34a4114d Improve integration tests (#4438)
* improve crypto/ta int test

* improve crypto/ov int tests

* improvements to int tests

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2023-03-08 21:14:02 +00:00
montezdesousa
c6b2ec5857 Integration tests refactor (#3781)
* generate integration tests report

* new console report

* simple run_scripts

* move tests script to folder

* add skipping

* always display skips

* func name

* allow running from relative path

* rename some vars and time

* typo

* change portfolio supress and warning

* uncomment economy test

* rename test controller

* multiprocessing

* display test progress and available

* rename func

* mypy

* should not be here

* small changes

* type hinting and docstrings

* new subprocesses default

* forget context and chunksize

* clean len skipt

* small comment

* fix subproc default with v

* minor change

* fix path

* better this way

* make output visible

* allow only sequential run with verbose mode

* change message

* detail

* include andrew idea

* limit multiprocessing to clone version

* fix for package application

* must be up here

* allow verbose with multiprocessing but warn

* update readme

* move tests to core

* Update README.md

* Update README.md

* move readme outside

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* parse subproc arg

* Update README.md

* Fix plot look when using eval and add query to choices (#3881)

* convert index to datetime and update choices

* uncomment economy integration test

* fix treasury concat bug

* fix datasets concat on duplciates

* Lock ruff version so that new lints dont break our CI (#3905)

* Lock ruff version so that new lints dont break our CI

* Bumped pre-commit ruff version

* Delete glossary base command

* move scripts

* ruff

* update pyproject.toml

* update yfinance

* fix futures and economy test, rewrite

* rewrite stocks test yfinance dependent

* refactor sia to yfinance 0.2...

* fix last failing sia tests

* black

* update reqs

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2023-01-11 14:23:43 +00:00