"""Test fixed income extension.""" import pytest from extensions.tests.conftest import parametrize from openbb_core.app.model.obbject import OBBject # pylint: disable=redefined-outer-name # pylint: disable=inconsistent-return-statements @pytest.fixture(scope="session") def obb(pytestconfig): """Fixture to setup obb.""" if pytestconfig.getoption("markexpr") != "not integration": import openbb # pylint: disable=import-outside-toplevel return openbb.obb @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "fmp"}), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_rates(params, obb): result = obb.fixedincome.government.treasury_rates(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"date": "2023-01-01", "inflation_adjusted": True, "provider": "fred"}), ], ) @pytest.mark.integration def test_fixedincome_government_us_yield_curve(params, obb): result = obb.fixedincome.government.us_yield_curve(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "period": "overnight", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_sofr(params, obb): result = obb.fixedincome.sofr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "volume_weighted_trimmed_mean_rate", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_estr(params, obb): result = obb.fixedincome.rate.estr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "rate", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_sonia(params, obb): result = obb.fixedincome.rate.sonia(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "overnight", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_ameribor(params, obb): result = obb.fixedincome.rate.ameribor(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "weekly", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ( { "provider": "federal_reserve", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_effr(params, obb): result = obb.fixedincome.rate.effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({}), ({"long_run": True, "provider": "fred"}), ], ) @pytest.mark.integration def test_fixedincome_rate_effr_forecast(params, obb): result = obb.fixedincome.rate.effr_forecast(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ], ) @pytest.mark.integration def test_fixedincome_rate_iorb(params, obb): result = obb.fixedincome.rate.iorb(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "daily_excl_weekend", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_dpcredit(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.rate.dpcredit(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "interest_rate_type": "lending", } ) ], ) @pytest.mark.integration def test_fixedincome_rate_ecb(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.rate.ecb(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "yield"}), ( { "category": "all", "area": "us", "grade": "non_sovereign", "options": True, "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "yield", } ), ], ) @pytest.mark.integration def test_fixedincome_corporate_ice_bofa(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.ice_bofa(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "aaa"})], ) @pytest.mark.integration def test_fixedincome_corporate_moody(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.moody(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "30d", "category": "financial", "grade": "aa", "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_corporate_commercial_paper(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.commercial_paper(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": [10.0], "category": ["spot_rate"], "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_corporate_spot_rates(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.spot_rates(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"date": "2023-01-01", "yield_curve": "spot"})], ) @pytest.mark.integration def test_fixedincome_corporate_hqm(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.hqm(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m"})], ) @pytest.mark.integration def test_fixedincome_spreads_tmc(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.tmc(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "10y", "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_spreads_tmc_effr(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.tmc_effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m", "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_spreads_treasury_effr(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.treasury_effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"date": "2023-01-01", "yield_curve_type": "spot_rate"}), ( { "rating": "A", "provider": "ecb", "date": "2023-01-01", "yield_curve_type": "spot_rate", } ), ], ) @pytest.mark.integration def test_fixedincome_government_eu_yield_curve(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.eu_yield_curve(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-09-01", "end_date": "2023-11-16", "cusip": None, "page_size": None, "page_num": None, "security_type": None, "provider": "government_us", } ), ( { "start_date": "2023-09-01", "end_date": "2023-11-16", "cusip": None, "page_size": None, "page_num": None, "security_type": "Bond", "provider": "government_us", } ), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_auctions(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.treasury_auctions(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @pytest.mark.parametrize( "params", [ ( { "date": "2023-11-16", "cusip": None, "security_type": "bond", "provider": "government_us", } ), ( { "date": "2023-11-16", "cusip": None, "security_type": "bill", "provider": "government_us", } ), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_prices(params, obb): params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.treasury_prices(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0